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tennisplayer2
210 posts
msg #140791
Ignore tennisplayer2
modified
1/10/2018 10:22:17 AM

Ed, thanks for keeping us updated. Something should be done about Shillihs. I don't know what his agenda is, but I have blocked him long time ago. K of G was such a big help to me and others. I only got 4 new signals (34, 35, 38,and 40) along with the 5 holds. Thanks.

Best regards,
Eugene

graftonian
815 posts
msg #140795
Ignore graftonian
1/10/2018 10:52:26 AM

FOR 1/09, I DID NOT GET #40.

And speaking of #40, any ideas on to code (or approximate):
// StrataSearch Volatility - Low Stock (Supporting Entry)
(svi(close, 15, 180) < 11)

ferndave
65 posts
msg #140800
Ignore ferndave
1/10/2018 11:29:59 AM

Same as graftonian. Kevin's 5, no #40.

nibor100
384 posts
msg #140812
Ignore nibor100
1/10/2018 2:05:40 PM

@graftonian,

This what I've determined so far regarding the svi for signal #40.

According to the SS PDF manual Peter Rast created it in 2001, and to my surprise Peter Rast is the SS developer.
I then looked at the old SS online Forum and I found the following 2 snipets that probably give us enough info to figure it out for SF:

"And I also use StrataSearch Volatility Index of maybe "svi(close, 10, 120)". This formula, by the way, identifies how many times a stock price has gone up and down 10% in the last 120 days."

"Let's assume I want to find out whether a strategy gives better results if I do not open positions when SPY has experiencied two or more price swings of more than 1 % in the last 5 days.
I've come up with something like this to add to my entry filter

SUM(ABS(((C - ref(C,-1))/ref(C,-1))*100 > 1),5) < 2

but how do I refer C to the close of SPY?
Marco
Posts: 52
Joined: Mon May 27, 2013 6:15 pm
Re: Refer to SPY in formulas
Postby Overload ยป Thu Jun 13, 2013 6:40 pm

I didn't verify your formula, but you can reference another symbol by using the symbol() formula. So your formula would look like this:

symbol(SPY, SUM(ABS(((C - ref(C,-1))/ref(C,-1))*100 > 1),5)) < 2

By you might also want to check out the StrataSearch Volatility Index, or svi(). This is a formula we added on our own, but it seems to match what you're looking for pretty closely. Your formula for the svi would be this:

svi(close, 1, 5) < 2

You can look up the StrataSearch Volatility Index in the help for more information.
Pete"

Hope this helps,
Ed S.



Eltonm45
18 posts
msg #140824
Ignore Eltonm45
modified
1/10/2018 9:56:13 PM

For 1/9- I got 4 buy signals (34,35,38,40).
Tonight I got 4 sell signals (27,35,38,40). No buy signals.

thank you






tennisplayer2
210 posts
msg #140825
Ignore tennisplayer2
modified
1/10/2018 11:32:33 PM

I got 5 sells (20, 27, 35, 38, 40). I am holding 4 (6, 19, 23, 34). I don't know why we are having a little discrepancy, am glad that we are trying to help each other out. Thanks.


Best regards,
Eugene


graftonian
815 posts
msg #140829
Ignore graftonian
1/11/2018 8:33:52 AM

Jan 10:
sell:27, 35, 38 (40 also, but not a portfolio pick)

nibor100
384 posts
msg #140835
Ignore nibor100
1/11/2018 10:01:56 AM

My 4 Sell signals for 9/10 match Graftonian's and like his if I click on the Portfolio Only check box at the top of the XIV Nightly Signals listing #40 drops off the list.

That leaves me with the other 3 Sells signals and 7 Holds probably because K of G had set this up originally as a 10 unit portfolio in SS.

Ed S.

nibor100
384 posts
msg #140848
Ignore nibor100
1/11/2018 5:09:24 PM

I'd like to figure out why I get some different XIV nightly signals from most of the rest of you.

Far down below I've pasted all of the days of Yahoo data for XIV since K of G posted this system for us, please compare to your XIV data in StrataSearch and let me know if you spot significant differences.

Thanks,
Ed S.






































dateopenhighlowclosevolume
11/20/2017111.339996113.300003110.93113.0899966186000
11/21/2017115.349998118115117.3000035918600
11/22/2017118.379997119.239998117.389999118.4199985683900
11/24/2017119.150002119.639999118.68118.7900012304700
11/27/2017118.660004119.879997117.75119.1699984834800
11/28/2017120.290001121.379997119.010002120.7799996138800
11/29/2017120.470001120.720001116.699997118.0999988626100
11/30/2017120.04120.37116.51117.887618100
12/1/2017116.69117.75102.82114.3117923100
12/4/2017119.76120.62115.51115.578814621
12/5/2017116.7119.03114.94116.097674700
12/6/2017114.78116.83114.27116.265943200
12/7/2017116.3120.36115.93119.864280400
12/8/2017121.99124.05121.57123.754541100
12/11/2017124.32128.14124.17128.13934400
12/12/2017128.75129.18127.52127.714666300
12/13/2017128.94129.46127.7128.213822800
12/14/2017128.97129.7126.83129.155545200
12/15/2017130.12134.43130.07132.664093670
12/18/2017135.17136.59134.31135.243935600
12/19/2017135.5135.67133.08134.814504200
12/20/2017137.04137.11134.52134.84694000
12/21/2017135.68136.4134.25136.094553700
12/22/2017136.06137.05134.2135.284054500
12/26/2017134136.78133.97135.32643400
12/27/2017135.9137.34134.03134.034292700
12/28/2017135.27136.77135.09136.772530600
12/29/2017137.35137.4134134.444477508
1/2/2018135.25139.29134.51138.694151600
1/3/2018140.77142.57140.73142.023488300
1/4/2018143.36143.99141.87142.153111100
1/5/2018142.58142.76141.5142.263493800
1/8/2018142.78145.4142.16144.062596800
1/9/2018144.99145.56142.5142.53677200
1/10/2018141.18145139.3144.174996900





tennisplayer2
210 posts
msg #140854
Ignore tennisplayer2
1/11/2018 7:53:08 PM

Signals for tonight (1/11/2018)

buy #23, 25
sell #23
hold #6, 19, 34

I guess that the buy and sell of #23 is a wash.


Best regards,
Eugene

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