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| 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 |
| Filter Exchange · Stock Pair trading | |
| dtatu msg #157279 modified |
7/26/2021 1:34:35 PM Thanks Ed, This is the latest filter which is lighting up SPY since May 17. As I said, : on Barchart.com the same up cross takes place on the week of April 5. I use ONLY weekly charts and weekly filters on SF and I have reliable signals usually. symlist(SPY) set{ratio, ind(SPY,close)/ ind(IWM,close)} set{ratiowkWma20, weekly cWma(ratio,20)} draw ratiowkWma20 set{ratiowkWma8, weekly cWma(ratio,8)} draw ratiowkWma8 ratiowkWMA8 above ratiowkWMA20 |
| Filter Exchange · Stock Pair trading | |
| dtatu msg #157275 modified |
7/25/2021 10:49:31 AM symlist(SPY) set{ratio,ind(SPY,weekly close) / ind(IWM,weekly close)} set{ratioWma20,weekly cWma(ratio,20)} draw ratioWma20 set{ratioWma8,weekly cWma(ratio,8)} draw ratioWma8 ratioWMA8 crossed above ratioWMA20 by doing this I get a cross signal on SF on May 17 , but on a Barchart.com weekly chart the cross takes place on April 12. Where is the error?( Basically I want to see a weekly WMA(8) crossing above weekly WMA(20) of the Pair Ratio |
| Filter Exchange · Stock Pair trading | |
| dtatu msg #157274 modified |
7/25/2021 10:19:55 AM 4 years later: did not pursue with this idea, in 2017. - Q: is it possible to gather several Pairs under a watchlist in order to apply , to all of them , the same filters? ex: apply to watchlist( GLD/GDX, FXA/FXY, SPY/IWM,XLK/XLP), etc. |
| General Discussion · highest daily CLOSE over a period | |
| dtatu msg #156872 |
5/28/2021 3:30:30 PM Thanks |
| General Discussion · highest daily CLOSE over a period | |
| dtatu msg #156860 modified |
5/27/2021 10:12:43 AM @redversa721 3 weeks =22 days or should I use trading days(5 days) ?(3x5 days=15 days) |
| General Discussion · highest daily CLOSE over a period | |
| dtatu msg #156859 |
5/27/2021 9:58:44 AM Super ! |
| General Discussion · highest daily CLOSE over a period | |
| dtatu msg #156854 |
5/26/2021 3:49:54 PM Thanks a lot ! |
| General Discussion · highest daily CLOSE over a period | |
| dtatu msg #156851 |
5/26/2021 9:42:56 AM Hello guys, Anybody can help putting into a formula : todays close is higher than the highest close over the last 3 weeks Thanks |
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