StockFetcher Forums · General Discussion · XIV<< 1 ... 15 16 17 18 19 ... 22 >>Post Follow-up
pthomas215
1,251 posts
msg #141832
Ignore pthomas215
2/4/2018 11:20:04 AM

Mac/Davesaint, what is your favorite cma dma filter then that includes ""cma(DMA(8,-5),1) crossed above cma(DMA(8,-5),8)" ?

Cheese
553 posts
msg #141833
Ignore Cheese
2/4/2018 12:08:11 PM

Thank you, Mac and Dave, for sharing your very helpful filters.

I have a request along the line of pthomas.
May I suggest that you start a new read-only repository thread to help readers better follow your many excellent filters? e.g.
MACTHERIVERRAT REPOSITORY (read-only)
DAVESAINT86 REPOSITORY (read-only)
Perhaps, you could also add dates to your comments inside the filters so readers can follow a little easier.

Again, many thanks to both of you.

pthomas215
1,251 posts
msg #141834
Ignore pthomas215
2/4/2018 12:40:05 PM

cheese, what a great suggestion. the reason is a lot of this is learning as we go, so at times it helps to have something in an organized format.

different subject but same concept. I respectfully think Kevin's system is insufficient. if you opened a buy signal during the run, and then XIV suffers more than a 20% drop in value, which it did--and you dont see a corresponding sell signal with the buy signals you opened during the run up---then the system is no better than ""it is a bull market so buy more on the dip". this mentality could clear out an account if valuations drop significantly. I think Kevin's system needs to be refined to include more sell signals when xiv prices drop. Not trying to be critical--just an observation that more work on the system needs to be done.

Mactheriverrat
2,195 posts
msg #141836
Ignore Mactheriverrat
2/4/2018 12:55:24 PM

@pt
Just put this trigger code in any filter. I myself the less indicators the better- they are just noise and make people have Analysis paralysis. Its not the Holy Grail but so far its better trigger than anything that I can come up with. There 's will be flaws where its just doesn't pan out- One can make a symlist of past winners and study what if.
-------------------------------------------------------------------------------------


Set{cntcmadma1abovecmadma8,count( cma(DMA(8,-5),1) > cma(DMA(8,-5),8) ,1)}
draw cntcmadma1abovecmadma8

Set{cntcmadma1abovecmadma8b,count( cma(DMA(8,-5),1)< cma(DMA(8,-5),8) ,1)}

draw cntcmadma1abovecmadma8b

/* AxA is number of consecutive days cma(DMA(8,-5),1) above (+)/below(-) previous cma(DMA(8,-5),8) */
set{AAb,days( cma(DMA(8,-5),1) is above cma(DMA(8,-5),8) ,250)}
set{AAa,days( cma(DMA(8,-5),1) is below cma(DMA(8,-5),8) ,250)}
set{dmax8, AAa - AAb} and add column dmax8 {dma_x_1over8}
do not Draw AxA

do not draw dma(8,-5),8)

draw cma(DMA(8,-5),1)
draw cma(DMA(8,-5),8)
---------------------------------------------------------------------------------------------------
@ Cheese Good idea !

davesaint86
503 posts
msg #141837
Ignore davesaint86
modified
2/4/2018 12:55:45 PM

pthomas - I assume when you reference the Kevin systems you are talking about the StrataSearch system signals. Time will tell really soon (or maybe it already has) if StrataSearch needs to be optimized or it sees positive divergences forming. I do not have the answer. The filter Mac posted and other indicators/strategies would have got you out with minimal damage. Even IRA Epstein states sell at the Bollinger Band and wait for price to come back down to the MA(18) and when it turns back up buy again.

Just looking back at the previous downturns of XIV it looks like XIV recovers fast. However, I agree with you why take the downturn hit if you do not have to.

davesaint86
503 posts
msg #141839
Ignore davesaint86
2/4/2018 1:25:23 PM

Mac - Is this filter working correctly? Wondering why there is a +18 and a -1 returned.

Fetcher[
market is etf

Average Volume(30)more than 100000
show stocks where cma(DMA(8,-5),1) crossed above cma(DMA(8,-5),8)
draw cntcmadma8abovecmadma8 on plot
draw cntcmadma8abovecmadma8b on plot

draw ema(9)
draw ema(10)
draw ema(11)
draw ema(12)
draw ema(13)
draw ema(14)
draw ema(15)
draw ema(16)


draw ema(25)
draw ema(30)
draw ema(35)
draw ema(40)
draw ema(45)
draw ema(50)

Set{cntcmadma1abovecmadma8,count( cma(DMA(8,-5),1) > cma(DMA(8,-5),8) ,1)}
draw cntcmadma1abovecmadma8

Set{cntcmadma1abovecmadma8b,count( cma(DMA(8,-5),1)< cma(DMA(8,-5),8) ,1)}

draw cntcmadma1abovecmadma8b

/* AxA is number of consecutive days cma(DMA(8,-5),1) above (+)/below(-) previous cma(DMA(8,-5),8) */
set{AAb,days( cma(DMA(8,-5),1) is above cma(DMA(8,-5),8) ,250)}
set{AAa,days( cma(DMA(8,-5),1) is below cma(DMA(8,-5),8) ,250)}
set{dmax8, AAa - AAb} and add column dmax8 {dma_x_1over8}
do not Draw AxA


Set{cntcmadma8abovecmadma8,count( cma(DMA(8,-5),8) > cma(DMA(8,-5),8) 1day ago,1)}
draw cntcmadma8abovecmadma8

Set{cntcmadma8abovecmadma8b,count( cma(DMA(8,-5),8)< cma(DMA(8,-5),8) 1day ago,1)}

draw cntcmadma8abovecmadma8b

do not draw dma(8,-5),8)


set{E3,dma(8,-5),8)-cma(DMA(8,-5),8) }
set{Fastdma8Longposition, count(E3 > 0,1)}
set{Fastdma8Shortposition, count(E3 < 0,1)}
SET{TRIGGER,0}
draw Fastdma8Longposition on plot
draw Fastdma8Shortposition on plot
draw cma(DMA(8,-5),1)
draw cma(DMA(8,-5),8)


draw macd(8,17,5)

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 Upper Bollinger Bands(18.2) {Up-BB}
add column separator
add column lower Bollinger Bands(18.2) {Low-BB}
ADD COLUMN SEPARATOR

add column atr(21) {Atr}
add column separator
add column average day range (21){ADR%}
do not draw MACD(12,26)
do not drawn line 0
do not draw MA(250)
do not draw MA(50)
do not draw EMA(250)
SORT COLUMN 9 DESCENDING
chart-time is 75 days
]



Mactheriverrat
2,195 posts
msg #141844
Ignore Mactheriverrat
modified
2/4/2018 2:15:49 PM

That code that I posted above is flawed but the boxes below the charts work just fine. It doesn't show the right count like in ERY is off by 2 days- Like I said no filter is perfect .

/* AxA is number of consecutive days cma(DMA(8,-5),1) above (+)/below(-) previous cma(DMA(8,-5),8) */
set{AAb,days( cma(DMA(8,-5),1) is above cma(DMA(8,-5),8) ,250)}
set{AAa,days( cma(DMA(8,-5),1) is below cma(DMA(8,-5),8) ,250)}
set{dmax8, AAa - AAb} and add column dmax8 {dma_x_1over8}
do not Draw AxA


Mactheriverrat
2,195 posts
msg #141845
Ignore Mactheriverrat
2/4/2018 2:33:59 PM

Looking at XIV using the crossover should get one out with minimal damage. One could trade a filter symlist with say just 50 stocks ( say JPM,WFC,BAC) if he could get and get out with minimal damage.

pthomas215
1,251 posts
msg #141849
Ignore pthomas215
2/4/2018 3:14:31 PM

You guys are great...thank you. Davesaint, yes, the stratasearch system. I am intrigued and somewhat obsessed with the concept of it....changing the mix of holding of XIV in accordance with price action and consolidation....brilliant. Just not sure if a few sell signals out of 40 on a 20% plus drop in value is enough to say the XIV mix is optimal when we are not going up up up. I think XIV could see more carnage by March too.

karennma
7,478 posts
msg #141851
Ignore karennma
2/4/2018 3:33:28 PM

pthomas215
1,129 posts
msg #141834
- Ignore pthomas215 2/4/2018 12:40:05 PM
""it is a bull market so buy more on the dip". this mentality could clear out an account if valuations drop significantly.
===============

This is true ... sort of ...
I've been "holding" since mid-October and recently lost about 16% of my gains, mainly because when I had a relapse (a daytrading relapse), I bought some speculative crap that I shouldn't have.
At least, now I know the "dogs" in my portfolio.
I'm gonna stay the course and see what happens ...
Time will tell.
:>)



StockFetcher Forums · General Discussion · XIV<< 1 ... 15 16 17 18 19 ... 22 >>Post Follow-up

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