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Public Filter List · Draw Gann Square of Nine (SQ9) Levels on Charts
vict0rchan
msg #151974
4/30/2020 7:07:52 AM

Great work. I took the liberty to expand it to 9 levels.

Fetcher[// Input

Apply to symlist(CPA,BDC)
set{DigitMultiplier, 1} // Multiplying the price in case it's too small. Prefer by powers of 4
set{DegInc, 0.5} // The increment by which the angle increases. Default = 0.5 (90 deg)
set{MajorPoint, High 100 day high} // The starting top/bottom. May change to a specific number as well
set{TopOrBottom, -1} // -1 for Top, 1 for Bottom
Offset 4/29/2020 // This line is optional

// Output

set{MultipliedPoint, MajorPoint * DigitMultiplier}
set{PriceRoot, Pow(MultipliedPoint, 0.5)}
set{Deg1, DegInc * TopOrBottom}
set{Inc2, 2 * DegInc}
set{Inc3, 3 * DegInc}
set{Inc4, 4 * DegInc}
set{Inc5, 5 * DegInc}
set{Inc6, 6 * DegInc}
set{Inc7, 7 * DegInc}
set{Inc8, 8 * DegInc}
set{Inc9, 9 * DegInc}
set{Deg2, Inc2 * TopOrBottom}
set{Deg3, Inc3 * TopOrBottom}
set{Deg4, Inc4 * TopOrBottom}
set{Deg5, Inc5 * TopOrBottom}
set{Deg6, Inc6 * TopOrBottom}
set{Deg7, Inc7 * TopOrBottom}
set{Deg8, Inc8 * TopOrBottom}
set{Deg9, Inc9 * TopOrBottom}
set{Step_90, PriceRoot + Deg1}
set{Step_180, PriceRoot + Deg2}
set{Step_270, PriceRoot + Deg3}
set{Step_360, PriceRoot + Deg4}
set{Step_450, PriceRoot + Deg5}
set{Step_540, PriceRoot + Deg6}
set{Step_630, PriceRoot + Deg7}
set{Step_720, PriceRoot + Deg8}
set{Step_810, PriceRoot + Deg9}
set{Level_90, Pow(Step_90, 2)}
set{Level_180, Pow(Step_180, 2)}
set{Level_270, Pow(Step_270, 2)}
set{Level_360, Pow(Step_360, 2)}
set{Level_450, Pow(Step_450, 2)}
set{Level_540, Pow(Step_540, 2)}
set{Level_630, Pow(Step_630, 2)}
set{Level_720, Pow(Step_720, 2)}
set{Level_810, Pow(Step_810, 2)}
set{Level_0m, MultipliedPoint / DigitMultiplier}
set{Level_90m, Level_90 / DigitMultiplier}
set{Level_180m, Level_180 / DigitMultiplier}
set{Level_270m, Level_270 / DigitMultiplier}
set{Level_360m, Level_360 / DigitMultiplier}
set{Level_450m, Level_450 / DigitMultiplier}
set{Level_540m, Level_540 / DigitMultiplier}
set{Level_630m, Level_630 / DigitMultiplier}
set{Level_720m, Level_720 / DigitMultiplier}
set{Level_810m, Level_810 / DigitMultiplier}

Draw price line at Level_0m
Draw price line at Level_90m
Draw price line at Level_180m
Draw price line at Level_270m
Draw price line at Level_360m
Draw price line at Level_450m
Draw price line at Level_540m
Draw price line at Level_630m
Draw price line at Level_720m
Draw price line at Level_810m

set{Step_1, Close - 1}
set{Step_2, Pow(Step_1, 0.5)}
set{Step_3, Step_2 * 180}
set{Step_4, Step_3 + 135}
set{Step_5, Step_4 / 36}
set{Step_6, MOD(Step_5,10)}
set{SQ9_Degree, Step_6 * 36}

Draw SQ9_Degree
Draw SQ9_Degree line at 90
Draw SQ9_Degree line at 180
Draw SQ9_Degree line at 270

Chart-time is 2 years
Chart-size is huge
]



Filter Exchange · Dual Volatility Gauge: ATR + Bollinger Band
vict0rchan
msg #150909
modified
2/25/2020 12:54:31 AM

*** Dual Volatility Indicator ***

This indicator make use of 2 volatility indicators:

1. Average True Range (ATR): measures intraday volatility
2. Bollinger Band (BB): measures day-to-day volatility with respect to the mean (simple moving average)

When both of these readings are low, it is usually a good time enter the market, especially for buying options.

Fetcher[Chart-time is 2 years
Chart-type is OHLC
Market is ETF
Market is optionable

set{STD_Vol, CMA(IndPosition(Standard Deviation(20) divided by MA(20),40), 3)} // The STD Oscillator
set{ATR_Vol, CMA(IndPosition(ATR(20) divided by MA(20),40), 3)} // The ATR Oscillator
STD_Vol is below 0.3
Draw STD_Vol line at 0.75
Draw ATR_Vol on plot STD_Vol
ATR_Vol is below 0.3
Draw STD_Vol line at 0.25

Add column DTD_Vol
Sort by column 8
]



Or the two Oscillators could be combined into one by averaging them:

Fetcher[Chart-time is 2 years
Chart-type is OHLC
Market is ETF
Market is optionable

set{ATRVol, IndPosition(ATR(20) divided by MA(20),40)}
set{STDVol, IndPosition(Standard Deviation(20) divided by MA(20),40)}
set{SumVol, ATRVol + STDVol}
set{VolOsc, CMA(SumVol multiplied by 50,3)}
VolOsc is below 30
Draw VolOsc line at 70
Draw VolOsc line at 30

Add column VolOsc
Sort column 5 ascending
]



*** Dual OB/OS Indicator ***

Likewise, one could add a dual OB/OS Indicator which combines the RSI and W%R:

1. Relative Strength Index (RSI): measures accumulative day-to-day bull/bear momentum.
2. William %R (W%R): relative position to a period's range.

Fetcher[Chart-time is 2 years
Chart-type is OHLC
Market is ETF
Market is optionable

set{ATRVol, IndPosition(ATR(20) divided by MA(20),40)}
set{STDVol, IndPosition(Standard Deviation(20) divided by MA(20),40)}
set{SumVol, ATRVol + STDVol}
set{VolOsc, CMA(SumVol multiplied by 50,3)}
VolOsc is below 30
Draw VolOsc line at 70
Draw VolOsc line at 30

set{OscSum, RSI(20) plus Williams %R(20)}
set{TheOscillator, CMA(OscSum plus 50,4)}

TheOscillator is below 30 /*Below 30: Oversold; Above 70: Overbought */
Draw TheOscillator line at 70
Draw TheOscillator line at 30

Add column VolOsc
Sort column 5 ascending
]



Cheers,
Victor

Filter Exchange · Historical volatility vs Implied volatility
vict0rchan
msg #151028
modified
3/1/2020 6:29:19 PM

Hi all,

I have shortened your first version without losing its content so that it could be run with the basic subscription.

Unfortunately, it does not look quite like the actual thing: https://www.ivolatility.com/options.j?ticker=AAPL:NASDAQ&R=1&period=12&chart=2&vct=

So I added a RVI for comparison.

Fetcher[//Original Formula
set{200DayVol_Slow1, CWMA(IndPosition(Historical Volatility(5,1),200),15) multiplied by 200}
set{200DayVol_Slow2, CWMA(IndPosition(Historical Volatility(5,1),200),30) multiplied by 100}
Draw CWMA(200DayVol_Slow1 minus 200DayVol_Slow2,5)
apply to symlist(AAPL)
Draw 200DayVol_Slow1 minus 200DayVol_Slow2 line at 75
Draw 200DayVol_Slow1 minus 200DayVol_Slow2 line at 25
Do not draw 200DayVol_Slow1 minus 200DayVol_Slow2
//For comparison:
Draw CEMA(RVI(100,5),5)
Do not draw RVI(100,5)
Chart-time is 2 years
Chart-type is OHLC
]



Filter Exchange · Hull Moving Average
vict0rchan
msg #151031
modified
3/1/2020 10:40:35 PM

Just my 2 cents. Here is a version with much less lines achieving the same result:

Fetcher[
set{WMA_1, WMA(20) multiplied by 1} /* WMA1 Period = target period, e.g. 20 if you want HMA(20) */
set{WMA_2, WMA(10) multiplied by 2} /* WMA2 Period = Half of WMA_1 period, rounding up */
set{HMA20, CWMA(WMA_2 minus WMA_1, 5)} /* Period = Square root of WMA_1 period, rounding up */

Draw HMA20 on plot close
]



Shared Symbol Lists · Shared List:
vict0rchan
msg #151112
modified
3/6/2020 9:39:30 PM

Foreign Banks Listed in the US

Fetcher[apply to symlist(ITUB, BBD, SAN, LYG, DB, BBVA, CS, BCS, UBS, HSBC, HDB, SMFG, RBS, MFG, BSBR, WBK, GGAL, SUPV, BBAR, BMA, NTB, BSMX, CIB, KB, SHG, BCH, AVAL, WF, BLX, ITCB, BBDO)
Draw MA(50)
Draw MA(200)
Draw RSI(13)
Draw Williams %R(13)
Chart-time is 2 years
Chart-size is huge
]



Shared Symbol Lists · Shared List:
vict0rchan
msg #151113
modified
3/6/2020 9:42:32 PM

Aluminium companies listed in the US.

Fetcher[apply to symlist(AA, ACH, ARNC, CENX, CSTM, KALU)
Draw MA(50)
Draw MA(200)
Draw RSI(13)
Draw Williams %R(13)
Chart-time is 2 years
Chart-size is huge
]



Copper companies listed in the US:

Fetcher[apply to symlist(FCX, HBM, SCCO, TRQ)
Draw MA(50)
Draw MA(200)
Draw RSI(13)
Draw Williams %R(13)
Chart-time is 2 years
Chart-size is huge
]



Shared Symbol Lists · Shared List:
vict0rchan
msg #151114
modified
3/6/2020 9:42:35 PM

Life insurance companies listed in the US

Fetcher[apply to symlist(AAME, AEG, AEL, BHF, BHFAP, CIA, FFG, FG, GL, GNW, GWGH, IHC, ING, LFC, LNC, MET, MFC, NWLI, PFG, PRI, PRU, PUK, RGA, TIPT, VERY)
Draw MA(50)
Draw MA(200)
Draw RSI(13)
Draw Williams %R(13)
Chart-time is 2 years
Chart-size is huge
]



Accident and health insurance companies listed in the US

Fetcher[apply to symlist(AFL, AIZ, CNO, EIG, GLRE, GTS, PRA, TRUP, UNM)
Draw MA(50)
Draw MA(200)
Draw RSI(13)
Draw Williams %R(13)
Chart-time is 2 years
Chart-size is huge
]




Shared Symbol Lists · Shared List:
vict0rchan
msg #151115
modified
3/6/2020 9:45:30 PM

Air freight companies listed in the US

Submit
Fetcher[apply to symlist(AIRT, ATSG, CHRW, EXPD, FDX, FWRD, HUBG, RLGT, RRTS, SINO, UPS, XPO, ZTO)
Draw MA(50)
Draw MA(200)
Draw RSI(13)
Draw Williams %R(13)
Chart-time is 2 years
Chart-size is huge
]



Shared Symbol Lists · Shared List:
vict0rchan
msg #151116
modified
3/6/2020 9:48:04 PM

Hotel and resorts companies listed in the US

Submit
Submit
Fetcher[apply to symlist(BXG,BYD,CCL,CNTY,CZR,ERI,FLL,GDEN,HGV,LVS,MCRI,MGM,MLCO,MSC,MTN,NCLH,OSW,PENN,PLYA,RCL,TRWH,VAC,WYNN)
Draw MA(50)
Draw MA(200)
Draw RSI(13)
Draw Williams %R(13)
Chart-time is 2 years
Chart-size is huge
]




Filter Exchange · True Range Stochastics Indicator (Or: Stochastics using True High/Low)
vict0rchan
msg #151068
modified
3/4/2020 7:00:11 AM

Stochastics is a useful indicator to see where the current close is in relation to the recent range, however, it breaks down when there is a large gap up or down.

Take this example:
Day 1: High 22, Low 21, Close 21
Day 2: High 16, Low 15
Day 3: High 17, Low 16
Day 4: High 17, Low 15, Close 17

3-day Stochastics at Day 4
= [(Close minus 3-Day Low) / 3-Day Range] x 100
= [(17 - 15) / (17 - 15)] x 100
= 100

While it is true that Day 4 closes at the "3-day high" it completely ignores that Day 2 gaps down heavily from Day 1.

If you take the "true high" of Day 2 as the close of Day 1:

True 3-day Stochastics at Day 4
= [(17 - 15) / (21 - 15)] x 100
= 33

It reflects more truly about what is really going on in the market. (For those who is familiar with the Average True Range, it is the same concept here.)

Fetcher[set{TrueHigh4, max(Close 5 days ago, High 4 days high)}
set{TrueLow4, min(Close 5 days ago, Low 4 days low)}
set{TrueRange4, TrueHigh4 - TrueLow4}
set{TruePos4, Close - TrueLow4}
set{TrueRatio, TruePos4/TrueRange4}
set{True%R_4, TrueRatio * 100}
Draw True%R_4
]



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