VSTpro Market Trend Filter ASX 200 (XJO) trade table

Mid-week trade table update 30/03/2011.


Click on image to enlarge.

Weekly charts for the ASX - (XJO) - (XMJ) - (XXJ) 25/3/2011

The charts below are from the Australian ASX, and would be of interest to blog readers at the present time.

  • S&P/ASX 200 (XJO) Index
  • S&P/ASX 200 Financials-x-A-REIT Sector (XXJ)
  • S&P/ASX 200 Materials Sector (XMJ)

The charts are displayed using the VST Pro Long "Optimization" template.

The left hand window contains full statistics.


To learn about the VST Pro "Optimization" process click here.

Note: The VST Pro Long Optimization template will not display the next entry signal until the
Market Trend Filter changes back from short to long.

Market Trend Filter signals
  • Short 7/3/2011
  • Long 23/3/2011



Click on images to enlarge.


GICS Indices vs ASX 200 25/3/2011

Click on image to enlarge.

Banks vs ASX 200 25/3/2011

Click on image to enlarge.

VSTpro 2010/2011 sample trade results. (US stocks)

To view the complete sample trade table and explanation click here.

VSTpro Market Trend Filter ASX 200 (XJO) trade table 25/03/2011

Note:
  • This trade table is about testing the Market Trend Filter, trading with stocks contained in the ASX S&P/200 (XJO).
  • This trade table is experimental, and will not be traded.
The Market Trend Filter signaled a "Long" entry on 23/03/2011.

"Long" trades only will be recorded.

This system is a mirror image of the US trade table displayed at metastocktools.com, minus the "Short" trades and dividends.

A detailed explanation of the system can be found at the bottom of the US trade table here.

The system is producing excellent results for US stocks, and it will be interesting to follow the ASX trades.


Click on images to enlarge.

The chart above is from the trade table.

Weekly charts for the ASX - (XJO) - (XMJ) - (XXJ) 18/3/2011

The charts below are from the Australian ASX, and would be of most interest to blog readers at the present time.

  • S&P/ASX 200 (XJO) Index
  • S&P/ASX 200 Financials-x-A-REIT Sector (XXJ)
  • S&P/ASX 200 Materials Sector (XMJ)

The charts are displayed using the VST Pro Long "Optimization" template.

The left hand window contains full statistics.

To learn about the VST Pro "Optimization" process click here.

Note: The VST Pro Long Optimization template will not display the next entry signal
until the Market Trend Filter changes back from short to long.

  • Market Trend Filter gave an exit signal 7/3/2011

Click on image to enlarge.


VSTpro 2010/2011 sample trade results. (US stocks)

To view the complete sample trade table and explanation click here.

Banks vs ASX 200 18/3/2011

Click on image to enlarge.

GICS Indices vs ASX 200 18/3/2011

Click on image to enlarge.

ASX-BHP VST Pro & the Market Trend Filter

The charts displayed in this post, show how the "Performance Stats." vary after altering the Market Trend Filter or SmartStop parameters.

The Market Trend Filter is not referencing data from any one stock, it is checking a broader section of the market looking for a trend reversal.

The Market Trend Filter displayed the same signal on 7/3/2011 for both the Australian and US markets.

The text added to the charts explains the setup and the window on the left has the performance Stats. etc.

Click on images to enlarge.





Pullback trading using the VSTpro

Note:Both WHC & WOR trades have been stopped out.

These two stocks were flagged in a "PullBack" exploration on the 24/11/2010.

WHC has been stopped-out.
WOR stopped-out 7/3/2011 exit next Open. (Market Trend Filter exit)

The stocks selected for the exploration are those with a high "Profit/Risk ratio".

The charts will be updated weekly until stopped-out.



Click on images to enlarge.

VST Pro / URSC (Universal Relative Strength Comparative) strategy .

Note:Both WHC & WOR trades have been stopped out.

This post shows the two stocks used in the PullBack strategy example trades ( WOR & WHC ) now with the URSC applied.

WHC has been stopped-out.
WOR stopped-out 7/3/2011 exit next Open. (Market Trend Filter exit)

The trades commence slightly later, early December, and it will be interesting to compare the two strategies.

The results of these two strategies will be updated weekly or as time permits.

For information about the URSC (Universal Relative Strength Comparative) strategy click here.



Click on images to enlarge.


VSTpro 2010/2011 sample trade results. (US stocks)


To view the complete sample trade table and explanation click here.

Market Trend Filter - A Safer Way to Trade

On 7/3/2011 the VST Pro using the Market Trend Filter signaled an exit for stocks viewed on this blog. (Exit all open long trades next Open, 8/3/2011 )

The MTF gives a "blanket cover" when applied to a portfolio of stocks.

Viewing the charts below the MTF is giving an earlier exit than the SmartStop, and saving $2.10 per share .

Compare the stats. windows on the left side.

The MTF produces more trades, but reduces the risk




Click on image to Enlarge.

Weekly charts for the ASX - (XJO) - (XMJ) - (XXJ) 11/3/2011

The charts displayed below are from the Australian ASX, and would be of most interest to blog readers at the present time.

  • S&P/ASX 200 (XJO) Index
  • S&P/ASX 200 Financials-x-A-REIT Sector (XXJ)
  • S&P/ASX 200 Materials Sector (XMJ)

The left hand window contains full statistics.

The charts are displayed using the VST Pro "Optimization" template.

To learn about the VST Pro "Optimization" process click here.





Click on images to enlarge.


GICS Indices vs ASX 200 11/3/2011

Click on image to enlarge.

Banks vs ASX 200 11/3/2011

Click on image to enlarge.

Weekly charts for the ASX - (XJO) - (XMJ) - (XXJ) 4/3/2011

The charts displayed below are from the Australian ASX, and would be of most interest to blog readers at the present time.

  • S&P/ASX 200 (XJO) Index
  • S&P/ASX 200 Financials-x-A-REIT Sector (XXJ)
  • S&P/ASX 200 Materials Sector (XMJ)
The charts are displayed using the VST Pro "Optimization" template.

The left hand window contains full statistics.

To learn about the VST Pro "Optimization" process click here.


Click on images to enlarge.


Hull Moving Average VST & VST Pro charts.

NOTE: LearnMetaStock.com is a subscription service.

While browsing the Learn MetaStock website I noticed the Hull Moving Average article and decided to add the indicator to the VST Pro, and test the Australian ASX XJO index.

Below is a quote from the website..........

"Trading Strategy Classes
Trading Indexes with the Hull Moving Average - NEW CLASS!

Removing the lag out of a moving average is an age-old problem. In the December 2010 isssue of Stocks & Commodities magazine, Max Gardner showed us how to use the Hull Moving Average to help accomplish this. If you like trend following systems, you'll definitely want to take a look at this strategy. In this video, I'll walk you through exactly what you need to know about the strategy. To help you even more, I've created everything that you need to duplicate everthing in the video. When you click on the installation link below, it will install two custom indicators, one Expert Advisor, one exploration, one system test and one template. Enjoy!"

The VST & VST Pro display accurate data, and informs the user what the entry/exit signals on the chart mean to the profit/loss. (At times, many green entry arrows can result in little profit.)


Click on images to enlarge.



The Learn MetaStock website contains ( Indicators, articles, videos, interviews, MetaStock help
and much more.)

VST Pro / URSC (Universal Relative Strength Comparative) strategy .

This post shows the two stocks used in the PullBack strategy example trades ( WOR & WHC ) now with the URSC applied.

WHC has been stopped-out.

The trades commence slightly later, early December, and it will be interesting to compare the two strategies.

The results of these two strategies will be updated weekly or as time permits.

For information about the URSC (Universal Relative Strength Comparative) strategy click here.






Click on images to enlarge.

Pullback trading using the VSTpro

These two stocks were flagged in a "PullBack" exploration on the 24/11/2010.

WHC has been stopped-out.

The stocks selected for the exploration are those with a high "Profit/Risk ratio".

The charts will be updated weekly until stopped-out.



Click on image above enlarge.


GICS Indices vs ASX 200 4/3/2011

Click on image to enlarge.

Banks vs ASX 200 4/3/2011

Click on image to enlarge.

VSTpro 2010/2011 sample trade results. (US stocks)

To view the complete sample trade table and explanation click here.
 
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