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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

General Discussion · I Just want to Share ... (Tongue in Cheek)
dtatu
msg #156218
modified
3/20/2021 7:40:00 PM

My humble opinion for avoiding Pigs: I used to have 2 big problems:
1- discipline of exiting at the "stops" ( « A long term trade is a Short term trade gone wrong»)
2- overtrading

I solved no.1!! ( Inspired by Chuck Hughes's style)
-A- only enter long in liquid-optionable- stocks in which 1 Mo EMA > 10 mo EMA and the 10 moEMA is trending up
B- instead of stock , buy an In the money call : the level of the call should be the stock stop level ( I use the lowest low of the last 3 months); use Chuck's 1% rule( do not pay > 1% extrinsic premium; so it takes a 1% move only to break even in the option); this guarantees you 'll be out when your hypothesis for your long position is no longer valid( in my case , a 3 month low), if you lack, like me, the discipline of getting out.
It also saves a lot of margin , simulating a stock with a ITM call+1%.
Ex: your stock is at 40; your stop is at 32; buy 32 call( expires more than 1 month out) : 1% of the stock price =0.4: ideally, do not pay > (40-32)+0.4= 8.4 premium .
* for No 2- I did not find a solution, but I try sticking to a 1-2 % max risk per trade /value of account + taking trades in less correlated markets. Maybe somebody else has an opinion in mastering the overtrading?


General Discussion · MACD
dtatu
msg #156137
3/13/2021 11:59:01 AM

Also, Wisam, if you think you discovered America with this MACD divergence filter, without even taking a look at it, I can tell you right away: You're wrong.
It took me years and years to remove all the complicated lines and MA's and oscillators from my real time trading .
1-The best thing that happened to me was to remove the daily charts from trading and only use weeklies filtered with monthlies.
2- as filters, a simple 3 week horizontal breakout up or down ( weekly Donchian might help) and that's almost all of it. Simple is always better.
Actually, The BIG secret is the Size of the Bet ( money management), not the indicators.

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