Filter Exchange · Buying climaxes

bramdc msg #108334 
10/10/2012 2:38:18 PM
No idea,
but interesting filter,
is it actually possible to plot the number of shares on daily basis meeting your criteria of buying or selling climax,
does the graph somehow correspond to ups and downs in indices?

Announcements · New Value: Shares Outstanding

bramdc msg #108381 
10/15/2012 3:25:25 PM
Any news on 'short interest' data?
Thanks, bramdc.

Filter Exchange · TAT indicator

bramdc msg #114904 
8/16/2013 1:56:57 AM
Dear all,
I came across an interesting indicator, namely the 'TAT' indicator, combining MACD and parabolic SAR,
anyone having good skills to translate this to stockfetcher?
I have pasted the code here below:
thanks!

indicator TAT;
input
macd_fast_period = 12,
macd_slow_period = 26,
macd_signal_period = 9,
sar_step = 0.02,
sar_maximum = 0.2,
tat_macd_multiplier = 66.67,
tat_sar_multiplier = 6.67,
tat_signal_period = 12,
overbought_level = 1,
oversold_level = 1;
draw
tat_main("TAT", solid_line, green),
tat_sig("TAT Signal", solid_line, red),
ob("Overbought level", dash_line, white),
os("Oversold level", dash_line, white),
zero("Zero", dash_line, white);
vars
islong(bool),
af(number),
extreme(number),
s(number),
sar(series),
i(number),
macd_main(series),
macd_sig(series),
tat_sar(number),
tat_macd(number);
begin
if macd_fast_period < 1 or macd_slow_period < 1 or macd_signal_period < 1 or tat_signal_period < 1 or back(close) < front(close) then
return;
macd_main := ema(close, macd_fast_period)  ema(close, macd_slow_period);
macd_sig := ema(macd_main, macd_signal_period);
islong := true;
af := sar_step;
extreme := high[front(close)];
s := low[front(close)];
sar[front(close)] := s;
for i := front(close) + 1 to back(close) do begin
s := s + af * (extreme  s);
if islong then
if low[i] < s then begin
islong := false;
af := sar_step;
s := extreme;
extreme := low[i];
end else begin
if extreme < high[i] then begin
extreme := high[i];
af := af + sar_step;
if af > sar_maximum then
af := sar_maximum;
end;
end
else
if high[i] > s then begin
islong := true;
af := sar_step;
s := extreme;
extreme := high[i];
end else begin
if extreme > low[i] then begin
extreme := low[i];
af := af + sar_step;
if af > sar_maximum then
af := sar_maximum;
end;
end;
sar[i] := s;
end;
for i := front(close) to back(close) do begin
tat_sar := 0;
tat_macd := 0;
if sar[i] <> 0 then
tat_sar := (close[i]  sar[i]) / sar[i];
if close[i] <> 0 then
tat_macd := (macd_main[i]  macd_sig[i])/ close[i];
tat_main[i] := 50*(tat_sar*tat_sar_multiplier + tat_macd*tat_macd_multiplier);
zero[i] := 0;
ob[i] := overbought_level;
os[i] := oversold_level;
end;
tat_sig := ema(tat_main, tat_signal_period);
end.

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500

bramdc msg #108348 
10/11/2012 2:36:27 PM
Hi Kevin,
new here on SF, and especially interested in learning about pattern trading,
this filter seems to be interesting to build up positions for S&P500,
now what about the 'inverse' way, to build up short positions, are these filters easy to adapt to trigger short signals?
Best, bramdc.

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500

bramdc msg #108642 
11/1/2012 5:07:40 AM
Hi Kevin, I was wondering whether you found already the time to run divergences to create short positions instead of long, should be even more profitable as moves down can speed up fast,
best, bramdc.

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500

bramdc msg #108649 
11/1/2012 4:00:44 PM
OK, that's a pity, but I do agree that more then one month is really a long time,
I'm having now call options for SPY, but even there I take options two months ahead, with an average time of being in the market for 7 days or so, you lose some money on time, but if the index is gaining on average 1%, this should be sufficient to make a decent profit,
Thanks Kevin for considering my question, best, Bram.
