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Cheese
1,374 posts
msg #146464
Ignore Cheese
2/7/2019 10:20:36 AM

karennma, a gentle reminder of this filter written by davesaint86 for you
======================================================

davesaint86
msg #140898 1/12/2018 1:59:26 PM

Here is the actual filter with everything in it Karen.

Submit
Fetcher[

apply to symlist(ddm,dgld,dwt,labd,mco,spgi,goog,v,ma,cboe,rpv,rpg,qqq,mdy,vea,tlt,jnk,ief,gdx,ita,pjp,robo,smh,slv,xib,agq,zsl,uco,sco,oil,ftec,sso,qld,mvv,ddm,tmf,eev,ziv,xiv,cure,ugaz,dgaz,uslv,dslv,uwt,dwt,labu,labd,soxl,soxs,rusl,nugt,dust,upro,tqqq,midu,udow,nvda,cme,schw,ice,eftc,ba,agg,cwi,spy,iwm,dgld,ugld,shy,qid,sds,sqqq,spxu,drn,drv)


draw Bollinger Bands(18,2)
and draw Slow Stochastic(14,3) Fast %K line at 20.00 and draw Slow Stochastic(14,3) Fast %K line at 80.00
and draw Slow Stochastic(14,3) Fast %K line at 50.00
and draw Slow Stochastic(5,1) Fast %K line at 20.00 and draw Slow Stochastic(5,1) Fast %K line at 80.00 and draw Slow Stochastic(5,1) Fast %K line at 50.00
draw ma(18)
draw ma(100)
draw ma(200)
set{E3,dma(8,-5),8)-cma(DMA(8,-5),8) }
set{Longposition, count(E3 > 0,1)}
set{Shortposition, count(E3 < 0,1)}
SET{TRIGGER,0}
draw Longposition on plot
draw Shortposition on plot
draw dma(8,-5),8)
draw cma(DMA(8,-5),8)


set{E4, TSI(5,5,9) - Smoothed TSI(5,5,9)}
set{TDLongposition, count(E3 > 0,1)}
set{TDShortposition, count(E3 < 0,1)}
SET{TDTRIGGER,0}
draw TSI(5,5,9)

set{E9, close above ma(18)}
set{DLongposition, count(E9 > 0,1)}
set{DShortposition, count(E9 < 0,1)}
SET{DTRIGGER,0}


set{CRS1, rsi(4),1)}
set{CRS2, rsi(9),1)}
set{CRS3, rsi(30),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}


set{CRS4, weekly rsi(4),1)}
set{CRS5, weekly rsi(9),1)}
set{CRS6, weekly rsi(30),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}

set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}


set{RSI30, RSI(30) - 50}
set{CRSI_Bar, RSI30}
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI9, RSI(9) - 50}
set{RSI9_line, RSI9}
draw RSI9 on plot CRSI_Bar
set{RSI4, RSI(4) - 50}
set{RSI4_line, RSI4}
draw RSI4 on plot CRSI_Bar

set{drsilong1, count(rsi(30) above 5, 1)}
set{drsilong2, count(rsi(4) above rsi(30), 1)}
set{drsilong3, count(rsi(9) above rsi(30), 1)}
set{drsilong4, drsilong1 + drsilong2}
set{drsilong5, drsilong4 + drsilong3}
set{drsilong, count(drsilong5 equals 3, 1)}
set{drsishort, count(drsilong5 less than 3, 1)}
SET{DRSITRIGGER,0}
draw drsilong on plot
draw drsishort on plot
set{IFT_Bar,IFT(4,1)}
draw IFT_Bar
PlotType{IFT_Bar,zerobar}
DRAW IFT(4,1)
DRAW IFT(4,1) LINE AT .50
DRAW IFT(4,1) LINE AT -.50
DRAW IFT(4,1) LINE AT 0





set{wrsi1, weekly rsi(4)}
set{wrsi2, weekly rsi(30)}
set{wrsi3, count(wrsi1 > wrsi2,1)}


set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}








set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{C-RS, CR1 + CRS126}

set{wsto, weekly Slow Stochastics(14,3)}
set{dsto, Slow Stochastics(14,3)}
set{wdsto, wsto + dsto}
set{CSTO, wdsto / 2}


set{TWRSI4, weekly RSI(4)}
set{TWRSI9, weekly RSI(9)}
set{TWRSI30, weekly RSI(30)}
set{TWRSI1, TWRSI4 + TWRSI9}
set{TWRSI2, TWRSI1 + TWRSI30}
set{A-WRSI, TWRSI2 / 3}

set{TDRSI4, RSI(4)}
set{TDRSI9, RSI(9)}
set{TDRSI30, RSI(30)}
set{TDRSI1, TDRSI4 + TDRSI9}
set{TDRSI2, TDRSI1 + TDRSI30}
set{A-DRSI, TDRSI2 / 3}






set{E10, close above Upper Bollinger Bands(18,2)}
set{BBLongposition, count(E10 > 0,1)}
set{BBShortposition, count(E10 < 0,1)}
SET{BBTRIGGER,0}


set{var,ind(^vix,close)}
set{var1,ind(^vxv,close)}
set{ratio,var/var1}

add column separator

add column BBLongposition{BBSell}
add column separator
add column Longposition {DMA8}
add column separator
add column TDLongposition{DTSI}
add column separator
add column drsilong {DRSI}
add column separator
add column DLongposition {MA18}
add column separator

add column wrsilong {WRSI}
add column separator
ADD COLUMN ROC(126,1) {6 mth %}
add column separator
ADD COLUMN ROC(63,1) {3 mth %}
add column separator
ADD COLUMN ROC(21,1) {1 mth %}
add column separator
add column C-RS
add column separator
add column Upper Bollinger Bands(18.2) {Up-BB}
add column separator
add column lower Bollinger Bands(18.2) {Low-BB}
ADD COLUMN SEPARATOR
add column weekly Slow Stochastics(14,3){wSto}
ADD COLUMN SEPARATOR
add column Slow Stochastics(14,3){dSto}
ADD COLUMN SEPARATOR
add column csto
ADD COLUMN SEPARATOR
add column A-WRSI
ADD COLUMN SEPARATOR
add column A-DRSI
ADD COLUMN SEPARATOR
add column c-rsi
ADD COLUMN SEPARATOR
add column IFT(4,1) {dift}
add column separator
add column weekly IFT(4,1) {wift}
add column separator

add column rsi(4){drsi4}
add column separator
add column rsi(9){drsi9}
add column separator
add column rsi(30){drsi30}
add column separator
add column RSI(2)
add column separator
add column ratio
add column separator
add column atr(21) {Atr}
add column separator
add column average day range (21){ADR%}



do not draw MACD(12,26)
do not drawn line 0
do not draw MA(250)
do not draw MA(50)
do not draw EMA(250)


SORT COLUMN 34 DESCENDING
chart-time is 75 days
]




SAFeTRADE
649 posts
msg #146467
Ignore SAFeTRADE
2/7/2019 2:09:18 PM

Change VXX to VXXB in filter and you will get Riskon and Riskoff to plot.

Fetcher[apply to symlist(spy,iwm,qqq,vxx)
set{vxxc, ind(vxxb,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,5)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,5)}



set{riskon, count(vxvvxx > or = to vxxavg,1)}
set{riskof, count(vxvvxx < or = to vxxavg,1)}

set{risk_on, count(vxvvxx crossed above vxxavg,1)}
set{risk_of, count(vxvvxx crossed below vxxavg,1)}


draw ma(50)
draw ma(100)
draw ma(200)

draw vxvvxx on plot vxxavg
draw riskon
draw riskof


add column riskon{riskon=long_spy}
add column separator
add column riskof{riskoff=short_spy}
add column separator

/* Bull or Bear by Marty Chenard */
/* http://www.stocktiming.net/?p=3711 February 5, 2018 */
/* https://www.stockfetcher.com/forums/Filter-Exchange/Connors-TPS/146101/99999 */
/* bull when all three indices have rsi(30) > 50 */
/* bear when all three indices have rsi(30) < 50 */
/* deterioration when one or more indices have rsi(30) < 50 */

set{RSI30, RSI(30) - 50} /* davesaint86 */
set{CRSI_Bar, RSI30} /* davesaint86 */
draw CRSI_Bar /* davesaint86 */
PlotType{CRSI_Bar,zerobar} /* davesaint86 */
add column rsi(7)
add column rsi(14)
add column rsi(30)
chart-length 6 months
]





shillllihs
6,098 posts
msg #146469
Ignore shillllihs
2/7/2019 2:52:50 PM

It’s neat that everyone is providing these long/short market filters, but the only problem is they’re all slightly contradictory of each other. Anyone else kind of bemused by this?

four
5,087 posts
msg #146590
Ignore four
modified
2/15/2019 11:28:01 AM

https://seekingalpha.com/article/4241345-caused-recession-2019minus-2021
Charles Hugh Smith
Feb. 15, 2019 1:55 AM ET

The banquet of consequences is now being served, but the good seats have all been taken by those with no debt, unimpaired collateral and little dependence on central bank stimulus or central state legerdemain. All that's left are the bad seats with horrendous consequences for perverse, distorting policies that refused to deal directly with painfully obvious imbalances.


four
5,087 posts
msg #146689
Ignore four
2/22/2019 3:02:39 PM

From 1981
https://www.theatlantic.com/magazine/archive/1981/12/the-education-of-david-stockman/305760/

shillllihs
6,098 posts
msg #146690
Ignore shillllihs
2/22/2019 3:06:46 PM

It's a correction.

karennma
8,057 posts
msg #146789
Ignore karennma
3/4/2019 7:26:13 AM

President Trump - January 2, 2019
"there was a “glitch” in stock markets last month, but they will go up again as trade deals are made and have a long way (up) to go."


President Trump does it again.
That man amazes me.
Liz Sonders, Ralph Acampora ... he beat the experts at their own game.


Cheese
1,374 posts
msg #146813
Ignore Cheese
3/5/2019 10:48:51 AM

@karennma, a few notes from my readings:

Recently, Liz Ann Sonders's posts seemed more cautious and Trump's rhetoric a bit stale.
It is not a bad idea to base our market divinations on some specifics if we can.

There are a few posts and stats on bear markets and bear market rallies by quants around
the financial blog-o-sphere and Twitterdom. Bear markets typically had several violent
bear market rallies that felt liek a resumption of the bull market, and killed many bull
and bear accounts alike. It is believed that bear market rallies killed more bear accounts
than bull markets.

What are some of the things that the pros do to distinguish bear market rallies from
resumption of bull markets?

In a bear market rally, junk outperforms quality.
the well-respected Helene Meister flashed this alert on Feb 27, 2019:
BBY +50% off the lows.
AMZN +25%

Some believed that in a bull market, $NYA200R the % of NYSE stocks above their MA200 should
remain above 60%.
Some people compare $NYUPV the NYSE Volume Advancing to $NYDNV Volume Declining and
$NYTV Total Volume.
Some look at the relationships and relative strengths between asset classes, asset sizes and sectors.

To be consistent with past practices, only when the market has reached another new all-time high,
can we say that the bull market is back.

Last but not least: WDIK ;^)

StockFetcher Forums · General Discussion · Is this a crash or a correction?<< 1 ... 18 19 20 21 22 >>Post Follow-up

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