StockFetcher Forums · View by Author: leaddog (38 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 >> 
Stock Picks and Trading · TRADING IRON CONDORS - FUN WITH OPTIONS
leaddog
msg #120862
6/24/2014 6:58:36 PM

Not tying to be picky but for clarity sake, I believe that the 197 call wing of the SPY trade should be STO instead of BTO.

I recently started trading a similar strategy on the SPX and am interested in your take on it.

General Discussion · THERUMPLEDONE SUSPENSION TO BE LIFTED
leaddog
msg #46600
8/25/2006 8:13:17 PM

Hey TRO,

Have you looked at Multichart? http://www.tssupport.com/

From their website:

MultiCharts is a professional charting package that allows you to use thousands of existing TradeStation® studies or create your own in EasyLanguage®-compatible language.

Supported data feeds: IB (TWS), eSignal, Patsystems (J-Trader), IQFeed, MarketCast, Tenfore, Quote.com

I havn't used it, just heard about it the other day.

Don't count the days, make the days count!



General Discussion · Anyone trading S&P E-mini?
leaddog
msg #45647
7/10/2006 9:04:38 PM

Nikoschopen,

I enjoy your emini trading chronicles. I do not trade the ES but rather the ER2. I believe the range is better.

Looking forward to your next posts,

Leaddog



Filter Exchange · ROI = 277916.98% - or: who wants to be a millionaire...
leaddog
msg #45601
7/9/2006 3:46:03 PM

guru_trader
- Ignore guru_trader
- Report offensive post 5/17/2006 1:13:52 AM

>>leaddog, I haven't seen one of your posts in a while. Thanks, though, I've tweaked one of your filters for much success. I found it listed in the "filters you actually trade" thread.<<

I am in and out checking new ideas. I am glad you found it to work for you. As you may know it is based on the TRO’s filters and ideas he has shared with us here.

May your limit order be filled, ;-)



Filter Exchange · A Little Help TRO
leaddog
msg #45600
7/9/2006 3:34:46 PM

Thank you TRO immensely! Your coding skills are top notch. I also thought you would enjoy the challenge of it.

Best regards.


Filter Exchange · A Little Help TRO
leaddog
msg #45538
7/7/2006 10:14:27 PM

Hi TRO,

Do you mind translating this to stockfetcher code?

Below is the uncompiled ESignal code for this indicator. I'm not really familar with Esignal Efs program language but it would appear to me that there is something going on with an ATR in the Squeeze. Perhaps when they refer to a histogram of "pure price action" this is what is being referenced.



function preMain() {
setStudyTitle("FPSqueeze");
setCursorLabelName("FPSqueeze", 0);
setDefaultBarFgColor(Color.blue, 0);
setPlotType(PLOTTYPE_HISTOGRAM,0);
setDefaultBarThickness(4,0);

//addBand(0,PS_SOLID,1,Color.black,"zero");

var BBlow=null;
var BBhigh=null;
var KClow=null;
var KChigh=null;
var Mom=null;
var vHigh=null;
var vLow=null;
var vClose=null;

var fp1 = new FunctionParameter("nMA", FunctionParameter.NUMBER);
fp1.setName("Squeeze Moving Average");
fp1.setLowerLimit(1);
fp1.setDefault(20);

var fp2 = new FunctionParameter("nSD", FunctionParameter.NUMBER);
fp2.setName("Standard Deviation");
fp2.setLowerLimit (1);
fp2.setDefault(2.0);

var fp3 = new FunctionParameter("nColorSqueeze", FunctionParameter.COLOR);
fp3.setName("Squeeze Color");
fp3.setDefault(Color.red);

var fp4 = new FunctionParameter("nColorAction", FunctionParameter.COLOR);
fp4.setName("Action Color");
fp4.setDefault(Color.lime);
}
function ATR(nInputLength) {
var dSum = 0;
var dH = high(0, -nInputLength);
var dL = low(0, -nInputLength);
var dC = close(-1, -nInputLength);
if (dH == null || dL == null || dC == null) {
return;
}
for (i = 0; i < nInputLength; ++i) {
var vTrueHigh = Math.max(dH, dC);
var vTrueLow = Math.min(dL, dC);
var vTrueRange = (vTrueHigh - vTrueLow);
dSum += vTrueRange;
}
dSum /= nInputLength;
return dSum;
}

function main(nMA, nSD, nColorSqueeze, nColorAction) {

//Bollinger Band Variables using 1.4 Standard Deviation
var myStudy1 = upperBB (nMA,nSD);
var myStudy2 = lowerBB (nMA,nSD);
var momStudy1 = ema(10,mom(12));
var macdstudy = new macdHist(12,26,9);

BBlow = myStudy2.getValue(0);
BBhigh = myStudy1.getValue(0);
Mom = momStudy1.getValue(0);
macdvalue = macdstudy.getValue(0);

var BarCntr;
var nRangeFactor = 1.5;

if (getBarState() == BARSTATE_NEWBAR)
BarCntr += 1;

if (BarCntr < nMA) {
return;
} else {
var dKeltnerBasis= call("/Library/KeltnerEMA.efs", nMA);
var dATR = ATR(nMA);
//return new Array(dKeltnerBasis + (nRangeFactor * dATR), dKeltnerBasis, dKeltnerBasis - (nRangeFactor * dATR));


KClow = (dKeltnerBasis - (nRangeFactor * dATR));
KChigh = (dKeltnerBasis + (nRangeFactor * dATR));
}
//Logic to create red or blue Squeeze signal
if ((BBhigh <= KChigh) && (BBlow >= KClow)) {
drawShapeRelative(0,0,Shape.CIRCLE,null,nColorSqueeze,Shape.TOP);
}
if ((BBhigh > KChigh) && (BBlow < KClow)) {
drawShapeRelative(0,0,Shape.CIRCLE,null,nColorAction,Shape.TOP);
}

if ((BBhigh <= KChigh) && (BBlow <= KClow)) {
drawShapeRelative(0,0,Shape.CIRCLE,null,Color.black,Shape.TOP);
}
if ((BBhigh > KChigh) && (BBlow > KClow)) {
drawShapeRelative(0,0,Shape.CIRCLE,null,Color.black,Shape.TOP);
}


if (Mom > 0) {
setBarFgColor(Color.blue);
}
else {
setBarFgColor(Color.red);
}

drawTextPixel( 1, 93, "BB Squeeze v0.1", Color.black, null, Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM | Text.BOLD, "Arial",10 );

return ((Mom+macdvalue)/2);

}


Filter Exchange · ROI = 277916.98% - or: who wants to be a millionaire...
leaddog
msg #43790
5/16/2006 8:59:43 PM

Koronbock

How do you handle the ask/bid spread?


Filter Exchange · Who really wants to find the next NTRI?
leaddog
msg #42900
4/11/2006 11:15:36 PM

stocktrader

Thank you for taking the time to share your trading technique. If I understand, you place the stocks from the filter into a watch list monitor them after the open to find the ones which appear to be moving with the market and scale in if you are right. Is this correct?


Filter Exchange · Who really wants to find the next NTRI?
leaddog
msg #42878
4/10/2006 9:32:40 PM

stocktrader
<<4/10/2006 3:58:24 PM

<<Another $1,800 today!

<<SHORTing BRCD and KRY !
<<Using the WARM display....and the secret RSI(2).

<<Did I mention how great the Next NTRI filter is?

First I feel that it is very sporting of you to show your appreciation to TRO.

I am trying to understand your use of the filter and how you chose BRCD and KRY to short using the filter. It took me awhile to understand RSI(2) so maybe I am a bit slow.


Backtesting Support · Backtest Error
leaddog
msg #38392
10/10/2005 10:39:30 AM

tomb,

I ran a back test on the filter below from 05/30/2003 to 10/01/2003 and it picked "TPPH on 06/16/2003" However the RSI(2) is not less than 5. I noticed this on today on other backtest results. Please look into this as false returns are serious.

show stocks where RSI(2) is less than 5
and Close has been decreasing over the last 3 days
and Close dropped > 20 percent over the last 3 days
and close 3 days ago < open 3 days ago
and close 2 days ago < open 2 days ago
and close 1 day ago < open 1 day ago
and Average Volume(10) is above 300000
and close is between .3 and 2

TPPH 06/16/2003 1.81 06/19/2003 2.02 -16.02% 16.02% 11.60% -11.60% -8.29% -13.26% -20.44% -39.78% BUY-HOLD


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