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Stock Picks and Trading · THE RISE OF ARTIFICIAL INTELLIGENCE: MY 2018 NEURAL NETWORK TRADING SYSTEMS
Kevin_in_GA
msg #140488
12/29/2017 7:42:01 PM

TRADE TRACKER:

ETFPOSITIONENTRY DATEENTRY PRICESHARESTRADE SIZE ($)CURRENT PRICEGAIN/LOSS($)GAIN/LOSS (%)
NUGTSHORT12/26/2017$30.55 65520,000$31.96($882.35)-4.41%
DWTSHORT12/26/2017$15.18 1,31820,000$14.05$1,608.54 8.04%
RUSSSHORT12/26/2017$23.02 86920,000$23.00$17.39 0.09%
USLVSHORT12/26/2017$10.751,86020,000$11.75($1,702.13)-8.51%
DRVSHORT12/26/2017$10.83 1,84720,000$10.42$786.95 3.93%
XIVLONG12/26/2017$134.00 14920,000$134.44$65.67 0.33%

Neither a good week nor a bad one - net loss of -$106 (-0.09%), entirely due to the big moves in SLV and GLD this week.

Two things to remember:

1. The use of triply leveraged ETFs amplifies any drawdown seen in the underlying ETF. This should drive greater gains over the longer term, but it requires developing a greater tolerance for risk and acceptance of drawdowns during the trade.

2. The average trade duration for these NN systems is nine weeks, not nine days. Patience as these trades develop over time, and the price decay of these 3x ETFs works in our favor over weeks to months. I personally have to adjust to that long a hold time, and to not do any other trading during the week.


Stock Picks and Trading · THE RISE OF ARTIFICIAL INTELLIGENCE: MY 2018 NEURAL NETWORK TRADING SYSTEMS
Kevin_in_GA
msg #140486
12/29/2017 6:58:17 PM

NEURAL NETWORK PERFORMANCE AND SIGNALS FOR 01/02/2018:

MODELCURRENT POSITIONENTRY DATETRADE AMT.ENTRY PRICECURRENT PRICEGAIN/LOSS ($)GAIN/LOSS (%)SIGNAL FOR 01/02/2018
FXILONG8/14/2017$20,000.00 $42.16 $46.17 $1,902.28 9.51%HOLD
GDXSHORT12/4/2017$20,000.00 $22.26 $23.24 ($843.37)-4.22%HOLD
JOSHORT12/11/2017$20,000.00 $15.21 $15.69 $(611.85) -3.06%HOLD
OILLONG12/26/2017$20,000.00 $6.32 $6.54 $696.20 3.48%HOLD
RSXLONG12/11/2017$20,000.00 $21.72 $21.21 ($469.61)-2.35%HOLD
SLVSHORT12/18/2017$20,000.00 $15.20 $15.98 ($976.22)-4.88%HOLD
SMHLONG8/21/2017$20,000.00 $85.65 $97.81 $2,839.46 14.20%HOLD
UNGSHORT12/11/2017$20,000.00 $5.62 $5.83 ($720.41)-3.60%HOLD
VNQLONG12/18/2017$20,000.00 $85.26 $82.98 ($534.83)-2.67%HOLD
XBILONG12/18/2017$20,000.00 $82.29 $84.87 $627.05 3.14%HOLD
XIVLONG12/18/2017$20,000.00 $135.17 $134.44 ($108.01)-0.54%HOLD
XOPNONE---$37.18 --HOLD

HOLD ALL CURRENT POSITIONS. NO NEW TRADES TO BE TAKEN.


Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140440
12/27/2017 9:46:00 PM

I sold 2 units (2,000 shares) this afternoon at a small unsatisfying profit of $460. Now holding 1,000 shares at $135.25 but will look to repurchase tomorrow if XIV drops further.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140439
12/27/2017 9:42:18 PM

I'm not getting a BUY on #17 either.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140435
12/27/2017 8:09:15 PM

My signals for tomorrow:

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongBuy10MarketStockXIVXIV 134.03 XIV MULTISYSTEM #30
LongBuy10MarketStockXIVXIV 134.03 XIV MULTISYSTEM #32
LongHold10 StockXIVXIV12/5/2017116.7134.0314.85%XIV MULTISYSTEM #23
LongHold10 StockXIVXIV12/18/2017135.17134.03-0.84%XIV MULTISYSTEM #40
LongHold10 StockXIVXIV12/20/2017137.04134.03-2.20%XIV MULTISYSTEM #20
LongHold10StockXIVXIV12/18/2017135.17134.03-0.84%XIV MULTISYSTEM #6

Sold 2 units this morning, buying them back tomorrow. That's how the system works sometimes.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140410
12/26/2017 9:49:14 PM

Nightly signals for tomorrow:


SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystemName
LongSell 10 StockXIVXIV12/20/2017137.04135.3-1.27%XIV MULTISYSTEM #35
LongSell10StockXIVXIV12/22/2017136.06135.3-0.56%XIV MULTISYSTEM #32
LongHold10 StockXIVXIV12/5/2017116.7135.315.94%XIV MULTISYSTEM #23
LongHold10StockXIVXIV12/18/2017135.17135.30.10%XIV MULTISYSTEM #40
LongHold10 StockXIVXIV12/20/2017137.04135.3-1.27%XIV MULTISYSTEM #20
LongHold10 StockXIVXIV12/18/2017135.17135.30.10%XIV MULTISYSTEM #6


Stock Picks and Trading · THE RISE OF ARTIFICIAL INTELLIGENCE: MY 2018 NEURAL NETWORK TRADING SYSTEMS
Kevin_in_GA
msg #140393
12/26/2017 9:50:44 AM

TRADE TRACKING

ETFPOSITIONENTRY DATEENTRY PRICESHARESTRADE SIZE ($)CURRENT PRICEGAIN/LOSS($)GAIN/LOSS (%)
NUGTSHORT12/26/2017$30.5565520,000---
DWTSHORT12/26/2017$15.181,31820,000---
RUSSSHORT12/26/2017$23.0286920,000---
USLVSHORT12/26/2017$10.751,86020,000---
DRVSHORT12/26/2017$10.831,84720,000---
XIVLONG12/26/2017$134.0014920,000---


I will be updating this every weekend with trade data and new signals. I will also be updating the non-leveraged trades as well for comparison - my guess is that the leveraged trades will do much better over time but the drawdowns will be a lot more, so patience is required and trades should only be made based on BUY and SELL signals from the systems.

Filter Exchange · My 1st attempt at coding SF for Kevin's Neural Filter
Kevin_in_GA
msg #140382
12/25/2017 12:41:45 PM

Makes sense - I hope this makes you some decent cash in the coming year. Thanks.

Filter Exchange · My 1st attempt at coding SF for Kevin's Neural Filter
Kevin_in_GA
msg #140380
12/25/2017 11:28:02 AM

Two things to point out:

1. You are using daily data for these filters, versus weekly which is used for the NN systems.

2. I have no idea what inputs are used to make the BUY and SELL calls, so I am fairly sure that the ones you have selected are not the same as the other systems, even if they give you some of the same calls this week.

As I said in the other thread, the NN systems are not translatable into SF code. This might be a good starting point for your own new system, but it is not likely to follow the same trajectory as the NN systems over time.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140375
12/24/2017 7:30:32 PM

I am using the High Sharpe Ratio OneClick, and letting it run about 25-40000 runs. By then I usually have a pretty good system. I then save it into a Multisystem, clear the results in the OneClick, and start over.

Make a signal for each MS, Merge the signals into one single signal system, then Create MS from that signal to combine all of the MS into one.

Just resize the Detailed results box to get the picture smaller. I right-click on the graph and choose Settings - from there you can modify the colors as wanted.

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