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ferndave
65 posts
msg #131752
- Ignore ferndave

10/5/2016 8:43:07 AM

Thanks mahkoh. SF still isn't showing entry signals on those dates for those two filters. I'm at a loss. No one else is getting the same lack of entry signals on long #6 or #10?

I changed the last line of the entry section of #6 to "set{entry, entry1 + entry2}." That provides results similar to the entry dates you posted above, with a few extra signals clustered around those dates.

gmg733
788 posts
msg #131754
- Ignore gmg733

10/5/2016 9:22:46 AM

It popped up again today as a sell. this wouldn't be the first time SS had a minor signal issue. It happens.

dtatu
143 posts
msg #131755
- Ignore dtatu
modified

10/5/2016 9:32:00 AM

this AM, like yesterday evening I have a HOLD fot the 3 open LONG trades.
You think there might be a difference in some system or trade settings between us, guys?

graftonian
1,089 posts
msg #131756
- Ignore graftonian

10/5/2016 10:12:18 AM

Messing around with Kevins filters to get a visual on how the "surrogate" triggers compare with VIX.

Fetcher[
/*long 2*/
symlist(vxx,tvix,uvxy)
/*ENTRY CONDITIONS*/
set{arooncrossbelow, count(ind(^vix, aroon up(11)) crossed below ind(^vix, aroon down(11)), 1)}
set{ma3belowma60, count(ind(^vix, MA(3)) below ind(^vix, ma(60)), 1)}
set{entry, arooncrossbelow * ma3belowma60}

/*surrogate entry*/
set{entry1, count(aroon up(11) crossed below aroon down(11), 1)}
set{entry2, count(MA(3) < MA(60), 1)}
set{sur_entry, entry1 * entry2}
draw aroon up(11)
draw MA(3)
draw MA(60)

/*EXIT CONDITIONS*/
set{exit, count(ind(^vix, aroon up(11)) crossed above ind(^vix, aroon down(11)), 1)}
set{10dayexit, count(days(entry above 0.5, 10) above 9,1)}

/*surrogate exit*/
set{sur_exit, count(aroon up(11) crossed above aroon down(11), 1)}

add column entry {long entry}
add column separator
add column exit
draw entry
draw exit
draw ind(^vix, close)
chart-time is 6 months
draw sur_entry
draw sur_exit
]

tennisplayer2
210 posts
msg #131757
- Ignore tennisplayer2
modified

10/5/2016 10:59:13 AM

Kevin and Dtatu, I also got 3 holds last night and this morning. I imported prices without clearing from Yahoo Finance. Ran Signal and these were the results that show up on the display page. Is there something I am missing? Thanks.

scottgboyle
4 posts
msg #131758
- Ignore scottgboyle

10/5/2016 12:06:55 PM

I was also showing three Long Vix "holds" as of last night

gmg733
788 posts
msg #131775
- Ignore gmg733
modified

10/5/2016 7:33:28 PM

SS isn't perfect. I've been using for a while and every once in a while you'll get an anomaly. My email settings weren't working and I fixed it. I don't know if that caused something to hiccup. But I doubt it. I won't elaborate as it's pretty much irrelevant.

I run my stuff at 11p central. I believe at one time I read or Pete at SS told me daily prices settle at 10p central. I've seen prices change a few days later too.

With that being said SS is a great piece of software. The anamolies come from the free data feed and not the product.

Here is my email for the 3rd

VIX_Long_SS

10/03/2016

Side Action PF Order Type Product Symbol Name Buy Date Buy Price Close Price GainLoss System Name Sector Priority Rank
----- ---------- -- ---------------- ----------- --------------- ----------------------------------- ---------- ----------- ----------- -------- -------------------------------------------------- -------------------------------------------------- -------- --------------------
Long Sell 10 Market Stock ^VIX VIX 10/03/2016 13.7500 13.5700 -1.31% VIX_Long_9 #1 VIX
Long Hold 10 Stock ^VIX VIX 09/28/2016 12.9000 13.5700 5.19% VIX_Long_3 #1 VIX
Long Hold 10 Stock ^VIX VIX 09/27/2016 13.3600 13.5700 1.57% VIX_Long_2 #1 VIX

Powered by StrataSearch�

And the 4th

VIX_Long_SS

10/04/2016

Side Action PF Order Type Product Symbol Name Buy Date Buy Price Close Price GainLoss System Name Sector Priority Rank
----- ---------- -- ---------------- ----------- --------------- ----------------------------------- ---------- ----------- ----------- -------- -------------------------------------------------- -------------------------------------------------- -------- --------------------
Long Sell 10 Market Stock ^VIX VIX 10/03/2016 13.7500 13.6300 -0.87% VIX_Long_9 #1 VIX
Long Hold 10 Stock ^VIX VIX 09/28/2016 12.9000 13.6300 5.66% VIX_Long_3 #1 VIX
Long Hold 10 Stock ^VIX VIX 09/27/2016 13.3600 13.6300 2.02% VIX_Long_2 #1 VIX

Powered by StrataSearch�

Same sell signal two days in a row. Oh well it happens.

Kevin_in_GA
4,599 posts
msg #131777
- Ignore Kevin_in_GA

10/5/2016 7:57:48 PM

SIGNALS FOR THURSDAY 10/6/16

NEW BUY SIGNAL TRIGGERED FROM LONG FILTER #1.

OPEN TRADES	Date Opened	^VIX Opening Value	Date Closed	^VIX Closing Value	Net Gain/Loss (%)
LONG ^VIX	09/27/2016	13.36	- - - - -	12.99	-2.77%
LONG ^VIX	09/28/2016	12.90	- - - - -	12.99	+0.70%

CLOSED TRADES	Date Opened	^VIX Opening Value	Date Closed	^VIX Closing Value	Net Gain/Loss (%)
SHORT^VIX	08/29/2016	14.07	09/08/2016	11.76	+16.42%
LONG ^VIX	09/06/2016	12.54	09/12/2016	20.13	+61.66%
LONG ^VIX	090/9/2016	12.44	09/12/2016	20.13	+60.37%
LONG ^VIX	09/13/2016	15.98	09/14/2016	17.63	+10.32%
SHORT ^VIX	09/12/2016	20.13	09/19/2016	15.16	+24.61%
SHORT ^VIX	09/09/2016	12.52	09/22/2016	13.41	-7.28%
SHORT ^VIX	09/12/2016	20.13	09/22/2016	13.41	+33.32%
SHORT ^VIX	09/14/2016	17.63	09/23/2016	12.02	+31.74%
LONG ^VIX	10/03/2016	13.75	10/05/2016	13.54	-1.67%

Kevin_in_GA
4,599 posts
msg #131778
- Ignore Kevin_in_GA

10/5/2016 8:02:06 PM

JUST TO RESOLVE THIS QUESTION ABOUT TODAY'S CLOSE SIGNAL - WHEN I RAN THE SIGNALS TONIGHT I CAN SEE THAT THE LONG TRADE OPENED ON 10/03/2016 WAS CLOSED AT THE OPEN THIS MORNING. WE NOW ARE HOLDING 2 LONG UNITS, NO SHORT UNITS, AND WILL ADD 1 LONG UNIT TOMORROW (FOR THOSE WHO DID NOT CLOSE THE TRADE TODAY, YOU DO NOT NEED TO DO ANYTHING UNLESS YOU WANT TO).

dtatu
143 posts
msg #131796
- Ignore dtatu

10/6/2016 1:31:41 PM

1. My take on today's signal

+ SLD 1 ES OCT 28 '16 + 2155 - 2190 Call BEAR Spread CREDIT 16.00

2. Signal on Strata
- finally the Long trade on Oct 3 disappeared without being sold on my program

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