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Public Filter List · GUPPY revisited
nibor100
msg #135432
4/14/2017 4:27:01 AM

@Graftonian,

Looking at the first filter results for Jan 5:

My first pick would be SBLK as the numbers seem to show that both groups are aligned properly whereas they are not quite for UUUU.

2nd pick CBAY due to closing higher on the 5th

3rd pick HBM investor group spread stayed fairly constant during recent large decline and trader group turning upward

4th UUUU

Ed S.

Stock Picks and Trading · ExeLED Holdings Inc. (ELED)
nibor100
msg #135427
4/13/2017 4:06:40 PM

@ hdsmonkey,

What would be useful for some of us, is to know the reasoning behind your picks, perhaps you have a filter you can post?

When I look at GIGL on a 15 minute chart, with Guppy MMA, the long term group of moving avgs are above the short term group which normally indicates a stock is going to continue going downward.

For ELED the reverse was true at the time of your original post but the stock has mostly been in a decline since then except for a brief surge at today's open.

Nothing wrong with speculating a wee bit of funds on OTCBB stocks...

Thanks,
Ed S.



General Discussion · Interesting Book to read Daryl Guppy Trend trading
nibor100
msg #135344
4/8/2017 5:15:08 PM

From page 140 of the book, Darryl Guppy uses 3,5,8,10,12,15 emas for the short term grouping and 30,35,40,45,50,60 emas for the long term grouping.

Ed S.

General Discussion · Interesting Book to read Daryl Guppy Trend trading
nibor100
msg #135335
4/7/2017 6:54:12 PM

@graftonian,

Regarding your latest Guppy like filter:

1. You have a comment section on which would we choose back in January,
Are we supposed to be deciding at end of day 5 January or at market open 6 January?

2. Do you have some reasoning/backtesting behind dropping some of the moving averages Guppy uses for his GMMA and those you have added?

Thanks,
Ed S.



Public Filter List · GUPPY revisited
nibor100
msg #135328
4/7/2017 2:20:35 PM

@graftonian

Cannot figure out how to make this "clickable"

It was the question mark in one of your comment lines

Ed S.

Fetcher[
/*Guppy MMA */
market is not OTCBB
market market is not ETF
Average Volume(30) > 250000
close between .50 and 100

/*TRADER GROUP*/
draw EMA(3)
draw EMA(5)
draw EMA(7)
draw EMA(9)
draw EMA(11)
draw EMA(13)

/*INVESTOR GROUP*/
draw EMA(70)
draw EMA(60)
draw EMA(50)
draw EMA(40)
draw EMA(35)
draw EMA(30)
add column separator

/* investor group width */
set{igw, ema(30) - ema(70)}
set{igw2, igw / ema(70)}
set{IGwidth, igw2 * 100}
add column IGwidth

/*trader grp/investor grp separation */
/*The "white space" between the trader and investor groups*/
set{tradgrpmin, min(ema(3), ema(13))}
set{invgrpmax, max(ema(30), ema(70))}
set{tisep, tradgrpmin - invgrpmax}
set{tisep2, tisep / invgrpmax}
set{TG_IGsep, tisep2 * 100}
add column TG_IGsep
TG_IGsep > 0 /*to be sure there is some "White space" between groups*/

/* trader group width */
set{tgw, ema(3) - ema(13)}
set{tgw2, tgw / ema(13)}
set{TGwidth, tgw2 * 100}
add column TGwidth
draw TGwidth
draw TGwidth line at 0
draw TGwidth line at -10
TGwidth greater than TGwidth 1 day ago/*trader group is still in expansion mode*/

add column separator

/*days since investor group reverted or crossed above 0 */
/*not used in this version*/
set{IGX, days(IGwidth < 0, 100)}
add column IGX

/*days since trader group reverted*/
set{TGX, days(TGwidth < 0, 100)}
add column TGX

TGX between 0 and 3 /*trader group "flipped" recently*/
/*This parameter is open to discussion*/

/*A couple of bells and whistles for back testing*/
set{entry, close}
set{target, entry * 1.10}
set{ stop, entry * 0.95}
draw price line at entry
draw price line at target
draw price line at stop

/*To determine if expansion is accelerating*/
add column 5 day slope of TGwidth
5 day slope of TGwidth greater than 5 day slope of TGwidth 1 day ago
5 day slope TGwidth greater than 2
sort on column 12 descending

volume > Average Volume(30)/*a volume consideration*/
close > open /*an up day*/

set{TGwidthPerDay, TGwidth / TGX} /*trader group expansion per day since flip*/
add column TGwidthPerDay
/*Much to say about this measure. Too much, too soon seem to fizzle and too little seems to lack conviction*/
/*The optimum seems to be around 2.5 to 4.5, but I could use soom help on testing this*/

chart-time is 100 days
do not draw TGX
do not draw TG_IGsep

/*Take a look at the results for 5jan17. What would you choose */
/*CBAY- a gap up, never mind. only 4 more to eliminate*/
/*WFT, HBM- TGWPD (tradergrpwidthperday) too low*/
/*SBLK- investor group not completely flipped, but close*/
/*that leaves BCEI and UUUU. I chose UUUU, only because it was a little more dedveloped, and the
investor group just flipped*/





]




General Discussion · Interesting Book to read Daryl Guppy Trend trading
nibor100
msg #135286
4/5/2017 5:17:48 PM

@Mactheriverrat,

On the weekend of Mar 12th you posted charts of AMD, and BAC as examples of the long term averages strength and strong potential upside. AMD has pretty much gone sideways since then and BAC took a turn down. Using StockFetchers "similar chart" utility I found some other examples, which I've identified in the symbol list below,

Some of these go sideways like AMD, others down like BAC and others go up as expected.

While I like the Guppy MMAs I've always run into this situation where the stock can break in any direction no matter how strong the prevailing longer term averages look.

I know you posted several times that all is needed is GMMA and a trend line but it looks to me that another indicator or two could be helpful....

Thanks,
Ed S.

Fetcher[
ema(3) is near ema(5) within the last 1 days
EMA(8) is near ema(10) within the last 1 days
eMA(12) is near ema(15) within the last 1 days
EMA(30) is near ema(35) within the last 1 days
EMA(40) is near ema(45) within the last 1 days
EMA(50) is above ema(60) within the last 1 days

chart-time is 6 months

apply to symlist(amd,bac,rww,iyg,ciz,adbe,site)
]





General Discussion · First new high 52 week high that follows the last new low 52 week low visa versa.
nibor100
msg #135081
3/23/2017 1:30:17 PM

@tbrodee3,

Are you still interested in having columns showing days between each extreme?

thanks,
Ed S.

General Discussion · Interesting Book to read Daryl Guppy Trend trading
nibor100
msg #134920
3/14/2017 2:11:08 PM

@davesaint86,

It looks like the "$" in the line below is the problem, if I change it to '%' and then preview the message with the rest of your filter it becomes clickable. If I delete only that line it becomes clickable/active. Not sure why that would be a problem since it is only supposed to be a label....yet when I paste it all into a new filter window it executes even with the "$" in it..

add column atr(21) {Atr$}

Ed S.



General Discussion · Interesting Book to read Daryl Guppy Trend trading
nibor100
msg #134876
3/12/2017 8:38:37 AM

The developer for Edgerater Pro just released a new template for Guppy MMA which is described in his blog at http://www.edgerater.com/blog/guppy-multiple-moving-average-indicator-and-template/ .

Might give you some new Guppy MMA ideas.

If you then want to try it out there is a fully functional 30 day trial of Edgerater Pro with no credit card required.

Ed S.

General Discussion · Volaitility avg, current and history with variables
nibor100
msg #134839
3/10/2017 12:56:07 PM

@tkirkpatrick1,

This might be close to what you are looking for:

Fetcher[Show stocks where the Historical Volatility(100,1) is above 100
add column historical volatility(100,1) {cur volatility}
add column historical volatility(100,1) 1 day ago {volatility yesterday}
add column CMA(Historical Volatility(100,1),100),1) {avg volatility}

Show stocks where the CMA(Historical Volatility(100,1),100) is above 0

add column count(Historical Volatility(100,1) is above CMA(Historical Volatility(100,1),100),1) {volatility above avg}

add column count(Historical Volatility(100,1) is below CMA(Historical Volatility(100,1),100),1) {volatility below avg}

sort column 8 descending
]



a. The column 8 sort brings all of the stocks whose current 100 day historical volatility is above the 100 day average of the 100 day historical volatility values.

(note the average volatility that your spreadsheet provides is over the entire history of the stock you enter, so the length of that avg varies for each stock so I chose 100 days for the length of the average calc in the filter)

b. I set the first line "Show stocks where the Historical Volatility(100,1) is above 100" to 'above 100' to limit the number of stocks returned by the filter and so you can then sort by stock name descending, after the filter is run, so you can easily find UVXY.

The more stocks it returns the longer it takes the filter to run.

c. Sort the last column in order to get the stocks whose current 100 day volatility is below the 100 day average of the 100 day historical volatility values.

Let me know if I missed something or am completely off base.
Ed S.


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