MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS - StockFetcher.com Stock Screener

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nibor100 1,096 posts msg #140441 - Ignore nibor100	12/27/2017 9:50:16 PM @graftonian, It turns out I was working on filter #11 also, I got lost in the naming conventions.... Below I've made some changes to your version as it appears that SS uses the price channel methodology where the 17 day High value is used for the upper channel and the 17 day Low is used for the lower channel and not the 17 day averages of the Highs and Lows. I've checked the Entry signals in Excel and several different ways in SS and they appear to be appropriate. There will be more Entry signals shown than what will come up in SS XIV multisystem backtest, and the Signal Screen lookback Tabs, and in the XIV Strategy #11 backtests as it appears that once a filter #11 has a open signal if a second open signal comes up for #11 before an #11 Exit signal then the 2nd entry signal is ignored. The nice thing about your SF filter methodology is we can see all of the possible Entry and Exit signals at the bottom of the graphs. I had written it so it would only have results on days there was a signal. Thanks, Ed S. Fetcher[ /*******XIV 11 ********/ symlist(XIV, UPRO, TQQQ, NUGT, JNUG) add column ROC(10,1) sort on column 5 descending CHART-TIME IS 1 YEAR / PRICE CHANNEL / SET{PCH17, high 17 day high} SET{PCL17, low 17 day low} SET{ENTRY1, COUNT(CLOSE < PCL17 1 day ago,1)} DRAW PCH17 ON PLOT PRICE DRAW PCL17 ON PLOT PRICE SET{PCH171, high 17 day high 1 day ago} SET{PCL171, low 17 day low 1 day ago} SET{PC_DIF, PCH171 - PCL171} SET{PC_AVG, CMA(PC_DIF,17)} SET{ENTRY2, COUNT(PC_DIF > PC_AVG,1)} SET{TRIG1, ENTRY1 + ENTRY2} SET{TRIGGER, COUNT(TRIG1 EQUALS 2,1)} DRAW TRIGGER /* EXIT */ SET{EXIT, COUNT(Stochastic %D(13,2,3) CROSSED BELOW 79, 1)} DRAW EXIT]
graftonian 1,089 posts msg #140457 - Ignore graftonian	12/28/2017 10:41:42 AM XIV 32 has been giving some classic whipsaw signals the last couple of days. I offer my SF code : Fetcher[ /*****XIV 32********/ CHART-TIME IS 6 MONTHS SYMLIST(FXI,GDX,JO,OIL,RSX,SLV,SMH,UNG,VNQ,XBI,XOP,XIV) DRAW TRIGGER SET{QS8, QSTICK(8)} DRAW QS8 AND DRAW QS8 LINE AT 0 SET{ADAVG, CMA(Accumulation Distribution, 30)} DRAW ADAVG SET{TRIX5, TRIX(5)} DRAW TRIX5 SET{TRIX5AVG, CMA(TRIX5, 50)} DRAW TRIX5AVG ON PLOT TRIX5 SET{QS8_TRIG, COUNT(QSTICK(8) CROSSED ABOVE 0, 1)} SET{AD_TRIG, COUNT(ADAVG > ADAVG 1 DAY AGO, 1)} SET{TRIX_TRIG, COUNT(TRIX5 > TRIX5AVG, 1)} SET{TRIGGER1, QS8_TRIG + AD_TRIG} SET{TRIGGER, TRIGGER1 + TRIX_TRIG} ADD COLUMN TRIGGER{LOOKING FOR A 3} SORT ON COLUMN 5 DESCENDING /****EXIT***********/ SET{EXIT, COUNT(QSTICK(8) CROSSED BELOW 0, 1)} DRAW EXIT AND ADD COLUMN EXIT ]
graftonian 1,089 posts msg #140458 - Ignore graftonian	12/28/2017 10:57:21 AM @Ed S. Thanks for the correction on XIV11, it looks much better now. Duane
graftonian 1,089 posts msg #140473 - Ignore graftonian	12/29/2017 10:18:10 AM Fetcher[ /*******XIV 12******/ SYMLIST(XIV,FXI,GDX,OIL,RSX,SLV,SMH,UNG.VNQ,XBI,XOP,JO) SET{XIV12A, COUNT(ROC(26,1) CROSSED BELOW 4.75, 1)} SET{XIV12B, COUNT(RSquared(close, 20) > 0.20, 1)} SET{XIV12TRIG, XIV12A + XIV12B} DRAW XIV12TRIG ADD COLUMN XIV12TRIG{LOOKING FOR A 2} SORT ON COLUMN 5 DESCENDING DRAW ROC(26,1) AND DRAW ROC(26,1) LINE AT 4.75 /EXIT/SHORT****/ DRAW CCI(22) DRAW CCI(22) LINE AT 120 SET{XIV12EXIT, COUNT(CCI(22) CROSSED BELOW 120, 1)} DRAW XIV12EXIT ADD COLUMN XIV12EXIT ]
nibor100 1,096 posts msg #140485 - Ignore nibor100	12/29/2017 6:36:02 PM Last night, the 28th, I got the following signals: 2 Buys #25 and 27 2 Sells #30 and 40 6 Holds #6,20,23,31,32,33 A few minutes ago I got these signals for the 29th: 4 Buys #30,34,38,40 1 Sell #25 7 Holds #6,20,23,27,31,32,33 As you may have surmised I have the Portfolio Only unchecked. Ed S.
lavapit315 47 posts msg #140492 - Ignore lavapit315 modified	12/30/2017 7:49:12 AM Here's what I got Buy XIV MULTISYSTEM #30 Buy XIV MULTISYSTEM #34 Buy XIV MULTISYSTEM #38 Buy XIV MULTISYSTEM #40 Sell XIV MULTISYSTEM #25 Hold XIV MULTISYSTEM #23 Hold XIV MULTISYSTEM #32 Hold XIV MULTISYSTEM #33 Hold XIV MULTISYSTEM #27 Hold XIV MULTISYSTEM #20 Hold XIV MULTISYSTEM #6
Kevin_in_GA 4,599 posts msg #140493 - Ignore Kevin_in_GA	12/30/2017 9:00:45 AM I received the same signals as lava.
nibor100 1,096 posts msg #140515 - Ignore nibor100	12/31/2017 11:51:43 AM My only difference from those 2 is the Hold on #31 that I've had since Dec 19 after the Buy signal for #31 on Dec 18th. If anyone else has had either a Buy or Hold for signal #31 on or after Dec 18th please let me know. Thanks, Ed S.
ferndave 65 posts msg #140609 - Ignore ferndave	1/2/2018 9:19:08 PM With Kevin very unfortunately gone, I'm hoping someone who is familiar with SS can help with a question. I've been using SS for a year now, but never updated a filter. I'd just run a new OneClick with the expanded date range and use that. At some point these filters will grow old, so what is the proper procedure for updating one or all of them?
lavapit315 47 posts msg #140612 - Ignore lavapit315 modified	1/3/2018 6:49:16 AM Nevermind found it

StockFetcher Forums · Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS

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