StockFetcher Forums · General Discussion · Interesting new site I stumbled upon .<< 1 ... 10 11 12 13 14 >>Post Follow-up
pthomas215
1,251 posts
msg #137980
Ignore pthomas215
9/5/2017 10:28:57 AM

GRAF...indeed. rounded, consistent, sort of pregnant shape. consistency with no sudden spikes...correct?

graftonian
1,089 posts
msg #137987
Ignore graftonian
9/5/2017 1:47:05 PM

PT, Thats the idea. I nave no clue whether it is a valid premise, only time will tell. Perhaps this a crutch to hold back my impulsive tendencies. Wait?, Hell, at my age I don't buy green bananas

pthomas215
1,251 posts
msg #137988
Ignore pthomas215
9/5/2017 1:50:05 PM

no, there is logic to it graf. OIH and BP held nicely. JCP is retail, so it is a wildcard.

Mactheriverrat
3,153 posts
msg #138067
Ignore Mactheriverrat
9/8/2017 7:36:50 PM

Too many lagging indicators for me - IMHO.

davesaint86
725 posts
msg #138075
Ignore davesaint86
modified
9/9/2017 1:50:54 PM

Fetcher[SYMLIST(SPY, QQQ, GLD, TLT)
SET{perf1A, ma(3) 60 days ago}
SET{perf1b, MA(3) / perf1a}
SET{perf, perf1b - 1}
SET{var1, perf*100}
SET{rfr, ind(^irx,close)}
SET{RISKFREERETURN, rfr/100}
SET{perf63, perf - RISKFREERETURN}
SET{STD63, CSTDDEV(CLOSE,63)}
SET{VOL63a, STD63 / MA(63)}
SET{vol63, vol63a * 100}

/*CALCULATION OF SHARPE RATIO - ANNUALIZED*/
SET{SHARPE1a, perf63 / VOL63a}
set{sharpe, sharpe1a * 0.5}

set{var1a, IND(SPY, var1)}
set{var1b, IND(QQQ, var1)}
set{var1c, IND(GLD, var1)}
set{var1d, IND(TLT, var1)}

SET{RANK1A, COUNT(var1 is above var1a,1)}
SET{RANK1B, COUNT(var1 is above var1b,1)}
SET{RANK1C, COUNT(var1 is above var1c,1)}
SET{RANK1D, COUNT(var1 is above var1d,1)}
SET{RANK1E, RANK1A + RANK1B}
SET{RANK1F, RANK1C + RANK1D}
SET{RANK1G, RANK1E + RANK1F}
SET{RANK, 4 - RANK1G}

set{var2a, IND(SPY, sharpe)}
set{var2b, IND(QQQ, sharpe)}
set{var2c, IND(GLD, sharpe)}
set{var2d, IND(TLT, sharpe)}

SET{var3a, COUNT(var2a is above 0,1)}
SET{var3b, COUNT(var2b is above 0,1)}
SET{var3c, COUNT(var2c is above 0,1)}
SET{var3d, COUNT(var2d is above 0,1)}

SET{var4a, var2A * var3a}
SET{var4b, var2b * var3b}
SET{var4c, var2c * var3c}
SET{var4d, var2d * var3d}

set{var5a, var4a + var4b}
set{var5b, var4c + var4d}
set{var5c, var5a + var5b}

SET{allocation1, sharpe / var5c}
set{allocation2, allocation1 * count(sharpe above 0,1)}
set{allocation, allocation2 *100}



draw weekly TSI(5,5,9)
set{E3, weekly TSI(5,5,9) - weekly smoothed TSI(5,5,9)}

set{Longposition, count(E3 > 0,1)}
set{Shortposition, count(E3 < 0,1)}
SET{TRIGGER,0}

set{alpha21, ROC(21,1) - ind(SPY, ROC(21,1))}
set{alpha63, ROC(63,1) - ind(SPY, ROC(63,1))}
set{alphascore, alpha21 + alpha63}
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
and draw Slow Stochastic(5,1) Fast %K line at 20.00 and draw Slow Stochastic(5,1) Fast %K line at 80.00
and draw Slow Stochastic(5,1) Fast %K line at 50.00


set{RSI30, RSI(30) - 50}
set{CRSI_Bar, RSI30}
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI9, RSI(9) - 50}
set{RSI9_line, RSI9}
draw RSI9 on plot CRSI_Bar
set{RSI4, RSI(4) - 50}
set{RSI4_line, RSI4}
draw RSI4 on plot CRSI_Bar

DRAW IFT(4,1)
DRAW IFT(4,1) LINE AT .50
DRAW IFT(4,1) LINE AT -.50
DRAW IFT(4,1) LINE AT 0
set{IFT4_Bar,IFT(4,1)}
draw IFT4_Bar
PlotType{IFT4_Bar,zerobar}

set{plus_vm, abs(high minus low 1 day ago)}
set{minus_vm, abs(low minus high 1 day ago)}

set{plus_vm8, sum(plus_vm, 8)}
set{minus_vm8, sum(minus_vm, 8)}

set{atr1, average true range(1)}
set{tr8, sum(atr1, 8)}

set{vortex_bull, plus_vm8 / tr8}
set{vortex_bear, minus_vm8 / tr8}

draw indicator vortex_bull
draw indicator vortex_bear on plot vortex_bull
draw indicator vortex_bull line at 1.00

ADD COLUMN SEPARATOR
ADD COLUMN RANK {Rank}
ADD COLUMN SEPARATOR
add column alphascore {Alpha}
ADD COLUMN SEPARATOR
add column weekly TSI(5,5,9){TSI}
ADD COLUMN SEPARATOR
Add column Longposition {Buy}
ADD COLUMN SEPARATOR
Add column Shortposition {Sell}
ADD COLUMN SEPARATOR
ADD COLUMN ROC(252,1) {1 yr %}
ADD COLUMN SEPARATOR
ADD COLUMN ROC(126,1) {6 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 vol63 {Vol (%)}
add column separator
add column sharpe {S-Ratio}
add column separator
add column allocation {Alloc %}
add column separator
add column corr(spy,63, close){Corr}
add column separator
add column weekly RSI(4)
add column separator
add column weekly RSI(9)
add column separator
add column weekly RSI(30)
add column separator
add column WEEKLY IFT(4,1){IFT}
add column separator
add column rsi(2)
add column separator

SORT ON COLUMN 6 ascending
chart-time is 2 years
chart-display is weekly
do not draw ema(10)

draw ma(4)
draw ma(8)
draw ma(13)
draw ema(40)


]



graftonian
1,089 posts
msg #138089
Ignore graftonian
9/10/2017 2:19:08 PM

Dave, Interesting coding concepts, going to take me awhile to work though it. Meanwhile I have it saved and will compare with CW's daily blurb. Thanks for sharing.

davesaint86
725 posts
msg #138090
Ignore davesaint86
9/10/2017 2:44:15 PM

It's a combination of Kevin's coding from some of his old filters and other users code.

The RSI4/9/30 concept came from stocktiming.com. Notice the price when the RSI 4 and RSI9 are both above RSI 30. When the RSI 4 and 9 are trending above the 30 the bias is positive. Also, read the .pdf

http://www.baystreet.ca/articles/research_reports/eresearch/StockTiming_102813.pdf

graftonian
1,089 posts
msg #138100
Ignore graftonian
modified
9/11/2017 12:34:43 PM

CYRX started a move at noon.

Well that was a dud.

pthomas215
1,251 posts
msg #138109
Ignore pthomas215
modified
9/11/2017 5:26:31 PM

GRAF, weekly is crossing on MU. might be a good time to wait til it drops back to 33 bucks even, but it broke resistance yet again today. This has been the 4th time in 3 weeks it has had 2 red candles after a run on a 4 hour view, and then busted up for more after the 2nd red. interesting stuff.

graftonian
1,089 posts
msg #138112
Ignore graftonian
9/11/2017 8:09:30 PM

PT, I'll check MU out, thanx. I pulled the plug on NUGT and JNUG this morning, IAG isn't there yet. 21% and 34% since 8/01

StockFetcher Forums · General Discussion · Interesting new site I stumbled upon .<< 1 ... 10 11 12 13 14 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.