StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 2 3 4 5 ... 40 >>Post Follow-up
Kevin_in_GA
4,599 posts
msg #139459
Ignore Kevin_in_GA
11/22/2017 2:52:15 PM

Not sure why that would be, but it isn't the first time I have seen signals appear or disappear in the nightly emails. A bunch of us mentioned this to the SS support guy and there really wasn't a clear answer. It can be frustrating, but that is one reason why I use a portfolio of 10 trades - I can always use another exit signal if I really am concerned. Not sure if this helps but that sort of is the way it was left when SS closed out and made the software free for use.

davesaint86
557 posts
msg #139461
Ignore davesaint86
11/22/2017 3:08:02 PM

I show the same trades as SAFeTrade

SAFeTRADE
561 posts
msg #139464
Ignore SAFeTRADE
11/22/2017 7:04:16 PM

Thanks Kevin.

Kevin_in_GA
4,599 posts
msg #139495
Ignore Kevin_in_GA
11/25/2017 10:32:32 AM

People probably noticed multiple SELL signals for existing XIV long positions last night. In fact there have been 6 total sell signals in the last week - one on 11/17, one on 11/20, one on 11/22, and now three on 11/24. This reduces the allocations from 80% long to only 20% on Monday. The rest are cash positions at the moment.

My other XIV signals systems are also showing SELL signals, although they are still mostly indicating to hold a majority of long positions for now.

SAFeTRADE
561 posts
msg #139500
Ignore SAFeTRADE
11/25/2017 3:52:40 PM

Yes, Thanks for the update Kevin.

nibor100
570 posts
msg #139502
Ignore nibor100
11/25/2017 8:51:57 PM

@Kevin,

I imported the .sse file you kindly provided me into Stratasearch and after importing data and setting up a XIV sector I ran XIV Nightly Signals.

When I viewed the last 60 days listing below the Daily signals action listing I saw some filters/strategies with numbers higher than 30 so I went searching for where the 30 filters would be listed, so I could compare your list of filters 1 to 30 that you provided earlier in this thread to those I see in Stratesearch.

When viewing the Multi-System Setups for XIV Nightly Signals, I noticed there are only 29 filters listed and that some have different Priority Numbers assigned to them.
However, if I click on one of those 29 filters and select Update I then get the System Setups dialog which has a Strategy dropdown that contains 30 filters(has filter #8 which is missing from the Multi-System Setup Update dialog). Seems odd that one has 30 of them and the other only has 29.

Then I decided to read more of the manual and it appears that the Priority number has an effect on which filters are listed first in the daily signals listing so I was wondering if and how you detemined the Priorities to assign to these 30 filter/strategies or if it has no impact on this particular system.
Thanks,
Ed S.

shillllihs
5,402 posts
msg #139503
Ignore shillllihs
modified
11/25/2017 10:18:41 PM

A steady system that would mitigate emotions which would allow you to stay in the market especially 2014-2016.
I'm surprised with all this effort it doesn't even outperform buy and hold though, and if you simply added on dips, you would have made $5,000,000.
I'm sure someone is working on converting this to SF. right now which would be a good gesture for all the technically illiterate and elderly folks.


mahkoh
1,064 posts
msg #139507
Ignore mahkoh
11/26/2017 9:55:45 AM

Kevin,

A few questions:

I notice you seem to be using market- and sector trading rules in your autosearch. Is this delibirate, and if yes why as sector and market are the same as the stock?
I would think those trading rules would already be covered in the stock component.

How do you handle multiple entries? I found that systems of only 5 strategies regularly enter and exit on the same day. I can imagine a system with 30 strategies will see this happening often.
On one hand this can be interpreted as a strong signal, on the other hand it doubles your risk.

Kevin_in_GA
4,599 posts
msg #139508
Ignore Kevin_in_GA
11/26/2017 10:29:43 AM

@nibor - the numbering system I show here is 1-30, but in constructing the filters I originally had 40. I removed duplicates and a few that were weak performers to get it down to thirty, but SS does not allow you to rename strategies. Thus, the numbering is different but the filters are the same.

@shilllihs - this system does well during the period you mentioned, but also remember that part of the system is that it reduces allocations (it rarely is at full utilization). It is often easy to say that all one has to do is buy on a dip, but in truth that comes with the knowledge gained from being able to look at the future performance, which no one can do in real time. This approach yields an exceptional return with minimal drawdown, which is what I had designed it to do, not to maximize ROI at any expense.

@mahkoh - the way OneClick systems run will look at market, sector, and stock as different entities, even if as in this case they are all the same. It is to allow for more complex sectors to be analyzed in ways SF cannot do. As to how I handle buy and sell signals on the same day is to only take action based on the NET result, since you are selling and buying at the same price (the open). Just make sure to keep track of the change in system signals if you are keeping one active (e.g., you are in a trade from #8, which signals to close the same day #14 signals a new BUY. You simply track #14 to close out the trade started by #8, if that makes sense).

ron22
212 posts
msg #139509
Ignore ron22
11/26/2017 12:07:38 PM

Kevin, I am technically challenged and have great difficulty with coding. I realize that SS filters cannot be 100% coded to SF. I would greatly appreciate it if you would be willing to post SS filter signals onto SF forums nightly for the elderly and newbies. I realize that this is a lot of work for you. I would be willing to donate 20% of my profits to the charity of your choice. I am willing to provide copies of my donation receipts. SF members please reply if you would be able to make donations to charity from your profits as a thank you for Kevin's making daily postings of SS filter signals. Kevin thank you very much for your contributions to SF. Ron

StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS<< 1 2 3 4 5 ... 40 >>Post Follow-up

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