The Cross-Overs

Three cross-overs are followed: Price Change Tipping Point, MACD and RSI.

Price Tipping Point. A total of the slope differential of the current closing price to the prices of previous closes. A buy signal occurs when the total goes over zero and a sell goes below.

Moving Average Convergence Divergence (MACD) I use an optimal value.

Relative Strength Index (RSI) Like the MACD - RSI crossover uses an optimal value.

Wednesday, January 1, 2014

Test Run

 Below is the output the model program generates using closing numbers from 12/31/2013.  There are several buy signals for yesterday and Monday but I will ignore these until the market opens for 2014.

Update - I was wrong to assume that the Execute Date of Today meant 12/31.  That execute date is for 1/2/2014 so on Thursday I will be buying in the paper trail  ERX and RETL.

Interestingly there are a couple of old buy signals for October (DRN) and November (TNA).  I assumed all the models would be much more active.


M.A. (KAMA) Tipping Point Model

SymbolBacktest $Buy & Hold $Previous CallExecute DateCurrent CallExecute Date
BIB27,769.2624,543.79SELL2013-12-06BUY2013-12-11
DRN11,260.4610,116.15SELL2013-10-24BUY2013-10-30
ERX18,991.6416,866.86SELL2013-12-27BUYToday
FAS22,991.8922,010.98SELL2013-12-26BUYPrevious Day
MIDU21,993.0421,515.46BUY2013-12-13SELL2013-12-26
RETL23,103.5022,392.70SELL2013-12-27BUYToday
SPXL22,796.2620,605.22SELL2013-12-26BUYPrevious Day
TECL18,606.6317,619.76BUY2013-12-16SELL2013-12-26
TNA24,938.5124,712.09SELL2013-10-29BUY2013-11-01
URTY26,369.9924,873.79SELL2013-12-26BUYPrevious Day

No comments:

Post a Comment