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
3,157 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

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