StockFetcher Forums · View by Author: wkloss (230 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 23 >> 
Filter Exchange · \"HIGH PROBABILITY ETF TRADING\" BY LARRY CONNORS - GET YOUR FILTERS HERE!
wkloss
msg #122769
2/5/2015 11:36:57 PM

novacane32000

What is your average trade duration? I ask because I have been reading a lot about using weekly options (mostly selling covered calls). A system that has a high win % might be a good system to use in this context.

Bill

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
wkloss
msg #122559
1/20/2015 1:03:25 PM

Kevin,

Re:/*DETERMINE THE MAXIMUM AMOUNT YOU ARE WILLING TO LOSE*/
SET{ACCOUNTSIZE, 25000}
SET{RISKLEVEL, ACCOUNTSIZE*0.005}

Does account size assume margin is being used at 2x when it shows the # of shares to buy?

When placing trades, do you always assume that all trades will be filled and stop adding trades when existing positions plus new orders meet your 2x account size or do you fudge a little because you know rarely will all new orders will be filled?

When choosing which orders to place, do you skip certain symbols when you see that several are in the same industry. For example, about a week ago the 1st 3 symbols were all in finance/banking and they all looked like the same trade to me. I took the 1st one, skipped the next 2 then went farther down the list to get other industries. (I supposed a correlation study could be done each evening but that might be something of interest to someone who doesn't have a day job.)

Bill


General Discussion · Interactive Brokers
wkloss
msg #122388
12/29/2014 12:42:43 PM

They also seem to have excellent (low) margin rates. I have been down on them in the past and still have some difficulty with their site but they offer a lot.

General Discussion · seasonality - annualized screening possible?
wkloss
msg #122224
12/12/2014 12:04:47 PM

jer99, sorry but I don't know the answer. Could you share the site you mentioned?

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
wkloss
msg #121011
7/12/2014 12:46:13 PM

This site is designed to do that

http://www.etfreplay.com/

General Discussion · Stock Picks forum
wkloss
msg #118305
2/21/2014 11:36:01 AM

How about a forum for posters with bad attitudes?

Filter Exchange · OPTIONS STRATEGY - SELLING WEEKLY PUTS
wkloss
msg #117985
2/1/2014 1:58:30 PM

Kevin,

Have you considered using your Pangolin D to enter option trades? It has a high win %. Here is a trade example using data available from OptionVue as of 1-31-2014 at 2 hours before the close.

This uses SPY which was at 179.02. Go 1 standard deviation into the puts and buy 10 Feb 170's and sell 10 Feb 171's. Yield at expiration after commissions is $152 (8%) on $1850 at risk. There are 22 days to expiration. Break even is 170.85 at expiration. (I realize Pangolin D probably didn't issue a buy signal. This is an example of trade construction, risk & reward.)

You make money if SPY goes up as predicted by Pangolin D; if SPY stays the same and if SPY closes no lower than 170.85. You can adjust the trade if you are inclined to do so. If SPY closes below 170.85 at expiration, you hit max loss at 169.03 so adjustments are worth considering.

Another possibility is selling 10 177 puts and buying 10 176 puts. Max risk is $770 and max gain is $231 for a yield of 30% which annualizes at 498%. This could be a "no touch" (no adjustments) trade.

Trade construction is a matter of personal taste and risk tolerance. The key is starting with a system that has a high win %.

Bill



Filter Exchange · TESTING A NEW TRADING APPROACH
wkloss
msg #116754
11/14/2013 11:36:00 AM

@alf44,

Have you backtested or traded your filter/

Bill

Announcements · MyRatings - Buy,Sell,Hold
wkloss
msg #114176
6/21/2013 11:20:34 AM

Where is this?

General Discussion · Money Market Alternative
wkloss
msg #113796
5/30/2013 1:46:19 PM

Any help in coding this would be appreciated.

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