Sorry, you're right, I should have checked.  I somehow recalled that they were profit stops.  But my system didn't hit the stop.

Bob

I suggest that you set up the automatic trading if you have a job; it eliminates the stress of trying to monitor things.

What I would like to have is the ability to filter out _only_ the Off-Topic posts when I'm time-limited, etc.  Right now, the filters only allow one topic at a time to be viewed.  Matt, maybe you could consider this in your next version of the blog?  Perhaps being able to have a check box next to each Topic so you could enable whatever combination of filters you want, and having it "stick"?

Bob

As expected, it appears that the FAZ/FAS charts (at least at TD Ameritrade) have not corrected for the reverse splits, so the MAs are distorted.  I have put these systems on "pause" until they settle down.

Bob

I'm not sure about other platforms, but I remember that Strategy Desk didn't adjust for the large dividend that SRS had last year and that the EMAs and SMAs were distorted for a time (depending on the parameters.)  So I would plan on turning off the trading for FAS and FAZ for Thursday until I see that things are settling out.  But the systems should get back to working fine after that.

Bob in NJ

If I remember correctly, V (and MC) don't have any credit exposure (unlike AXP); they just make their money on the transaction fees.  So as people run low on savings, they may start using their plastic more?

Bob in NJ

I don't have SD where I am now, but check one bar earlier (i.e. what you would call 1:30-1:45.

I believe that you should have had a whipsaw pair of trades at 1:45 and 2:00.  Mine did (I wish they didn't!).  Check that the market hours are correct.

Bob

If Wave C or 3 is only .618 times the first leg down, then we have already hit the target of 894.  Is this a possible alternative, or does Wave C have to be at least =Wave A?

Matt,

What is the reason behind this recommendation?  I have both SRS systems trading in 1 account using StrategyDesk (TD Ameritrade), using a somewhat smaller position size for each strategy.  Occasionally they will be contradicting each other, but usually that's in a choppy market when the direction is unclear anyway.  Thanks.

Bob in NJ

Yes, I can run the strategies without a problem on StrategyDesk, using a 6-year old HP laptop, connecting to the internet wirelessly to my cable modem.

Bob in NJ

Just sent you a PM, but don't know if you know about them.  Click on "Inbox" at the top of the blog.

Bob

I agree with your comments.  I thought that the old systems were pretty much public, so I didn't worry about posting the formula, since a search of the blog would show them anyway.  But I won't post them again.

Bob

Here is an example of the formulas that I am using (this is an Exit formula for URE, based on the SRS SMAs crossing.)  Note that the delays are different from your formulas.

(MovingAverage[MA,Close,8,0,6,1,SRS]  >  MovingAverage[MA,Close,71,0,6,1,SRS] AND MovingAverage[MA,Close,8,0,6,2,SRS] <= MovingAverage[MA,Close,71,0,6,2,SRS]) OR (Bar[Hour,1]*100+Bar[Minute,1]>=1559)

Note that when backtesting, the trades will not quite be correct, so you have to decrease the delays by 1.

Hope this is enough to get you going.  It took a while to get the correct syntax figured out. 

Bob in Southern NJ

FWIW, my StrategyDesk saw the crossover on the next-to-last bar yesterday, so it bought FAZ at 3:45 and sold at EOD, for about a 1% loss.  EDIT: Nevermind, this is the EMA system; I don't know what the SMA system did.

UYG