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Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132978
12/1/2016 2:07:34 PM

Looked back - I should have stated that it was on the JNUG and JDST charts and NOT XIV and VXX.
Mainly I had just reviewed the charts and noticed in those longer periods where there was a lot of back and forth that a negative day in either one was "usually" reversed back up when the value of the histogram was -1.00 or less and that by NO means meant it didn't continue to fall the next day or the day after that - it was just an observation and not sure if it could be quantitatively measured in any type of back testing.
That was all I was trying to communicate.


Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132975
modified
12/1/2016 1:50:54 PM

SAFeTRADE
Just an observation from the charts - to prevent potential whipsawing if one monitors the histogram and a value approximately -1.00 or less on a down day means the change in trend is not at hand and look for a bounce.
Again - just an observation to keep from getting bucked about.

Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132920
11/30/2016 1:36:31 PM

SAFeTRADE
I think your MACD plotted on price is AMAZING
Just get in on a close above d1 and go for the ride - nice - very nice indeed.


Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132878
11/29/2016 11:50:05 AM

SAFeTRADE
Yes it is - thank you and yes I understand now how you like the zero line.
What I was looking at for the cross to be the trigger is not all I thought it would be.
Thank you so much again.


Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132861
11/28/2016 1:30:19 PM

I guess what I am failing to ask is how do you code it to indicate just the cross above and below for this;

set{dustcls, ind(dust,close)}
set{nugtcls, ind(nugt,close)}

set{macds, MACD Fast Line(3,6,9)}
set{macdf, MACD Slow Line(3,6,9)}
set{n, 0}

set{macxv, count(macdust crossed above macnugt,1)}
set{macvx, count(macnugt crossed above macdust,1)}
set{m, 0}

draw macds on plot n
draw macdf on plot n

symlist(spy,dust,nugt)

If you review a chart you see on NUGT when (macds) crosses above macdf it can be used as a buy signal and conversely the cross below could be used as a signal to enter DUST.

I am asking how you would code it to give the signal on the cross above and below.

Sorry to be a pain but I just can't seem to make it work.
Can you help with this please?
Thank you


Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132852
11/28/2016 8:47:05 AM

SAFeTRADE
Thank you so much for sharing this.
I see the exit signal now for on macd3 when macds crosses below macdf.
I am still finding it hard to change the code so there is a buy signal when macds crosses above macdf.
Can you help me with that?


Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132797
11/25/2016 8:15:10 PM

Awesome
How would you make it keeping the entry trigger as is but the EXIT trigger would be the cross of the macds/macdf?


Filter Exchange · An Interesting XIV VXX and SPY Filter
jackmack
msg #132787
11/25/2016 2:05:35 PM

pthomas215
I was looking at the same thing as well - I was thinking if the MACD cross was the trigger it would give a more reliable entry/exit signal but I do not know how to code that.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132771
11/24/2016 12:00:58 PM

Never mind
That is a bad idea I just listed above

Filter Exchange · A NEW ^VIX TRADING SYSTEM
jackmack
msg #132770
11/24/2016 11:22:05 AM

Kevin_in_GA
I was thinking about the position sizing and what would help in keeping with the 5.
Then I started to think about the entry and exit signals.
Maybe this was covered already in the thread but I didn't see it so... is the following feasible?
If any of the long signals fire ultimately that would mean get long - and if the next signal to get long fires you would again get long.
Then you would hold no more than 5 long positions if you got the signal to do so from 5 different filters UNTIL a short signal fires then you exit your longs and go short 1 position in the same manner as above until you would have a max of 5 short positions then hold until a long signal fires.

How would that perform?
Much worse I suspect but until I get SS I don't have the means to see how it did in back testing.

I know the thought is moving away from your signals but if ANY one of them is signaling long or short ultimately it would mean just that - no?

Thank you

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