mahkoh
1,065 posts
msg #112597
- Ignore mahkoh |
4/2/2013 5:07:05 PM
Cheese,
Not that it makes a difference for today's signal, but I think the exit should be based on SPX data as well.
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mahkoh
1,065 posts
msg #112599
- Ignore mahkoh |
4/2/2013 5:37:48 PM
fsrlblch and Kevin:
The spreadsheet from fsrlblch shows 8 divergences where cheese's spx version has only 7, it's missing the CMF.
At this point SF is using today's SPX close for calculation.
Which is correct?
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Kevin_in_GA
4,599 posts
msg #112601
- Ignore Kevin_in_GA |
4/2/2013 6:21:25 PM
SS end-of-day data has 8 still in play including the CMF.
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Cheese
1,374 posts
msg #112608
- Ignore Cheese |
4/2/2013 10:17:43 PM
mahkoh, Kevin_in_GA, frsrblch, or anyone,
I've modified the code for exit1 to use "close of ^SPX" instead of "close of SPY" in my msg #112594 above.
If you know how to change the ROC code for exit2 to use close of ^SPX instead of close of SPY,
and how to get the correct count for CMF divergence, please post so all can use.
Many thanks.
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Kevin_in_GA
4,599 posts
msg #112609
- Ignore Kevin_in_GA |
4/2/2013 10:25:32 PM
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}
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Cheese
1,374 posts
msg #112610
- Ignore Cheese |
4/2/2013 10:57:42 PM
Thank you for the code and for this thread, Kevin.
At the time of writing, the CMF divergence using ^SPX in sF still does not match your CMF signal in SS,
even though it adheres to your code on page 1.
The CMF divergence using SPY in sF for Apr 2 , 2013 does match your your CMF signal in SS.
Best regards.
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Kevin_in_GA
4,599 posts
msg #112616
- Ignore Kevin_in_GA |
4/3/2013 8:44:31 AM
That likely means the methods of calculation are different. The easy solution is to drop the CMF Divergence filter from this system if you are relying on SF as your source for signals. Just go with 5 instead of 10.
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Cheese
1,374 posts
msg #112618
- Ignore Cheese |
4/3/2013 9:05:41 AM
Thanks for the advice, Kevin.
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mahkoh
1,065 posts
msg #112627
- Ignore mahkoh |
4/3/2013 5:43:22 PM
Big divergence in the divergence today: SPY based filters shows 2 , SPX based filter 8.
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radiobb2
10 posts
msg #112629
- Ignore radiobb2 |
4/3/2013 8:00:56 PM
When I run the filter on page 22, I see 7, not 8. Did you change something?
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