Kudos to MMs

Quote from Maverick74:

So that leaves him short at 1176 and 1220 and some other price. There is no way his average price is what he states then.
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Since he stated that he would not be posting his more frequent OFV trades I assumed that the 1176 FV trade was similarly taken out (at a steep loss) against a long OFV trade but he just didn't post it.

If it were me I would keep the longer-term FV trades completely separate from the OFV trades (which have a much shorter timeframe) - basically treat them as two separate systems so you can see performance of each.
 
SPX, 1253.54. FV, 1106.21. OFV, 1252.75.

Parameter remains extremely mildly inverted.

Current position, Short 1 unit SPX 1220, short 2 units SPX 1245.
 
This is the output from the OFV logic:

OFV = 1250.33. Buyt SPX at 1249.88.

So forced out of the two units from 1245, -5. Still short the one unit from 1220 controlled by FV. OFV and SPX are very close and there may be lots of entries and exits left today.
 
Two more entries, but they are inconsequential:

OFV = 1251.17 Sell at 1252.66
OFV = 1252.39 Buy at 1251.92

So we go out just short one unit, the FV unit at 1220.
 
I am gaining confidence in OFV by leaps and bounds to the point where I allow it to go long (more exactly, opposite FV), not just close open short positions. Too soon, but it is on my mind.
 
Quote from nitro:

I am gaining confidence in OFV by leaps and bounds to the point where I allow it to go long (more exactly, opposite FV), not just close open short positions. Too soon, but it is on my mind.
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confidence-man-housing-crash-round-2-political-poster-1304958393.jpg

The idiot forgot the word 'faster'
 
nitro, let me simplify your model for you.

OFV = price at 10am. "strong attractor". It would have worked every day in the last 10 days.

FV = 50SMA
 
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