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Filter Exchange · Simple filter for long term option trades
dtatu
msg #146557
2/14/2019 8:24:35 AM

I'm trying to understand: What is the trigger/signal ?
Thanks

Filter Exchange · Alpha Filter based on Ron Groenke Visions V
dtatu
msg #146510
modified
2/10/2019 11:36:35 AM

I don't know how to post a filter , nor am I a a decent programmer;
As I am looking a lot for short signals, in order to play diagonal weekly puts,I 'd like to have a confirmation linked to "Take Action": I added an MACD Hist column( to be negative) and another MACD histo column with a 2 day slope.
Ideally, I think , It would this combination:
Take Action+ negative MACD hist+ up sloping 2 day slope MACD hist( countertrend rally)+ Alpha Start=0 + Alpha End =0
Q: is there a way to better see the Alpha direction ALL the time?(ie: keep +1 for long positions and -1 for Shorts?
Thanks for your suggestions

Filter Exchange · Alpha Filter based on Ron Groenke Visions V
dtatu
msg #146509
2/10/2019 11:30:36 AM

set{bla, high 10 day high - low 10 day low}
set{blb, bla * .25}
set{bl, low 10 day low + blb}

set{bra, bl - close}
set{brb, bra / blb}
set{br, 10 * brb}

set{taa, ma(10) * 2}
set{tab, taa - close}
set{tac, ma(10) / tab }
set{tad, tac + 1}
set{tai, br * tad}

set{pointb1, bla * .125}
set{pointb, bl + pointb1}

set{pointc, low 10 day low + pointb1}

draw ma(20)
draw ema(9)
draw ma(50)
draw bl on plot price


add column separator
add column tai
add column bl
add column separator
set{gr, count(tai above 10,1)}
set{ta, count(tai between -5 and 10,1)}
set{wait, count(tai between -10 and -4.9,1)}
set{bad_idea, count(tai below -10,1)}
set{alpha_start, count(tai below -50,1)}
set{alpha_end, count(tai crossed above -30,1)}

add column gr{get_ready}
add column separator
add column ta{take_action}
add column MACD Histogram(12,26,9)
add column 2 day slope of MACD Histogram(12,26,9)
add column separator
add column wait
add column bad_idea
add column separator
add column alpha_start
add column alpha_end
add column separator

draw tai line at -50
draw tai line at -10
draw tai line at -5
draw tai line at -31

draw alpha_start
draw alpha_end
draw Slow Stochastics Fast %K(5,5)
draw Slow Stochastics Fast %K(12,3,3)
draw ta

chart-length is 6 months

symlist(spy,dia,qqq,sds,vxxb,iwm)
Sort column 11 descending

Filter Exchange · Alpha Filter based on Ron Groenke Visions V
dtatu
msg #146493
2/9/2019 11:06:14 PM

It looks good, at the first glance, this filter.
If anybody can backtest it?

General Discussion · Is this a crash or a correction?
dtatu
msg #145841
modified
1/2/2019 8:06:02 PM

Try this, as an opinion

https://twitter.com/slopeofhope/status/1079085327384543233?s=21

Or, maybe , this?

https://youtu.be/_-J-GvHIcIs

Filter Exchange ·  /* Markets go to Hell in a Handbasket Symlist */
dtatu
msg #145498
12/8/2018 10:16:37 AM

could this be linked to the fact that the filter uses calendar vs trading days?
Is there a way to change this?
( I have no backgroud on programming:big Zero)

Filter Exchange ·  /* Markets go to Hell in a Handbasket Symlist */
dtatu
msg #145492
modified
12/7/2018 10:31:29 PM

I love this filter, POINT!
I use it with weekly Options spreads( diagonals), which give me the extra time for error in the trend.
The signals seem to be very reliable.
Question: In real time ,Though,I got some problems: let's say, today I look at the column-signal, and the signal, did not,yet, turn,from positive to negative; but, tomorrow, the column signals that the turn took already place 2 or 3 days ago !
If I go backwards and check the plots I notice that they changed already one day ago, although, in real time, they did not, when I checked , yesterday?
Is there a problem with the count?
Thanks for your help.

Stock Picks and Trading · EGAN
dtatu
msg #144598
9/7/2018 9:59:14 PM

I would suggest,one should check the chart on multiple time frames , before taking a trade?
the weekly chart gives a more prudent story: big , engulfing, bear candle, followed by 7 weekly slowly inching higher candles( bear flag - ish), the continuation down , big time.

https://www.barchart.com/stocks/quotes/EGAN/technical-chart?plot=CANDLE&volume=total&data=WO&density=L&pricesOn=0&asPctChange=0&logscale=0&indicators=EXPMA(10);EXPMA(20);EXPMA(50);EXPMA(100);EXPMA(200);MACD(20,50,9);MACD(12,26,9);STOSL(5,3)&sym=EGAN&grid=1&height=500&studyheight=100

General Discussion · What did everybody fall off the face of the earth?
dtatu
msg #144597
modified
9/7/2018 9:42:59 PM

I'm also afraid that Kevin, himself lost a good shirt on that XIV trade : he was showing stats suggesting significant amounts of money involved; Probably , like all of us , he's never thought that a 100% increase on VIX : 12 to 24, would mean a 100% loss in an inverse fund: XIV 130 to 5 then ZERO !!
That , I hope , will be a lifelong lesson for ALL of us about the leveraged and inverse funds.

General Discussion · What did everybody fall off the face of the earth?
dtatu
msg #144594
modified
9/7/2018 9:21:25 PM

I think , the XIV- 100% loss deceived many, many , followers of Kevin 's research and,I also think, many of them were too heavily- over- invested in it ?
Maybe they take a break to refuel, if they are really passionate about speculation, unless this might have been a fatal blow to them?
That is the reason I keep warning people:"STOP testing your ideas and trading the 2x,3x,straight or inverse ETFs !
That blow was SO fast , people had NO CHANCE to react to it: they saw a loss of 98% OVERNIGHT!(You remember? XIV was , I think about 90 before the close, then, in after hours, finished around 15!!; you went out for dinner, you lost all your money in the after hours session)

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