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General Discussion · The-Market-Teaches-Bad-Behavior
guspenskiy13
msg #122349
12/22/2014 11:28:32 PM

the more I trade, the more I hate all those "fundamental" market long-term investors

use statistics with options and get an edge

use statistics with futures arbitrage and get an edge

use short-term intra-day automated systems and dump your emotions on someone/something else

use stop-losses no matter what you do or use statistics so you don't hold to losers

____________________________________________________________________________

people whine about the market, "psychology" and behavior....while there are more profitable opportunities there than humans on our planet.

General Discussion · Nasdaq 100 QQQ value divergence for signaling downturn
guspenskiy13
msg #122348
12/22/2014 11:21:15 PM

Not sure if I understood the concept right, but you are saying that etf QQQ gets overvalued in comparison to NDX?

If so, they are definitely arbitraging that w/ HFT

Stock Picks and Trading · CELG
guspenskiy13
msg #122346
12/22/2014 11:16:55 PM

120 break is more likely than 107.5 with current conditions/seasonality

Stock Picks and Trading · Shills Swing N Daily
guspenskiy13
msg #122345
12/22/2014 11:15:40 PM

Up ~10% on XIV. Currently designing intra-day system for it and others.

Filter Exchange · Thinkorswim indicators multiple instruments
guspenskiy13
msg #122341
12/22/2014 3:45:13 PM

Looking at today's breakout, when 3 out of 4 major indexes were setting up near their previous highs

it seems reasonable to have a tool that calculates the position of price in comparison to the highs for X day period

Filter Exchange · Thinkorswim indicators multiple instruments
guspenskiy13
msg #122339
12/22/2014 1:46:57 PM

I like using long period CCI as a histogram to spot possible support/resistance/trend breaks...
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declare lower;

input length = 14;
input over_sold = -100;
input over_bought = 100;

def price = close + low + high;
def linDev = LinDev(price, length);
plot CCI = if linDev == 0 then 0 else (price - Average(price, length)) / linDev / 0.015;
plot OverBought = over_bought;
plot ZeroLine = 0;
plot OverSold = over_sold;

CCI.SetDefaultColor(GetColor(9));
OverBought.SetDefaultColor(GetColor(5));
ZeroLine.SetDefaultColor(GetColor(5));
OverSold.SetDefaultColor(GetColor(5));

CCI.SetDefaultColor(GetColor(5));
CCI.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
CCI.SetLineWeight(3);
CCI.DefineColor("Positive and Up", Color.GREEN);
CCI.DefineColor("Positive and Down", Color.DARK_GREEN);
CCI.DefineColor("Negative and Down", Color.RED);
CCI.DefineColor("Negative and Up", Color.DARK_RED);
CCI.AssignValueColor(if CCI >= 0 then if CCI > CCI[1] then CCI.color("Positive and Up") else CCI.color("Positive and Down") else if CCI < CCI[1] then CCI.color("Negative and Down") else CCI.color("Negative and Up"));

Filter Exchange · Thinkorswim indicators multiple instruments
guspenskiy13
msg #122338
modified
12/22/2014 10:10:36 AM

For those, who find a relationship of VIX/SPX interesting.

The crossover of the ratio with MA sometimes could be very choppy...so this is an alternative... a histogram difference of the ratio with its MA....

Could also be used as an alternative to BB's - find extreme points by the extreme difference with MA....could also be used for any other two symbols...

declare lower;

input price = FundamentalType.CLOSE;
input SPY = "SPX";
input VXX = "VIX";
input length = 9;
input displace = 0;
input crossingType = {default above, below};

def price1 = Fundamental(price, SPY);
def price2 = Fundamental(price, VXX);

plot Relation = if price2 == 0 then Double.NaN else price2 / price1;
Relation.SetDefaultColor(GetColor(1));

plot Avg = Average(Relation[-displace], length);
Avg.SetDefaultColor(GetColor(5));

plot Diff = Relation - Avg;

Diff.SetDefaultColor(GetColor(5));
Diff.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
Diff.SetLineWeight(3);
Diff.DefineColor("Positive and Up", Color.GREEN);
Diff.DefineColor("Positive and Down", Color.DARK_GREEN);
Diff.DefineColor("Negative and Down", Color.RED);
Diff.DefineColor("Negative and Up", Color.DARK_RED);
Diff.AssignValueColor(if Diff <= 0 then if Diff < Diff[1] then Diff.Color("Positive and Up") else Diff.Color("Positive and Down") else if Diff > Diff[1] then Diff.Color("Negative and Down") else Diff.Color("Negative and Up"));

avg.hide();
relation.hide();




Filter Exchange · Thinkorswim indicators multiple instruments
guspenskiy13
msg #122337
12/22/2014 10:03:25 AM

Mactheriverrat,

just use ToS "PriceAverageCrossover". It will paint an arrow for each cross of price with any type of average.

Filter Exchange · Thinkorswim indicators multiple instruments
guspenskiy13
msg #122315
12/19/2014 9:13:15 AM

Mactheriverrat,

do you want to paint the bars according to the position of price in comparison to EMA(13)? Didn't quite get it.

If anyone has interesting ideas to incorporate, I'm always glad to help....although I'm no ToS scripter of course ;)

Filter Exchange · Thinkorswim indicators multiple instruments
guspenskiy13
msg #122314
12/19/2014 9:11:29 AM

Eman,

these indicators plot two things:

1) the indicator of the instrument you have on the chart (let's say XIV for example).

2) the indicator of the instrument you plug in as "symbol".

So it should do the work.

P.S.

Found a quite interesting relationship between XIV and the index of volatility for volatility "VVIX".

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