I don't know how much it matters, but the backtests that the
systems are based on take the trades at the close of the
candle -- or really, at the open of the next candle after the
cross. That was 2:30 on Tradestation.
My system is optimized to take the trade on a closing bar
basis. Therefore if you have an intra bar strategy and ran a
back test, it will probably give you differnet settings i.e.
slightly different MA's, etc. Since my SRS strategy is
optimized for the closing bar, that's how it should be traded
IMO. If you have an intra bar strategy, then do a back test
and seff if you get different MA's.
if this bear flag plays out next week, then the recent short
trade for the SRS swing system will probably be a whipsaw, it's
probably due for it anyway
The MA's crossed at 15:15 EST for the confirming
candle, and the trade executed at 15:30 EST. Intra bar
doesn't count because there could be times when you get a cross
intra bar (when the MA's are very close) but then uncross again on
the same candle, and never cross on a closing basis. You can
take the trade intra bar, but then you will have to reverse if that
happened.
Anyway, the stats from the premium content page come from my
charts and they are on the candle close, yours maybe me different,
but that's how mine is calculated
Posted by rgoodwin on 16th of Oct 2009 at 03:57 pm
I was "busy" and then looked at the blog. The discussion made me
look at my chart and I was calling you all CRAZY! Then I checked my
chart - it had not updated since 1:30 Eastern - WTH? I had closed
my long but not due to the signal....just bankrolling. TS can
sometimes be the kiss of death - it just has these glitches - too
often for my comfort lately....
srs swing 2
Posted by ben08 on 16th of Oct 2009 at 03:02 pm
my SRS 2 strategy executed
Posted by steever on 16th of Oct 2009 at 03:28 pm
my SRS 2 strategy executed the same as Matt's. it's now short.
My system doesn't wait until the end of the candle so I get crosses mid candle
Posted by ben08 on 16th of Oct 2009 at 03:09 pm
I don't know how much
Posted by Michael on 16th of Oct 2009 at 03:22 pm
I don't know how much it matters, but the backtests that the systems are based on take the trades at the close of the candle -- or really, at the open of the next candle after the cross. That was 2:30 on Tradestation.
My system is optimized to
Posted by matt on 16th of Oct 2009 at 03:29 pm
My system is optimized to take the trade on a closing bar basis. Therefore if you have an intra bar strategy and ran a back test, it will probably give you differnet settings i.e. slightly different MA's, etc. Since my SRS strategy is optimized for the closing bar, that's how it should be traded IMO. If you have an intra bar strategy, then do a back test and seff if you get different MA's.
if this bear flag plays
Posted by matt on 16th of Oct 2009 at 03:53 pm
if this bear flag plays out next week, then the recent short trade for the SRS swing system will probably be a whipsaw, it's probably due for it anyway
Guys
Posted by matt on 16th of Oct 2009 at 03:21 pm
The MA's crossed at 15:15 EST for the confirming candle, and the trade executed at 15:30 EST. Intra bar doesn't count because there could be times when you get a cross intra bar (when the MA's are very close) but then uncross again on the same candle, and never cross on a closing basis. You can take the trade intra bar, but then you will have to reverse if that happened.
Anyway, the stats from the premium content page come from my charts and they are on the candle close, yours maybe me different, but that's how mine is calculated
TS - JUST AMAZING
Posted by rgoodwin on 16th of Oct 2009 at 03:57 pm
I was "busy" and then looked at the blog. The discussion made me look at my chart and I was calling you all CRAZY! Then I checked my chart - it had not updated since 1:30 Eastern - WTH? I had closed my long but not due to the signal....just bankrolling. TS can sometimes be the kiss of death - it just has these glitches - too often for my comfort lately....
Yes, on Ameritrade it crossed
Posted by stzsam on 16th of Oct 2009 at 03:08 pm
Yes, on Ameritrade it crossed at 2:00 central time
srs swing 2
Posted by Michael on 16th of Oct 2009 at 03:08 pm
the candle still has 7 minutes left till it closes.
Not yet for me. I'm
Posted by cw12 on 16th of Oct 2009 at 03:05 pm
Not yet for me. I'm still in my position, although it's very close to crossing.
srs
Posted by RM686 on 16th of Oct 2009 at 03:47 pm
I am out of my srs and cross eyed.