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Stock Picks and Trading · VXX
guspenskiy13
msg #122310
12/18/2014 5:34:48 PM

Posted for RSI, %R and CCI here:

http://www.stockfetcher.com/forums/Filter-Exchange/Thinkorswim-indicators-multiple-instruments/122309

Filter Exchange · Thinkorswim indicators multiple instruments
guspenskiy13
msg #122309
12/18/2014 5:32:41 PM

Plugged in this filter into thinkscript:

Fetcher[set{relstrength, roc(11,1) - ind(iwm, roc(11,1))}

symlist(TNA,TZA,UPRO,UVXY,TQQQ,SQQQ,DUST,NUGT)
add column Volume 1 day ago {Vol 1 day ago}
ADD COLUMN SEPARATOR
add column rsi(2) 1 day ago { RSI(2) 1 day ago}
add column rsi(2)
ADD COLUMN relstrength {relative strength}

SORT ON COLUMN 9 DESCENDING
do not draw relstrength
do not draw RSI(7)
do not draw RSI(2)
do not draw Money Flow Index(5)
do not draw Williams %R(20)
draw ind(tqqq, relstrength) on plot ind(sqqq, relstrength)
draw ind(tqqq, rsi(7)) on plot ind(sqqq, rsi(7))
draw ind(tqqq,money flow index(5)) on plot ind(sqqq, money flow index(5))
draw ind(tqqq, Williams %R(20)) on plot ind(sqqq, Williams %R(20))
draw CMA(RSI(2), 5)
]



Double RSI:


declare lower;

input symbol = "VXX";
input length2 = 14;
input over_Bought2 = 70;
input over_Sold2 = 30;
input averageType2 = AverageType.WILDERS;
input price2 = FundamentalType.CLOSE;
def price1 = Fundamental(price2, symbol);
def NetChgAvg2 = MovingAverage(averageType2, price1 - price1[1], length2);
def TotChgAvg2 = MovingAverage(averageType2, AbsValue(price1 - price1[1]), length2);
def ChgRatio2 = if TotChgAvg2 != 0 then NetChgAvg2 / TotChgAvg2 else 0;

plot RSI2 = 50 * (ChgRatio2 + 1);
plot OverSold2 = over_Sold2;
plot OverBought2 = over_Bought2;

RSI2.DefineColor("OverBought", GetColor(5));
RSI2.DefineColor("Normal", GetColor(7));
RSI2.DefineColor("OverSold", GetColor(1));
RSI2.AssignValueColor(if RSI2 > over_Bought2 then RSI2.Color("OverBought") else if RSI2 < over_Sold2 then RSI2.Color("OverSold") else RSI2.Color("Normal"));
OverSold2.SetDefaultColor(GetColor(8));
OverBought2.SetDefaultColor(GetColor(8));


input length = 14;
input over_Bought = 70;
input over_Sold = 30;
input price = close;
input averageType = AverageType.WILDERS;

def NetChgAvg = MovingAverage(averageType, price - price[1], length);
def TotChgAvg = MovingAverage(averageType, AbsValue(price - price[1]), length);
def ChgRatio = if TotChgAvg != 0 then NetChgAvg / TotChgAvg else 0;

plot RSI = 50 * (ChgRatio + 1);
plot OverSold = over_Sold;
plot OverBought = over_Bought;

RSI.DefineColor("OverBought", GetColor(5));
RSI.DefineColor("Normal", GetColor(7));
RSI.DefineColor("OverSold", GetColor(1));
RSI.AssignValueColor(if RSI > over_Bought then RSI.color("OverBought") else if RSI < over_Sold then RSI.color("OverSold") else RSI.color("Normal"));
OverSold.SetDefaultColor(GetColor(8));
OverBought.SetDefaultColor(GetColor(8));

_____________________________________________________________________________
Double R%:

declare lower;
input symbol = "VXX";
input price = FundamentalType.CLOSE;
def price1 = Fundamental(price, symbol);
input length2 = 10;
input overBought2 = -20;
input overSold2 = -80;

def hh2 = Highest(high(symbol), length2);
def ll2 = Lowest(low(symbol), length2);
def result2 = if hh2 == ll2 then -100 else (hh2 - close(symbol)) / (hh2 - ll2) * (-100);

plot WR2 = if result2 > 0 then 0 else result2;
WR2.SetDefaultColor(GetColor(1));

plot Over_Sold2 = overSold2;
Over_Sold2.SetDefaultColor(GetColor(8));

plot Over_Bought2 = overBought2;
Over_Bought2.SetDefaultColor(GetColor(8));



input length = 10;
input overBought = -20;
input overSold = -80;

def hh = Highest(high, length);
def ll = Lowest(low, length);
def result = if hh == ll then -100 else (hh - close) / (hh - ll) * (-100);

plot WR = if result > 0 then 0 else result;
WR.SetDefaultColor(GetColor(1));

plot Over_Sold = overSold;
Over_Sold.SetDefaultColor(GetColor(8));

plot Over_Bought = overBought;
Over_Bought.SetDefaultColor(GetColor(8));

_____________________________________________________________________________
Double CCI:

declare lower;
input symbol = "VXX";

input length2 = 14;
input over_sold2 = -100;
input over_bought2 = 100;

def price2 = close(symbol) + low(symbol) + high(symbol);
def linDev2 = lindev(price2, length2);
plot CCI2 = if linDev2 == 0 then 0 else (price2 - Average(price2, length2)) / linDev2 / 0.015;
plot OverBought2 = over_bought2;
plot ZeroLine2 = 0;
plot OverSold2 = over_sold2;

CCI2.setDefaultColor(GetColor(9));
OverBought2.setDefaultColor(GetColor(5));
ZeroLine2.setDefaultColor(GetColor(5));
OverSold2.setDefaultColor(GetColor(5));

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));

Stock Picks and Trading · Shills Swing N Daily
guspenskiy13
msg #122306
12/18/2014 4:00:58 PM

Uh oh look at dat SPY spike.... lol

Stock Picks and Trading · VXX
guspenskiy13
msg #122305
12/18/2014 3:51:28 PM

Still looking for daily-indicators here in SF that would be interesting to implement on different time-frames.

Stock Picks and Trading · VXX
guspenskiy13
msg #122303
modified
12/18/2014 3:22:09 PM

Eman - I didn't quite understand those lines:

set{relstrength, roc(11,1) - ind(iwm, roc(11,1))}

and what exactly do they do....




Stock Picks and Trading · Shills Swing N Daily
guspenskiy13
msg #122301
12/18/2014 12:35:09 PM

GASL rebounded with energy, strong corr

Stock Picks and Trading · Shills Swing N Daily
guspenskiy13
msg #122300
12/18/2014 12:34:43 PM

Image and video hosting by TinyPic

Stock Picks and Trading · Shills Swing N Daily
guspenskiy13
msg #122287
modified
12/17/2014 4:45:23 PM

Got in XIV. I agree that they have some room to run.

Sometimes I wish I had some swing-trade rules for holding it for 2-3 days for consistent 2-3%...

Stock Picks and Trading · @ Guspenskiy
guspenskiy13
msg #122273
12/16/2014 12:29:58 PM

I see. Well, still interesting.

p.s.

where do u live btw?

Stock Picks and Trading · @ Guspenskiy
guspenskiy13
msg #122270
12/16/2014 11:15:58 AM

Will take a look.

R u already trading E-minis?

You should look at arbitraging 2nd/4th month VIX futures. 50%+ CAGR without re-investing profits and losses are tiny, except for the GFC period.

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