StockFetcher Forums · General Discussion · XIV<< 1 ... 5 6 7 8 9 ... 22 >>Post Follow-up
davesaint86
726 posts
msg #141103
Ignore davesaint86
1/17/2018 9:05:47 PM

I removed a lot of guts of filter to make it easier to troubleshoot. I used the backtest featured and went back three days to Jan 11th. The bar for this date is correct. The bar for Jan 12th is showing a Short bar. In my opinion this is not correct. The bars from yesterday and today are correct. I added the dma(8,-5),8) and cma(dma(8,-5),8) columns. If the dma(8,-5),8) is greater cma(dma(8,-5),8) it should still be a buy. Could it be that the E3>0,1 needs to be modify to less that one something like .0001 maybe? I'll play with tomorrow. If you look at the chart for XIV the lines are right on top of each other.

Fetcher[
apply to symlist(xiv,nugt)

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)

add column dma(8,-5),8)
add column cma(dma(8,-5),8)

add column longposition {DMA8}
chart-time is 75 days
]



davesaint86
726 posts
msg #141104
Ignore davesaint86
1/17/2018 9:49:38 PM

Mach - can you please take a look at the filter in the post above. In my opinion the January 12 vertical bar should be showing long not short. Do you have a fix to resolve this issue? Thanks!

sandjco
648 posts
msg #141105
Ignore sandjco
1/17/2018 9:52:50 PM

Hey Davesaint86...
Is there a way for the filter to spit out the result say...yesterday it was a "sell" but today it turned into a "buy"?

This way..only tickers with a buy signal shows up on the scan?

Thanks

shillllihs
6,101 posts
msg #141106
Ignore shillllihs
1/17/2018 9:55:48 PM

I think but can't be sure, that I've seen as many as 2 bars off on another etf and I definitely have seen bars change intraday. I'd be interested if there was a fix for this.

novacane32000
331 posts
msg #141107
Ignore novacane32000
1/17/2018 10:01:58 PM

Yes, I noticed the signals changing also. Dust signal had changed from shortposition to longposition when I ran it Sunday night .

Ran it again during the day Tuesday and the signal had changed to short and continues short today.



davesaint86
726 posts
msg #141108
Ignore davesaint86
1/17/2018 10:13:51 PM

I do not know if it is the Count function that is screwing the vertical bars up.

Mactheriverrat
3,173 posts
msg #141109
Ignore Mactheriverrat
modified
1/17/2018 11:05:55 PM

XIV -Not sure why the column on 1-12-18 is acting up. Column says long and long position / short position say sell.



Might even be a SF data bug.

Mactheriverrat
3,173 posts
msg #141113
Ignore Mactheriverrat
modified
1/18/2018 12:58:37 AM

Let me throw some code out here using Dave's code and some counting code from FOUR on XIV.

Submit
Submit
Fetcher[apply to symlist(XIV)

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)
/* LONGSHORT is number of consecutive days Longposition above (+)/below(-) previous Shortposition */
set{LONGSHORTb,days( Longposition is above Shortposition ,250)}
set{LONGSHORTa,days( Longposition is below Shortposition ,250)}
set{LONGxSHORT, LONGSHORTa - LONGSHORTb} and add column LONGxSHORT {LONG_x_SHORT}


draw ema(50)

]



Using the count code . Just how many times could one have got in and out of XIV.

Cheese
1,374 posts
msg #141114
Ignore Cheese
modified
1/18/2018 1:07:51 AM

For an explanation of DMA & its corresponding MA,
as well as a caution about why DMA should not be backtested

please refer to the 2006 posts by BFreshour and maxreturn
at the following link:

https://www.stockfetcher.com/sfforums/?mid=39945





shillllihs
6,101 posts
msg #141115
Ignore shillllihs
modified
1/18/2018 2:10:38 AM

Aww that was a good read. Their feuds makes ours look tame.
Looks like they didn't have spell check then either. Just kidding, my spelling is terrible.
When they were kings.
So did Riggs buy an island making 7k a day or what?
Bottom line is, I guess DMA is not magic but maybe gets you close to something potentially magical.


StockFetcher Forums · General Discussion · XIV<< 1 ... 5 6 7 8 9 ... 22 >>Post Follow-up

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