StockFetcher Forums · Filter Exchange · Permanent Portfolio<< 1 2 3 4 >>Post Follow-up
davesaint86
725 posts
msg #156634
- Ignore davesaint86		 4/16/2021 11:50:56 AM

https://www.portfoliovisualizer.com/optimize-portfolio?s=y&targetAnnualVolatility=10&constrained=false&lastMonth=12&startYear=2006&historicalReturns=true&targetAnnualReturn=15&firstMonth=1&goal=9&symbol10=BMY&symbol13=CHD&symbol14=IAU&symbol11=MKC&symbol12=HRL&symbol18=clx&benchmark=VFINX&symbol15=COST&symbol16=GILD&symbol20=sjm&symbol21=NEE&symbol24=V&symbol25=BIP&symbol22=MO&symbol23=awk&symbol19=NFLX&symbol4=MCD&historicalVolatility=true&symbol7=HRB&symbol6=ROL&symbol1=WMT&endYear=2021&symbol3=ROST&symbol2=DLTR&mode=2&comparedAllocation=1&symbol9=BF.B&symbol8=AZO&timePeriod=4&robustOptimization=false&historicalCorrelations=true&groupConstraints=false
davesaint86
725 posts
msg #156635
- Ignore davesaint86		 4/16/2021 11:55:16 AM

Added dividend yield.

Fetcher[apply to symlist(wmt,dltr,rost,mcd,rol,azo,bf.b,bmy,mkc,hrl,chd,iau,cost,gild,v,clx,sjm,ief,shy,mnro,nflx,nee,mo,awk,BIP)

draw ma(19)
draw average volumne line at 20

draw Bollinger bands(19,2.0)

Set{ADR15, ATR(20) * 1.50} /* davesaint86 */
Set{ATR1, high 10 day high - ADR15} /* davesaint86 */
Set{Buy1, high 10 day high - ADR15} /* davesaint86 */
draw atrlong on plot
draw atrshort on plot
draw BUY1 on plot price /* buy or hold above; sell or wait below */
Set{atrLong,count(close > buy1 ,1)}
Set{atrShort,count(close < buy1 ,1)}
set{E20,close - buy1}


draw vxvvxx on plot vxxavg
draw eriskon
draw eriskoff

and draw Slow Stochastic(14,3) Fast %K line at 20.00 and draw Slow Stochastic(14,3) Fast %K line at 80.00 and draw Slow Stochastic(14,3) Fast %K line at 50.00
draw rsi(14)
draw rsi(14) line at 50

draw rsi(14) line at 20
draw rsi(14) line at 80

set{E30, price above cma(low, 3))}
set{D5Longposition, count(E30 > 0,1)}
set{D5Shortposition, count(E30 < 0,1)}
SET{D5TRIGGER,0}

Set{RS1, csto + c-rsi}
Set{RS, rs1 / 2}
add column rs

set{E10, price above ema(9)}
set{D10Longposition, count(E10 > 0,1)}
set{D10Shortposition, count(E10 < 0,1)}
SET{D10TRIGGER,0}

set{E11, price above ma(19)}
set{D11Longposition, count(E11 > 0,1)}
set{D11Shortposition, count(E11 < 0,1)}
SET{D11TRIGGER,0}

set{E27, price above ma(50)}
set{D20Longposition, count(E27 > 0,1)}
set{D20Shortposition, count(E27 < 0,1)}
SET{D20TRIGGER,0}

set{E25, price above ma(100)}
set{D100Longposition, count(E25 > 0,1)}
set{D100Shortposition, count(E25 < 0,1)}
SET{D100TRIGGER,0}

set{E28, price above ma(200)}
set{D200Longposition, count(E28 > 0,1)}
set{D200Shortposition, count(E28 < 0,1)}
SET{D200TRIGGER,0}
(draw Bollinger Bands(19,2)

set{E31, price above Upper Bollinger Bands(19,2)}
set{ABLongposition, count(E31 > 0,1)}
set{ABShortposition, count(E31 < 0,1)}
SET{ABSTRIGGER,0}
set{E35, price below Lower Bollinger Bands(19,2)}
set{BBLongposition, count(E35 > 0,1)}
set{BBShortposition, count(E35 < 0,1)}
SET{BBSTRIGGER,0}



set{CRS1, rsi(7),1)}
set{CRS2, rsi(14),1)}
set{CRS3, rsi(21),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}

set{CRS4, weekly rsi(7),1)}
set{CRS5, weekly rsi(14),1)}
set{CRS6, weekly rsi(21),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}
set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}
set{RSI21, RSI(21) - 50}
set{CRSI_Bar, RSI21}
PlotType{CRSI_Bar,zerobar}

set{RSI14, RSI(14) - 50}
set{RSI14_line, RSI14}
draw RSI14 on plot CRSI_Bar

set{RSI7, RSI(7) - 50}
set{RSI7_line, RSI7}
draw RSI7 on plot CRSI_Bar

set{drsilong1, count(rsi(21) above 1, 1)}
set{drsilong2, count(rsi(7) above rsi(21), 1)}
set{drsilong3, count(rsi(14) above rsi(21), 1)}
set{drsilong4, drsilong1 + drsilong2}
set{drsilong5, drsilong4 + drsilong3}
set{drsilong, count(drsilong5 equals 3, 1)}
set{drsishort, count(drsilong5 less than 3, 1)}
SET{DRSITRIGGER,0}


set{wrsi1, weekly rsi(7)}
set{wrsi2, weekly rsi(21)}
set{wrsi3, count(wrsi1 > wrsi2,1)}
set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}


set{TWRSI7, weekly RSI(7)}
set{TWRSI14, weekly RSI(14)}
set{TWRSI21, weekly RSI(21)}
set{TWRSI1, TWRSI7 + TWRSI14}
set{TWRSI2, TWRSI1 + TWRSI21}
set{A-WRSI, TWRSI2 / 3}
set{TDRSI7, RSI(7)}
set{TDRSI14, RSI(14)}
set{TDRSI21, RSI(21)}
set{TDRSI1, TDRSI7 + TDRSI14}
set{TDRSI2, TDRSI1 + TDRSI21}
set{A-DRSI, TDRSI2 / 3}
set{LongRSI21Trend,count(RSI(21) > 49 ,1)}
set{LongRSI,count(RSI7 > RSI14 ,1)}
draw LongRSI on plot
set{LongRSI7,count(RSI7 above the 0 line ,1)}
draw longrsi7 on plot
set{LongRSI14,count(RSI14 above the 0 line ,1)}
draw longrsi14 on plot
set{LongRSI21,count(RSI21 above the 0 line ,1)}
draw longrsi21 on plot

set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{LB, CR1 /2}


set{C-RS, CR1 + CRS126}

Set{W21, CRS21 * .33}
Set{W63, CRS63 * .33}
Set{W126, CRS126 * .34}
set{rw1, w21 + w63}
set{rw-c, rw1 + w126}

set{wsto, weekly Slow Stochastics(14,3)}
set{dsto, Slow Stochastics(14,3)}
set{wdsto, wsto + dsto}
set{CSTO, wdsto / 2}

set{vxxc, ind(vxx,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,7)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,7)}

set{eriskon, count(vxvvxx > or = to vxxavg,1)}
set{eriskoff, count(vxvvxx < or = to vxxavg,1)}

set{erisk_on, count(vxvvxx crossed above vxxavg,1)}
set{erisk_off, count(vxvvxx crossed below vxxavg,1)}
set{ervar, vxvvxx - vxxavg}

set{tbxc, ind(tbx,close)}
set{tnxc, ind(^tnx,close)}
set{iefc, ind(ief,close)}
set{ieftnx, iefc / tnx}
set{tnxavg, cema(ieftnx,7)}

set{ieftbx, iefc / tbxc}
set{tbxavg, cema(ieftbx,7)}

set{briskon, count(ieftbx > or = to tbxavg,1)}
set{briskoff, count(ieftbx < or = to tbxavg,1)}
set{brisk_on, count (ieftbx crossed above tbxavg,1)}
set{brisk_off, count(ieftbx crossed below tbxavg,1)}
set{brvar, ieftbx - tbxavg}
draw ieftbx on plot tbxavg

draw briskon
draw briskoff


and draw Slow Stochastic(14,3) Fast %K line at 20.00 and draw Slow Stochastic(14,3) Fast %K line at 80.00 and draw Slow Stochastic(14,3) Fast %K line at 50.00

add column separator
add column eriskon {Equities-riskon}
add column separator
add column ervar
add column separator
add column briskon {bonds-riskon}
add column separator
add column brvar
add column separator

add column atrlong {Atr-Long}
add column separator
add column buy1 {atr-Trig}
add column separator

add column e20 {atr-$ Delta}
add column separator

set{e21, e20 / close}
set{e22, e21 *100}
add column e22 {atr-% Delta}
add column separator
add column cma(low,3) {MA3L-Trig}
add column separator
add column ABLongposition{a-u-bb}
add column separator
add column BBShortposition{b-l-bb}
add column separator

add column D11Longposition {MA19}
add column separator
add column D20Longposition {MA50}
add column separator
add column D100Longposition {MA100}
add column separator
add column D200Longposition {MA200}
add column separator
add column longrsi {rsi7/14}
add column separator
add column rw-c
add column separator
add column csto
add column separator
add column c-rsi
add column separator

ADD COLUMN ROC(105,1) {5 mth %}
add column separator
ADD COLUMN ROC(63,1) {3 mth %}
add column separator
ADD COLUMN ROC(21,1) {1 mth %}
add column separator
add column dividend yield {DIV-Y}
add column separator
add column slow Stochastic(14,3) Fast %K {Fast%K}
add column slow Stochastic(14,3) Slow %D {Slow%D}
add column separator
add column slow Stochastic(14,3) Fast %K 2 day ago {Fast%K-2}
add column slow Stochastic(14,3) Slow %D 2 day ago {Slow%D-2}
add column separator
add column slow Stochastic(14,3) Fast %K 3 day ago {Fast%K-3}
add column slow Stochastic(14,3) Slow %D 3 day ago {Slow%D-3}
add column separator


SORT COLUMN 47 desCENDING
CHART-TIME IS 120 days
]
StockFetcher Forums · Filter Exchange · Permanent Portfolio<< 1 2 3 4 >>Post Follow-up

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