StockFetcher Forums · View by Author: Kevin_in_GA (4,599 messages) ·  [ Display By: Date / Subject ]<< 1 ... 2 3 4 5 6 ... 460 >> 
Stock Picks and Trading · Shills Swing N Daily
Kevin_in_GA
msg #140325
12/22/2017 12:38:45 PM

Yes and no - the model is re-learned but retaining the previous model settings as a starting point. Thus it begins with a very similar structure and advantage (maybe) over a na´ve learning model.

Stock Picks and Trading · Intraday Alerts
Kevin_in_GA
msg #140320
12/22/2017 9:43:49 AM

Short NUGT at $29.75 (3,000 shares)

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140313
12/22/2017 9:06:33 AM

New signals for today - I noticed that for some reason the signal for 12/19 (#33) is not showing up. Not sure why.

LongBuy10MarketStockXIVXIV 136.09 XIV MULTISYSTEM #32
LongHold10 StockXIVXIV12/5/2017116.7136.0916.62%XIV MULTISYSTEM #23
LongHold10 StockXIVXIV12/18/2017135.17136.090.68%XIV MULTISYSTEM #40
LongHold10 StockXIVXIV12/20/2017137.04136.09-0.69%XIV MULTISYSTEM #35
LongHold10 StockXIVXIV12/20/2017137.04136.09-0.69%XIV MULTISYSTEM #20
LongHold10 StockXIVXIV12/18/2017135.17136.090.68%XIV MULTISYSTEM #6


Stock Picks and Trading · Shills Swing N Daily
Kevin_in_GA
msg #140312
12/22/2017 9:00:44 AM

No OOS done on these current filters - my plan, based on discussions with the software developer, is to update the NN models after each trade.

Stock Picks and Trading · Intraday Alerts
Kevin_in_GA
msg #140302
12/21/2017 8:41:32 PM

I'll be looking to short NUGT above $29.50.

Stock Picks and Trading · Shills Swing N Daily
Kevin_in_GA
msg #140285
12/21/2017 8:05:27 AM

Not exactly - it treats the weekly data each day as a "bar", even though it has not been completed, like an intraday signal here on SF.


Stock Picks and Trading · Shills Swing N Daily
Kevin_in_GA
msg #140254
12/20/2017 11:12:45 AM

Good call - I also have a NN system for TLT that is indicating a BUY signal already for Monday:

TLT Neural Network system:
Backtest Period: 12/10/2007 through 12/1/2017 (using weekly data)
Number of Trades: 43 (21 long, 22 short)
% Profitable: 97% (100% for longs, 95% for shorts)
Average Trade duration: 9 weeks (8 weeks for longs, 10 weeks for shorts)
Average Trade return: 5.9% (6.8% for longs, 5.0% for shorts)
Total System Return during Backtest: 253.0%

Shorting the 3x Bear on this should give you a decent return if held through until the exit signal.


Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
Kevin_in_GA
msg #140247
12/20/2017 8:05:47 AM

My signal email from last night - 2 new BUY signals:

SideActionPFOrderTypeProductSymbolNameBuyDateBuyPriceClosePriceGainLossSystem Name
LongBuy10MarketStockXIVXIV 134.81 XIV MULTISYSTEM #20
LongBuy10MarketStockXIVXIV 134.81 XIV MULTISYSTEM #35
LongHold10 StockXIVXIV12/19/2017135.5134.81-0.51%XIV MULTISYSTEM #33
LongHold10 StockXIVXIV12/18/2017135.17134.81-0.27%XIV MULTISYSTEM #40
LongHold10 StockXIVXIV12/5/2017116.7134.8115.52%XIV MULTISYSTEM #23
LongHold10 StockXIVXIV12/18/2017135.17134.81-0.27%XIV MULTISYSTEM #6


Stock Picks and Trading · Shills Swing N Daily
Kevin_in_GA
msg #140233
12/19/2017 2:43:55 PM

Each Neural Network system is unique to the ETF it trades - these are honest to God "black boxes" in that I cannot see or interpret any trade signals. They are based on complex AI and pattern recognition, but are not translatable into anything I can analyze.

Short answer is "wait for the NN system to tell you to exit, then do it."

Stock Picks and Trading · Shills Swing N Daily
Kevin_in_GA
msg #140228
12/19/2017 1:38:59 PM

Happy to help. The system stats for the XBI (LABD) and SLV (USLV) trades are as follows:

XBI Neural Network system:
Backtest Period: 12/3/2007 through 12/1/2017 (using weekly data)
Number of Trades: 45 (27 long, 18 short)
% Profitable: 100%
Average Trade duration: 9 weeks (12 weeks for longs, 5 weeks for shorts)
Average Trade return: 13.3% (16% for longs, 9.4% for shorts)
Total System Return during Backtest: 600.7%

SLV Neural Network system:
Backtest Period: 12/3/2007 through 12/1/2017 (using weekly data)
Number of Trades: 46 (24 long, 20 short)
% Profitable: 95% (100% for longs, 90% for shorts)
Average Trade duration: 9 weeks (9 weeks for longs, 9 weeks for shorts)
Average Trade return: 14.4% (18.2% for longs, 10.3% for shorts)
Total System Return during Backtest: 665.5%

No surprise that I will be shifting my trading over to these types of systems in 2018.

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