olathegolf
119 posts
msg #151050
- Ignore olathegolf |
3/3/2020 12:33:09 AM
VE - thanks again for your contributions.
Nibor - 3 day lookback was necessary to calculate 1 day, 2 day, and 3 day profits. As I mentioned, I manually downloaded the CSV file for each days results, pasted into an Excel spreadsheet and performed a simple analysis from there - mostly related to VEs various exit strategies.
Other than the obvious outlier OVV, I did not remove any selections.
Here's VEs filter modified using a 3 day lookback with 3 day results:
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dtatu
143 posts
msg #151081
- Ignore dtatu
modified |
3/4/2020 7:49:56 PM
In response to the post from 4 march Re. APT trade: I'm surprised to see that loss, as I took a small 100 sh test- trade :
EXIT:APT 2020-03-04, 15:59:00 2020-03-06 - BUY 100 16.1800 -1,618.00 -1.00 0.00 D
Total APT (Bought) 100 16.1800 -1,618.00 -1.00 0.00
ENTRY: APT 2020-03-04, 10:06:28 2020-03-06 - SELL -100 18.5000 1,850.00 -1.05 0.00 P
Total APT (Sold) -100 18.5000 1,850.00 -1.05 0.00
Total APT 0 232.00 -2.05 0.00
Total 232.00 -2.05 0.00
The open was 16.75; the low 15.51
https://www.barchart.com/stocks/quotes/APT/technical-chart?plot=HLWCDL&volume=total&data=DO&density=M&pricesOn=0&asPctChange=0&logscale=0&indicators=KELT(21)&sym=APT&grid=1&height=500&studyheight=100
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dtatu
143 posts
msg #151082
- Ignore dtatu
modified |
3/4/2020 7:50:45 PM
also
I did not find shares to short in
INO and NCNA
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nibor100
1,046 posts
msg #151083
- Ignore nibor100 |
3/5/2020 3:45:27 AM
@dtatu,
Day 1 of his APT trade was 2/26 based on his filter signal on 2/25. Entry short price of $10.81.
Day 3 ended at the close of 2/28, which was when I would have expected that APT trade to be exited; based on his Exit Rule 3, as explained in his post on his NLS trade in the evening of 1/13.
Day 6 was 3/4.
If you run Olathegolf's 3 day backtest filter on 2/28, you can see the $10.81 short price for 2/26 and the range of exit prices for the expected max of 3 days in trade.
Ed S.
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dtatu
143 posts
msg #151084
- Ignore dtatu |
3/5/2020 5:17:31 AM
Sorry,
I understand.
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Ratilal.Haria@gmail.com
6 posts
msg #151153
- Ignore Ratilal.Haria@gmail.com |
3/10/2020 10:12:41 AM
FIrst of all I would like to apologize in advance if I breaking any protocols as this is my first posting at SF. I have been a member of SF for about 2 months with the idea of learning as much as I can about investing and related tools, and trying whatever I am learning on ThinkOrSwim platform.
I have few questions regarding Village Elder.'s strategy's Rule 1 & 2 - to close the trade by buying the shares back by the end of the day, if
1. Profitable by end of day or
2. ROC(5,1) closes below 50
Assuming VE triggers those trades automatically from the trading platform he is using,
I tried to issue those triggers from ToS platform but for reasons, my codes fails i.e. the AddOrders are not executed from the Strategy codes, as I cannot see the trade text on the ToS chart
Does anyone trade on ToS and can help?
Thanks ... Ratilal
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Village Elder
231 posts
msg #151155
- Ignore Village Elder |
3/10/2020 1:21:43 PM
@Ratilal - to be clear, the system is being paper traded (as clearly indicated in the first post on my thread, and several times since) - that means I am not using automatic signals on any trading platform at the moment.
Looking at ENZ today, it think the smarter thing for automated trading is to drop rule 1 and just go with the ROC cross below 50. To properly do this, you need to use a time-based rule (probably something like "time is equal to or greater than 15:55 est" and also require "daily ROC(5,1) below 50").
Never used ToS but hopefully that helps.
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Ratilal.Haria@gmail.com
6 posts
msg #151167
- Ignore Ratilal.Haria@gmail.com |
3/11/2020 8:21:08 AM
Hi VE
Appreciate your feedback
God Bless you
Thanks ... Ratilal
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olathegolf
119 posts
msg #151227
- Ignore olathegolf |
3/14/2020 9:25:42 PM
As you screen stocks using VEs filter, you might find it useful to know if a stock split occurred recently. Use the following website: https://www.stocksplithistory.com/
Also, does anybody know the easiest way to screen for acquisitions? Luckily, there aren't many stocks selected so it's easy enough to just search on the internet. However, if you know of a dedicated screener, please advise. Thanks.
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dtatu
143 posts
msg #151337
- Ignore dtatu
modified |
3/20/2020 11:05:31 PM
Hello Guys,
First Thanks to VE for what seems to be a decent and simple filter.
I'm using it in real time: not enough trades yet to make stats, but, it feels good!
I made some changes for the real time trading which lower a lot the stress of big moves:
1. I do not enter on market on Open , to avoid the first minutes of big convulsions; I wait 5-10 minutes: if stable, I enter:especially an slow upward move( unless there is a big move down already on the open: I do not chase it)
2. As soon as I enter I put a stop loss above a significant previous high, or the amount at risk/trade
3. I exit 1/2 the position when profit = risk, creating a risk free trade( on several occasions, big moves during the day were erased before the close: frustrating)
4. I do not cover MOC but rather at 15.45-15.50: I noticed several times, that a losing position tends to be bid up in the last minutes of trading.
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