Posted by crossharry on 27th of Aug 2024 at 05:13 am
Occasionally the STS can be lower - here is an excerpt from the
KISS Systems FAQ:
it looks like each new STS always moved up to a higher price
from the previous one, is that true?
In most cases this is what you will see, probably 90% or more
of the time. However, there are times when the new STS will be at a
lower price than the previous one. The reason for this is because
the system is using multiple average true range calculations (which
are volatility-based,) and when the new STS stop drops lower than
the previous one, the system likely handed off one of the ATR
functions to a wider one, hence the stop gets wider.
Posted by crossharry on 21st of Aug 2024 at 07:16 pm
Yeah, surely no need to bear the cost for SMS. I'm on an
Android phone here in the UK and could get alerts for my linked
Googlemail account just as easily rather than SMS. Most people
would be in a similar position, I reckon?
Posted by crossharry on 17th of Aug 2024 at 06:12 pm
Hi Matt, user 'najor' was asking about AGQ trade #116 - if you
go into the trade list, #116 is a past trade that entered on May 6
and closed out on May 22. From the way najor phrased their question
about whether an end of day bar is a "continuation or an exit", I'm
not sure they have quite understood that High Performance KISS
trades only exit on hitting the STS, which is likely to be
intrabar.
On the trade list, the 'Exit Date' for trade #116 is down
as is 05/22/2024 16:00, however what I was trying to explain is
that 16:00 is not the actual time the trade exited, it is merely a
reference to that particular (130 min) time bar/candle. The actual
time of exit is unknown, but we do know it will have been intrabar
on this 16:00 bar/candle because the OHLC data shows the low to be
42.7 i.e. lower than the STS on that date.
I hope I have not made things more confusing - delete my post if
so!
Posted by crossharry on 17th of Aug 2024 at 12:26 pm
Hi, I think 16:00 just refers to the bar in question, not the
actual time the trade closed out. In this AGQ case, it's the last
130 min bar of the trading day. If it was the bar before, time
stamp for Exit would be 13:50. However, all these High Performance
KISS System trades only close out if the STS is hit. For trade #116
of AGQ, if you go to the chart, you can see that the current STS
for that trade is 43.0134. However, if you put your cursor over the
16:00 bar to see the OLHC data, you can see that the low of the bar
is 42.7 i.e. lower than the STS. Therefore, some time during the
course of that 130 min 16.00 bar, the STS will have been hit and
the trade should be closed out.
Posted by crossharry on 11th of Aug 2024 at 06:42 pm
If we see anything we think needs addressing, do you want us to
report it here or by mail? For example, here is a chart of SSO 78m,
showing what appears to be a losing trade that triggers on 22 July.
However, it's really a 'phantom' trade as the previous trade from
05/31 is still running at this point, as per the STS levels that
you can see. If you go to the Trades tab, this phantom trade is
missing as expected.
Posted by crossharry on 5th of Aug 2024 at 06:36 pm
Great version - the Irish voice helps. Have you ever been to
Dublin? The guy is standing at the St Stephens Green end of Grafton
Street. It's one of the main shopping / tourist areas. I can
smell the Guinness fumes from here...
Posted by crossharry on 3rd of May 2024 at 09:23 am
Hey Matt, for the index futures KISS systems, does the '% of
winning trades' metric tend to get better as the time frames get
shorter? I think 78min tends to be the shortest time frame you
publish, is that the best %?
Posted by crossharry on 19th of Feb 2024 at 09:20 am
For the Daily KISS systems, I believe stops are only triggered
on a closing basis. For the new high performance / shorter time
frame version (not yet released), stops will be intrabar i.e. if
and when the level is hit.
Posted by crossharry on 7th of Nov 2023 at 04:57 am
Hi Matt, these 78m systems look great. Which of them has the
highest / lowest winning percentage? I like to factor that into my
trading as I still take losers too personally!
Posted by crossharry on 12th of May 2023 at 11:40 am
Not underrated in the UK or their home town of Manchester, which
is my home town :)
The city produced some great Indie bands in the 80s and 90s as
well as the Smiths - Joy Division, New Order, James, Happy Mondays,
The Verve, Stone Roses, The Charlatans, plus Oasis of course. A
great time to be alive.
Posted by crossharry on 11th of May 2023 at 12:06 pm
Hi Matt, re your newsletter last night, I have looked at some of
your previous screenshots for the new VIX Bollinger Band strategy
and noticed that some of the SPY trades were a bit early, so I was
inspired to try to re-create the strategy in TradeStation and for
good measure I added scale-ins - this improves the Profit Factor as
you can see. I have also attached screenshots of recent trades.
Also, in your newsletter you mentioned the strategy can "scale out
at average true range moves" - can you possibly give me a little
more insight on how the ATR is used so that I can attempt to code
this type of exit?
The community is delayed by three days for non registered users.
Occasionally the STS can be
In the High Performance KISS there's a trade on MSTR ...
Posted by crossharry on 27th of Aug 2024 at 05:13 am
Occasionally the STS can be lower - here is an excerpt from the KISS Systems FAQ:
it looks like each new STS always moved up to a higher price from the previous one, is that true?
In most cases this is what you will see, probably 90% or more of the time. However, there are times when the new STS will be at a lower price than the previous one. The reason for this is because the system is using multiple average true range calculations (which are volatility-based,) and when the new STS stop drops lower than the previous one, the system likely handed off one of the ATR functions to a wider one, hence the stop gets wider.
Yeah, surely no need to
KISS high performance systems and high costs for us
Posted by crossharry on 21st of Aug 2024 at 07:16 pm
Yeah, surely no need to bear the cost for SMS. I'm on an Android phone here in the UK and could get alerts for my linked Googlemail account just as easily rather than SMS. Most people would be in a similar position, I reckon?
Hi Matt, user 'najor' was
Posted by crossharry on 17th of Aug 2024 at 06:12 pm
Hi Matt, user 'najor' was asking about AGQ trade #116 - if you go into the trade list, #116 is a past trade that entered on May 6 and closed out on May 22. From the way najor phrased their question about whether an end of day bar is a "continuation or an exit", I'm not sure they have quite understood that High Performance KISS trades only exit on hitting the STS, which is likely to be intrabar.
On the trade list, the 'Exit Date' for trade #116 is down as is 05/22/2024 16:00, however what I was trying to explain is that 16:00 is not the actual time the trade exited, it is merely a reference to that particular (130 min) time bar/candle. The actual time of exit is unknown, but we do know it will have been intrabar on this 16:00 bar/candle because the OHLC data shows the low to be 42.7 i.e. lower than the STS on that date.
I hope I have not made things more confusing - delete my post if so!
Hi, I think 16:00 just
thanks for your diligence in working out some of the ...
Posted by crossharry on 17th of Aug 2024 at 12:26 pm
Hi, I think 16:00 just refers to the bar in question, not the actual time the trade closed out. In this AGQ case, it's the last 130 min bar of the trading day. If it was the bar before, time stamp for Exit would be 13:50. However, all these High Performance KISS System trades only close out if the STS is hit. For trade #116 of AGQ, if you go to the chart, you can see that the current STS for that trade is 43.0134. However, if you put your cursor over the 16:00 bar to see the OLHC data, you can see that the low of the bar is 42.7 i.e. lower than the STS. Therefore, some time during the course of that 130 min 16.00 bar, the STS will have been hit and the trade should be closed out.
Oh, and it's 011 not
for those strangers just like me, if you want to ...
Posted by crossharry on 14th of Aug 2024 at 02:58 am
Oh, and it's 011 not 001 at the beginning.
I did a quick search
for those strangers just like me, if you want to ...
Posted by crossharry on 14th of Aug 2024 at 02:57 am
I did a quick search - 64 is the country code for NZ, 61 is Oz :)
Ah right, however the text
In the KISS systems what are the circumstances that cause ...
Posted by crossharry on 13th of Aug 2024 at 10:23 am
Ah right, however the text alert suggests a new long for UPRO rather than a new STS level.
If you click on the
In the KISS systems what are the circumstances that cause ...
Posted by crossharry on 13th of Aug 2024 at 10:17 am
If you click on the chart of UPRO 30, it looks like the trade did go long on Aug 6. So which date is correct?
Great, thanks - I just
for those strangers just like me, if you want to ...
Posted by crossharry on 13th of Aug 2024 at 09:55 am
Great, thanks - I just got verified for my UK mobile phone number.
If we see anything we
Matt I see the kiss high performance spx and qqq ...
Posted by crossharry on 11th of Aug 2024 at 06:42 pm
If we see anything we think needs addressing, do you want us to report it here or by mail? For example, here is a chart of SSO 78m, showing what appears to be a losing trade that triggers on 22 July. However, it's really a 'phantom' trade as the previous trade from 05/31 is still running at this point, as per the STS levels that you can see. If you go to the Trades tab, this phantom trade is missing as expected.
In the high performance list,
Matt I see the kiss high performance spx and qqq ...
Posted by crossharry on 11th of Aug 2024 at 10:25 am
In the high performance list, does anyone know what the '0' minute systems are?
Great version - the Irish
Off Top non-market related
Posted by crossharry on 5th of Aug 2024 at 06:36 pm
Great version - the Irish voice helps. Have you ever been to Dublin? The guy is standing at the St Stephens Green end of Grafton Street. It's one of the main shopping / tourist areas. I can smell the Guinness fumes from here...
Hey Matt, for the index
big pop in futures on those numbers
Posted by crossharry on 3rd of May 2024 at 09:23 am
Hey Matt, for the index futures KISS systems, does the '% of winning trades' metric tend to get better as the time frames get shorter? I think 78min tends to be the shortest time frame you publish, is that the best %?
For the Daily KISS systems,
Gold
Posted by crossharry on 19th of Feb 2024 at 09:20 am
For the Daily KISS systems, I believe stops are only triggered on a closing basis. For the new high performance / shorter time frame version (not yet released), stops will be intrabar i.e. if and when the level is hit.
Hi Matt, these 78m systems
Is the GDX STS stop still at $27.40, or did ...
Posted by crossharry on 7th of Nov 2023 at 04:57 am
Hi Matt, these 78m systems look great. Which of them has the highest / lowest winning percentage? I like to factor that into my trading as I still take losers too personally!
My indicator says 9.
Have a great weekend everyone!Anyone have a current demark count ...
Posted by crossharry on 9th of Jun 2023 at 04:48 pm
My indicator says 9.
Not underrated in the UK
SPX - the wick just formed pierced through the 61.8 ...
Posted by crossharry on 12th of May 2023 at 11:40 am
Not underrated in the UK or their home town of Manchester, which is my home town :)
The city produced some great Indie bands in the 80s and 90s as well as the Smiths - Joy Division, New Order, James, Happy Mondays, The Verve, Stone Roses, The Charlatans, plus Oasis of course. A great time to be alive.
Hi Matt, re your newsletter
Wednesday's Newsletter and Video May 10th 2023
Posted by crossharry on 11th of May 2023 at 12:06 pm
Hi Matt, re your newsletter last night, I have looked at some of your previous screenshots for the new VIX Bollinger Band strategy and noticed that some of the SPY trades were a bit early, so I was inspired to try to re-create the strategy in TradeStation and for good measure I added scale-ins - this improves the Profit Factor as you can see. I have also attached screenshots of recent trades. Also, in your newsletter you mentioned the strategy can "scale out at average true range moves" - can you possibly give me a little more insight on how the ATR is used so that I can attempt to code this type of exit?
Hi Matt, just out of
SPX view
Posted by crossharry on 5th of May 2023 at 11:14 am
Hi Matt, just out of interest, is the DVDS short still in play as per the rules of the code?
Matt, you're such a tease,
DVDS systems short update
Posted by crossharry on 2nd of May 2023 at 10:28 am
Matt, you're such a tease, it's uncanny how often your systems take us to the brink - to hell and back, baby!