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General Discussion · Count times ticker was returned by filter
msg #158639
2/21/2022 2:23:28 PM

Howdy all.
Has anyone come up with a way to count the number of times a symbol was returned by that filter over the last X days?

It's helpful to see when a filter is producing a symbol for the first time.

I worked on this a long time ago but only came up with a limited solution.

General Discussion · Still Waiting
msg #158610
2/18/2022 9:27:28 AM

HA was easy to run because I have a few versions coded. I don't have any time to code this right now but can try when I get a free moment. End of month requires an end of month function that I would need to make, too.

MAX DD was at the bottom of the screen but I missed it. I added the image to the bottom here:

General Discussion · Still Waiting
msg #158607
2/17/2022 7:49:15 PM

This is a long-short HA system of SPY since around march 2000 using monthly data and 100 shares per trade where the buy is on the close of the bar.
I don't know how to post a link.

The (not SF) code for my version.

if BarNumber = 1 then begin
haOpen = open;
haClose = (O+H+L+C)/4;
haHigh = MaxList( high, haOpen, haClose);
haLow = MinList( low, haOpen,haClose);

if BarNumber > 1 then begin
haClose = (O+H+L+C)/4; ////average bar price
haOpen = (haOpen [1] + haClose [1])/2 ; ////avg open/close 1 bar ago
haHigh = MaxList(High, haOpen, haClose) ; ////highest of high,open,close
haLow = MinList(Low, haOpen, haClose) ; //// lowest of low, open, close

if haClose > haOpen then color = UpColor
else color = DnColor;


General Discussion · Still Waiting
msg #158606
2/17/2022 7:32:29 PM

Long, short, or L+S?

General Discussion · Still Waiting
msg #158604
2/17/2022 6:46:21 PM

I have tested HA systems at length. You need another filter besides the system. HA works well in trends. But then, if you have a good filter for trends, you don't need HA. If you take a cross section of the market, you'll find that the outperforming HA tickers are also just generally the outerpforming tickers. So HA alone I'm afraid is not your answer. In a sideways market, by the close and painting of the bar, you will be whipsawed and chopped to pieces with an HA system. I've testing this on 1min to 1week data on a bunch of uncorrelated stocks.

I've tested HA of a few varieties, including smoothed, and long, short, and long+short. I've tested with exits based on HA color change and on other stops.

Filter Exchange · who can can make a code for this strategy will get paid if correct
msg #157127
6/30/2021 4:18:18 PM

Paid how much, however?

General Discussion · How to read compare with results
msg #156728
5/3/2021 8:37:12 AM

1. SPY is an etf, so I'm not sure why you have a carat in front of it. I assume you're looking for indices or want to use SPY as the proxy for SP500. Here are some indexes; I have no idea if it's current or not:

2. Have you read the help at all? Used search? This syntax is using "compare" and the plots are comparisons. Look up what "compare" is.

General Discussion · Jack Schwager’s Guide to Winning with Automated Trading Systems
msg #156723
5/2/2021 4:42:09 PM

For anyone inclined to translate these to SF code. Most seem pretty straightforward.

General Discussion · sectors and industries - ranking by momentum?
msg #156567
4/12/2021 8:50:24 AM

Thanks, wantonellis. The barcharts sectors/industries are good, too. Hadn't been on that website for a while, always good stuff there. And it's easy to get to the components pretty quickly.

General Discussion · sectors and industries - ranking by momentum?
msg #156534
4/9/2021 10:35:13 AM

Hi, Dave -- thank you for sharing the solution you use. I much appreciate it. I had experimented with using the SPDRs and think it's probably the best middle ground -- much as you use it.

Would you mind sharing how you use it? I noticed that you sort by column 5/Relative Strength. Are you monitoring sector (etfs) are the the top position, say on a daily basis or something? Will you then use that sector for running additional filters against?

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