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pthomas215
1,251 posts
msg #140138
- Ignore pthomas215

12/15/2017 8:01:05 PM

jack, what a great point about gap fill. wake me up at 114 :)

Kevin_in_GA
4,599 posts
msg #140142
- Ignore Kevin_in_GA

12/15/2017 9:48:32 PM

Signals for Monday:

Side	Action	PF	OrderType	Product	Symbol	Name	BuyDate	BuyPrice	ClosePrice	GainLoss	SystemName
Long	Buy	10	Market	Stock	XIV	XIV			132.66		XIV MULTISYSTEM #6
Long	Buy	10	Market	Stock	XIV	XIV			132.66		XIV MULTISYSTEM #40
Long	Sell	10		Stock	XIV	XIV	12/4/2017	119.76	132.66	10.77%	XIV MULTISYSTEM #27
Long	Sell	10		Stock	XIV	XIV	12/14/2017	128.97	132.66	2.86%	XIV MULTISYSTEM #20
Long	Hold	10		Stock	XIV	XIV	12/5/2017	116.7	132.66	13.68%	XIV MULTISYSTEM #23

Looks like I wasn't too far off the mark today even though I deviated from the system signals.

graftonian
1,089 posts
msg #140180
- Ignore graftonian
modified

12/18/2017 9:28:39 AM

I am attempting to sf code some of your strategies. Is the sector in your strategy a single security sector?
if so, would:

// Chande Momentum Oscillator - Sector OB/OS: 2
(sector("XIV", cmo(17)) < sector("XIV", mov(cmo(17), 5, simple)))

equate to:

cmo(close,17) < mov(cmo(close,17), 5, simple)

or in "stockfetcherese"

cmo(17) less than cma(cmo(17), 5))

Thanx, and thanx again for sharing

Kevin_in_GA
4,599 posts
msg #140186
- Ignore Kevin_in_GA

12/18/2017 12:30:48 PM

Yes, that is the correct SF syntax.

graftonian
1,089 posts
msg #140210
- Ignore graftonian

12/18/2017 10:29:10 PM

STRUGGLING WITH SF CODING THESE FILTERS, BUT HERES #18

Fetcher[
/**************************
LEFT TO CODE
// Price and Volume Trend Divergence - Market Pds: 1
(sector($curexchange, close) <> sector($curexchange, high(close, 70)) or
sector($curexchange, pvt()) = sector($curexchange, high(pvt(), 70))) and

**************************/
symlist(XIV, UPRO, TQQQ, NUGT, JNUG)
add column ROC(10,1)
sort on column 5 descending
draw ema(13)

set{NVIAVG5, cma(NVI,5)}
set{ENTRY1, count(NVI crossed above NVIAVG5, 1)}
set{entry2, count(CMO(17) < cma(cmo(17), 5),1)}
set{trigger1, entry1 + entry2}

/*** diverge(stochk(13, 5), mov(close, 3, simple), 7, 17)) <> 1 ***/

/*CODING FOR DIVERGENCES CODE COMPLIMENTS OF KEVIN */

SET{VAR1_UP, COUNT(Stochastic %K(13,5) GAINED MORE THAN 7% OVER THE LAST 17 DAYS,1)}
SET{VAR1_DN, COUNT(Stochastic %K(13,5) DROPPED MORE THAN 7% OVER THE LAST 17 DAYS,1)}

SET{VAR2_UP, COUNT(MA(3) GAINED MORE THAN 7% OVER THE LAST 17 DAYS,1)}
SET{VAR2_DN, COUNT(MA(3) DROPPED MORE THAN 7% OVER THE LAST 17 DAYS,1)}

SET{POS_DIV, VAR1_UP * VAR2_DN}
SET{NEG_DIV1, VAR1_DN * VAR2_DN}
SET{NEG_DIV, NEG_DIV1 * -1}
SET{ENTRY3, COUNT(POS_DIV < 1, 1)}
SET{TRIGGER2, TRIGGER1 + ENTRY3}
DRAW TRIGGER2 /* 3 IS THE TRIGGER POINT */
]

vilchuck
2 posts
msg #140212
- Ignore vilchuck

12/18/2017 10:44:14 PM

"Update: Closed out the remaining 1,000 shares at $133.00 for a gain of $12,750. Total return on this set of trades was $70,660, or 5.9% on my initial investment of $1,198,000. Scaling out results in a lower overall return if the ETF keeps plowing up, as XIV has done this past month."

Nicely done Kevin and thanks for sending the SS files previously. It would be interesting to compare your 5.9% actual results to "theoretical" by running a backtest on the MS during the time period you actively traded the system to see how they compare. Approximately what time period do these results cover?

Kevin_in_GA
4,599 posts
msg #140214
- Ignore Kevin_in_GA

12/19/2017 8:05:47 AM

Current signals - one new BUY signal from last night.

Side	Action	PF	OrderType	Product	Symbol	Name	BuyDate	BuyPrice	ClosePrice	GainLoss	SystemName
Long	Buy	10	Market	Stock	XIV	XIV			135.24		XIV MULTISYSTEM #33
Long	Hold	10		Stock	XIV	XIV	12/18/2017	135.17	135.24	0.05%	XIV MULTISYSTEM #40
Long	Hold	10		Stock	XIV	XIV	12/5/2017	116.7	135.24	15.89%	XIV MULTISYSTEM #23
Long	Hold	10		Stock	XIV	XIV	12/18/2017	135.17	135.24	0.05%	XIV MULTISYSTEM #6

Currently holding 3,000 shares at $135.05 (posted yesterday in another thread). Will not add here since I am okay with the current amount and allocation price.

tennisplayer2
210 posts
msg #140215
- Ignore tennisplayer2

12/19/2017 8:43:26 AM

I did not get the additional buy. Last night's signal for today were just the 3 holds. I wonder why we are getting a discrepancy. Thanks.

lavapit315
47 posts
msg #140217
- Ignore lavapit315

12/19/2017 8:47:55 AM

Mine showed exactly as Kevin posted. FYI

graftonian
1,089 posts
msg #140219
- Ignore graftonian

12/19/2017 10:07:18 AM

Help! Is there a way to code stopdown(5) in stockfetcherese?

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