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
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graftonian
1,089 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)
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ferndave
65 posts
msg #140800
- Ignore ferndave |
1/10/2018 11:29:59 AM
Same as graftonian. Kevin's 5, no #40.
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nibor100
1,044 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.
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Eltonm45
19 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
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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
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graftonian
1,089 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)
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nibor100
1,044 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.
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nibor100
1,044 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.
| date | open | high | low | close | volume |
|---|
| 11/20/2017 | 111.339996 | 113.300003 | 110.93 | 113.089996 | 6186000 |
| 11/21/2017 | 115.349998 | 118 | 115 | 117.300003 | 5918600 |
| 11/22/2017 | 118.379997 | 119.239998 | 117.389999 | 118.419998 | 5683900 |
| 11/24/2017 | 119.150002 | 119.639999 | 118.68 | 118.790001 | 2304700 |
| 11/27/2017 | 118.660004 | 119.879997 | 117.75 | 119.169998 | 4834800 |
| 11/28/2017 | 120.290001 | 121.379997 | 119.010002 | 120.779999 | 6138800 |
| 11/29/2017 | 120.470001 | 120.720001 | 116.699997 | 118.099998 | 8626100 |
| 11/30/2017 | 120.04 | 120.37 | 116.51 | 117.88 | 7618100 |
| 12/1/2017 | 116.69 | 117.75 | 102.82 | 114.31 | 17923100 |
| 12/4/2017 | 119.76 | 120.62 | 115.51 | 115.57 | 8814621 |
| 12/5/2017 | 116.7 | 119.03 | 114.94 | 116.09 | 7674700 |
| 12/6/2017 | 114.78 | 116.83 | 114.27 | 116.26 | 5943200 |
| 12/7/2017 | 116.3 | 120.36 | 115.93 | 119.86 | 4280400 |
| 12/8/2017 | 121.99 | 124.05 | 121.57 | 123.75 | 4541100 |
| 12/11/2017 | 124.32 | 128.14 | 124.17 | 128.1 | 3934400 |
| 12/12/2017 | 128.75 | 129.18 | 127.52 | 127.71 | 4666300 |
| 12/13/2017 | 128.94 | 129.46 | 127.7 | 128.21 | 3822800 |
| 12/14/2017 | 128.97 | 129.7 | 126.83 | 129.15 | 5545200 |
| 12/15/2017 | 130.12 | 134.43 | 130.07 | 132.66 | 4093670 |
| 12/18/2017 | 135.17 | 136.59 | 134.31 | 135.24 | 3935600 |
| 12/19/2017 | 135.5 | 135.67 | 133.08 | 134.81 | 4504200 |
| 12/20/2017 | 137.04 | 137.11 | 134.52 | 134.8 | 4694000 |
| 12/21/2017 | 135.68 | 136.4 | 134.25 | 136.09 | 4553700 |
| 12/22/2017 | 136.06 | 137.05 | 134.2 | 135.28 | 4054500 |
| 12/26/2017 | 134 | 136.78 | 133.97 | 135.3 | 2643400 |
| 12/27/2017 | 135.9 | 137.34 | 134.03 | 134.03 | 4292700 |
| 12/28/2017 | 135.27 | 136.77 | 135.09 | 136.77 | 2530600 |
| 12/29/2017 | 137.35 | 137.4 | 134 | 134.44 | 4477508 |
| 1/2/2018 | 135.25 | 139.29 | 134.51 | 138.69 | 4151600 |
| 1/3/2018 | 140.77 | 142.57 | 140.73 | 142.02 | 3488300 |
| 1/4/2018 | 143.36 | 143.99 | 141.87 | 142.15 | 3111100 |
| 1/5/2018 | 142.58 | 142.76 | 141.5 | 142.26 | 3493800 |
| 1/8/2018 | 142.78 | 145.4 | 142.16 | 144.06 | 2596800 |
| 1/9/2018 | 144.99 | 145.56 | 142.5 | 142.5 | 3677200 |
| 1/10/2018 | 141.18 | 145 | 139.3 | 144.17 | 4996900 |
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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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