Posted by mitchellvisa1 on 24th of Sep 2009 at 08:27 pm
Matt--On SRS swing system 2, using ESignal I am showing they
crossed on the completion of the candle ending at 3:45 PM, assuming
you had your ma's out to 4 decimal points. This is a question
I have been meaning to ask for awhile. Do you have your
systems set up with the MA's with 2 or 4 decimal
points in determining a cross. If the answer was 2, which is
what I have been using, then I show they crossed on the final
candle of the day, which would mean to reverse the position on the
open???? Your comments are greatly appreciated.
Thanks
I just go by what the chart tells me, my program automatically
puts the buy/sell arrows on the chart and so I don't have to guess
or think about it. That's one problem with doing the systems
manually or visually, but if it's programmed, there is no
guessing.
Anyway, the MA's crossed on the close 15:45, that's 15 min
before the day closed, it will enter the trade. Now if the
MA's crossed at 16:00, then it would not enter the trade, it would
instead enter in the morning.
Over the long run, these don't happen that often, and so even if
you entered the next day instead of today etc, the systems
performance would not drastically change i.e. maybe it would go
from a 2 year gain of 900% to a 2 year gain of 870%, big deal.
day to day, yes it could be quite different results, but these
example don't happen very often and In the long run probably won't
make substantial differences i.e you are not going to turn a system
that made 900% to one that only made 500%. If the MA crosses at or
before 15 min before the close, then take the trade that day, if
it's later, then take it the next day.
I really must be missing something here. On my "second" swing
SRSsystem the mas have not crossed or even close
to crossing. Did it hit the profit hit and then went
short at that profit? Am I missing something here?
the MA's on both systems crossed. The original SRS swing,
it scaled out twice and the MA's crossed late in the day. On
the newer SRS swing system, it did not scale out but the MA's
crossed late in the day.
here's the two systems. Also, please don't mention the
system parameters on the public blog, thx
I think I'm seein why the second ma I have is set up as a
SMA. Does snyone know if there is any fix on
Stockcharts? Doesn't look like I can create a WMA in
Stockcharts?
The SRS swing Systems went short
Posted by matt on 24th of Sep 2009 at 03:53 pm
The SRS swing Systems sold their longs for a VERY nice gain and went short now
we'll see how those work out, could be whipsaw trades who knows, but they are system trades.
Matt--On SRS swing system 2,
Posted by mitchellvisa1 on 24th of Sep 2009 at 08:27 pm
Matt--On SRS swing system 2, using ESignal I am showing they crossed on the completion of the candle ending at 3:45 PM, assuming you had your ma's out to 4 decimal points. This is a question I have been meaning to ask for awhile. Do you have your systems set up with the MA's with 2 or 4 decimal points in determining a cross. If the answer was 2, which is what I have been using, then I show they crossed on the final candle of the day, which would mean to reverse the position on the open???? Your comments are greatly appreciated. Thanks
I just go by what
Posted by matt on 24th of Sep 2009 at 08:41 pm
I just go by what the chart tells me, my program automatically puts the buy/sell arrows on the chart and so I don't have to guess or think about it. That's one problem with doing the systems manually or visually, but if it's programmed, there is no guessing.
Anyway, the MA's crossed on the close 15:45, that's 15 min before the day closed, it will enter the trade. Now if the MA's crossed at 16:00, then it would not enter the trade, it would instead enter in the morning.
Over the long run, these don't happen that often, and so even if you entered the next day instead of today etc, the systems performance would not drastically change i.e. maybe it would go from a 2 year gain of 900% to a 2 year gain of 870%, big deal.
srs
Posted by rkelman on 25th of Sep 2009 at 02:30 am
so on your comment if you bought the srs and the end of the day or tomorrow it would not make that much difference?
day to day, yes it
Posted by matt on 25th of Sep 2009 at 02:38 am
day to day, yes it could be quite different results, but these example don't happen very often and In the long run probably won't make substantial differences i.e you are not going to turn a system that made 900% to one that only made 500%. If the MA crosses at or before 15 min before the close, then take the trade that day, if it's later, then take it the next day.
FAZ 1 min
Posted by rank10 on 24th of Sep 2009 at 04:12 pm
finally went to a new high on the eqiuty curve
I'm not too bright but
Posted by john9o9 on 24th of Sep 2009 at 04:11 pm
I'm not too bright but one of the swing systems is short and the other is long no?
I really must be missing
Posted by john9o9 on 24th of Sep 2009 at 05:59 pm
I really must be missing something here. On my "second" swing SRSsystem the mas have not crossed or even close to crossing. Did it hit the profit hit and then went short at that profit? Am I missing something here?
Thanks!
the MA's on both systems
Posted by matt on 24th of Sep 2009 at 08:31 pm
the MA's on both systems crossed. The original SRS swing, it scaled out twice and the MA's crossed late in the day. On the newer SRS swing system, it did not scale out but the MA's crossed late in the day.
here's the two systems. Also, please don't mention the system parameters on the public blog, thx
I think I'm seein why
Posted by john9o9 on 24th of Sep 2009 at 06:04 pm
I think I'm seein why the second ma I have is set up as a SMA. Does snyone know if there is any fix on Stockcharts? Doesn't look like I can create a WMA in Stockcharts?
both are short
Posted by rank10 on 24th of Sep 2009 at 04:23 pm
both are short
srs swing system now short
Posted by bruce2 on 24th of Sep 2009 at 04:08 pm
Matt, you seldom comment when the SRS swing system reverses. Could you please let us know if and when it goes long again. TIA.