StockFetcher Forums · General Discussion · NEVER LOSE AGAIN!!<< 1 ... 101 102 103 104 105 >>Post Follow-up
tmuesing
30 posts
msg #160326
- Ignore tmuesing		 5/13/2023 2:09:29 PM

I made some modifications.



Fetcher[



/* TheRumpledOne Unusual Price or Volume Activity Modification,
The volume and price increases adjusted for Triple leveraged ETF"s,
INN obviously is the big in signal. */

symlist(SPXL,spxu,UDOW,sdow,TQQQ,sqqq,TNA,tza,FAS,faz,SOXL,soxs,LABU,labd,NUGT,dust,GUSH,drip)

/* VOLUME CALCULATIONS */
set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{vol%, volpc * 100}
set{uvol, count(vol% > 30,1) } /* this is greater than 30% volume increase */
draw uvol

/* Price CALCULATIONS */
set{c, close 1 day ago}
set{cinc, close - c}
set{cpc, cinc / c}
set{c%, cpc * 100}
set{u%, count(c% > 3,1) } /* this is greater than 3% price increase */
draw u%

/* high 20 day low */
set{hlow20, high 20 day low 1 days ago}
set{uh20, count(close < hlow20,1)}
draw high 20 day low
draw uh20

/* the INN signal */
set{aaa, count(uvol 4 day high 2 days ago > 0.5,1)}
set{bbb, count(u% 2 day high > 0.5,1)}
set{ccc, count(uh20 2 day high > 0.5,1)}
set{ddd, aaa * bbb}
set{INN, ddd * ccc}
draw aaa
draw bbb
draw ccc
draw INN

add column vol%
add column c%




]
tmuesing
30 posts
msg #160327
- Ignore tmuesing		 5/13/2023 2:13:41 PM

It works for the 3X inverse ETF's too. So you can go long or short!!
tmuesing
30 posts
msg #160328
- Ignore tmuesing
modified		 5/13/2023 2:33:57 PM

sorted by last INN signal

Fetcher[



/* TheRumpledOne Unusual Price or Volume Activity Modification,
The volume and price increases adjusted for Triple leveraged ETF"s,
INN obviously is the big in signal. */

symlist(SPXL,spxu,UDOW,sdow,TQQQ,sqqq,TNA,tza,FAS,faz,SOXL,soxs,LABU,labd,NUGT,dust,GUSH,drip)

/* VOLUME CALCULATIONS */
set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{vol%, volpc * 100}
set{uvol, count(vol% > 30,1) } /* this is greater than 30% volume increase */
draw uvol

/* Price CALCULATIONS */
set{c, close 1 day ago}
set{cinc, close - c}
set{cpc, cinc / c}
set{c%, cpc * 100}
set{u%, count(c% > 3,1) } /* this is greater than 3% price increase */
draw u%

/* high 20 day low */
set{hlow20, high 20 day low 1 days ago}
set{uh20, count(close < hlow20,1)}
draw high 20 day low
draw uh20

/* the INN signal */
set{aaa, count(uvol 4 day high 2 days ago > 0.5,1)}
set{bbb, count(u% 2 day high > 0.5,1)}
set{ccc, count(uh20 2 day high > 0.5,1)}
set{ddd, aaa * bbb}
set{INN, ddd * ccc}
draw aaa
draw bbb
draw ccc
draw INN

set{lastinn, days(INN > 0.5,100)}

add column vol%
add column c%
add column lastinn

sort on column 7 ascending




]
tmuesing
30 posts
msg #160329
- Ignore tmuesing
modified		 5/14/2023 8:11:20 AM

What's the out signal? The inverse ETF's INN signal? Or maybe a dip below the "high 20 day low" line? Both, me thinks.

The filter could also be tweaked more for each ETF pair, adjusting the percents, or the "high 20 day low" up or down some.

The possibilities are endless?

A good backtest would be nice! Like StockFetcher used to have back pre 2015. Wish they would bring it back, PLEASE!?!
StockFetcher Forums · General Discussion · NEVER LOSE AGAIN!!<< 1 ... 101 102 103 104 105 >>Post Follow-up

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