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Filter Exchange · Shills ultimate $1 Filter
jackmack
msg #138188
9/15/2017 2:01:27 PM

This really should be the way the filter is set;

Stocks are not OTCBB
Bollinger Width Oscillator(5,2) below -1 in last day
Lower Acceleration Band(5) dropped more than 3.5 Percent
Lower Keltner Band(5)dropped more then 3 percent
Day Position(0.5,1)below day position 2 days ago
do not draw day position (-1.00,5)
do not draw day position
and price between 0.01 and .99
IMI(4) below 11
shares outstanding above 100
add column shares outstanding
add column market cap

You really cannot have ANY stock show unless it's greater than 100m shares
when you are screening for a market cap greater than 100m - no?

Does anyone know how to show market cap THE DAY the stock was returned?
SF only shows current market cap - it would be awesome to know what the
market cap was the day the stock was actually selected when doing a back test.




Filter Exchange · Shills ultimate $1 Filter
jackmack
msg #138005
9/6/2017 2:30:23 PM

PLUG - now that one IS correct because the current return of 127% from 3 Feb does not
count this out as market cap is 474m (so if you took total shares outstanding 224.73 x close on
3 Feb of .94 = 211m market cap THAT day - so that one is real.
Nice job on this filter
Thank you for sharing it


Filter Exchange · Shills ultimate $1 Filter
jackmack
msg #138003
9/6/2017 2:26:00 PM

There are only 78.91m shares and at the .71 price when it would have showed up on the filter
would have given this a market cap of only 56 million
The stock NEEDS to be above THE VERY DAY it shows otherwise looking back the results are
not correct.
trust me I love this filter - ABSOLUTELY LOVE it - but you cannot look back unless the returned
stock WAS above 100m market cap when it showed at days end.


Filter Exchange · Shills ultimate $1 Filter
jackmack
msg #138001
9/6/2017 2:20:33 PM

Can't be
This did not show up then
Market cap today is just above 100m and a 77% return since then
would have made this stock not show on the filter.
That is the problem with this one - the stock needs to be AT a market cap above 100m
when it triggers NOT when you look back because SF ONLY takes today's market cap
when looking back

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #133200
12/13/2016 9:14:32 AM

Kevin_in_GA
What I meant to convey buy showing the entry signals is that you can either be in XIV or VXX.
And XIV has done pretty well over longer hold periods whereas VXX is typically shorter hold times.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #133193
12/12/2016 1:36:49 PM

Are these not end of day signals?

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #133186
12/12/2016 10:32:39 AM

Kevin_in_GA
I looked back at the 10 VXX filters to see which generated the greatest number of signals so as maybe not needing to have 5 or 10 open positions when trying to be in the same instrument and played around just a little on the #10 filter as it generated the greatest number of entry/exit signals on my review and came up with the following;

symlist(vxx)
/*ENTRY CONDITIONS*/
set{EXIT1, count(ind(^vix, cci(19)) crossed ABOVE -119, 1)}
set{EXIT2, count(ind(^vix, ppo(3,60)) BELOW 0, 1)}
set{EXIT, EXIT1 * EXIT2}

/*EXIT CONDITIONS*/
set{ENTRY1, count(ind(^vix, cci(19)) crossed BELOW -119, 1)}
set{ENTRY2, count(ind(^vix, ppo(3,60)) ABOVE 0, 1)}
set{ENTRY, ENTRY1 + ENTRY2}

add column entry {long entry}
add column separator
add column exit

DRAW EMA(10)

DRAW long entry ON PLOT NULL
DRAW exit ON PLOT NULL



Then I thought about XIV since the times when VXX are up are typically in spike situations so here is the inverse for XIV

symlist(xiv)
/*ENTRY CONDITIONS*/
set{EXIT1, count(ind(^vix, cci(19)) crossed below -119, 1)}
set{EXIT2, count(ind(^vix, ppo(3,60)) above 0, 1)}
set{EXIT, EXIT1 * EXIT2}

/*EXIT CONDITIONS*/
set{ENTRY1, count(ind(^vix, cci(19)) crossed above -119, 1)}
set{ENTRY2, count(ind(^vix, ppo(3,60)) below 0, 1)}
set{ENTRY, ENTRY1 + ENTRY2}

add column entry {long entry}
add column separator
add column exit

DRAW EMA(10)

DRAW long entry ON PLOT NULL
DRAW exit ON PLOT NULL

Now just reviewing these (not back testing) it appears these two gave very good signals of when to get into which as needed - (the exit on the VXX side is left open to ones own liking - but if one just played it for a certain percentage gain - say 10-15% then exited and waited for the signal to get back into XIV it just seemed to work.

Thoughts?


Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #133090
12/6/2016 9:29:12 PM

@ Matt
You must be using SS as your signals - correct?

Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #133011
12/2/2016 2:36:09 PM

I added the last line so you get the email notification after close

set{f, 3 + 1}
set{s, 6 + 1}
set{fastcoef, 2.00 / f}
set{slowcoef, 2.00 / s}

set{ema3, ema(3)}
set{ema6, ema(6)}

set{a, ema3 * fastcoef}
set{b, ema6 * slowcoef}
set{c, a - b}
set{d, fastcoef - slowcoef}
set{e, c / d}
set{e_ema, cema(e,6)}
set{cls, close}

draw Upper Bollinger Band(50,.8)
draw e_ema on plot price
draw e on plot price
draw d1 on plot price
draw price line at d1

symlist(jnug,jdst)





set{a1,1 - fastcoef}
set{a2, a1 * ema3}
set{b1,1 - slowcoef}
set{b2, b1 * ema6}
set{c1, a2 - b2}
set{c2, 0 - c1}
set{d1, c2 / d}
draw d1 on plot price

add column e{mfastline}
add column e_ema{mslowline}
add column d1{zeroline}

draw macd(3,6,9)

add column close above d1



Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #133008
12/2/2016 2:02:11 PM

SAFeTRADE
One last observation on JNUG/JDST and it has to do with your inclusion of the Bollinger band.
Amazing to see how price reacts to a break above and conversely below.
To bad there wasn't a way to incorporate that condition into the filter so that one
was only trading long when the conditions were optimal.


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