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General Discussion · "Or" operand inquiry
c1916
msg #125609
10/16/2015 10:46:12 AM

I'm trying to write a simple fetcher to monitor MACD momentum on my current holdings. I would expect it to look something like this:

apply to watchlist(MASTER)
and MACD Fast Line(12,26,9) crossed below MACD Slow Line(12,26,9) within the last 3 days
or MACD Fast Line(12,26,9) is below 0
or MACD Histogram(12,26,9) is below 0

However, it does not appear that "or" is allowed as an operand, as when I run this query, the first operation has holdings that meet the criteria, but operation 2 and 3 do not, yet the entire query returns null set. I've reviewed the user guide, and there is time spent on the use of "and" (page 5), but I see nothing about "or"

Am I down the wrong path here?

General Discussion · "Or" operand inquiry
c1916
msg #125621
10/16/2015 4:13:53 PM

Clearly I have a lot more coding study in my future. The fact that the last time I coded professionally, it was in COBOL, and was probably 1985 also makes me feel silly.

Thanks for the quick response.

General Discussion · A NEW FORUM DEVOTED TO INDIVIDUAL TRADING LOGS
c1916
msg #132052
10/21/2016 3:10:41 PM

Kevin I see that you've started to post your individual trades. Since the originator has the ability to make a thread read-only, where would one go to post questions or commentary should the originator be open to those discussions. For example, regarding your specific post, I am interested in how you arrived at the ranges used (more specifically the deltas from current price that you used to arrive at the opening position). Where would I go to ask a question like that without, I guess, opening up such a thread to the personal commentary that would detract from it's use?

Filter Exchange · A NEW ^VIX TRADING SYSTEM
c1916
msg #131300
modified
9/19/2016 12:48:43 PM

If I understand GMG's theory, on a "Long" signal as was triggered over the weekend for this morning, the better way to play this is to buy a VXX Call, so I'm going to try trading today's signal on paper in that way:
Buy 9/23 $37.50 Call and,
Sell 9/23 $41.00 Call for risk reversal.

Earlier this morning this trade cost me 99 cents. (note: I missed the open when this probably would have been $0.90, but mid-morning would have been ideal as this trade bottomed out at $0.67)

Since Kevin has a 10 day max holding period, it probably would have been more correct to play this with a 9/30 target, but the signals have been coming fast on this system, so this was a personal preference call. Not sure why Kevin went with an October target on his paper trade.

Conversely, if this had been a "Short" signal, do I understand that the play would have been to sell an in the money call while buying an at the money call for risk reversal purposes? For example, if today's signal had been to short Vix, the play might have been to:
Sell 9/23 $35.00 VXX Call and
Buy 9/23 $38.00 VXX Call?
Collecting about $1.75 premium while waiting for the move down?


Filter Exchange · A NEW ^VIX TRADING SYSTEM
c1916
msg #131304
9/19/2016 1:19:49 PM

Ah...I missed that. You're paper trading the futures on the actual VIX. My mistake.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
c1916
msg #131436
9/22/2016 10:18:41 PM

So we're in for a dull day tomorrow, then.

Maybe I'll sleep in.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
c1916
msg #131536
9/27/2016 3:44:07 PM

I've got my toe in this water as well with an October Risk Reversal on VXX 36/41 spread for $0.75.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
c1916
msg #131573
modified
9/28/2016 10:26:40 PM

@Kevin. Like CMG, I'm confused, I read both the 9/27 and 9/28 signals as LONG Vix. You indicate two Short VIX positions in the table 2 messages above here (although the gain/loss suggests that they were both opened long).

Filter Exchange · A NEW ^VIX TRADING SYSTEM
c1916
msg #133780
1/17/2017 3:13:38 PM

I know you're not asking me, but I bought a little VXX insurance going into Friday by purchasing a handful of 1/27 calls.

Just for protection, not looking to rake in huge profits. Decision was not based on the results of any of my filters.



Filter Exchange · A NEW ^VIX TRADING SYSTEM
c1916
msg #134448
2/21/2017 10:49:16 PM

FWIW, the much simpler IFT Trigger for volatility has signals an entry to TVIX or UVXY for tomorrow. It has been ages since there's been a buy sign on the simple trigger for volatility.

Not my filter.

symlist(tvix,uvxy,xiv)
average Volume(30) ABOVE 2000000
PRICE is below EMA(13)
SMI(5,3,1) has been increasing for 2 days
% Day Change more than 2%
RSI(10) has been increasing for the past 2 days


draw MACD Fast Line(12,26,9) and MACD Slow Line(12,26,9)
draw RSI(10)

draw cci(61) line at 0
draw cci(61) line at 150
draw cci(10) line at 0

DRAW WEEKLY IFT(2,1)
DRAW WEEKLY IFT(2,1) LINE AT .90
DRAW WEEKLY IFT(2,1) LINE AT -.90

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