StockFetcher Forums · General Discussion · @graftonian<< 1 ... 5 6 7 8 9 >>Post Follow-up
karennma
8,057 posts
msg #149951
Ignore karennma
modified
12/20/2019 7:57:16 PM

https://www.macroption.com/vix-options-expiration/

https://www.macroption.com/vix-expiration-calendar/

https://client.schwab.com/secure/file/P-714495



Cheese
1,374 posts
msg #149952
Ignore Cheese
12/20/2019 8:04:00 PM

Thank you, karen

xarlor
581 posts
msg #149957
Ignore xarlor
12/21/2019 12:46:13 AM

The standard expiration for all options is third Friday of each month [1]. VIX is an exception.

[1] Some of the heavily traded securities have weekly Friday expirations in addition to their third Friday. SPY and SPX, being the most traded ETF in the world has expirations every Monday, Wednesday, and Friday.

karennma
8,057 posts
msg #149959
Ignore karennma
modified
12/21/2019 12:17:44 PM

Can somebody tweak this so it makes mores sense to me?
I don't understand some parts of this filter at all.

As one example, why would these be the same?
"buycross > -1
sellcross > -1"
The buy cross and the sell cross are both > -1?
Why would that be?

Fetcher[
draw CMA(ASI,10)
draw CMA(ASI,20)

set{cross10,count(CMA(ASI,10) crossed above ASI,3)}
set{cross20,count(CMA(ASI,20) crossed above ASI,3)}
set{cross10d,count(CMA(ASI,20) crossed below ASI,3)}
set{cross20d,count(CMA(ASI,20) crossed below ASI,3)}
set{buycross,cross10 + cross20}
set{sellcross,cross10d + cross20d}
buycross > -1
sellcross > -1
]



Edit:
BTW, I'm the idiot here.
To give credit where credit is due ...
This is xarlor's filter, not mine.


xarlor
581 posts
msg #149960
Ignore xarlor
12/21/2019 1:33:51 PM

karen, setting a count variable to > -1 is a coding trick I use. It allows the tickers in the symlist to display with little tick counters at the bottom when those conditions are met through the history of the stock. If you set them to > 0, then the stocks would not show up unless the conditions were met on that exact same day.

It's simply a good way to visualize when past buy orders and sell orders occurred and how they would have played out.

Cheese
1,374 posts
msg #150004
Ignore Cheese
12/24/2019 11:46:51 AM

just a quick note to xarlor and karen,
It seems to me that the Dec 18 and Dec 21, 2019 filters posted above have a typo,
and the buy and sell rules are reverse.

StockFetcher Forums · General Discussion · @graftonian<< 1 ... 5 6 7 8 9 >>Post Follow-up

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