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Filter Exchange · /* TRO - HeatMap */
davesaint86
msg #63342
6/4/2008 1:52:02 PM

What is the best way to trade using this filter? Wait for a 3-day pullback of 5% or more they buy for the short gain?

Davesaint


Fetcher[
/* TRO - HeatMap Display Filter */

set{ D_HOT, count( close above high 1 day ago, 1) * 4 }
set{ D_WARM, count( close above close 1 day ago, 1) * 3 }
set{ D_FLAT, count( close equal close 1 day ago, 1) * 2 }
set{ D_COOL, count( close below close 1 day ago, 1) * 1 }
set{ D_COLD, count( close below low 1 day ago, 1) }

set{ W_HOT, count( close above high 1 week ago, 1) * 4 }
set{ W_WARM, count( close above close 1 week ago, 1) * 3 }
set{ W_FLAT, count( close equal close 1 week ago, 1) * 2 }
set{ W_COOL, count( close below close 1 week ago, 1) * 1 }
set{ W_COLD, count( close below low 1 week ago, 1) }

set{ M_HOT, count( close above high 1 month ago, 1) * 4 }
set{ M_WARM, count( close above close 1 month ago, 1) * 3 }
set{ M_FLAT, count( close equal close 1 month ago, 1) * 2 }
set{ M_COOL, count( close below close 1 month ago, 1) * 1 }
set{ M_COLD, count( close below low 1 month ago, 1) }

set{ Y_HOT, count( close above high 1 year ago, 1) * 4 }
set{ Y_WARM, count( close above close 1 year ago, 1) * 3 }
set{ Y_FLAT, count( close equal close 1 year ago, 1) * 2 }
set{ Y_COOL, count( close below close 1 year ago, 1) * 1 }
set{ Y_COLD, count( close below low 1 year ago, 1) }


set{ d1, D_HOT + D_WARM }
set{ d2, d1 + D_FLAT }
set{ d3, d2+ D_COOL }
set{ D_HEAT, d3 + D_COLD }

set{ W1, W_HOT + W_WARM }
set{ W2, W1 + W_FLAT }
set{ W3, W2+ W_COOL }
set{ W_HEAT, W3 + W_COLD}

set{ m1, M_HOT + M_WARM }
set{ m2, m1 + M_FLAT }
set{ m3, m2+ M_COOL }
set{ M_HEAT, m3 + M_COLD }

set{ Y1, Y_HOT + Y_WARM }
set{ Y2, Y1 + Y_FLAT }
set{ Y3, Y2+ Y_COOL }
set{ Y_HEAT, Y3 + Y_COLD }

set{ x, W_HEAT * 10 }
set{ y, M_HEAT * 100 }
set{ z, Y_HEAT * 1000 }

set{H, x + D_HEAT}
set{J, H + y}
set{HEATMAP, J + z}

and draw Slow Stochastic(14,5) Fast %K line at 80.00
and draw Slow Stochastic(14,5) Fast %K line at 50.00
and draw CCI (20) line at 100.00 and draw CCI (20) line at -200.00
and draw Slow Stochastic(14,5) Fast %K line at 20.00 and draw Slow Stochastic(14,5) Fast %K line at 80.00
and draw Slow Stochastic(14,5) Fast %K line at 50.00
add column separator
add column HEATMAP
add column separator
and add column rsi(2)
add column separator
add column ADX(10,10) {ADX10}
add column separator
add column Money Flow Index(15) {MFI15}
add column separator
add column Open {TDO}
add column separator
add column High {TDH}
add column separator
add column Low {TDL}
add column separator
add column Close {TDC}
add column separator
add column sector
add column separator




/* SELECTION CRITERIA */

symlist(BUCY,POT,WSCI,TITN,BIDU,PCLN,RIMM,KOP,MDR,ATW,CNQR,GHM,CF,SWN,NGS,MA,SID,ARD,MON,RRC,AGU,CLR,GENC,MOS,CTRP,SOL,TNH,RIG,TTES,NEU,KWK,PQ,OXY,CSX,SD,BMI,HK,SQM,PSEM,ISRG,NOV,LKQX,AAPL,MPWR,PDE,NE,JST,FTI,GDI,WFT,DNR,FLS,RBN,SDA,URBN,GTLS,BDE,ACI,TNE,GTI,ABB,EOC,EDU,ANSS,KSU,ISYS,CE,MFLO,MCRS,CHL,ECA,KEX,BBD,CEDC,CSH,GRC,DE,FST,GGB,AXYS,MTL,HES,BGC,ENI,BAP,DWSN,ITU,SNHY,ESRX,GME,OLN,WGOV,CAM,DECK,RBA,EXLS,PVA,VMI,OTEX,RSTI)

sort column 6 descending
]



General Discussion · 2008 redux and your version of Market Timing?
davesaint86
msg #134373
2/17/2017 1:48:39 PM

Dashover - I've been thinking about the same thing. Most 401k plans (like my wife's) allow you to reallocate every 30 days. I can trade mine every 15 days so I have more flexibility. In fact I can trade my selections at any time but will be subject to a 1.5% fee if I do not wait the full 15 days.

In my 401k I'm using the Kevin Solely Based on Price filter (3 week version). Look at the one with the trailing stop. The trailing stop is set at 10% below the 10 week high. I changed mine to 92.5 or 7.5% off the 10 week high.

I'm having trouble figuring out what to do with my wife's 401k as a strategy. I backtested picking the top 3-month fund and staying in that fund until another rises to the top. The results are decent. However if the market tanks quickly (Like Jan 2016-down 14 %) and all equity funds are tanking I would want to head for the exits as quickly as possible. I even thought of a strategy of buying and selling in increments based on price moving up and down over select moving averages. For example, I do not think the price for the SPY did not cross over the 200 ma until August and you would have lost out on an extra 16% in gains. So allocated 25% when price crosses above the 50 ma, then another 25% above the 100ma and then the last 50% price crosses above the 200 or 250 ma. I would only do this probably in a 2002 or 2008 type correction

General Discussion · 2008 redux and your version of Market Timing?
davesaint86
msg #134381
2/17/2017 4:05:02 PM

ETF Replay shows since 2003

For AGG and SPY
9.9% Quarterly
8.8 % Monthly

For AGG, SPY, IWM, EFA (Higher Drawdowns)
12.9% Quarterly
13.4% Monthly
14% Monthly Using a 5 Month MA

I tested Kevin's 3 Week Price Filter using the Russell 2000 (2015 & 2016) since I can trade in my 401k every 15 days.

2015 - 4 Trades -1.57%
2016 - 5 Trades 32.55%

General Discussion · 2008 redux and your version of Market Timing?
davesaint86
msg #134390
2/18/2017 11:21:04 AM

Here are some more.

http://mysavingsplan.weebly.com/strategy-part-i.html
http://mysavingsplan.weebly.com/strategy-part-ii.html
http://stockcharts.com/h-sc/ui?s=$BPNYA&p=D&b=5&g=0&id=p79853252131
http://www.buydonthold.com/category/blog/


Filter Exchange · A LITTLE PIECE OF CODE ON VOLATILITY
davesaint86
msg #118589
3/11/2014 12:07:38 PM

So you buy when it crosses below the 2.00 line and sell when it crosses above the -2.00 line?

Filter Exchange · A NEW ^VIX TRADING SYSTEM
davesaint86
msg #134443
2/21/2017 7:58:20 PM

What does it mean when there is a

Filter Exchange · A NEW ^VIX TRADING SYSTEM
davesaint86
msg #134444
2/21/2017 7:59:06 PM

What does it mean when one of the filters has both a 1 in the entry and exit?

Filter Exchange · A NEW ^VIX TRADING SYSTEM
davesaint86
msg #134530
2/24/2017 8:51:05 AM

Kevin just to let you know, I have the highest one year (84%) public portfolio called Adaptive Midterm Volatility on ETFReplay. All I'm using is your weekly 3 week and daily price filters. I changed the allocation to VXX yesterday based on the daily triggering two days ago. The weekly is close to triggering a buy for VXX.

Stock Picks and Trading · A Newbie's Journey
davesaint86
msg #140760
1/9/2018 8:28:07 AM

http://ir.eia.gov/ngs/ngs.html

Be careful if you are short UGAZ. I am. Next release on Natural Gas supply and demand is on Jan 11th.

Dave

Stock Picks and Trading · A Newbie's Journey
davesaint86
msg #141927
2/6/2018 6:46:20 AM

Wondering the same thing to get out and stay out until stabilization

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