StockFetcher Forums · View by Author: xarlor (145 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 15 >> 
General Discussion · How to word "OBV is generally sloping upward for the last 2 months".
xarlor
msg #149956
12/21/2019 12:38:54 AM

Fetcher[
2-month slope of obv > 0
]



General Discussion · @graftonian
xarlor
msg #149949
12/20/2019 5:38:17 PM

Hi!

you understand options.Today Dec 20, 2019 is Quad Witch. (is that true?)

This is true.

it is also Vix expiration. (is that true?)

This is incorrect. VIX expirations are 30 days before SPY expiration and this usually lands on a Wednesday, barring holidays.

General Discussion · What would the coding be for this condition?
xarlor
msg #149938
12/19/2019 7:44:42 PM

Last 10 consecutive daays:

Fetcher[
market is etf
close < ma(10) for last 10 days
]



Any 10 out of last 20 days. Or replace 20 with how many days you want to look back:

Fetcher[
market is etf
set{var1,count(close < ma(10),20)}
var1 > 9
add column var1
sort column 5 descending
]



General Discussion · @graftonian
xarlor
msg #149926
12/18/2019 5:27:08 PM

Is that for a sell signal? Any stoch < 20 as well as any CMA cross below ASI? I can write it, just not clear which correlations you need. There's a lot of different Stochs there and two different CMAs crossing either above or below the ASI.

General Discussion · @graftonian
xarlor
msg #149917
12/18/2019 1:33:22 PM

I threw everything together. You have two separate buy signals, either buy the bottom as you just suggested, or buy on the cross above. The sell signal is strictly when a CMA crosses below the ASI.

Fetcher[
apply symlist(qqq,spy,xlc,xlv,unh,nflx, roku, bidu, twtr, wcg)

draw CMA(ASI,10)
draw CMA(ASI,20)

draw Double Stochastic(14,3)
draw slow stochastics(5,1)
draw Stochastic %K(9,5,3)


draw Double Stochastic(14,3)line at 20
draw slow stochastics(5,1) line at 20
draw Stochastic %K(9,5,3) line at 20

Slow Stochastics Slow %D(10)
set{x1,count(Double Stochastic(14,3)is below 20,1)}
set{x2,count(slow stochastic %D(5,1) is below 20,1)}
set{x3,count(Stochastic %K(9,5,3) is below 20,1)}
set{x4,x1 * x2}
set{buybottom,x3 * x4}
buybottom > -1


/* CMA and ASI section */

draw CMA(ASI,10)
draw CMA(ASI,20)

set{cross10,count(CMA(ASI,10) crossed above ASI,3)}
set{cross20,count(CMA(ASI,20) crossed above ASI,3)}
set{cross10d,count(CMA(ASI,20) crossed below ASI,3)}
set{cross20d,count(CMA(ASI,20) crossed below ASI,3)}
set{buycross,cross10 + cross20}
set{sellcross,cross10d + cross20d}
buycross > -1
sellcross > -1
]



General Discussion · @graftonian
xarlor
msg #149909
12/18/2019 10:16:38 AM

karen, not sure if this is what you're asking for, but this shows any time one of the CMAs crosses above the ASI line within the last 3 days. A bar with 1 tick means one of the CMAs crossed above ASI within the last 3 days and a bar with 2 ticks means both CMAs crossed above ASI within the last 3 days.

Fetcher[
apply symlist(qqq,spy,xlc,xlv,unh,nflx, roku, bidu, twtr)

draw CMA(ASI,10)
draw CMA(ASI,20)

set{cross10,count(CMA(ASI,10) crossed above ASI,3)}
set{cross20,count(CMA(ASI,20) crossed above ASI,3)}
set{cross,cross10 + cross20}
cross > -1
]



General Discussion · Derive new value for Commodity Channel Index with new parameters
xarlor
msg #149887
12/14/2019 1:32:18 PM

kenlsk, your fix_avg_p is indeed a constant. The problem you are likely encountering is when you put fix_avg_p 2 days ago with date 20191212, it breaks. You can see with the add columns below. Note the fix_avg_p columns.

DATE 12/12/19 (2 days ago from today (12/14/19):

Fetcher[
set{sum_high_low,high+low}
set{sum_range_close,sum_high_low+close}
set{typical_p,sum_range_close/3}
set{avg_p,sum(typical_p,14)/14}
set{fix_avg_p,DATE(20191212,avg_p)}

add column avg_p
add column avg_p 1 day ago
add column avg_p 2 days ago
add column avg_p 3 days ago
add column avg_p 4 days ago
add column fix_avg_p
add column fix_avg_p 1 day ago
add column fix_avg_p 2 days ago
add column fix_avg_p 3 days ago
add column fix_avg_p 4 days ago
]





DATE 12/10/19, 4 days ago from today (12/14/19):

Fetcher[
set{sum_high_low,high+low}
set{sum_range_close,sum_high_low+close}
set{typical_p,sum_range_close/3}
set{avg_p,sum(typical_p,14)/14}
set{fix_avg_p,DATE(20191210,avg_p)}

add column avg_p
add column avg_p 1 day ago
add column avg_p 2 days ago
add column avg_p 3 days ago
add column avg_p 4 days ago
add column fix_avg_p
add column fix_avg_p 1 day ago
add column fix_avg_p 2 days ago
add column fix_avg_p 3 days ago
add column fix_avg_p 4 days ago
]



General Discussion · @graftonian
xarlor
msg #149883
12/13/2019 5:29:52 PM

Cheese, I'm not an authority on Contrary Opinion (CO). I just learned about it in Weinstein's book where he dedicated several pages to it. In a nutshell, he said when the media is all in agreement and shouting about how great/horrible the market is, that is when you need to perk up. He suggests using multiple "market indicators". These include Advance-Decline Lines, New High-New Low Figures, and "As GM Goes".

"As GM Goes" during the time the book was written was the theory that whatever GM was doing, the market follows. GM was the darling stock in that day and used the "four-month rule." It states that if GM doesn't make a new high (or low) in four months, the current trend is reversing. I updated "As GM Goes" to "As FAANG Goes" as these are the darlings of today's market. Yes, I wrote a filter for it:

Fetcher[
symlist(FB,NFLX,AMZN,AAPL,GOOG,SPY)
chart-time is 4 months

draw wma(150)
set{var1,high 4-month high}
set{4MH,count(high > var1 1 day ago,84)}
add column 4MH
add column var1
draw high 4-month high

set{var2,low 4-month low}
set{4ML,count(low < var2 1 day ago,84)}
add column 4ML
add column var2
draw low 4-month low
]



Contrary Opinion is more of an art, and I'm a horrible artist so it's not something I can put to use accurately. Just another tool for the toolbox. To your question, looking at these market indicators, I don't see any of them hinting at a reversal of the current bullish trend. The media is also split on whether we're on the brink of a big crash or the prevailing trend will continue. When they all start agreeing, though, is when we worry.





General Discussion · @graftonian
xarlor
msg #149865
12/12/2019 12:51:01 PM

Contrarian Investing is a thing for this exact reason.

General Discussion · Guppy Investigations
xarlor
msg #149850
12/10/2019 6:01:35 PM

Ed, not sure I'm following your premise. When Guppy used the terms "traders" and "investors," I always assumed he meant traders are using the 3,5,,8,10,12, 15 lines on the chart to make their entries and exits. Investors instead use the 30,35,40,45,50 and 60 indicators to open and close positions.

StockFetcher Forums ·  · << 1 2 3 4 5 ... 15 >>

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus