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Filter Exchange · Can You Make This?
xarlor
msg #151743
4/5/2020 8:06:01 PM

Personally, I can't. I got the advanced sub to be able to make these complex filters, but maybe someone can make a basic version. I ran TQQQ through the filter for you so you can see the chart:



Filter Exchange · Can You Make This?
xarlor
msg #151717
4/5/2020 12:30:59 AM

Using the default values produces too much noise for my liking and doesn't correlate at all with the ChopZone. However, changing the Length=5 and numATRs=1.5 gives some excellent entry points. It gets you in one or two bars before the ChopZone reverses the trend. Of course there are a few false positives, but those could easily be exited when you don't receive ChopZone confirmation within 2 bars.



Filter Exchange · Can You Make This?
xarlor
msg #151713
modified
4/4/2020 8:52:20 PM

I replicated ChopZone here on SF. The only caveat is you don't get the multiple color gradients. On SF it's either LONG (turquoise) or SHORT (dark red).

Are you talking about "Volty Expan Close Strategy" indicator? If so that's Volatility Expansion Close Strategy. I was chasing my tail trying to find a velocity expansion indicator :Þ

I must say, I love how early this indicator got you out of both Oct 2018 and Feb 2020 and kept you on the short side during the ride down. It wasn't as effective during the 2008 collapse since it was such a long bleed. It did get you out early, but then took you on a choppy ride the rest of the way.

Pretty solid indicator. Thanks for turning me on to it.

Fetcher[
chart-time is 1 year
symlist(spy)

set{hlc3a,high + low}
set{hlc3b,hlc3a + close}
set{hlc3,hlc3b / 3}

set{number1,1}
set{pi,atan(number1) * 4}

set{h30,high 30-day high}
set{l30,low 30-day low}
set{range1,h30 - l30}
set{range2,range1 * l30}
set{range,25 / range2}

set{x1_ema34,0}
set{x2_ema34,1}
set{y1_ema34,0}
set{y2a,ema(34) 1 day ago - ema(34)}
set{y2b,hlc3 * range}
set{y2_ema34,y2a / y2b}

set{c1a,x2_ema34 - x1_ema34}
set{c1b,x2_ema34 - x1_ema34}
set{c1c,y2_ema34 - y1_ema34}
set{c1d,y2_ema34 - y1_ema34}
set{c1e,c1a * c1b}
set{c1f,c1c * c1d}
set{c1g,c1e + c1f}
set{c_ema34,sqrt(c1g)}

set{emaAngle1,x2_ema34 - x1_ema34}
set{emaAngle2,emaAngle1 / c_ema34}
set{emaAngle3,emaAngle2 / pi}
set{emaAngle4,acos(emaAngle3)}
set{emaAngle5,180 * emaAngle4}
set{emaAngle_1,round(emaAngle5)}

set{emaAngle6,count(y2_ema34 > 0,1)}
set{emaAngle7,count(y2_ema34 < 0,1)}
set{emaAngle8,emaAngle7 - emaAngle6}
set{emaAngle,emaAngle8 * emaAngle_1}

set{LONG,count(emaAngle > 5,1)}
set{SHORT,count(emaAngle < -5,1)}

LONG > -1
SHORT > -1

draw emaAngle
draw emaAngle line at 5
draw emaAngle line at -5



/* Debugger
add column hlc3
add column pi
add column range
add column y2_ema34
add column c_ema34
add column emaAngle_1
add column emaAngle6
add column emaAngle8
add column emaAngle
*/
]



General Discussion · Things that make you go Hmmmmm.....
xarlor
msg #151619
4/1/2020 1:39:55 PM

Volatility: A market's price movement in 4 days which previously took 1 year.

11/15/16 - 11/28/17
3/23/2020 - 3/26/2020



General Discussion · Need help writing this filter
xarlor
msg #151616
4/1/2020 12:03:38 PM

I don't know how long the "shorthand" language has been on SF. It's been around at least as long as I've been on here back in 2006.

I added the RSI(14) > 70 at the bottom. You didn't specify the RSI period so I used the default.

Fetcher[
close > DMA(150)
close > DMA(200)
DMA(150) > DMA(200)
30-day slope of DMA(200) > 0
DMA(50) > DMA(150)
DMA(50) > DMA(200)
close > DMA(50)

set{52wl,low 52-week low}
close more than 30% above 52wl

set{52wh,high 52-week high}
close less than 25% below 52wh

add column 52wl
add column 52wh
do not draw 30-day slope of DMA(200)
do not draw 52wl
do not draw 52wh

RSI(14) > 70
]



Filter Exchange · XARLOR? Can you do this?
xarlor
msg #151555
3/29/2020 10:31:55 PM

Sure thing. Add some numbers here... a dash of percentages there... a pinch of separators... and WAHLA!

Fetcher[
symlist(SPY)

set{H3H,high 3-month high}
set{H3C,close 3-month high}
set{H3L,low 3-month high}

set{L3H,high 3-month low}
set{L3C,close 3-month low}
set{L3L,low 3-month low}
add column separator
add column H3H {Highest 3-month high}
add column H3C {Highest 3-month close}
add column H3L {Highest 3-month low}
add column separator
add column L3H {Lowest 3-month high}
add column L3C {Lowest 3-month close}
add column L3L {Lowest 3-month low}

set{DollarRange,H3H - L3L}
set{PercentDifference1,DollarRange / H3H}
set{PercentDifference,PercentDifference1 * -100}
add column separator
add column DollarRange {3-month Dollar Range}
add column PercentDifference {3-month Percent Difference}
]



Filter Exchange · This might be impossible
xarlor
msg #151550
3/29/2020 6:55:43 PM

TRO, I see the rumors of your demise were greatly exaggerated. Great to see you back, even if it's in passing. Strange times we're living in, these 652 days later. Hope you and yours are doing well and do stay safe.

Filter Exchange · Trend Filter - Simple?
xarlor
msg #151546
3/29/2020 5:09:44 PM

Fetcher[
close > 2
average volume(30) > 200000

relative strength(^SPX,252) > 1
compare with ^SPX

add column relative strength(^SPX,252)
do not draw relative strength(^SPX,252)

sort column 5 descending
]



Fetcher[
close > 2
average volume(30) > 200000

relative strength(^SPX,65) < 1
compare with ^SPX

add column relative strength(^SPX,65)
do not draw relative strength(^SPX,65)

sort column 5 ascending
]



General Discussion · Breakiing monthly trend
xarlor
msg #151529
3/28/2020 12:17:47 PM

Unfortunately, SF only does daily candles or weekly candles.

General Discussion · What is wrong with this filter?
xarlor
msg #151509
modified
3/27/2020 4:43:42 PM

Highest Low in this example means you take every Low of every day for the last 3 months. Then you sort those numbers from smallest to largest. The largest of these numbers is your Highest Low.

You mention 229.68. That is not the highest low, but the lowest high. In other words, take all the HIGHs of every day for the last 3 months. Sort those from smallest to largest. The smallest of these is the lowest high.

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