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| General Discussion · New List of Indices Supported | |
| fotchstecker msg #156036 modified |
3/4/2021 6:05:17 PM VXX isn't an index obviously and the problem with using UVXY or VXX (which are investable whereas obviously the VIX isn't) as a stand-in for VIX index is that when there's high vol, there are many sellers of vol. So whereas VIX will have a significant spike, the vol-related products won't because there are sellers of vol everywhere in the real market. This leads to the downside bias in the ETF that you don't see in the index and in the difference in the magnitude of the spike. What the VIX conveys as an "opportunity" on the chart is therefore not present to the same extent. Big difference, not substitutable. https://i.imgur.com/Fl5nrEI.png |
| General Discussion · New List of Indices Supported | |
| fotchstecker msg #155998 |
3/2/2021 9:02:12 AM Thanks for this. What are you using for vol indexes then? |
| Filter Exchange · basket correlation filter | |
| fotchstecker msg #155960 |
2/25/2021 9:13:13 PM Ed, thanks. A simple improvement -- my favorite kind! Thanks. |
| General Discussion · Simple historical results should look like this... | |
| fotchstecker msg #155932 modified |
2/23/2021 1:36:03 PM Dear Stockfetcher: It's been a while since any new features have been released. There are three that would be killer: 1. Historical results, simplified. Run a filter starting some date in the past. The results view gives you all of the FORWARD filter runs with each date's symbols and their FORWARD results with the AVERAGED stats. Knowing the average of the highest-highs and lowest-lows will help real world trading by knowing where to set stops and take profits. This is NEEDED. These results give you a good gauge for setting stops, profits, and holding periods. They COLLATE the filter's performance over time. Here's what I currently use to understand SF flters using exported data from another system. The "start date" is the date the filter returned the symbol. The stats are based on OHLC data from the start date going forward. 2. All returned symbols from starting date, simple list for export: Run a filter from some date in the past. There should be an option to output simple list of ALL of the tickers and the dates they appeared from a start date to an end date. This is not the "export CSV" feature that already exists and only includes one day. This is all days over a range. This useful for analysis here and in other systems. Eg: ACRX 11/13/2020 ETSY 11/13/2020 TWLO 11/13/2020 AXNX 11/16/2020 GGB 11/18/2020 ASND 11/24/2020 CUBE 11/24/2020 DCUE 11/27/2020 ALYA 12/1/2020 ABT 12/2/2020 ALJJ 12/4/2020 VALU 12/4/2020 ONCT 12/8/2020 CTLT 12/8/2020 CMI 12/10/2020 ABC 12/11/2020 PHI 12/11/2020 KINS 12/15/2020 RC 12/16/2020 BJRI 12/17/2020 MOH 12/17/2020 YINN 12/18/2020 JP 12/18/2020 ONCY 12/24/2020 ICF 12/24/2020 LORL 12/24/2020 3a. In the filter results table, indicate how many times a given symbol has appeared in the filter results over X days, where X is configurable somewhere in the interface. What good is it to eyeball the last 3 negative returns for GOOG but where the earliest return is 74%? How can anyone use results with zero context? This adds context. 3b. To add to the above, a column with "cumulative return" up to the current date would help us interpret the symbols that have appeared several times over a recent period. ---actually, 3a/b could be part of one larger historial results view, too. Really need some new tools for understanding filter results. Please consider. Thanks. |
| Filter Exchange · basket correlation filter | |
| fotchstecker msg #155904 modified |
2/21/2021 11:30:57 AM Here's a simple correlation filter for constructing a basket of symbols with varying correlations to SPY (or any symbol) over various periods. Just uncomment/comment-out the correlation range you want to use for a strongly, neutrally, or inversely correlated symbol. Adjust the correlation values as needed, too. Improvements are welcomed, and any other methods you might have for constructing baskets based on correlation would be welcomed, too. Enjoy. |
| General Discussion · vol expansion filter but needs one tweak... | |
| fotchstecker msg #155878 |
2/20/2021 9:56:31 AM Thanks, Graf -- looks like an even easier way. By the way, I am using the filter you've been working versions on. |
| General Discussion · vol expansion filter but needs one tweak... | |
| fotchstecker msg #155862 |
2/18/2021 6:53:51 PM Thank you jim and xarlor. Xarlor, true enough, not as many in this filter as I thought. This morning I collated this and another filter's results over the last month and for some symbols there were 4,5,6 appearances. So I can only conclude that the other filter contributed at least half of the repeats. That said, seeing how to do it helps a ton. Thank you. |
| General Discussion · vol expansion filter but needs one tweak... | |
| fotchstecker msg #155858 modified |
2/18/2021 5:21:56 PM Here's a simple filter for breakouts on yearly high. However, when you run it, you're likely filtering for stocks that have met the condition several times in the recent past. Can the number of times a stock has met the condition over, say, the last 40 days be counted? Then it would be possible to just rank them by count. Any help/ideas? |
| General Discussion · A personal DUHHH! Moment | |
| fotchstecker msg #155850 |
2/17/2021 9:20:38 PM Good find. |
| General Discussion · One thing I'd really like to see... | |
| fotchstecker msg #155714 |
2/11/2021 11:26:33 PM at my broker it's not possible to enter a market order in extended session. limit only. |
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