R3 Trading Strategy: recent JO trades
Author: jsinjur
Creation Date: 11/5/2014 2:53 PM
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jsinjur

#1
Eugene:

What does the exit name MA XU mean? I realize it is a time or moving average exit, triggered by an event. It looks like it is triggered by trading over 50 for a number of days but I do not see the explanation in the strategy rules. Please look at recent JO trades. I am trading R3. Thanks for any help

Joe
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Eugene

#2
It means nothing.
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jsinjur

#3
But what took you out of the position. The exit should be any close of RSI over 70 yet the closing RSI was around 56.
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Eugene

#4
When in doubt, invoke the Data Window and mouse over the RSI at the bar in question. I'm sure you'll find it above 70 which it undoubtedly is.
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jsinjur

#5
I did that and show yesterday close 57.19 for RSI2
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Eugene

#6
...and nothing happened:


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jsinjur

#7
Position Symbol Quantity Entry Date Entry Price Exit Date Exit Price Profit % Profit $ Bars Held Profit per Bar Entry Name Exit Name MAE % MFE %
Long JO 27 9/9/2014 36.33 9/16/2014 34.71 -6.08 ($59.64) 6 ($9.94) 1 MA XU -7.42 -0.81
Long JO 27 9/10/2014 34.16 9/16/2014 34.71 -0.11 ($1.05) 5 ($0.21) 2 MA XU -1.30 2.75
Long JO 25 10/20/2014 37.39 11/4/2014 35.34 -7.18 ($67.15) 12 ($5.60) 1 MA XU -8.13 0.22
Long JO 26 10/22/2014 36.05 11/4/2014 35.34 -3.67 ($34.36) 10 ($3.44) 2 MA XU -4.68 0.29
Long JO 27 10/24/2014 35.90 11/4/2014 35.34 -3.20 ($31.02) 8 ($3.88) 3 MA XU -4.25 0.49
Long JO 27 10/29/2014 35.77 11/4/2014 35.34 -2.85 ($27.51) 5 ($5.50) 4 MA XU -3.90 -0.29

Now I am confused, my application said to sell out. I do not know how to show chart but it took me out. Strange, any ideas?
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jsinjur

#8
I notice the strategy shows a recent modification. Is there a way I can delete the strategy from "my selected strategies" and reload it fresh from WealthLab in it's original form? If I try to upload, it goes back to the strategy as I am using it. 90% of the problems occur between the chair and keyboard. Thanks for any help.

Joe
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jsinjur

#9
Eugene:

I apologize for any time you spent on this. I do not know how but I obviously changed the 70 to 50. I can find the date of change but not my logic. I changed it back and show there was no signal (as indicated by your chart). Again, the problem is usually between the chair and the keyboard. Thanks again.

Joe
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Eugene

#10
Of course you can delete and download, having unchecked "Published Since" to grab everything. However, that recent modification took place on October 31, 2012 and corrected a typo preventing the strategy from opening more than 2 positions at a time. No exit rules were affected.