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General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148520
modified
7/14/2019 8:37:45 PM

https://www.tradingview.com/x/LXbEAF5r/

Put in your watchlist for the future. Might be able to eventually get a 100% two year run like you see between the two red vertical lines.

Monthly - Plenty of resistance going up. One can still make money though.

https://www.tradingview.com/x/Dj8jRpUi/

General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148519
7/14/2019 8:12:14 PM

Thank you very much Mac!

General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148513
modified
7/14/2019 1:39:43 PM

Just my opinion -
1. Make sure the overall US Market is in an uptrend
2. Only buy stocks where the relative strength is greater than the S&P 500. Also, is the sector that this stock in breaking out of stronger than the S&P 500? Plot out the support and resistance levels on the monthly and weekly charts. Use two different colors (between monthly and weekly)
3. Then - buy stocks coming out of a consolidation basing pattern where price is over the 30 week moving average (First check the monthly chart - make sure an upward trend has started?
4. If you can buy stocks where there is not a lot of overhead resistance nor no resistance close by - you want to buy stocks that have the highest probability of making the biggest gains
5. Sell when the stock closes below the 30 Week moving average

Here is an example of GLD (Monthly Chart). I'm showing this monthly chart instead of the weekly chart because it shows the big picture. The weekly would have triggered a sell signal earlier.

https://www.tradingview.com/x/LM5TDZEW/


General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148506
modified
7/13/2019 9:30:19 PM

I found the Weinstein filter on ChartMill and here is their current list. Many of these stocks are still in stage 2.

Fetcher[
apply to symlist(ALK, ALLO, ALXN, AMLP, ARW, BEN, BJ, BMRN, CAH, CAT, CBD, CBOE, CCJ, CGC, CGNX, CNP, COG, COT, CPB, CVX,DKS, DOC, DOCU, EIDO, EIX, ELAN, ENBL, ESPR, ETRN, EXEL, FMC, FRC, FWONK, GM, GOLD, HOG, HOLX, HRB, HTA, HTZ,IFF, IIVI, ILF, IRM, ITW, IYZ, JACK, JBLU, JEF, JNPR, KMT, KRG, LC, LEG, LUV, MGY, MPLX, NTES, NUAN, NVO, NVT, OI, OMC, ORAN, PAA, PAGP, PDCO, PDM, PEGI, PH, PM, PPL, PRSP, PZZA, REG, REGN, REZI, ROIC, ROK, RPAI, SNY, SOI, STNE, SVXY, SYMC, TAP, TENB, TGS, TMUS, UPWK, VIV, VNO, WRI, WYND, XOM, ZBH, ZVZZT)


Chart-display is weekly
draw Average Volume(30) line at ema(20)

draw weekly wma(4)
draw weekly wma(10)

draw weekly wma(30)
set{x1, compare with ^SPX}
draw x1 line at 0
set{x2, cma(x1,52)}
draw x2 on plot x1
add column Relative Strength(^SPX,150)
/* wma30 is number of consecutive days wma(30) above (+)/below(-) previous wma(30) */
set{3030b,days( weekly wma(30) is above weekly wma(30) one week ago ,250)}
set{3030a,days( weekly wma(30) is below weekly wma(30) one week ago ,250)}
set{3030, 3030a - 3030b} and add column 3030 {3030}
do not Draw 3030
Chart-display is weekly
set{cnt3030,count( weekly wma(30) > weekly wma(30) one week ago ,1)}
draw cnt3030

Set{cnt3030b,count( weekly wma(30) < weekly wma(30) one week ago ,1)}

draw cnt3030b
set{ratio, close/ind(^ixic,close)}
/*200 for daily charts-52 for weekly*/
set{erat, cema(ratio,52)}
set{quo,ratio/erat}
set{dif,quo - 1}
set{MansfieldRS,dif*10}
draw MansfieldRS
add column MansfieldRS
draw MansfieldRS line at 0

/* w4 is number of consecutive days weekly wma(4) above (+)/below(-) previous weekly wMA(4) */
set{w4b,days( weekly wma(4) is above weekly wMA(4) one week ago ,25)}
set{w4a,days( weekly wma(4) is below weekly wMA(4) one week ago ,25)}
set{w4, w4a - w4b} and add column w4 {w4}
do not Draw w4

Set{cntwma4crossabovewma4,count( weekly wMA(4) > weekly wMA(4) one day ago ,1)}
draw cntwma4crossabovewma4

Set{cntwma4crossabovewma4b,count( weekly wMA(4)< weekly wMA(4) one day ago ,1)}

draw cntwma4crossabovewma4b
add column separator


/* w10 is number of consecutive days weekly wma(10) above (+)/below(-) previous weekly wMA(10) */
set{w10b,days( weekly wma(10) is above weekly wMA(10) one week ago ,250)}
set{w10a,days( weekly wma(10) is below weekly wMA(10) one week ago ,250)}
set{w10, w10a - w10b} and add column w10 {w10}
do not Draw w10
add column separator
Set{cntwma10crossabovewma10,count( weekly wMA(10) > weekly wMA(10) one day ago ,1)}
draw cntwma10crossabovewma10

Set{cntwma10crossabovewma10b,count( weekly wMA(10)< weekly wMA(10) one day ago ,1)}

draw cntwma10crossabovewma10b



/* w30 is number of consecutive days weekly wma(30) above (+)/below(-) previous weekly wMA(30) */
set{w30b,days( weekly wma(30) is above weekly wMA(30) one week ago ,250)}
set{w30a,days( weekly wma(30) is below weekly wMA(30) one week ago ,250)}
set{w30, w30a - w30b} and add column w30 {w30}
do not Draw w30
add column separator
Set{cntwma30crossabovewma30,count( weekly wMA(30) > weekly wMA(30) one day ago ,1)}
draw cntwma30crossabovewma30

Set{cntwma30crossabovewma30b,count( weekly wMA(30)< weekly wMA(30) one day ago ,1)}








set{E30, price above weekly ma(4)}
set{D5Longposition, count(E30 > 0,1)}
set{D5Shortposition, count(E30 < 0,1)}
SET{D5TRIGGER,0}

set{E10, price above weekly ma(10)}
set{D10Longposition, count(E10 > 0,1)}
set{D10Shortposition, count(E10 < 0,1)}
SET{D10TRIGGER,0}




set{E25, price above weekly ma(30)}
set{D100Longposition, count(E25 > 0,1)}
set{D100Shortposition, count(E25 < 0,1)}
SET{D100TRIGGER,0}



set{CRS1, rsi(7),1)}
set{CRS2, rsi(14),1)}
set{CRS3, rsi(21),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}

set{CRS4, weekly rsi(7),1)}
set{CRS5, weekly rsi(14),1)}
set{CRS6, weekly rsi(21),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}
set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}
set{RSI21, RSI(21) - 50}
set{CRSI_Bar, RSI21}
PlotType{CRSI_Bar,zerobar}

set{RSI14, RSI(14) - 50}
set{RSI14_line, RSI14}


set{RSI7, RSI(7) - 50}
set{RSI7_line, RSI7}


set{drsilong1, count(rsi(21) above 0, 1)}
set{drsilong2, count(rsi(14) above rsi(21), 1)}
set{drsilong3, count(rsi(7) above rsi(21), 1)}
set{drsilong4, drsilong1 + drsilong2}
set{drsilong5, drsilong4 + drsilong3}
set{drsilong, count(drsilong5 equals 3, 1)}
set{drsishort, count(drsilong5 less than 3, 1)}
SET{DRSITRIGGER,0}


set{wrsi1, weekly rsi(7)}
set{wrsi2, weekly rsi(21)}
set{wrsi3, count(wrsi1 > wrsi2,1)}
set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}


set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{C-RS, CR1 + CRS126}

Set{W21, CRS21 * .33}
Set{W63, CRS63 * .33}
Set{W126, CRS126 * .34}
set{rw1, w21 + w63}
set{rw-c, rw1 + w126}




set{wsto, weekly Slow Stochastics(14,3)}
set{dsto, Slow Stochastics(14,3)}
set{wdsto, wsto + dsto}
set{CSTO, wdsto / 2}
set{TWRSI7, weekly RSI(7)}
set{TWRSI14, weekly RSI(14)}
set{TWRSI21, weekly RSI(14)}
set{TWRSI1, TWRSI7 + TWRSI14}
set{TWRSI2, TWRSI1 + TWRSI21}
set{A-WRSI, TWRSI2 / 3}
set{TDRSI7, RSI(7)}
set{TDRSI14, RSI(14)}
set{TDRSI30, RSI(21)}
set{TDRSI1, TDRSI5 + TDRSI13}
set{TDRSI2, TDRSI1 + TDRSI30}
set{A-DRSI, TDRSI2 / 3}






add column D5Longposition {wMA4}
add column separator
add column D10Longposition {wMA10}
add column separator

add column D100Longposition {wMA30}
add column separator



add column csto
ADD COLUMN SEPARATOR
add column c-rsi
ADD COLUMN SEPARATOR



SORT COLUMN 22 desCENDING


chart-time is two years
]



Stock Picks and Trading · Weinstein Strategy Picks
davesaint86
msg #148456
7/10/2019 11:55:08 PM

ZG is above the upper Bollinger Band on the weekly. Maybe better to buy off a bounce of the 10 week on a pullback.

Davesaint

Filter Exchange · My Version of Steve Primo Strategy 8 Filter (Long Only)
davesaint86
msg #148454
modified
7/10/2019 8:58:38 PM

Long Buy Signal - rsi(5) crossing above the 50 line from below. rsi(5) should be above rsi(13) and rsi(21). Once the rsi(5) block turns red you have a buy.
Long Sell Signal - rsi(5) crosses above 80, 70, 60 and comes down through the 80, 70, 60, 50 line. Take what the market gives you. You can also let the ema(15) guide you when to sell.

Fetcher[show stocks where rsi(5) crossed above the 50 line and price is above 10 and Average Volume(30) is above 1,000000

price above ema(15)
price above ma(50)
ema(15) above ma(50)
draw rsi(5)
draw rsi(5) line at 50
draw rsi(5) line at 40
draw rsi(5) line at 50
draw rsi(5) line at 20
draw rsi(5) line at 80

draw ma(50)
draw ema(15)

set{E10, price above ma(15)}
set{D10Longposition, count(E10 > 0,1)}
set{D10Shortposition, count(E10 < 0,1)}
SET{D10TRIGGER,0}

set{E27, price above ma(50)}
set{D20Longposition, count(E27 > 0,1)}
set{D20Shortposition, count(E27 < 0,1)}
SET{D20TRIGGER,0}


set{E31, price above Upper Bollinger Bands(18,2)}
set{ABLongposition, count(E31 > 0,1)}
set{ABShortposition, count(E31 < 0,1)}
SET{ABSTRIGGER,0}

set{E35, price below Lower Bollinger Bands(18,2)}
set{BBLongposition, count(E35 > 0,1)}
set{BBShortposition, count(E35 < 0,1)}
SET{BBSTRIGGER,0}


set{CRS1, rsi(5),1)}
set{CRS2, rsi(13),1)}
set{CRS3, rsi(21),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}

set{CRS4, weekly rsi(5),1)}
set{CRS5, weekly rsi(13),1)}
set{CRS6, weekly rsi(321),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}
set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}
set{RSI21, RSI(21) - 50}
set{CRSI_Bar, RSI21}
PlotType{CRSI_Bar,zerobar}

set{RSI13, RSI(13) - 50}
set{RSI13_line, RSI13}
draw RSI13 on plot CRSI_Bar

set{RSI5, RSI(5) - 50}
set{RSI5_line, RSI5}
draw RSI5 on plot CRSI_Bar

set{drsilong1, count(rsi(21) above 5, 1)}
set{drsilong2, count(rsi(13) above rsi(21), 1)}
set{drsilong3, count(rsi(5) above rsi(21), 1)}
set{drsilong4, drsilong1 + drsilong2}
set{drsilong5, drsilong4 + drsilong3}
set{drsilong, count(drsilong5 equals 3, 1)}
set{drsishort, count(drsilong5 less than 3, 1)}
SET{DRSITRIGGER,0}


set{wrsi1, weekly rsi(5)}
set{wrsi2, weekly rsi(21)}
set{wrsi3, count(wrsi1 > wrsi2,1)}
set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}


set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{C-RS, CR1 + CRS126}

Set{W21, CRS21 * .33}
Set{W63, CRS63 * .33}
Set{W126, CRS126 * .34}
set{rw1, w21 + w63}
set{rw-c, rw1 + w126}


set{wsto, weekly Slow Stochastics(14,3)}
set{dsto, Slow Stochastics(14,3)}
set{wdsto, wsto + dsto}
set{CSTO, wdsto / 2}
set{TWRSI5, weekly RSI(5)}
set{TWRSI13, weekly RSI(13)}
set{TWRSI21, weekly RSI(21)}
set{TWRSI1, TWRSI5 + TWRSI13}
set{TWRSI2, TWRSI1 + TWRSI21}
set{A-WRSI, TWRSI2 / 3}
set{TDRSI57, RSI(5)}
set{TDRSI13, RSI(13)}
set{TDRSI30, RSI(21)}
set{TDRSI1, TDRSI5 + TDRSI13}
set{TDRSI2, TDRSI1 + TDRSI21}
set{A-DRSI, TDRSI2 / 3}



set{LongRSI21Trend,count(RSI(21) > 50 ,1)}

set{LongRSI,count(RSI5 > RSI13 ,1)}


set{LongRSI5,count(RSI5 above the 0 line ,1)}
draw longrsi5 on plot
set{LongRSI13,count(RSI13 above the 0 line ,1)}
draw longrsi13 on plot
set{LongRSI21,count(RSI21 above the 0 line ,1)}
draw longrsi21 on plot
DRAW FIBONACCI UP(65)
DRAW FIBONACCI DOWN(65)


add column separator
add column ABLongposition{a-u-bb}
add column separator
add column BBShortposition{b-l-bb}
add column separator
add column D10Longposition {EMA15}
add column separator
add column D20Longposition {MA50}
add column separator
add column rsi(5)
add column separator
add column longrsi5 {rsi5t}
add column separator
add column LongRSI13 {RSI13t}
add column separator
add column LongRSI21Trend{RSI21T}
add column separator


ADD column rw-c
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 csto
ADD COLUMN SEPARATOR
add column c-rsi
ADD COLUMN SEPARATOR

add column RSI(2)

add column separator
add column RSI(13)
add column separator
add column RSI(21)
add column separator

add column atr(14) {Atr}
add column separator
add column average day range (14){ADR%}



SORT COLUMN 30 desCENDING
CHART-TIME IS 120 days
]



General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148413
7/7/2019 11:33:49 AM

https://www.tradingview.com/x/MwjLOJFP/

https://www.tradingview.com/x/7S4tx1oq/

General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
davesaint86
msg #148409
7/7/2019 12:10:50 AM

code from TradingView

//@version=3

// Use this indicator to compare how security is performing in compare with prefered index (SPX by default).
// > 0 outperforming
// < 0 underperforming
// Works best for weekly, but can be applied to monthly and daily charts. It will be rather useless to use it in smaller timeframes
// Apply it to SPX, industry index, sector index or other security in similar sector

// UPDATE 1: Added sector and industry as optional params. Leave them same as index if you don't want to use them

study("Mansfield Relative Strength indicator")

index = input(title="Index", type=symbol, defval="SP:SPX")
sector = input(title="Sector (optional)", type=symbol, defval="SP:SPX")
industry = input(title="Industry (optional)", type=symbol, defval="SP:SPX")

ma_type = input(title="Which moving average to use?", defval="SMA", options=["SMA", "WMA", "EMA"])
len_daily = input(title="MA length for Daily", defval=200)
len_weekly = input(title="MA length for Weekly", defval=52)
len_monthly = input(title="MA length for Monthly", defval=10)
len_other = input(title="MA length for all other periods", defval=52)
val = close


len = period == "W" ? len_weekly : (period == "D" ? len_daily : (period == "M" ? len_monthly : len_other))

ma_func(x, length) =>
ma_type == "WMA" ? wma(x, length) : (ma_type == "SMA" ? sma(x, length) : ema(x, length))


calc_mrs_func(x, ind, length) =>
((x / security(ind, period, x)) / ma_func((x / security(ind, period, x)), length) - 1) * 10


mrs_index = calc_mrs_func(val, index, len)
mrs_sector = calc_mrs_func(val, sector, len)
mrs_industry = calc_mrs_func(val, industry, len)
c = sign(mrs_index) + sign(mrs_sector) + sign(mrs_industry)

bgcolor(c == 3 ? color(green, 80) : c == 2 ? color(green, 75) : c == 1 ? color(green, 70) : c == -1 ? color(red, 70) : c == -2 ? color(red, 75) : c == -3 ? color(red, 80) : gray)
plot(mrs_index, linewidth=3, title="MRS index")
plot(mrs_sector != mrs_index ? mrs_sector : na, linewidth=2, title="MRS sector")
plot(mrs_industry != mrs_index ? mrs_industry : na, linewidth=1, title="MRS industry")
hline(price=0, linestyle=dashed, title="Zero baseline")

General Discussion · Portfolio Visualizer -- backtesting
davesaint86
msg #148408
7/6/2019 7:15:21 PM

novacane - Copied this from the Portfoliovisualizer website.


Dual momentum model
The dual momentum model combines relative momentum and absolute momentum based timing. Relative strength is used to select the best performing model asset(s) and absolute momentum is then applied as a trend-following filter to only invest in the selected asset(s) if the excess return over the risk free rate has been positive. If the excess return is negative, then the model invests in short- to intermediate-term fixed income instruments (the out-of-market asset) until the trend turns positive. The relative momentum performance is calculated as the asset's total return over the timing period, and the return of 1-month treasury bills is used as the risk free rate for the absolute momentum filter. The months in the timing period are calendar months, and monthly changes are based on the end-of-month adjusted close price. Trades are performed at either the end-of-month close price, or at next trading day's close based on defined trading policy. The delayed trading accounts for the fact that typically in practice one would not be able to execute the trade at the point in time when the signal becomes available.
Rapach and Strauss and Zhou (2013) find that the US stock market leads the world markets even at the monthly frequency, so the supported options include specifying a single asset to be used for absolute momentum. As discussed in Gary Antonacci's Dual Momentum book, we can first apply absolute momentum based on the US stock market (e.g. S&P 500 TR) and assuming the excess return over the risk free rate is positive, we use relative momentum to choose between US equity and international equity. If the absolute momentum excess return is negative, the model is invested in the selected out-of-market asset, e.g., Barclays U.S. Aggregate Bond Index.
References:
Gary Antonacci - Risk Premia Harvesting Through Dual Momentum
Gary Antonacci - Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay
David Rapach, Jack K. Strauss, and Guofu Zhou - International Stock Market Return Predictability (Journal of Finance, Volume 68, Issue 4, August 2013)

General Discussion · Portfolio Visualizer -- backtesting
davesaint86
msg #148364
7/3/2019 11:45:54 PM

Another dual momentum strategy.

https://www.portfoliovisualizer.com/test-market-timing-model?s=y&coreSatellite=false&timingModel=6&startYear=1985&endYear=2019&initialAmount=10000&periodicAdjustment=0&adjustmentAmount=0&inflationAdjusted=true&adjustmentPercentage=0.0&adjustmentFrequency=4&symbols=RPV%2CQQQ%2CFDN%2CIAU%2CIDV%2CIWP%2CIWM%2CVEU%2CITA&singleAbsoluteMomentum=true&absoluteMomentumAsset=SPY&volatilityTarget=9.0&downsideVolatility=false&outOfMarketAssetType=2&outOfMarketAsset=IEF&movingAverageSignal=1&movingAverageType=1&multipleTimingPeriods=false&periodWeighting=2&windowSize=-1&windowSizeInDays=100&movingAverageType2=1&windowSize2=10&windowSizeInDays2=105&excludePreviousMonth=false&normalizeReturns=false&volatilityWindowSize=0&volatilityWindowSizeInDays=0&assetsToHold=1&allocationWeights=1&riskControl=false&riskWindowSize=10&riskWindowSizeInDays=0&rebalancePeriod=1&separateSignalAsset=false&tradeExecution=0&comparedAllocation=-1&timingPeriods%5B0%5D=5&timingUnits%5B0%5D=2&timingWeights%5B0%5D=100&timingUnits%5B1%5D=2&timingWeights%5B1%5D=0&timingUnits%5B2%5D=2&timingWeights%5B2%5D=0&timingUnits%5B3%5D=2&timingWeights%5B3%5D=0&timingUnits%5B4%5D=2&timingWeights%5B4%5D=0&volatilityPeriodUnit=2&volatilityPeriodWeight=0&total1=0

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