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General Discussion · Xiv,uvxy,tvix,vixy,vxx,dia,spy,ndaq
olathegolf
msg #141802
2/3/2018 10:42:59 AM

https://yhoo.it/2DZf4Xr

Yahoo allows you to overlay symbols on a chart. Not sure if this is what you were referring to Karen.

Filter Exchange · MY XIV TRADING SYSTEM USING STRATASEARCH FILTERS
olathegolf
msg #141724
modified
2/1/2018 11:31:35 PM

For 2/1/18, I get:
#16 Buy
#33 Sell
#7 Hold
#19 Hold
#27 Hold
#35 Hold
#31 Hold
#23 Hold
#15 Hold
#13 Hold
#10 Hold

(Yahoo is now showing the correct close of 129.35)

General Discussion · XIV
olathegolf
msg #141217
1/20/2018 11:38:05 PM

Davesaint86, the DMA shown on the charts are off (long triggers, short triggers, and DMA/MA crossovers).

Easiest way to see this is to run your filter. Then click on XIV to see the chart. Have the chart on one screen and the filter on another. Below the filter click on the date offset to back up one day at a time. When you see the long/short trigger on your table change from positive to negative or negative to positive, note the day of the change and see if it matches the chart.

SF is saying that they won't match. If you simply printed the chart and gave it to someone, it would look like gold. The reality is that accurate displacement can only happen after those bars have been printed - and DMA can't see into the future.

So, as a result, the DMA triggers shown on the chart are earlier than you'd actually see them when you run the current filter. Looking through the last 11 pages of this thread, you can see that many people are noticing this.

Still great filters, don't get me wrong. I was initially lulled into thinking that the chart and table matched - and looking at the chart allowed me a quick way to visually backtest the system. Seeing the crossovers and long/short triggers is very visual. Problem is that they may not be entirely accurate if you use DMA.

General Discussion · XIV
olathegolf
msg #141207
1/20/2018 7:08:36 PM

I posted this on 1/12 but I think it's worth posting again.
If you're using DMA, you need to know that it's really not possible to backtest. When glancing at any chart with the long/short triggers, it seems like the holy grail - but on further inspection, you'll notice that the tabular data (when using date offset) does not match the chart.

Here was the SF response to my question:
SF>The tabular value, when using the date offset, shows the DMA value as it was on that date.The issue you are experiencing is related to date offset and the StockFetcher chart that shows a continuous plot of the DMA to the current date.

Further, I found the following link in SF Help:
https://www.stockfetcher.com/help/Negative-Offset-Displaced-Moving-Average/100315

General Discussion · XIV
olathegolf
msg #140933
1/12/2018 11:32:04 PM

Great filter, Dave. Thanks.

I used the DMA indicator recently - generating similar longposition and shortposition signals. I manually backtested using the date offset feature (below the filter window). I noticed that the long/short signals in the table differed from the signals shown on the chart. There were many more signal changes in the table.

I asked StockFetcher and they advised as follows:
SF>The tabular value, when using the date offset, shows the DMA value as it was on that date.The issue you are experiencing is related to date offset and the StockFetcher chart that shows a continuous plot of the DMA to the current date.

Further, I found the following link in SF Help: https://www.stockfetcher.com/help/Negative-Offset-Displaced-Moving-Average/100315

General Discussion · SOME ONE IS LEAVING - ME OR SHILLLIHS
olathegolf
msg #140562
1/1/2018 1:53:20 PM

It's too bad that shillllihs feels like he has to be "the man" all the time. So many posts laced with narcissism and vitriol. Self-absorbed behavior is so unnecessary.
Kevin takes the approach of a teacher. He is concise, thorough, and patient. He shares his knowledge - not to boast but to give back to the SF community.

General Discussion · Download Date
olathegolf
msg #117318
12/10/2013 1:29:22 PM

Is there a way to download the date that the filter was run? It would be nice to be able to show date as output, click download CSV and have it appear in the Excel spreadsheet. Then if I ran the filter for multiple days, I wouldn't have to enter the dates manually.

Anybody know how to do this?

Filter Exchange · TRO'S CROCK POT 2.0
olathegolf
msg #116269
10/25/2013 9:15:10 PM

alf44 - TRO deserves kudos as this was a variation of his original filter. When I said "just", I suppose it sounded like a minimizing phrase. That was not my intent. He has many great posts.

Filter Exchange · TRO'S CROCK POT 2.0
olathegolf
msg #116233
modified
10/24/2013 6:13:44 PM

On a daily time frame, I think this is just a variation of TRO's MTC.

Trigger is 3% above the open.
Counts how many times you achieve 0.25%-3% above the trigger

Fetcher[
set{hiop,high - open}
set{hioppct,hiop / open}
set{trigger,0.03} /*Trigger - Stock Up 3% from open*/
set{trigger1,1 + trigger}
set{triggervalue,trigger1 * open}
set{gain0.25%,trigger + 0.0025}
set{gain0.5%,trigger + 0.005}
set{gain1.0%,trigger + 0.01}
set{gain1.5%,trigger + 0.015}
set{gain2.0%,trigger + 0.02}
set{gain2.5%,trigger + 0.025}
set{gain3.0%,trigger + 0.03}
set{uptrigger,count(hioppct > trigger,100)}/*Count how many times stock achieves 3% above open*/
set{upgain0.25%,count(hioppct > gain0.25%,100)}/*Count how many times stock achieves 0.25% above trigger*/
set{upgain0.5%,count(hioppct > gain0.5%,100)}/*Count how many times stock achieves 0.5% above trigger*/
set{upgain1.0%,count(hioppct > gain1.0%,100)}/*Count how many times stock achieves 1.0% above trigger*/
set{upgain1.5%,count(hioppct > gain1.5%,100)}/*Count how many times stock achieves 1.5% above trigger*/
set{upgain2.0%,count(hioppct > gain2.0%,100)}/*Count how many times stock achieves 2.0% above trigger*/
set{upgain2.5%,count(hioppct > gain2.5%,100)}/*Count how many times stock achieves 2.5% above trigger*/
set{upgain3.0%,count(hioppct > gain3.0%,100)}/*Count how many times stock achieves 3.0% above trigger*/
set{up0.25,upgain0.25%}
set{up0.5,upgain0.5%}
set{up1.0,upgain1.0%}
set{up1.5,upgain1.5%}
set{up2.0,upgain2.0%}
set{up2.5,upgain2.5%}
set{up3.0,upgain3.0%}
add column open
add column uptrigger{trigger3%}
add column triggervalue
add column up0.25{up0.25%}
add column up0.5{up0.5%}
add column up1.0{up1%}
add column up1.5{up1.5%}
add column up2.0{up2%}
add column up2.5{up2.5%}
add column up3.0{up3.0%}
sort column 8 descending

average volume(30) above 500000
close above 10
uptrigger above 40
]



Filter Exchange · TRO'S CROCK POT 2.0
olathegolf
msg #116049
10/18/2013 3:54:04 PM

Kevin - I had forgotten about that post. Good stuff. Thanks.

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