StrategyDesk can handle the SRS Swing #2 with no problem.  The scaling out in Swing #1 is more of a problem.  One possibility would be to run 3 strategies: one for each of the scaleout percentages, but this would mean paying 3 times the commissions.  What I did was to only program the stop loss and reversal parts of the strategy, and then to manually sell when the scaleout targets were reached, adjusting the exit sells to the remaining shares (using Edit>No reset for the strategies).  This requires calculating the targets, tracking the price, and editing the amounts, which is certainly not an automatic system.  Therefore I think that I will only be running the #2 system for this reason.  I have to note that the manual mode worked in my favor once, since the price exceeded the target by the time that I got to sell, so I put in a trailing stop loss order and made some extra profit.  Hope this helps.

Bob in NJ

I have traded UGA in my IRA without any problem. What kind of tax implication were you thinking about?  I can't imagine any.

Bob

I got one on Ameritrade on SRS and reset it by just changing the time scale on the chart from 3 days to 2 days.  Worth a try.

Recently there was discussion about whether to turn off the mechanical systems on "Fed" days - my take on it was that it didn't make much difference in overall results.  Does anyone has a similar analysis for Options Expiration days?

Bob in NJ

So what is the best plan when it re-opens?  Do these events usually get sold off on the (presumed) gap up?  Or should I put on a trailing stop, maybe on 1/2 position to ride any spike up?  Any experience on this?  (Mine has only been in the opposite direction .

Bob

This won't wait for the price to reach the BP before buying.  Since the limit is highest price you are willing to pay, if the current price is less than that, it will buy right away.  I use TDAmeritrade's Trade Triggers, which allow you to enter a trigger point (of various types) which will then submit an order (market or limit).  Hope this helps.

Just a heads-up to anyone coding the Weighted Moving Average mechanical system in StrategyDesk:  The WMA function is under the "Moving Average" function.  The formula just replaces MA (used for the simple MA) by WMA, so the formula will start as:

MovingAverage[WMA, ...

Bob in NJ

Apparently my post with formulas was deleted even though I didn't include the moving average parameters.  But anyway, as promised, here is the way that you add a stop loss to an Exit formula.  For example, for a hypothetical 2% stop loss, you would add to your formula:

 OR (Bar[Close,1] <= EntryPrice * 0.98)

This checks the price each minute and, I hope, minimizes the chance of a wild point from inadvertently triggering the exit.

Hope this helps.

Bob in NJ

The only problems other than programming bugs that I had were that I have had 2 unexpected trades occur.  The first one sold a position in a swing trade strategy with no crossover.  The formula did include a profit stop which wasn't even close to being hit, so I attributed it to a bad data point that triggered it (wasn't able to confirm).  I added a "filter" to the formula and didn't see it occur again, but have stopped that strategy.

The second one occurred yesterday morning and seemed to be related to the MAs running very close together at the end of the preceding day.  I had a buy and sell of FAS within seconds of each other right at the open, which shouldn't happen.  This then allowed the FAZ strategy to trigger, which shouldn't have.  I still have to call them about this.

Hope this helps.

Bob in NJ

Yes, I had the same cross yesterday at 3:15.  It looks to me that there was a weird, inadvertent trigger on StrategyDesk to buy FAS at the opening today based on the very close MAs, and this allowed the FAZ buy to occur at 9:45; otherwise it would have still been on the "same side" of the cross and not triggered.  It may be that different platforms had different results, since the MAs were running so close.

Bob