StockFetcher Forums · Filter Exchange · A SIMPLE MARKET TIMING FILTER<< 1 2 3 4 5 ... 6 >>Post Follow-up
duke56468
683 posts
msg #104313
Ignore duke56468
1/9/2012 8:26:48 PM

Kevin... This filter rotated to XLI last week. Your website says sector is still XLU. Am I using this wrong?

Kevin_in_GA
4,537 posts
msg #104316
Ignore Kevin_in_GA
1/9/2012 9:02:52 PM

No, I am in the process of updating the content and layout. You are right that XLI has been the call. I'll update tonight.

Thanks,

Kevin

jackmack
333 posts
msg #104324
Ignore jackmack
1/10/2012 8:02:48 AM

Kevin
Last night XLU dropped out of the filter (not the 90 day look dack -but the 11 day look back)
Any idea why that would have happened?
The data from 1/6/12 report was XLI @ .39 - SPY @ 0.0 - XLU @ -3.02 (all relative strength values)
Last night it was XLI @ 1.08 - SPY @ 0.0 - XLU was not even present.
But - on the 90 day look back all 3 reported as normal.
Let me know when you get a chance
Thank you
jackmack

gmg733
616 posts
msg #104325
Ignore gmg733
1/10/2012 8:27:46 AM

Jack

Look at the filter. What is the roc of xlu right now? This will answer your question.

jackmack
333 posts
msg #104326
Ignore jackmack
1/10/2012 8:51:30 AM

gmg
Not seeing the roc as it is not present in filter info when running both the 11 day and 90 day look back's - where could I find it?
Thanks
jackmack

sbuck143
88 posts
msg #104327
Ignore sbuck143
1/10/2012 10:25:20 AM

Wait , what? Kevin, you have a website? link me stat!

duke56468
683 posts
msg #104328
Ignore duke56468
1/10/2012 11:13:57 AM

http://www.statisticalinvesting.com/#!

jackmack
333 posts
msg #104329
Ignore jackmack
1/10/2012 12:00:44 PM

gmg
I went back and read the thread from the beginning and now I see what
you were referring to - Thank you - got in now.
jackmack

gmg733
616 posts
msg #104330
Ignore gmg733
modified
1/10/2012 12:23:15 PM

:)

Not trying to be difficult. As a side note, since Kevin did plot the ROC on the charts, once you have a chart up you can put in any symbol you'd like. You'd notice the XLU has a ROC < 0.

I trade the same stocks over and over again. When experimenting with new ideas, I'll often do this to see visually how my usual stocks 'look'.


mahkoh
888 posts
msg #104649
Ignore mahkoh
modified
1/27/2012 7:09:57 AM

Added XLI:XLU ratio, if this is declining you may want to tighten your stops. The rel strength lines contracting basically tells you the same thing but the ratio is strictly related to price.
Also switched the colors of rel strength lines, blue line above red go long seems more logical to me.

Fetcher[
set{relstrength, roc(11,1) - ind(SPY, roc(11,1))}

symlist(XLI,XLU,SPY)
ADD COLUMN SEPARATOR
ADD COLUMN relstrength {relative strength}

SORT ON COLUMN 6 DESCENDING
do not draw relstrength
draw ind(XLI, relstrength) on plot ind(XLU, relstrength)

set{ratio,ind(xli,close) / ind(xlu,close)}
draw ratio
]



StockFetcher Forums · Filter Exchange · A SIMPLE MARKET TIMING FILTER<< 1 2 3 4 5 ... 6 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus