Kevin_in_GA
4,599 posts
msg #101705
- Ignore Kevin_in_GA
modified |
7/18/2011 5:30:31 PM
Confirmed EOD BUY signals - DF and PLL. Note that GME continues to drop in price. Nice possible entry now?
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Kevin_in_GA
4,599 posts
msg #101710
- Ignore Kevin_in_GA |
7/18/2011 8:21:46 PM
SELL signal on STJ - net profit of 0.59% after commissions.
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duke56468
683 posts
msg #101711
- Ignore duke56468
modified |
7/18/2011 8:40:40 PM
I had a total of 11 stocks show up intraday and paper traded 7, was too late on the other 4. 5 winners and 2 losers. Any stock that went positive more than 20 basis points I put a trailing stop of .20% so I would at least break even. Closed all at EOD.
DF -.62
ORLY -.05
LLL +.48
T +.45
LSI +1.08
CCE +.94
HRB +.60
total +2.88%/7=.41% after transaction fee
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Kevin_in_GA
4,599 posts
msg #101718
- Ignore Kevin_in_GA |
7/19/2011 2:23:27 PM
I had a total of 11 stocks show up intraday and paper traded 7, was too late on the other 4. 5 winners and 2 losers. Any stock that went positive more than 20 basis points I put a trailing stop of .20% so I would at least break even. Closed all at EOD.
DF -.62
ORLY -.05
LLL +.48
T +.45
LSI +1.08
CCE +.94
HRB +.60
total +2.88% after transaction fee
++++
I think you are actually up less than that - you really netted 2.88 / 7 trades placed = 0.41% on all trades for the day. I am assuming that these trades were concurrent rather than sequential.
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duke56468
683 posts
msg #101719
- Ignore duke56468
modified |
7/19/2011 9:07:06 PM
agreed...I need to re-take 3rd grade math with my grandchildren.
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Kevin_in_GA
4,599 posts
msg #101738
- Ignore Kevin_in_GA |
7/20/2011 8:45:07 PM
Two new BUY signals today - ALTR and JCI. No SELL signals.
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Kevin_in_GA
4,599 posts
msg #101758
- Ignore Kevin_in_GA
modified |
7/21/2011 12:15:15 PM
Noon 7/21 intraday:
SELL Dean Foods (DF). In at 11.26 out at 11.79 for a gain of 4.7%.
Intraday BUY signal for LH at 93.00, but it closed at 94.47 so it won't show up as a buy at EOD.
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Kevin_in_GA
4,599 posts
msg #101763
- Ignore Kevin_in_GA
modified |
7/21/2011 4:32:44 PM
End of day:
SELL signal for PLL - in at 53.30, out at 55.01 for a gain of 3.2%. 3 days in trade.
SELL signal for DF - in at 11.21, out at 11.90 for a gain of 6.1%. 3 days in trade.
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cracken
2 posts
msg #101764
- Ignore cracken |
7/21/2011 8:12:07 PM
I am trading this "system" now after some basic fundamental research on the stocks that turn up. Thanks for posting this Kevin. I have some questions/ comments....
For backtesting in SF I am using CLOSE above Upper BOLLINGER BAND(16,2) as the exit. Works ok, but using the second filter for the actual exit signals.
How could you limit this system so that it does not trade during a bear period (e.g. SPY is below 200 day MA or slope of SPY is negative). It seems that most of the bad trades are during bear periods. It seems like this would help but not sure until backtested. Also, I is this the right change to use this on the NASDAQ 100 stocks? still trying to figure out how to do the exit without creating multiple watchlists.
NASDAQ 100
/*FIRST DETERMINE HISTORICAL RATIO OF NASDAQ100 STOCK TO THE NDX OVER THE LAST 16 DAYS*/
SET{PRICERATIO, CLOSE / IND(^NDX,CLOSE)}
SET{RATIOMA16, CMA(PRICERATIO,16)}
SET{RATIOSTD16, CSTDDEV(PRICERATIO,16)}
SET{DIFF16, PRICERATIO - RATIOMA16}
SET{ZSCORE16, DIFF16 / RATIOSTD16}
SET{THRESHOLD16, RATIOSTD16 * 2}
/*NEXT, SET CRITERIA NECESSARY TO TRIGGER A PAIR TRADE*/
SET{UPPERBAND16, RATIOMA16 + THRESHOLD16}
SET{LOWERBAND16, RATIOMA16 - THRESHOLD16}
ZSCORE16 BELOW -2
WILLIAMS %R(16) BELOW -94
CLOSE BELOW LOWER BOLLINGER BAND(16,2)
CLOSE ABOVE MA(200)
DRAW LOWERBAND16 ON PLOT PRICERATIO
DRAW UPPERBAND16 ON PLOT PRICERATIO
DRAW BOLLINGER BANDS(16,2)
ADD COLUMN ZSCORE16 {Z-score}
ADD COLUMN WILLIAMS %R(16)
DRAW ZSCORE16 LINE AT -1
DRAW ZSCORE16 LINE AT -2
DRAW ZSCORE16 LINE AT 0
SORT ON COLUMN 5 ASCENDING
CHART-TIME IS 6 MONTHS
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03bsbme
20 posts
msg #101767
- Ignore 03bsbme |
7/21/2011 9:45:11 PM
You can add the following to the filter to indicate that the SPX is above the EMA200. You might want to play around with the period you want to use though. The SPX can be falling like a rock and yet still above the MA200. The code shown is one way to add some criteria for the overall market though.
set{spx,ind(^SPX, close)}
set{spxMA200, cema(spx,200)}
spx above spxMA200
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