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General Discussion · Cool-Trade Automated System for IB TWS
dm1518
msg #110282
1/17/2013 11:10:10 AM

Looking for a program (even subscription based) that will review multiple indicators, multiple intraday timeframes, and multiple prices intraday, and send an alert once all conditions are met.

Basically, an intraday version of StockFetcher.

Is anyone familiar with such a resource?????

www.TimeToTrade.eu is one that I recently signed up with... I've been testing it out for the last couple weeks. Seems to be some glitches in their system. They send alerts when conditions aren't met. They don't send alerts when conditions are met. Never consistent results.

I tried Cool Trade in 2010 and 2011. The problem there was Cool Trade wouldn't check yesterday's 1min candles. So if you had programmed the system to catch the first EMA13/26 bullish crossover of the morning, it wouldn't catch any crossovers until 26minutes into the trading day. God forbid you use a EMA60, or MA200 (their system would wait until 60 or 200 minutes from the open)!

Any other suggestions?

General Discussion · High ADR ETFs - my top 10 - what's yours?
dm1518
msg #100764
5/17/2011 2:23:50 PM

I like to daytrade high volume, high ADR(10) ETFs intraday - like AGQ and ZSL.

See my list below - they are sorted by ADR10, going down...
DO YOU HAVE ANY OTHERS WITH HIGH ADR THAT YOU LIKE TO [DAY]TRADE???
**I've noticed that a simple scan using an SF filter may not pick up everything, thus why I'm asking for input (in case I'm missing a few). **

Top 10 ETFs ranked by ADR10
AGQ
TVIX
ERX
UCO
NUGT
SLV
TNA
URTY
LBJ
SOXL


Filter Exchange · rsi 2 - daily and weekly
dm1518
msg #91174
modified
4/14/2010 12:25:15 PM

The 'weekly rsi(2) > weekly rsi(2) 1 day ago' seems to work for some symbols, but not for others. (works for DBB on the 8th, but not for SPY). Wish I knew why... it'd really help me out. **But very appreciative dangreen**.

Also (4, below) - very useful. That might be why we're not seeing certain results displayed... But I still don't quite understand (this is still my first year using SF). Even without using the date offset command, I'm getting false positives quite frequently... displaying results even when there actually was no rise, or getting results even when the weekly rsi(2) is above 25. This seems to be one indicator that I like using (esp for indexes and broad ETFs), but as of now, the results need to be actively monitored.

Filter Exchange · rsi 2 - daily and weekly
dm1518
msg #91166
4/14/2010 10:13:46 AM

Still nothing...


Fetcher[OFFSET 2/8/2010

set{lastweek, weekly RSI(2) 1 day ago}
set{thisweek, weekly RSI(2)}

APPLY to symlist(spy)

draw weekly RSI(2) on plot rsi(2)
and thisweek is above lastweek
weekly rsi(2) 1 day ago is less than 28

add column lastweek
add column thisweek
]



(Had to change yours a bit.)

Filter Exchange · rsi 2 - daily and weekly
dm1518
msg #91163
4/14/2010 8:55:26 AM

Hi dangreene,

Thanks for the quick response. Unfortunately, it gives me SPY for many days, but nothing on the 8th of Feb. That's the noticeable rise day in Weekly RSI(2) that I'm trying to isolate.

The last day that it gives me is the 9th, then it skips to 2/3/10.


Fetcher[OFFSET 2/8/2010
symlist(spy)

draw weekly RSI(2) on plot rsi(2)
add column Weekly RSI(2)
Weekly RSI(2) is greater than weekly rsi(2) 1 day ago
Weekly RSI(2) 1 day ago is less than 28
]




Filter Exchange · rsi 2 - daily and weekly
dm1518
msg #91161
modified
4/14/2010 8:08:12 AM

I could really use some help in understanding this... I'm trying to figure out why the code for a 1 day increase in the Weekly RSI(2) is not working properly when I backtest. Ideally, I am trying to catch SPY on Feb 8th, when there was a noticeable increase in the Weekly RSI - of course, this filter ought to catch any increase (under rsi(2) of 28).

Here's what I'm using now that isn't working...

Fetcher[date offset 2/8/2010
symlist(spy)

draw weekly RSI(2) on plot rsi(2)
add column Weekly RSI(2)
Weekly RSI(2) is greater than weekly rsi(2) 1 day ago
weekly rsi(2) is less than 28
]



During the last swing low of the market, this screen only caught 2 days oddly enough - the 2/10 and 1/26. It completely skipped over the 8th when there was clearly a rise in the weekly rsi(2) from the previous day.

Any help is greatly appreciated in fixing this and understanding it more.

Filter Exchange · LONGER TERM ANALYSIS OF EMA CROSSOVERS ON THE SPY
dm1518
msg #89389
modified
3/10/2010 6:17:03 PM

raviram80

I programmed Kevin's EMA 10-50 crossovers into CoolTrade in minutes. Just keep one computer on at home, and continue dumping cash into your brokerage account (TD) from your salary and/or trading profits. CoolTrade will invest a portion of your net cash for you. You can run one long, and one short strategy. If you want to run 2 longs, then open up 2 accounts. I just entered SDS and SSO into the buy watchlist, and programmed it to buy when the 10 is greater than the 50. There are other automated platforms out there, but this is the one I'm now using.


General Discussion · Volatility Indexes
dm1518
msg #87778
modified
2/3/2010 8:30:10 PM

Oh wow -- didn't realize anyone used the screen, much less even read my followup post.

I'm quite a beginner at this, but learning lots. It's keeping me up late on WAY too many nights, reading all the posts written by you pro's...

I've found that it (the screen's picks) precedes the bottom by a few days, so you might choose to buy 'Red to Green' (muddy/13th). Of course, at true bottoms, I'm finding many people are buying 'Red to Green', so you get spikes in the morning, and the indexes close down - thereby eliminating the benefit of 'Red to Green' around those true bottoms. The same thing happened , if you recall, back around March 3rd - March 6th. On a variation of this screen, you'll notice that it said 'buy' around the 3rd of March... then, every morning from the 3rd, 4th, and 5th, the market closed down after opening up! Herein... all I'm saying is that finding the real bottom can be tough. But it finds what is CLOSE to the bottom, which is a HUGE benefit.

I read somewhere that when the VIX dips back down towards it's mean (under the plus5% line), that's when the market takes off. As well, you might choose to buy in 'pyramid formation going down' , which has huge benefits. I personally just prefer to buy on all/any intraday dips (under my initial entry price) once weekly. ....

I have also found the screens particularly useful when only including certain sectors. For example, you'll see this post with the oil, energy, gas, sectors... but what about technology and mining, both of which are projected to be of great interest this year... This is also characteristic of the 2nd phase of the bull market - which tends to highlight only certain sectors.

Additionally. The more stringent the screen is, the fewer times PER YEAR it actually appears. One screen only identified 3 prime buying opp's last year (as we all know) - - March, July 8th, and late October(early Nov). So the last question that remains for me is, what to buy in between those periods??? Personally, I suggest buying more of your winners, but cutting your losers (after the market has indeed turned). Do this (buying your winners), until they cross whatever limit you set (using RSI, MA's, Stochastics, etc).

Right now... obviously, the screens suggest that we should have bought last week. In the past year, these strategies have produced EXCELLENT YIELDS. As long as our bull continues, we should be fine for another 7+ weeks.

Lastly, in bear markets, short on the peaks using any variation of the "peaks screen" that chetron posted. In fact, I had actually created that short screen, and it identified many companies to short on Jan 8th. Of course, the companies that were the most optimal shorts were within the same sector --- coincidently, aluminum companies. All I'm saying is, it's considerably more optimal to identify sectors/industries that move, than to try and sort through results from the entire market. ....

I'm preaching to the choir.....

Filter Exchange · 2010 SP500 and NYSE stocks for longs and shorts
dm1518
msg #86015
1/12/2010 11:17:33 AM

I also noticed that during some bull markets, especially those where the overall market gains are less, large caps generally outperform small caps. It is for this reason that I am becoming increasingly hesitant to use my successful 2009 filters in 2010.

For example, the bull market of 2009 was clearly different from that of 2005's bull market. Smaller cap'd stocks performed very well overall in 2009, meanwhile larger cap'd stocks performed better overall back in 2005. Even more convincing that every bull market isn't the same, is that when buying on dips defined by Stochastics, VIX, and RSI, smaller cap'd stocks actually had NEGATIVE ROI's

I really like your screen - it'll help identify the large cap stocks to get into based on several factors (including money flow). But I am interested in finding technical indicators and screens that will help us to determine WHEN it will become optimal to begin trading large caps on their dips instead of trading small caps on their dips - essentially, WHEN will it become best to use your screen? How can we identify the point at which we'll begin a bull market similar to 2005's and less like 2009's???

I would imagine that a good indicator that it is time to buy large cap stocks is when the percent increase in 'money flowing into large cap stocks' is GREATER than the percent increase into small cap stocks. But how do we create a screen that compares these % increase differences between the flow of cash into large caps vs. small caps?

Are there other good indicators that can be used in combination or separately??

General Discussion · Volatility Indexes
dm1518
msg #85645
modified
1/6/2010 12:48:46 PM

Hi,

Huge favor to ask of anyone...

Can someone please post a screen that displays stocks that fit certain criteria (ie Stochastics slow just crossed above stochastics fast, where both are between 20-30), but ONLY display those stocks on days when the VIX is trading near it's upper BB and its RSI is in the 90th percentile?

I might have a portion of it done, but I can't build specifically the VIX criteria component that I'm seeking (where I basically only want to see this list on optimal buying periods during bull markets - the market dips). For example, "vix closed above vix10dma within the past 3 days".

Thanks to anyone for the help.

___________

I figured it out. And it's very effective for finding bottoms.... Essentially, when you sort for low RSI's, low Stochastics, hi beta, and hi VIX (defined by over 4.7-5% above the 10dayma), then it only picks stocks that will move fast, but are technically 'low'. I also set this up to sort for great oil/energy/gas plays, based on the Oil Volatility Index (displayed below).... many parts of this I grabbed from others (thanks Kevin).

apply to Sector(ENERGY)
and apply to Sector(oil)
and apply to Sector(oil and gas)

rsi is under 30
beta is above 2
price is above 1
Average Volume(30) is above 100000
Show stocks where Fast Stochastic(13,3) Slow %D is below 20

add column beta
add column rsi

set{ovx10dayma, cma(ind(^ovx,close),10)}
draw ovx10dayma
draw ind(^ovx,close) on plot ovx10dayma

set{4.7pct,ovx10dayma * .047}

set{plus4.7%,ovx10dayma plus 4.7pct}
draw plus4.7% on plot ovx10dayma

set{minus4.7%,ovx10dayma minus 4.7pct}
draw minus4.7% on plot ovx10dayma
and ind(^ovx,close) is above plus4.7% on plot ovx10dayma


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