StockFetcher Forums · View by Author: (113 messages)  [ Display By: Date / Subject ]<< 1 ... 3 4 5 6 7 ... 12 >> 
General Discussion · I've asked this before with no luck
olathegolf
msg #142449
2/25/2018 3:38:26 PM

Try this one. I think it's what you had in mind.
Nice little filter for breakouts. Pop.....

Fetcher[
Average Volume(30) above 500000
close above 5

/*Set number of days for the lookback - say 3 days*/
set{a,count(close crossed above ma(10) 3 days ago,1)}
set{b,count(close crossed above Upper Bollinger Band(20,2) 3 days ago,1)}

/*Multiply both a and b together. If result is 1, both events triggered 3 days ago*/
set{MAandBBcross,a*b}
MAandBBcross above 0

/*UBB*/
set{ubb,Upper Bollinger Band(20,2)}

/*Update Chart*/
draw ma(10)
draw Upper Bollinger Band(20,2) on plot price
draw MAandBBcross

/*Update Table*/
add column close 1 day ago
add column close
add column ma(10) 1 day ago
add column ma(10)
add column ubb 1 day ago
add column ubb
]



General Discussion · I've asked this before with no luck
olathegolf
msg #142438
2/24/2018 5:25:18 PM

zaq777,
Is this what you're looking for?
Just edit the number of lookback days.

Fetcher[
Average Volume(30) above 500000
close above 5

/*Set number of days for the initial lookback - say 3 days*/
set{a,count(close crossed above ma(10) 3 days ago,1)}
set{b,count(close crossed above Upper Bollinger Band(20,2) 3 days ago,1)}

/*Add both a and b together. If result above 0, the event triggered by one or both 3 days ago*/
set{MAorBBcross,a+b}
MAorBBcross above 0

/*Next you want to make sure that both events occurred at least once over the last 3 days*/
set{d,count(close crossed above ma(10),3)}
set{e,count(close crossed above Uper Upper Bollinger Band(20,2),3)}

/*Multiply d and e together to indicate that the even occurred for both over the last 3 days*/
set{MAandBBcross,d*e}
MAandBBcross above 0

/*Update Chart*/
draw ma(10)
draw Upper Bollinger Band(20,2) on plot price
draw MAorBBcross
draw MAandBBcross
]



General Discussion · 1 week high
olathegolf
msg #142437
2/24/2018 4:50:14 PM

How about this:
Fetcher[
high 1 day ago below high 1 week high 1 day ago
add column high 1 day ago
add column high 1 week high 1 day ago
]



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?

StockFetcher Forums ·  · << 1 ... 3 4 5 6 7 ... 12 >>

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.