StockFetcher Forums · General Discussion · XIV<< 1 ... 6 7 8 9 10 ... 22 >>Post Follow-up
Mactheriverrat
3,153 posts
msg #141113
- Ignore Mactheriverrat
modified		 1/18/2018 12:58:37 AM

Let me throw some code out here using Dave's code and some counting code from FOUR on XIV.

Submit
Submit
Fetcher[apply to symlist(XIV)

set{E3,dma(8,-5),8)-cma(DMA(8,-5),8) }
set{Longposition, count(E3 > 0,1)}
set{Shortposition, count(E3 < 0,1)}
SET{TRIGGER,0}
draw Longposition on plot
draw Shortposition on plot
draw dma(8,-5),8)
draw cma(DMA(8,-5),8)
/* LONGSHORT is number of consecutive days Longposition above (+)/below(-) previous Shortposition */
set{LONGSHORTb,days( Longposition is above Shortposition ,250)}
set{LONGSHORTa,days( Longposition is below Shortposition ,250)}
set{LONGxSHORT, LONGSHORTa - LONGSHORTb} and add column LONGxSHORT {LONG_x_SHORT}


draw ema(50)

]



Using the count code . Just how many times could one have got in and out of XIV.
Cheese
1,374 posts
msg #141114
- Ignore Cheese
modified		 1/18/2018 1:07:51 AM

For an explanation of DMA & its corresponding MA,
as well as a caution about why DMA should not be backtested

please refer to the 2006 posts by BFreshour and maxreturn
at the following link:

https://www.stockfetcher.com/sfforums/?mid=39945





shillllihs
6,044 posts
msg #141115
- Ignore shillllihs
modified		 1/18/2018 2:10:38 AM

Aww that was a good read. Their feuds makes ours look tame.
Looks like they didn't have spell check then either. Just kidding, my spelling is terrible.
When they were kings.
So did Riggs buy an island making 7k a day or what?
Bottom line is, I guess DMA is not magic but maybe gets you close to something potentially magical.


davesaint86
725 posts
msg #141117
- Ignore davesaint86
modified		 1/18/2018 7:10:48 AM

I'm updating this post. Just saw your response on the previous thread where you say you do not know what 1/12 is not showing being long. Thanks Mach - In the your filter you just post can you go to the backtest feature entere 2 days and go back to 1/12, It is showing a positive number of 40 under longx-short. If this is case, shouldn't the vertical bar for 1/12 be long and not short?

Thanks,
Dave
davesaint86
725 posts
msg #141118
- Ignore davesaint86		 1/18/2018 7:14:02 AM

What is funny whether the filter is screwed up or not, the prices on numerous charts that I have viewed are accurate This screwed up filter looks like it gets you in a little early and out a little early.
davesaint86
725 posts
msg #141119
- Ignore davesaint86		 1/18/2018 7:25:25 AM

The word of the day is "unisance" , lol.
davesaint86
725 posts
msg #141124
- Ignore davesaint86
modified		 1/18/2018 9:32:38 AM

Sandjco - I do not think this is exactly what you were looking for. You can add e3 crossed above 0 for buys and e3 crossed below 0 for sells. You can always use the bactest function (date offset) to look at the previous day buy or sells and keep a record that way.

Fetcher[
show stocks where e3 crossed above 0

apply to symlist(XIV,TLT,TMF)

set{E3,dma(8,-5),8)-cma(DMA(8,-5),8) }
set{Longposition, count(E3 > 0,1)}
set{Shortposition, count(E3 < 0,1)}
SET{TRIGGER,0}
draw Longposition on plot
draw Shortposition on plot
draw dma(8,-5),8)
draw cma(DMA(8,-5),8)
/* LONGSHORT is number of consecutive days Longposition above (+)/below(-) previous Shortposition */
set{LONGSHORTb,days( Longposition is above Shortposition ,250)}
set{LONGSHORTa,days( Longposition is below Shortposition ,250)}
set{LONGxSHORT, LONGSHORTa - LONGSHORTb} and add column LONGxSHORT {LONG_x_SHORT}


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

set{drsilong1, count(rsi(30) above 5, 1)}
set{drsilong2, count(rsi(4) above rsi(30), 1)}
set{drsilong3, count(rsi(9) above rsi(30), 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}
draw drsilong on plot
draw drsishort on plot
draw ema(50)

]
davesaint86
725 posts
msg #141125
- Ignore davesaint86
modified		 1/18/2018 9:36:04 AM

I find it interesting now when I run this filter and add a date offset of three days and go to 1/12 there is no sell signal so maybe there is a SF bug. However, there is a sell signal on 1/16 which is correct.

Fetcher[
show stocks where e3 crossed below 0

apply to symlist(XIV,TLT,TMF)

set{E3,dma(8,-5),8)-cma(DMA(8,-5),8) }
set{Longposition, count(E3 > 0,1)}
set{Shortposition, count(E3 < 0,1)}
SET{TRIGGER,0}
draw Longposition on plot
draw Shortposition on plot
draw dma(8,-5),8)
draw cma(DMA(8,-5),8)
/* LONGSHORT is number of consecutive days Longposition above (+)/below(-) previous Shortposition */
set{LONGSHORTb,days( Longposition is above Shortposition ,250)}
set{LONGSHORTa,days( Longposition is below Shortposition ,250)}
set{LONGxSHORT, LONGSHORTa - LONGSHORTb} and add column LONGxSHORT {LONG_x_SHORT}


draw ema(50)

]
novacane32000
331 posts
msg #141153
- Ignore novacane32000		 1/18/2018 8:55:14 PM

Some new signals running this filter (1st one from Davesaint) at about 9pm EST 1/18/18

Short--GUSH ,LABU and TMV
Long--LABD
shillllihs
6,044 posts
msg #141155
- Ignore shillllihs		 1/18/2018 9:44:46 PM

I went short Tmv based on my filter.
So what did we deem these filters, real or fake news?
StockFetcher Forums · General Discussion · XIV<< 1 ... 6 7 8 9 10 ... 22 >>Post Follow-up

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