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
1,096 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
1,096 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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nibor100
1,096 posts
msg #140835
- Ignore nibor100 |
1/11/2018 10:01:56 AM
My 4 Sell signals for 9/10 match Graftonian's and like his if I click on the Portfolio Only check box at the top of the XIV Nightly Signals listing #40 drops off the list.
That leaves me with the other 3 Sells signals and 7 Holds probably because K of G had set this up originally as a 10 unit portfolio in SS.
Ed S.
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