Find and Manage Continuation Trades

[marginman]

This excecise is by no means over.....But after several calls and conversations, the current version of AGET 7.7 does not readily support backdating scans and hence makes the process of backtesting far more tortuous than practical for those patience and time challenged traders.....

Plz consider adding this feature in future versions of AGET EOD, it would add considerable horsepower and utility to an already mean trading tool.

With this version of 7.7, backtesting this strategy is just going to take longer....Plz help us shorten this time with your contributions.

Kindest Regards, Dean

[rosow]

Dean, Phillipe, Marc & all,
Here's how I used to scan prior dates:

1) Shut down GET EOD.
2) Change your computer date back to the date you would like to scan.
3) Re-open GET.
4) Go to your scan function.
5) Go to the potfolio button and click on it.
6) Highlight your entire database issue list and click Data path.
7) Highlight where your data comes from and hit OK.
8) This will re-scan your list back to the old date.
9) You will need to do the same process to re-update your issues to the current date.

Go back to a date where you already have a saved portfolio and see if the same results are produced with this method. I haven't tried this in a while. Good thread!!

Regards,
Lenny

[MR]

Dean and others--

Originally posted by marginman
This excecise is by no means over.....But after several calls and conversations, the current version of AGET 7.7 does not readily support backdating scans and hence makes the process of backtesting far more tortuous than practical for those patience and time challenged traders.....

Plz consider adding this feature in future versions of AGET EOD, it would add considerable horsepower and utility to an already mean trading tool.

With this version of 7.7, backtesting this strategy is just going to take longer....Plz help us shorten this time with your contributions.

Kindest Regards, Dean

I and others would be genuinely very interested in hearing more about ideas for backtesting. If it would be at all possible, could you please develop and document further your ideas on what you would like and or need with a backtesting structural.

Make sure you forward these ideas to: [email protected]

The more you can explain and illustrate, the greater the odds are we may be able to develop a more sophisticated backtesting algrithym of your liking. We definitely are interested in yours and others ideas on this topic. Your feedback is very important! Thanks

[marginman]

Back from a haitus, eager to pick up on where we left off on mastering continuation XTL buy/sell trading strategy.

Dear Phillipe, Marc, fabrizio, board members, plz chime in.

Strategy highlights :

1. Determine general Market direction, use SPX and COMP
Price > 50 SMA , direction is Up
Price < 50 SMA, direction is down

2. If 1 is up then run XTL continuation Up and vice versa to take momentum trades on a portfolio of optionable stocks and indexes

Parameters for XTL Continuation up

XTL 35 period : up , first breakout is unchecked
ATC, Type: close break, up, H-L Flip, 2 std dev, min Pivot: intermediate
Stochastic, 14,3,3; %K<25, ignore false bar is unchecked
80%<5/17 OSC Pull Back OSCPB <100%; both direction; 100 Breakout band strength
9 < Price < 10000
Avg vol > 300,000
Price > 50 day SMA

look for those issues with >0.90 Pearson's R

Parameters for XTL Continuation Sell

XTL 35 period : down , first breakout is unchecked
ATC, Type: close break, down, H-L Flip, 2 std dev, min Pivot: intermediate
Stochastic, 14,3,3; %K>75, ignore false bar is unchecked
80%<5/17 OSC Pull Back OSCPB <100%; both direction; 100 Breakout band strength
9 < Price < 10000
Avg vol > 300,000
Price < 50 day SMA

look for those issues with >0.90 Pearson's R

Here are results for scans I ran 05/30/05
1. SPX & COMP are both above 50 day SMA so direction is mildly up

2. for XTL Continuation Buy scan:
no issue met all scan criteria. as u can see these are results with %K and OSCPB filters off



for the sake of demonstration, here is what XTL continuation Sell showed..only one issue comes up with %K and OSCPB filters off



kindest Regards, deano

[marginman]

okay..I know it is been a while but not a soul to reply......your attention has yet to be stirred

[Steady]

auto ellipse

can some please post the link for the auto ellipse efs thank you again!

[ACM]

Steady
Try running a search for autoellipse
Alex

[marginman]

have these continuation trade scans yielded any candidates for u?

deano

[Steady]

Lets &quot;GET&quot; this board rocking

Hi All, I am not sure how many out there use AGET, or profit from all it has to offer, I suggest all current users Please start posting trading Ideas and/or some vailed set ups...

I am looking for snap back rally (type 1 buy) some time this week on all major US Indexs... I primarily focus on US Indexs and Futures, these ranges have been very good and easy or as easy as one can hope to trade.. please chime in and lets stick together.