StockFetcher Forums · View by Author: five40 (23 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 >> 
General Discussion · BIDU wedge
five40
msg #60230
3/5/2008 5:51:36 PM

Thanks Nik, that is the chart. Pretty fat wedge there, coming down to the end.

So, which way? Up or down from here. It's gotta break out right?

General Discussion · BIDU wedge
five40
msg #60221
modified
3/5/2008 1:31:42 PM

I've been trading BIDU lately and I'd like to get some opinions on this pattern.

Where's it going guys?



General Discussion · Stop Loss Formula
five40
msg #59832
2/20/2008 9:21:45 PM

Niko-

I upgraded. Good tip, well worth it.

NOTE: I made a change to your filter, I changed UPTREND to this:

set{Uptrend, max(Short_Stop, Short_Stop 2 days ago, Short_Stop 1 days ago)}

It now matches my spreadsheet and the book.

Question- How do I change the color of the uptrend plot line in SF 2.0?



General Discussion · Stop Loss Formula
five40
msg #59724
2/16/2008 12:49:47 PM

Niko and Chetron-

Thank you very much for working this out!

Unfortunately, I can't see it without upgrading. I get this error:
"Your StockFetcher filter exceeds filter performance restrictions."

Niko- can you tell me, does your filter plot the safezone onto the cart?

General Discussion · Stop Loss Formula
five40
msg #59652
2/12/2008 6:52:50 PM

I'm not sure how to attach a file? Anyone?

General Discussion · Stop Loss Formula
five40
msg #59629
2/11/2008 6:27:06 PM

Has anyone here used Dr Elders "SafeZone" in Stock Fetcher?

The formula gives an guide of where to set a stop loss to avoid market noise. It's based on average downside penetration over the last X days. He lays out the formula for building this in an excel spreadsheet in the book "Come into my Trading Room".

I have done this in excel and I really like the results.

On the AmiBroker site I found the formula below but I have not been able to convert it to Stock Fetcher. (lots of IF statements).

Trailing stop method
Formula:

_SECTION_BEGIN("Elder safe Zone Long + short");

L1=Ref(L,-1);
H1=Ref(H,-1);
Pd=Param("Period",10,1,50,1);
DnPen=IIf(L
UpPen=IIf(H>H1,H-H1,0);
DnPenSum=Sum(DnPen,Pd);
UpPenSum=Sum(UpPen,Pd);
DnPenCount=Sum(L
UpPenCount=Sum(H>H1,Pd);
AvgDnPen=IIf(DnPenCount>0,DnPenSum/DnPenCount,0.01);
AvgUpPen=IIf(UpPenCount>0,UpPenSum/UpPenCount,0.01);
AvgDnPenMult=Param("Multiplier",2,1,4,0.1);
AvgUpPenMult=Param("Multiplier",2,1,4,0.1);
DaysInTrade=Param("Days in trade",1,1,50,1);
StopLong=L-(AvgDnPen*AvgDnPenMult);
StopShort=H+(AvgUpPen*AvgUpPenMult);
SafeZoneStopLong=HHV(StopLong,DaysInTrade);
SafeZoneStopShort=LLV(StopShort,DaysInTrade);
MilieuCorps = (C+O)/2;
Plot( C, "Close", ParamColor("Couleur ", colorBlack ), styleNoTitle |
ParamStyle("Style") | styleCandle|styleThick);
ShortStop=BeginValue(C);
LongStop=BeginValue(C);
i=1;
for (i=1;i < BarCount; i++)
{
if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i])
ShortStop[i] = SafeZoneStopShort[i] ;
if (SafeZoneStopShort[i] >= SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i])
ShortStop[i] = ShortStop[i-1];
if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] <= H[i])
ShortStop[i] = SafeZoneStopShort[i] ;
if (SafeZoneStopShort[i] < SafeZoneStopShort[i-1] && ShortStop[i-1] > H[i])
ShortStop[i] = ShortStop[i-1];
if (IsEmpty(SafeZoneStopShort[i]))
ShortStop[i] = SafeZoneStopShort[i] ;
if (ShortStop[i] >= SafeZoneStopShort[i])
ShortStop[i] = SafeZoneStopShort[i] ;

if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i])
LongStop[i] = SafeZoneStopLong[i] ;
if (SafeZoneStopLong[i] <= SafeZoneStopLong[i-1] && LongStop[i-1] < L[i])
LongStop[i] = LongStop[i-1];
if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] >= L[i])
LongStop[i] = SafeZoneStopLong[i] ;
if (SafeZoneStopLong[i] > SafeZoneStopLong[i-1] && LongStop[i-1] < L[i])
LongStop[i] = LongStop[i-1];
if (IsEmpty(SafeZoneStopLong[i]))
LongStop[i] = SafeZoneStopLong[i] ;
if (LongStop[i] <= SafeZoneStopLong[i])
LongStop[i] = SafeZoneStopLong[i] ;

}


PlotShapes(IIf(ShortStop>Ref(ShortStop,-1), shapeHollowSmallDownTriangle,
shapeNone), colorRed, 0, ShortStop, Offset=-15);
PlotShapes(IIf(LongStop
shapeNone), colorGreen, 0, LongStop, Offset=-15);
Plot(SafeZoneStopShort,"Safe Zone Short", ParamColor("Couleur Safe Zone Short",
colorRed ),ParamStyle("Style Safe Zone Short",styleDots|styleNoLine) );
Plot(SafeZoneStopLong,"Safe zone Long", ParamColor("Couleur Stop Long",
colorGreen ),ParamStyle("Safe zone Long",styleDots|styleNoLine) );
Plot(ShortStop,"Stop Short",
IIf(ShortStop>Ref(ShortStop,-1),colorCustom1,colorBlue),ParamStyle("Style Stop
Short",styleLine|styleLine) );
Plot(LongStop,"Stop Long",
IIf(LongStop
Long",styleLine|styleLine) );


_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%)n - Elder SafeZone long-Short pour trades aprčs le
"+Date()+"n {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Title= Title
+"nc56Periode: c56"
+WriteVal(Pd,1.0)
+"c56 - Multiplicateur Long : c56"
+WriteVal(AvgDnPenMult,1.1)
+"c56 - Multiplicateur Short : c56"
+WriteVal(AvgUpPenMult,1.1)
+"c56 - Jour en position(inclus): c56"
+WriteVal(DaysInTrade,1.0)
+"nc56Milieu corps : c56"
+WriteVal(MilieuCorps,1.2 )
+": c56 - N barre : "
+WriteVal(BarIndex(),1);
_SECTION_END();

General Discussion · Elders SafeZone
five40
msg #59478
modified
2/4/2008 9:39:13 PM

see new message

General Discussion · ETF's & technical analysis questions?
five40
msg #59076
1/17/2008 2:53:20 PM

When trading ETF's, is the TA different than when trading individual stocks? Is an ETF's per share price determined solely by the prices of the underlying stocks? How much influence does trading of the ETF itself affect the ETF per share price?

General Discussion · The Wake Up Call...
five40
msg #58966
modified
1/14/2008 12:41:09 PM

Maybe you will think this is stupid but, I pay taxes because I like to live here. I think it's worth it, actually a pretty good deal.

Don't let perfect be the enemy of good. Yes, the system is seriously flawed but it's still damn good compared to most other alternatives.

General Discussion · Buy Long and Short
five40
msg #56810
11/17/2007 12:48:31 AM

Niko- Thanks, that pair trading is very interesting. I am going to read some more on it. Good stuff, thanks.

welliott111 - Yes! I think it *MAY* be a system that would work. I cannot get it to back test though. Any help?

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