StockFetcher Forums · Public Filter List · Where is the Market Part II<< >>Post Follow-up
SAFeTRADE
556 posts
msg #147581
Ignore SAFeTRADE
4/27/2019 5:14:48 PM

Fetcher[symlist(spy,spxl,vxxb,spxs)
set{vxxc, ind(vxxb,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,5)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,5)}



set{riskon, count(vxvvxx > or = to vxxavg,1)}
set{riskof, count(vxvvxx < or = to vxxavg,1)}

set{risk_on, count(vxvvxx crossed above vxxavg,1)}
set{risk_of, count(vxvvxx crossed below vxxavg,1)}
set{macd3, count(macd(3,5,3) above 0,1)}

draw ma(8)


draw vxvvxx on plot vxxavg
draw riskon
draw riskof
draw macd3
draw macd(3,6,3)

add column risk_on
add column riskon{riskon=long_spy or short_vxx}
add column separator
add column risk_of
add column riskof{riskof=long_vxx or short_spy}

chart-length 6 months
]



SFMc01
328 posts
msg #147587
Ignore SFMc01
4/28/2019 9:46:57 AM

Respectfully, rather than leaving it to my feeble interpretation, would it be possible to state your objective of the filter and it's interpretation.

Thank you,
Steve

SAFeTRADE
556 posts
msg #147588
Ignore SAFeTRADE
4/28/2019 10:07:13 AM

Steve, regarding the SPY when riskon = 1 and macd = 1 it is safe to be long. Regarding the SPY
when riskon = 0 and macd = 0 be out of the market or short.

Safetrade

SFMc01
328 posts
msg #147593
Ignore SFMc01
4/28/2019 6:59:47 PM

Thank you. That is helpful

shillllihs
4,699 posts
msg #147603
Ignore shillllihs
4/29/2019 5:23:25 PM

I guess people are just being polite but this filter gets it wrong as much or more than it gets it right.
Just my humble observation.

KSK8
371 posts
msg #147607
Ignore KSK8
4/30/2019 2:07:02 AM

Shillllihs,

This was the last ‘filter’ you posted:

Fetcher[
Price opened 3% below lower bollinger band
price closed 2% above lower bollinger band
market cap is above 80
]



You have little authority to criticize another man’s filter when the best you can come up with is a second rate filter like this one.
Keep trying though, maybe one day you’ll reach kevin’s level.

shillllihs
4,699 posts
msg #147616
Ignore shillllihs
4/30/2019 12:23:04 PM

That simple filter I created is an amazing 1-12 week exploder ALFRIGGS.

If I like a filter I let people know just the same as when I don't like a filter.

Please consider not leading newbies down treacherous paths with that for entertainment only short filter that you claim you trade, that's double speak and it's very irresponsible. Thank you.

sandjco
393 posts
msg #149314
Ignore sandjco
10/7/2019 9:46:15 PM

Safe...
Thank you for sharing. I added a line as I couldn't see the triggers and I am not sure what I was doing as I couldn't seem to see it trigger. But after adding the visual trigger, it made sense to me. I just don't know how to make it look "clean" (if that makes sense?).

the more i tried to play with it the more i messed it up lol....

Fetcher[
symlist(spy,spxl,vxxb,spxs)
set{vxxc, ind(vxxb,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,5)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,5)}

set{riskon, count(vxvvxx > or = to vxxavg,1)}
set{riskof, count(vxvvxx < or = to vxxavg,1)}

set{risk_on, count(vxvvxx crossed above vxxavg,1)}
set{risk_of, count(vxvvxx crossed below vxxavg,1)}
set{macd3, count(macd(3,5,3) above 0,1)}

set{trigger, risk_on * macd3}

draw ma(8)


draw vxvvxx on plot vxxavg
draw riskon
draw riskof
draw macd3
draw macd(3,6,3)

add column risk_on
add column riskon{riskon=long_spy or short_vxx}
add column separator
add column risk_of
add column riskof{riskof=long_vxx or short_spy}

chart-length 6 months
]



StockFetcher Forums · Public Filter List · Where is the Market Part II<< >>Post Follow-up

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