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Filter Exchange · Help with filter
dtatu
msg #159462
8/15/2022 11:58:38 AM

From a purely observational point of view, I opened several weekly charts ( mostly ETFs) and noticed that the plots , especially "weekly shortposition1/longposition1" and 2, seem to nicely time weekly reversals.

The problem is: I do not find a trigger/signal to match those changes on the plots.

It might be the fact that : set{D1353, weekly ma(10) - weekly dma(10,-5)} is already a weekly indicator and the choice :" chart-display is weekly" distorts it?

Filter Exchange · Help with filter
dtatu
msg #159460
modified
8/14/2022 8:15:28 PM

(modified)
I'm trying to test it and having a problem: the short/long on the plot seem to be excellent timing-wise, but , when I try to use a simple filter :

weekly D1353 crossed below 0

I realise ,that the signal does not come in the same time as the change from short to long on the plot
( ex: DIA: the 3 rd plot (weekly longsignal2) turns long on the July 5 week; the above filter does not trigger at all) . What do I do wrong?
PS: I think Years ago we discussed about a glitch with this kind of filter?( with DMA)?

General Discussion · Correlation analysis
dtatu
msg #159316
7/17/2022 7:19:57 AM

Thanks Ed

General Discussion · Correlation analysis
dtatu
msg #159314
modified
7/16/2022 11:38:18 AM

Thanks for looking into it.
1. No: I have stocks and ETF from all over the place
2. In all the accounts concerned I have , at any time between 130-150 positions open( long+ short); I trade only on weekly or monthly signals.
3. No: I do not have the advanced SF subcription , as , so far , not needed, but I definitely change if a solution is possible.
I think I've seen some correlations done on a Matrix on one site.My skills are very limited, though, in programming.I would not know how to do it efficiently

General Discussion · Correlation analysis
dtatu
msg #159281
7/11/2022 4:21:36 PM

show stocks where market is NYSE

weekly close crossed above weekly Wma(20)

add column corr(spy,30,Close) below 0.7
add column corr(spy,60,Close) below 0.7
add column corr(spy,90,Close) below 0.7


simple example:
- I'd like to replace spy with either a Watchlist( ideally), or a symlist (with my open positions in it)

Thanks


General Discussion · Correlation analysis
dtatu
msg #159275
modified
7/9/2022 8:53:28 AM

Question: is there an easy way to limit the signals to symbols correlated <0.7 to my existing positions?
Let's say I apply it to all NYSE stocks against my watchlist " My LONGS".
Or against a symlist of my positions?
Thanks

Filter Exchange · Moving Average of Moving Average
dtatu
msg #159010
4/27/2022 5:59:22 AM

I thought this was basically G.Aple’s 1970 MACD indicator, or am I wrong?
https://en.wikipedia.org/wiki/MACD

General Discussion · NOT an Inside Week/Day
dtatu
msg #158433
1/22/2022 10:16:55 AM

Hello Guys,
Is there a way to put this phrase into a formula?
"this week(day) is NOT an Inside week(day)"
Thanks

Filter Exchange · Stock Pair trading
dtatu
msg #157329
8/4/2021 3:11:47 PM

I managed to fix it by using daily MA multiplied by 5 in order to have the equivalent weekly MA.
Anybody could help if it's possible , to transform this into one single buy or sell filter instead of a separate buy and sell filters? They will light up at the new buys/sells.
Thanks

symlist(spy)
set{ratio, ind(spy,close)/ ind(eem,close)}
set{ratiowkWma20,cwma(ratio,100)}
draw ratiowkWma20

set{ratiowkWma8,cwma(ratio,40)}
draw ratiowkWma8

chart-display is weekly
add column ratio
add column ratiowkwma8
add column ratiowkwma20

set{buy,count(ratio crossed above ratiowkWMA20,1)}
set{sell,count(ratio crossed below ratiowkWMA20,1)}

add column separator
add column buy above 0
add column buy 1 day ago below 1
add column separator
add column sell
add column sell 1 day ago

draw buy
draw sell



Filter Exchange · Stock Pair trading
dtatu
msg #157304
modified
7/30/2021 8:39:31 AM

https://www.barchart.com/etfs-funds/quotes/SPY/technical-chart?plot=LINE&volume=total&data=WO&density=L&pricesOn=0&asPctChange=0&logscale=0&indicators=WMA(8);WMA(20)&sym=SPY%2FIWM&grid=1&height=375&studyheight=100&isSpread=1


try this and let me know; I think it's a very interesting concept , if we can get it work reliably on SF; of course, any other combinations of momentum signals are welcomed( without trying to tweek/complicate too much and get into curve fitting)

https://www.barchart.com/etfs-funds/quotes/GLD/technical-chart?plot=LINE&volume=total&data=WO&density=L&pricesOn=0&asPctChange=0&logscale=0&indicators=WMA(8);WMA(20)&sym=GLD%2FGBTC&grid=1&height=375&studyheight=100&isSpread=1

this is GLD/GBTC spread: you could have been short the spread( short GLD/long GBTC) from Oct to April from a ratio of 15 down to below 4 before an up cross

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