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General Discussion · Stockfetcher Support....AEP?
fortyfour
msg #113023
4/28/2013 6:32:36 PM

AEP, American Electric Power, a member of the SP100/500 etc. appears
to have incorrect price data as of 20 days ago. This really distorts backtest results
as my long strategy has a trade +9000% for AEP.

Thanks.


Filter Exchange · uvxy is an easy 25-50% move up in the next 2 weeks
fortyfour
msg #112747
4/13/2013 10:58:55 PM

That's not Avery...he does not predict. Just draw a horizontal line anywhere on any chart. Buy on a cross above and sell on a cross below. Simple ....that's all.

General Discussion · Not enough mechanical system experience
fortyfour
msg #112746
4/13/2013 10:33:51 PM

I think a profitable system must factor "context". Context to me usually means overall conditions such as bull/bear
market , sector relative strength, stocks above ma(200), relativie strength of asset classes and so on. For example,
IBD 100 breakouts to new highs can only work in a trending bull market. This system should shut off under certain market conditions. I add extra parameters /indicators to help with this decision with trade offs , ie: fewer trades etc...
Also, I can get these parameters wrong and the system continues to trade when things are obviously not going well.
It may have back and forward tested well but for unknown reasons it is doing worse than what should be expected.
I wonder if I should scrap the context parameters and learn to focus on technically trading the equity curve with an RSI or moving average. One could live trade a system when performing well and switch to sim trading until the next bullish signal on the equity
curve. Ideally , in theory , some other uncorrelated system would be in a sim drawdown and possibly being to perform well as the other is failing. I know in theory this sounds good but I would think this takes a skill level that as of now I do not have.
Anyone travelled/ traveling this path and have any thoughts or words on this subject?


General Discussion · Laguerre RSI
fortyfour
msg #110272
1/16/2013 6:35:08 PM

http://forexcashback.hubpages.com/hub/Laguerre-Custom-MT4-Indicator
http://www.wisestocktrader.com/indicators/2026-ehlers-laguerre-rsi

The popularity of RSI indicator flters leading to complete systems devoloped by people on SF in my opinion are
the main seling point. And yes, Kevins contibutions to this are awesome. This indicator may be another nice tool in this bag.
The Laguerre indicator is implemented in Metatrader, NinjaTrader, TradeStation, and popular in the Forex markets.
It does seem processor/resource intensive . Filtering whipsaws/noise in varying EOD time frames with the adjustable "gamma" parameter is what caught my attention.
Hope you can do it. Thanks.

General Discussion · Laguerre RSI
fortyfour
msg #110216
1/15/2013 9:03:38 PM

Kevin,
Could you please ask Stockfetcher to add this indicator. There was a public
Attempt to do the math for this indicator on SS . I would almost want to keep
This indicator widely unknown but I can't do the math.
Seriously, check it out . You have more weight with SF than anyone and
Your contributions are appreciated.

General Discussion · TIP: How to install Flash Player on Android Phones to use StockFetcher Charts.
fortyfour
msg #110021
1/9/2013 8:50:37 PM

I am not a huge fan of the SF iPad app. I paid $5 for web browser "photon" that supports Flash and
Use full Stockfetcher on my iPad.


Filter Exchange · HYG vs. TLT
fortyfour
msg #109622
modified
12/25/2012 6:39:43 PM

The entire trade of (TLT/HYG) / SPY has been added as the "SPREAD" variable.
I havent checked this ratio for accuracy but simple calculations show that it is
more volatile than the original (TLT/HYG) ratio as it factors in the short SPY leg.

Buying the "trade" (maybe at a bottom band) means buy TLT, sell HYG and sell SPY (pure risk-off, no hedge beta rocket)
Selling the "trade" (upper band) means buy SPY , buy HYG and sell TLT (pure risk-on)

Havent drawn any bands/stats on the new SPREAD variable.
Good luck to all.



Fetcher[symlist(spy)
and chart-time is 6 months

set{num,ind(tlt,close)}
set{denom,ind(hyg,close)}
SET{LEG2, IND(SPY,CLOSE)}

set{br,num/denom}

SET{SPREAD, BR/LEG2}
DRAW SPREAD
/* BB */
set{brMA10,CMA(br,20)}
set{brSD,cstddev(br,20)}
set{brSD10,2 * brSD}
set{brBOLU,brMA10 + brSD10}
set{brBOLD,brMA10 - brSD10}

set{long,count(br greater than brbolu,1)}
set{short,count(br less than brbold,1)}
draw long
draw short on plot long

draw br
draw brbold on plot br
draw brbolu on plot br
draw brvma10 on plot br
]



Filter Exchange · HYG vs. TLT
fortyfour
msg #109605
12/23/2012 10:14:37 PM

To my knowledge directly testing spreads ( custom price streams) such as TLT-HYG is not directly supported in Stratasearch.
What I have done is download several years of historical data in Yahoo for HYG and TLT.
Then, calculate the day change percentage for each TLT and HYG
Next, net the day change for the day in Excel
Next, (net day change) * (85) , where 85 is any initial price stream value.
Next, (next day net day change) * (previous day price stream value)
Repeat until end.
Now you have a custom price stream of closing values.
In excel set open = close
Set high to close + .5
Set low to close - .5. (High and low are set for visual purposes only in SS chart)
Save date, open,high,low,close columns to file TLT_HYG and convert to file type CSV.
Import prices, ASCII, and set folder stocksTLT_HYG (Get symbol name from file name setting)
Done importing price stream.
Next, create sector, any name, and select single symbol TLT_HYG.
Done, but don't expect to update daily.

I must confess I only have about 10 price streams and have been away from them a while,
But , this peaks my interest again and, frankly, since it is a lot of work, collaborating on these price streams
May be the way to go as there are many issues to address and info on spreads/trading is hard to get.
It is easy to go to stockcharts.com and plug in AAPL:QQQ or TLT:HYG to see relatively equal volatility/neutral spreads
But useless if you want to trade dollar and volatility neutral OIL+YEN it has to be the custom price stream OIL+ 3*YEN.
This gives unique, uncrowded opportunities whereas OIL+YEN chart virtually looks like OIL chart.
PS I don't have the example price stream TLT-HYG. Mostly I look for a hedge and would look at TLT+HYG or -TLT-HYG.
But for what it's worth Tomm11 I am long 5 year notes going into this week. Merry Christmas to all.



General Discussion · MACD Crossover expression
fortyfour
msg #105726
modified
3/28/2012 7:35:31 PM

I have found it difficult in SF to do this type of "pattern" filter.
Is it called the 1,2,3 or ABC pattern?
Basically a downtrend/correction ends and a trend change is
possible because a swing high occured followed by a retracement that does
not take out the previous low? Is this what you are trying to find?

If this is what you are looking for ( I am) maybe others could share similar code.
(This isnt an edge or secret that will go away). I could also put some more
efforts into this idea too. "Four" are you out there?

A perfect example for me would be ISRG and TMF a couple years ago for major trend reversals
and of course everday "good" stocks making HH and HL (or shorts) occur.

This would truly be a filter, not a system, where entries and exits are left to the user.

anyway....maybe this helps.

Fetcher[close > 5
avg vol(90) > 100000

set{x, days(MACD slow line(12,26,9) crossed above 0 ,20)}
set{y, days(MACD fast line(12,26,9) crossed below MACD slow line(12,26,9),2)}

/*macd crossed above 0 only once in 20 days. Change the number of days to suity your needs*/
count( macd slow line(12,26,9) crossed above 0,20) is between 0 and 2

days(MACD slow line(12,26,9) crossed above 0 ,20) is above
days(MACD fast line(12,26,9) crossed below MACD slow line(12,26,9),1)

/* must have the following statement to ensure fast line and slow line crosseover did indeed occur*/
and days(MACD fast line(12,26,9) crossed below MACD slow line(12,26,9),20) is above -1

and MACD slow line(12,26,9) above 0 and
low 20 day low is above low 20 day low 20 days ago


Y > -1
do not draw y
]




General Discussion · Correlation question
fortyfour
msg #105251
3/4/2012 6:01:13 PM


I am studying correlation of GLD,UUP,FXE,TLH,SPY etc ....
I am using "DRAW COR(^SPX,60,CLOSE)" and a nice indicator
is drawn below the price chart.
What I cannot remember and/or find is the way to display
more than one thing ie: UUP and GLD on the same price chart for visual
comparison.
I beleive stockfetcher can do this. Any help appreciated. Thanks.


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