StockFetcher Forums · Stock Picks and Trading · Intraday Alerts<< 1 ... 1747 1748 1749 1750 1751 ... 1903 >>Post Follow-up
Kevin_in_GA
4,599 posts
msg #139154
Ignore Kevin_in_GA
11/8/2017 11:45:54 AM

Good estimate - it got to 10.27 before reversing.

Kevin_in_GA
4,599 posts
msg #139158
Ignore Kevin_in_GA
11/8/2017 1:35:32 PM

Just in case - I have a limit order to sell all XIV shares at 114. No need to get greedy on XIV at the moment, since there is a lot of uncertainty around things like NK, tax reform, etc. Better to take profits when offered and jump back in clean at the next set of signals.

gmg733
788 posts
msg #139159
Ignore gmg733
11/8/2017 2:12:06 PM

/CL seem like the computers ran buy stops about mid day today. Might be a time to short it.

Kevin_in_GA
4,599 posts
msg #139162
Ignore Kevin_in_GA
11/8/2017 3:27:58 PM

11/6/2017 8:23:24 AM

Out of my TVIX position at $8.31 in PM for a quick gain of $202 after commissions (+1.3% gain). Will be buying XIV based on my system signals over the weekend so no need to hold this one any longer.

I bought 4000 shares of XIV at the open yesterday at $112.81 based on XIV system signals over the weekend. Actually should have bought 5000 as I missed one NN BUY signal in my counting. Last night I got 3 SELL signals, but 1 new BUY signal from the NN system. Net change therefore should be 1 SELL to account for the missed BUY signal yesterday.

Sold 1000 shares of XIV at $113.82 for a gain of $997 after commissions. Still holding 3000 shares at $112.81.

+++++++++++
11/7/2017 12:25:34 PM

Added 2000 shares of XIV at $111.50. Now holding 5000 shares at $112.29.

Not sure what is driving this intraday spike in the ^VIX, but mean reversion is highly likely.

+++++++++++
11/8/2017 9:30:41 AM

Based on last nights 6 new BUY signals from my SS multisystem, I added another 4000 shares of XIV this morning at $112.30. Now at 9000 shares of XIV at an average cost of $112.30.


Sold 9,000 shares at $114.00 for a gain of $15,293 after commissions.


johnpaulca
12,036 posts
msg #139167
Ignore johnpaulca
11/8/2017 4:13:38 PM

Fantastic system you have their Kevin.

Kevin_in_GA
4,599 posts
msg #139168
Ignore Kevin_in_GA
11/8/2017 4:42:20 PM

It's even better if I actually followed it in terms of exit signals.

johnpaulca
12,036 posts
msg #139169
Ignore johnpaulca
11/8/2017 4:51:26 PM

it must have a killer equity curve, would love to see it sometime. You can use TinyPic to post...cheers!!

Kevin_in_GA
4,599 posts
msg #139171
Ignore Kevin_in_GA
11/8/2017 7:19:13 PM

Here you go - XIV Buy and Hold is in red. Period is 1/1/2013 through 11/1/2017.

Like I said, it is very hard to beat a simple buy and hold on XIV in terms of ROI, but this system does almost as well with a much smoother equity curve and high Sharpe Ratio.

 photo XIV MULTISYSTEM_zpsk6hj7vlx.gif

SAFeTRADE
647 posts
msg #139172
Ignore SAFeTRADE
11/8/2017 10:47:32 PM

Kevin, it appears you are using a volatility stop. I don't know if that is determining the entry
but they look like they could be. I use an atr(10) * 1.5. That line looks somewhat akin to
that line on the chart. Excellent work!

C.J.

Fetcher[
set{vmult, atr(10) * 1.5}
set{vstopu1a, low 5 day low + vmult}
set{vstopu2a, close + vmult}
set{vstop, min(vstopu1a 1 day ago,vstopu2a)}

symlist(xiv)

draw vstop on plot price

chart-length is 1 year
]





johnpaulca
12,036 posts
msg #139173
Ignore johnpaulca
11/8/2017 10:48:46 PM

a work of art, it should be framed an displayed at the traders museum (:

StockFetcher Forums · Stock Picks and Trading · Intraday Alerts<< 1 ... 1747 1748 1749 1750 1751 ... 1903 >>Post Follow-up

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