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Filter Exchange · Filter signaling change of state
jimmyjazz
msg #121025
7/15/2014 5:45:37 PM

OK, I think that's close, but it seems to signal stocks that meet both criteria, not the subset that JUST crossed the threshhold of meeting both criteria. How could I reduce the results to those where at least one of the two criteria has a count = 1?


Filter Exchange · Filter signaling change of state
jimmyjazz
msg #121024
7/15/2014 5:35:41 PM

Nice! I'll mess with that. Thanks.

Filter Exchange · Filter signaling change of state
jimmyjazz
msg #121021
7/15/2014 4:47:21 PM

This may be really simple, but I am stuck. I want to find stocks where a state defined by multiple indicators has changed as of the last close.

Say I want to find stocks where the close is above both the EMA(5) and SMA(5) but only those where that condition JUST became true. I don't want the whole list of stocks for which that condition is true, but rather just those for which the condition became true TODAY. (For instance, close has been above EMA(5) for several days but just now close exceeded SMA(5) to trigger.)

Does this make sense?

Stock Picks and Trading · TRADING IRON CONDORS - FUN WITH OPTIONS
jimmyjazz
msg #120856
6/24/2014 9:26:19 AM

I think 2 of your "current put delta = " should read "current call delta = ".

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
jimmyjazz
msg #120747
6/13/2014 10:55:40 PM

jackmack, the starting date matters. Compare a start date of 2/28/14 to 3/3/14. The selected ETF switches from SPY to EFA.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
jimmyjazz
msg #118891
4/1/2014 8:29:39 AM

Yep, the chart Kevin linked switched from AGG to SPY overnight. That "day one" selection can make a difference.

I don't know which ETF is "right" going forward, but personally, I'd rather take a flyer on SPY than AGG.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
jimmyjazz
msg #118889
3/31/2014 10:31:54 PM

Is the "Faber approach" to use the last day of December or the first day of January (for this new calculation)?

i.e, do we calculate each ETF price ratio using 3/31/14 and 12/31/13 or 3/31/14 and 1/1/14?

Seems like it might make a difference at times.

Filter Exchange · Support Filter
jimmyjazz
msg #118177
2/12/2014 3:20:58 PM

There is a "near" filter phrase. Here is the example:

Show stocks where the low is near the lower Bollinger band(20)]


You could maybe tweak it for "close" instead of "low" (and of course MA(X) instead of Bollinger band). If you add an "AND" phrase you could also add in the restriction that the close must be above (below) that moving average.

General Discussion · Elder Impulse System
jimmyjazz
msg #118176
2/12/2014 3:17:45 PM

Sorry for the necro-bump, but this methodology interests me. However, the filter as posted doesn't trap only those stocks which have had a bar go from blue to green (or red to green) on the last trading day. It simply shows all stocks with a (current) green bar.

Since the theory is that one enters a trade long on the switch to a green bar, it's an incomplete filter. Any thoughts on how to improve it as per above?

Filter Exchange · OPTIONS STRATEGY - SELLING WEEKLY PUTS
jimmyjazz
msg #118133
2/8/2014 10:21:45 PM

Not sure I follow -- unless brokers have different policies, the margin requirement on an iron condor is the same as the margin requirement of EITHER spread placed independently. Margin requirement doesn't double when you add the 2nd spread.

Did I misunderstand you?

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