nibor100
1,099 posts
msg #140728
- Ignore nibor100 |
1/8/2018 11:50:38 AM
No problem as I kind of have a different view about answering questions about StrataSearch in this SF forum than K of G had.
a. Answered questions probably benefit more SF members than just the person who asked, in a lot of instances.
b. As more SF users become proficient in SS then maybe one or more will come up with other profitable systems that can be translated into SF filters for the rest of us.
c. Oftentimes, I find that researching a question, that I don't know the answer to, usually results in me learning either other capabilities of the SS sw that I didn't know; or reminds me of some that I knew but had gone way back to the bottom of my memory pile...and sometimes I even find the answer to the specific question.
Ed S.
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four
5,087 posts
msg #140750
- Ignore four |
1/8/2018 6:52:59 PM
http://optionsensei.com/2018/01/investing-advice-volatility-stock-index/
In this article from Stuart, Barton makes an interesting case for using volatility, namely the VelocityShares Daily Inverse VIX ST ETN (XIV) as a vehicle for stock replacement.
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nibor100
1,099 posts
msg #140788
- Ignore nibor100 |
1/10/2018 9:52:33 AM
K of G indicates he got 5 new XIV Buy signals last night and is buying more today.
I have 6 new Buy signals, #31,33,34,35,38,and 40 and the same 5 Hold signals as I've had since last Thursday.
If anyone got just 5 Buy signals, based on yesterday's data and your signals normally track K of G's signals, since mine seem always to be 1 different, please post the 5 Buy signals you got.
Thanks,
Ed S.
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tennisplayer2
210 posts
msg #140791
- Ignore tennisplayer2
modified |
1/10/2018 10:22:17 AM
Ed, thanks for keeping us updated. Something should be done about Shillihs. I don't know what his agenda is, but I have blocked him long time ago. K of G was such a big help to me and others. I only got 4 new signals (34, 35, 38,and 40) along with the 5 holds. Thanks.
Best regards,
Eugene
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graftonian
1,089 posts
msg #140795
- Ignore graftonian |
1/10/2018 10:52:26 AM
FOR 1/09, I DID NOT GET #40.
And speaking of #40, any ideas on to code (or approximate):
// StrataSearch Volatility - Low Stock (Supporting Entry)
(svi(close, 15, 180) < 11)
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ferndave
65 posts
msg #140800
- Ignore ferndave |
1/10/2018 11:29:59 AM
Same as graftonian. Kevin's 5, no #40.
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nibor100
1,099 posts
msg #140812
- Ignore nibor100 |
1/10/2018 2:05:40 PM
@graftonian,
This what I've determined so far regarding the svi for signal #40.
According to the SS PDF manual Peter Rast created it in 2001, and to my surprise Peter Rast is the SS developer.
I then looked at the old SS online Forum and I found the following 2 snipets that probably give us enough info to figure it out for SF:
"And I also use StrataSearch Volatility Index of maybe "svi(close, 10, 120)". This formula, by the way, identifies how many times a stock price has gone up and down 10% in the last 120 days."
"Let's assume I want to find out whether a strategy gives better results if I do not open positions when SPY has experiencied two or more price swings of more than 1 % in the last 5 days.
I've come up with something like this to add to my entry filter
SUM(ABS(((C - ref(C,-1))/ref(C,-1))*100 > 1),5) < 2
but how do I refer C to the close of SPY?
Marco
Posts: 52
Joined: Mon May 27, 2013 6:15 pm
Re: Refer to SPY in formulas
Postby Overload ยป Thu Jun 13, 2013 6:40 pm
I didn't verify your formula, but you can reference another symbol by using the symbol() formula. So your formula would look like this:
symbol(SPY, SUM(ABS(((C - ref(C,-1))/ref(C,-1))*100 > 1),5)) < 2
By you might also want to check out the StrataSearch Volatility Index, or svi(). This is a formula we added on our own, but it seems to match what you're looking for pretty closely. Your formula for the svi would be this:
svi(close, 1, 5) < 2
You can look up the StrataSearch Volatility Index in the help for more information.
Pete"
Hope this helps,
Ed S.
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Eltonm45
19 posts
msg #140824
- Ignore Eltonm45
modified |
1/10/2018 9:56:13 PM
For 1/9- I got 4 buy signals (34,35,38,40).
Tonight I got 4 sell signals (27,35,38,40). No buy signals.
thank you
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tennisplayer2
210 posts
msg #140825
- Ignore tennisplayer2
modified |
1/10/2018 11:32:33 PM
I got 5 sells (20, 27, 35, 38, 40). I am holding 4 (6, 19, 23, 34). I don't know why we are having a little discrepancy, am glad that we are trying to help each other out. Thanks.
Best regards,
Eugene
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graftonian
1,089 posts
msg #140829
- Ignore graftonian |
1/11/2018 8:33:52 AM
Jan 10:
sell:27, 35, 38 (40 also, but not a portfolio pick)
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