StockFetcher Forums · Stock Picks and Trading · Intraday Alerts<< 1 ... 1747 1748 1749 1750 1751 ... 1903 >>Post Follow-up
johnpaulca
12,036 posts
msg #139167
Ignore johnpaulca
11/8/2017 4:13:38 PM

Fantastic system you have their Kevin.

Kevin_in_GA
4,599 posts
msg #139168
Ignore Kevin_in_GA
11/8/2017 4:42:20 PM

It's even better if I actually followed it in terms of exit signals.

johnpaulca
12,036 posts
msg #139169
Ignore johnpaulca
11/8/2017 4:51:26 PM

it must have a killer equity curve, would love to see it sometime. You can use TinyPic to post...cheers!!

Kevin_in_GA
4,599 posts
msg #139171
Ignore Kevin_in_GA
11/8/2017 7:19:13 PM

Here you go - XIV Buy and Hold is in red. Period is 1/1/2013 through 11/1/2017.

Like I said, it is very hard to beat a simple buy and hold on XIV in terms of ROI, but this system does almost as well with a much smoother equity curve and high Sharpe Ratio.

 photo XIV MULTISYSTEM_zpsk6hj7vlx.gif

SAFeTRADE
649 posts
msg #139172
Ignore SAFeTRADE
11/8/2017 10:47:32 PM

Kevin, it appears you are using a volatility stop. I don't know if that is determining the entry
but they look like they could be. I use an atr(10) * 1.5. That line looks somewhat akin to
that line on the chart. Excellent work!

C.J.

Fetcher[
set{vmult, atr(10) * 1.5}
set{vstopu1a, low 5 day low + vmult}
set{vstopu2a, close + vmult}
set{vstop, min(vstopu1a 1 day ago,vstopu2a)}

symlist(xiv)

draw vstop on plot price

chart-length is 1 year
]





johnpaulca
12,036 posts
msg #139173
Ignore johnpaulca
11/8/2017 10:48:46 PM

a work of art, it should be framed an displayed at the traders museum (:

Kevin_in_GA
4,599 posts
msg #139174
Ignore Kevin_in_GA
11/9/2017 8:08:47 AM

Here it is using TinyPic (photobucket now requires payment to support third party hosting):

XIV Multisystem Equity Curve

johnpaulca
12,036 posts
msg #139175
Ignore johnpaulca
11/9/2017 9:14:49 AM

XIV....looking at this chart last night it still it looks "sick", money was leaving and confirms why I'm shorting.

johnpaulca
12,036 posts
msg #139176
Ignore johnpaulca
modified
11/9/2017 9:17:57 AM

VIX...R1 is now 11(10.91), R2 = 11.29

johnpaulca
12,036 posts
msg #139178
Ignore johnpaulca
11/9/2017 9:31:22 AM

XIV...could scalp at $108.22 on the oversold bounce

StockFetcher Forums · Stock Picks and Trading · Intraday Alerts<< 1 ... 1747 1748 1749 1750 1751 ... 1903 >>Post Follow-up

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