jackmack
334 posts
msg #112495
- Ignore jackmack |
3/28/2013 1:54:36 PM
Kevin
Would you please give one of the filters as an example so I can see how to change the code on mine.
Not quite following what is being stated above.
Thank you
Cheers
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Kevin_in_GA
4,599 posts
msg #112498
- Ignore Kevin_in_GA |
3/28/2013 5:00:12 PM
Exit triggered today. Needless to say, another 10 successful trades.
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duke56468
683 posts
msg #112504
- Ignore duke56468 |
3/28/2013 7:41:38 PM
There are still 6 divergences triggered so you would only be exiting 4, is that correct?
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Kevin_in_GA
4,599 posts
msg #112505
- Ignore Kevin_in_GA |
3/28/2013 8:23:47 PM
Stratasearch shows 7 BUYs, so you would reduce your exposure from 100% to 70%.
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jackmack
334 posts
msg #112510
- Ignore jackmack |
3/29/2013 8:29:34 AM
Kevin
I guess I am a little confused on the SS data vs SF and I apologize for asking so many questions on this but just when I thought I had it figured out this information comes about.
I realized the data set from SF is after the close and I thought one could take that signal if an entry or exit signal was sent in email that night (if you had that particular divergence filter saved and results emailed to you) to be correct for ones positioning the next day (either exit or enter) BUT now (if I understand correctly) the data from SF is even later by one day? Is that correct?
Thank you for taking the time to explain.
Cheers
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Kevin_in_GA
4,599 posts
msg #112511
- Ignore Kevin_in_GA |
3/29/2013 8:50:32 AM
No - if you substitute the ^SPX for SPY in these filters, just don't use them intraday. That is because the ^SPX data is from yesterday until the market closes ... only then is it updated. In contrast, the data for SPY is updated intraday with a delay, and so could be used for intraday trading decisions if that is what someone wanted to do.
Substituting ^SPX for SPY is the way I would go, and only use trade signals after the market is closed and the value finalized.
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jackmack
334 posts
msg #112514
- Ignore jackmack |
3/29/2013 3:24:18 PM
So like this?
/*CODING FOR DIVERGENCE BETWEEN MA(3) AND THE STOCHASTIC MOMENTUM
INDICATOR*/
SYMLIST(^SPX)
SET{SMI11down, COUNT(SMI(3,6,6) below SMI(3,6,6) 11 days ago,1)}
SET{SMI11down7, COUNT(SMI(3,6,6) DROPPED MORE THAN 7% OVER THE LAST 11
DAYS,1)}
SET{MA3UP2, COUNT(MA(3) above MA(3) 11 days ago,1)}
SET{MA3UP2_7, COUNT(MA(3) gained MORE THAN 7% OVER THE LAST 11 DAYS,1)}
SET{DIV1B, SMI11down * MA3UP2}
SET{DIV2B, SMI11DOWN7 + MA3UP2_7}
SET{DIV3B, COUNT(DIV2B ABOVE 0.5,1)}
SET{SMI11DIV, DIV1B*DIV3B}
ADD COLUMN SMI11DIV
DRAW SMI11DIV
set{exit1, count(close reached a new 10 day high,1)}
set{exit2, count(ROC(15,1) is below ROC(15,1) 10 day high,1)}
set{exit, exit1 * exit2}
count(exit below 0.5,1) above 0
ADD COLUMN EXIT
draw exit
I tried it and it brings up 8701 stocks?
Sorry but I need help on this one.
Help :-) - what am I doing wrong
Thank you
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Kevin_in_GA
4,599 posts
msg #112515
- Ignore Kevin_in_GA |
3/29/2013 4:17:40 PM
No - like this:
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jackmack
334 posts
msg #112517
- Ignore jackmack |
3/29/2013 5:09:59 PM
Dude
You rock
Thank you
Happy Easter
Cheers
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jackmack
334 posts
msg #112564
- Ignore jackmack |
4/1/2013 4:20:36 PM
Not sure why this isn't working
I have tried it several ways and still cannot find what is causing it to flame out.
What am I not doing right?
It has to be 1 item out of place but I swear I cannot find it - sigh.
/*CODING FOR DIVERGENCE BETWEEN MA(3) AND THE Q-STICK INDICATOR*/
SYMLIST(SPY)
SET{QST12down, COUNT(ind(^spx, QSTICK(12)) below ind(^spx, QST(12)) 12 days ago,1)}
SET{QST12down2, COUNTind(^spx,(QSTICK(12)) DROPPED MORE THAN 2% OVER THE LAST 12 DAYS,1)}
SET{MA3UP7, COUNT(ind(^spx,MA(3)) above ind(^spx,MA(3)) 12 days ago,1)}
SET{MA3UP7_1, COUNT(ind(^spx,(MA(3)) gained MORE THAN 2% OVER THE LAST 12 DAYS,1)}
SET{DIV1G, QST12down * MA3UP7}
SET{DIV2G, QST12DOWN2 + MA3UP7_1}
SET{DIV3G, COUNT(DIV2G ABOVE 0.5,1)}
SET{QST12DIV, DIV1G * DIV3G}
ADD COLUMN QST12DIV
DRAW QST12DIV
set{exit1, count(ind(^spx,close) reached a new 10 day high,1)}
set{exit2, count(ind(^spx,(ROC(15,1)) is below ind(^spx,ROC(15,1)) 10 day high,1)}
set{exit, exit1 * exit2}
ADD COLUMN EXIT
draw exit
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