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Filter Exchange · Simple Filter for Short Term Options
snappyfrog
msg #147080
modified
3/25/2019 10:50:40 PM

@snappyfrog,

Regarding your 1st long filter:

a. What's the most times you've bought short term calls in one particular stock in one month?

b. Are these short term calls in the money, at the money, or out?

c. Are you using the EMA(8) and the Stochastic%K(40,40,4) in some dual manner to make your final picks for which stocks to place the calls on?

***************

Nibor100, so far the most on any one stock is 6 times in one month on GT (Goodyear Tire). Edit: 6 times buying calls and puts, not just calls.

I always buy no more than 1 strike ITM or OTM.

I use the EMA(8) and sometimes EMA(13) as an exit signal and the Stoch to help me for entries and also to determine whether to keep holding in the middle of a run. It depends on where the %k and %d are located ie.- overbought / oversold, near a cross or turning in the opposite direction.

Filter Exchange · Simple Filter for Short Term Options
snappyfrog
msg #147060
3/24/2019 9:28:55 PM

graft, nice work. I like sorting that by "jump%" low and high. I think I will play with that some myself. I have filters looking for specific gaps, but this is more like using ATR than a gap filter. Sorting that way is interesting.

Filter Exchange · Simple Filter for Short Term Options
snappyfrog
msg #147057
3/24/2019 3:57:58 PM

This is a short term options filter I use just like short swing trading stocks. When the close reaches a new one month low, I buy short term puts. When the price begins climbing from the 1 month low, I buy calls. I only hold 2+ days until the sentiment changes. I use a symlist of optionable stocks that I like to buy calls and puts over and over.

Fetcher[
/* Look back until you see one beginning to climb away from the low for possible call */

apply to symlist(AMD,BA,BKS,BNED,BRZU,CHK,ATVI,CVS,GPRO,GT,HAL,HBAN,KO,KR,NBR,O,PBR,RIG,ROKU,SENS,URBN,V,VALE,VIPS,WGO,WMT,ZNGA)

price near close 1 month low

draw close 1 month low

draw Stochastic %K(40,40,4)
draw ema(8)
add column separator
add column close 1 month high
add column close 1 month low
]



Filter Exchange · Simple Filter for Short Term Options
snappyfrog
msg #147056
3/24/2019 3:56:00 PM

This is a short term options filter I use just like short swing trading stocks. When the close reaches a new one month high, I buy short term calls. When the price begins falling from the 1 month high, I buy puts. I only hold 2+ days until the sentiment changes. I use a symlist of optionable stocks that I like to buy calls and puts over and over.

Fetcher[
/* Look back until you see one beginning to fall away from the high for possible put */

apply to symlist(AMD,BA,BKS,BNED,BRZU,CHK,ATVI,CVS,GPRO,GT,HAL,HBAN,KO,KR,NBR,O,PBR,RIG,ROKU,SENS,URBN,V,VALE,VIPS,WGO,WMT,ZNGA)

price near close 1 month high

draw close 1 month high

draw Stochastic %K(40,40,4)
draw ema(8)
add column separator
add column close 1 month high
add column close 1 month low
]



Stock Picks and Trading · Visions V Trading Room
snappyfrog
msg #147005
3/19/2019 12:48:42 PM

Nice graft

Filter Exchange · FRAMA
snappyfrog
msg #146986
3/18/2019 12:10:14 PM

Same for me. I think this is over my pay grade.

Filter Exchange · FRAMA
snappyfrog
msg #146980
3/18/2019 9:31:06 AM

A search in forums found zilch on this subject. Fractal Adaptive Moving Average aka FRAMA by John Ehlers.

Each FRAMA requires a setting be specified for the Fast Moving Average (FC), Slow Moving Average (SC) and the FRAMA period itself. We tested trades going Long and Short, using Daily and Weekly data, taking End Of Day (EOD) and End Of Week (EOW) signals~ analyzing all combinations of:

FC = 1, 4, 10, 20, 40, 60

SC = 100, 150, 200, 250, 300

FRAMA = 10, 20, 40, 80, 126, 252

Overall the best annualized returns on the Long side of the market came from a FRAMA period of 126 days which is equivalent to about six months in the market, while a “FC” of just 1 to 4 days proved to be most effective.

Here is the link to the setup. Wondering if this is even possible in SF.

http://systemtradersuccess.com/frama-is-it-effective/?fbclid=IwAR2SY3lpkJOQCubJlxOg8yoS1oESAUABbnTfBtYlL2KA8pUtYUMZVN5hY_A

Public Filter List · Really Simple Market Timing Filter 2
snappyfrog
msg #146961
3/17/2019 9:50:31 AM

SAFeTRADE, how does RS (RSAverage/2) play into your decision making? Nice filter BTW.

General Discussion · Accumulation Distribution
snappyfrog
msg #146947
3/16/2019 11:43:31 AM

How does StockFetcher draw their Accumulation Distribution graph (what variables)? I have posted the graph from the default SF and Normalized AD that others including RIGGS has posted.

draw Accumulation Distribution
/* NORMALIZE accumulation distribution */
set{adval, INDPOSITION(accumulation distribution, 30) * 100 }



Filter Exchange · Simple filter for long term option trades
snappyfrog
msg #146942
modified
3/16/2019 12:26:33 AM

ATVI up over $1.50 on the stock price. I actually bought calls when underlying was 43.06. Calls up about 35% so far. I expect it to continue up on Monday.



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