StockFetcher Forums · General Discussion · XIV<< 1 ... 5 6 7 8 9 ... 22 >>Post Follow-up
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
3,172 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
3,172 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
6,090 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.


davesaint86
726 posts
msg #141117
Ignore davesaint86
modified
1/18/2018 7:10:48 AM

I'm updating this post. Just saw your response on the previous thread where you say you do not know what 1/12 is not showing being long. Thanks Mach - In the your filter you just post can you go to the backtest feature entere 2 days and go back to 1/12, It is showing a positive number of 40 under longx-short. If this is case, shouldn't the vertical bar for 1/12 be long and not short?

Thanks,
Dave

davesaint86
726 posts
msg #141118
Ignore davesaint86
1/18/2018 7:14:02 AM

What is funny whether the filter is screwed up or not, the prices on numerous charts that I have viewed are accurate This screwed up filter looks like it gets you in a little early and out a little early.

davesaint86
726 posts
msg #141119
Ignore davesaint86
1/18/2018 7:25:25 AM

The word of the day is "unisance" , lol.

davesaint86
726 posts
msg #141124
Ignore davesaint86
modified
1/18/2018 9:32:38 AM

Sandjco - I do not think this is exactly what you were looking for. You can add e3 crossed above 0 for buys and e3 crossed below 0 for sells. You can always use the bactest function (date offset) to look at the previous day buy or sells and keep a record that way.

Fetcher[
show stocks where e3 crossed above 0

apply to symlist(XIV,TLT,TMF)

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}


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
draw ema(50)

]



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

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