StockFetcher Forums · Filter Exchange · An Interesting XIV VXX and SPY Filter<< 1 2 3 4 5 ... 6 >>Post Follow-up
SAFeTRADE
333 posts
msg #132756
Ignore SAFeTRADE
modified
11/23/2016 11:07:18 PM

Fetcher[

set{vxxcls, ind(vxx,close)}
set{xivcls, ind(xiv,close)}


set{macdf, MACD Fast Line(3,6,9)}
set{macds, MACD Slow Line(3,6,9)}
set{n, 0}
set{xivpdi, ind(xiv,pdi(3))}
set{vxxpdi, ind(vxx,pdi(3))}
set{nul, 20}

set{macvxx, ind(vxx,MACD Fast Line(3,6,9))}
set{macxiv, ind(xiv,MACD Fast line(3,6,9))}
set{n2, 0}
set{apex, 1}
set{nadir, -1}

set{macxv, count(macxiv crossed above macvxx,1)}
set{macvx, count(macvxx crossed above macxiv,1)}
set{m, 0}

set{x, count(close equal to vxxcls,1) * macvx}
set{v, count(close equal to xivcls,1) * macxv}



symlist(spy,xiv,vxx)




draw Upper Bollinger Band(50,.8)
draw macvxx on plot n2
draw macxiv on plot n2
draw apex on plot n2
draw nadir on plot n2
draw macvx on plot m
draw macxv on plot m

draw macds on plot n
draw macdf on plot n

draw vxxpdi on plot nul
draw xivpdi on plot nul
draw Williams %R(10)


add column x{longvxx}

add column v{longxiv}
CHART-LENGTH IS 6 months



]



Kevin_in_GA
3,955 posts
msg #132769
Ignore Kevin_in_GA
11/24/2016 10:12:07 AM

Can you check on 11/8/16? It looks like everything had a LONG signal, including both VXX and XIV.

SAFeTRADE
333 posts
msg #132772
Ignore SAFeTRADE
11/24/2016 12:27:43 PM

Thanks, Kevin very good eye! I have altered the code to reflect the signal relative to VXX and XIV
only . The other symbols TVIX and VXZ were for my observational purposes only. I have removed
them and only the SPY remains. Again this only signals the VXX and XIV trades. Also a buy on
the VXX signals a sell on the XIV. A buy on the XIV signals a sell on the VXX. I hope this clears
things up a bit.

pthomas215
443 posts
msg #132781
Ignore pthomas215
11/25/2016 11:17:59 AM

SafETrade, what a great filter. Thank you. There is no replacement for an additional data point to secure your confidence in a trade.

pthomas215
443 posts
msg #132784
Ignore pthomas215
11/25/2016 12:04:52 PM

SAFeTrade, if I want to create the same programming in this filter but look at JDST/DUST versus NUGT/JNUG, would I just change the ETF's? I did try that but the timing seemed off. Thoughts?

jackmack
306 posts
msg #132787
Ignore jackmack
11/25/2016 2:05:35 PM

pthomas215
I was looking at the same thing as well - I was thinking if the MACD cross was the trigger it would give a more reliable entry/exit signal but I do not know how to code that.

SAFeTRADE
333 posts
msg #132793
Ignore SAFeTRADE
modified
11/25/2016 6:10:44 PM

Is this what you had in mind with JNUG/JDST and NUGT/DUST?

Fetcher[


set{vxxcls, ind(jnug,close)}
set{xivcls, ind(jdst,close)}


set{macdf, MACD Fast Line(3,6,9)}
set{macds, MACD Slow Line(3,6,9)}
set{n, 0}
set{xivpdi, ind(jdst,pdi(3))}
set{vxxpdi, ind(jnug,pdi(3))}
set{nul, 20}

set{macvxx, ind(jnug,MACD Fast Line(3,6,9))}
set{macxiv, ind(jdst,MACD Fast line(3,6,9))}
set{n2, 0}
set{apex, 1}
set{nadir, -1}

set{macxv, count(macxiv crossed above macvxx,1)}
set{macvx, count(macvxx crossed above macxiv,1)}
set{m, 0}

set{x, count(close equal to vxxcls,1) * macvx}
set{v, count(close equal to xivcls,1) * macxv}



symlist(spy,dust,jnug)




draw Upper Bollinger Band(50,.8)
draw macvxx on plot n2
draw macxiv on plot n2
draw apex on plot n2
draw nadir on plot n2
draw macvx on plot m
draw macxv on plot m

draw macds on plot n
draw macdf on plot n

draw vxxpdi on plot nul
draw xivpdi on plot nul
draw Williams %R(10)


add column x{longvxx}

add column v{longxiv}
CHART-LENGTH IS 6 months
]





Fetcher[


set{vxxcls, ind(nugt,close)}
set{xivcls, ind(dust,close)}


set{macdf, MACD Fast Line(3,6,9)}
set{macds, MACD Slow Line(3,6,9)}
set{n, 0}
set{xivpdi, ind(dust,pdi(3))}
set{vxxpdi, ind(nugt,pdi(3))}
set{nul, 20}

set{macvxx, ind(nugt,MACD Fast Line(3,6,9))}
set{macxiv, ind(dust,MACD Fast line(3,6,9))}
set{n2, 0}
set{apex, 1}
set{nadir, -1}

set{macxv, count(macxiv crossed above macvxx,1)}
set{macvx, count(macvxx crossed above macxiv,1)}
set{m, 0}

set{x, count(close equal to vxxcls,1) * macvx}
set{v, count(close equal to xivcls,1) * macxv}



symlist(spy,nugt,dust)




draw Upper Bollinger Band(50,.8)
draw macvxx on plot n2
draw macxiv on plot n2
draw apex on plot n2
draw nadir on plot n2
draw macvx on plot m
draw macxv on plot m

draw macds on plot n
draw macdf on plot n

draw vxxpdi on plot nul
draw xivpdi on plot nul
draw Williams %R(10)


add column x{longvxx}

add column v{longxiv}
CHART-LENGTH IS 6 months
]







pthomas215
443 posts
msg #132794
Ignore pthomas215
11/25/2016 6:55:20 PM

SAFeTrade, yes--thank you. Not sure whether you, FOUR, or Kevin from GA should receive the Stockfetcher genius of the year award. This helps so much on entry and exit.

If you were trading DUST and JNUG night-to-night as opposed to a longer swing trade, what specifically would you look at within the chart? The MACD crossover alone? The reason I ask is because DUST and JNUG seem to gap up and down overnight quite often and I am trying to figure out a methodology on how to increase probabilities of catching the nightly gap up.

jackmack
306 posts
msg #132797
Ignore jackmack
11/25/2016 8:15:10 PM

Awesome
How would you make it keeping the entry trigger as is but the EXIT trigger would be the cross of the macds/macdf?


SAFeTRADE
333 posts
msg #132798
Ignore SAFeTRADE
11/25/2016 9:21:25 PM

You would use:

set{macd3, count(macdf crossed below macds,1)}
set{macd0, count(macdf crossed below 0,1)}

draw macd3
draw macd0

add column macd3
add column macd0

You could also try waiting for Macd0 to cross 0, would eliminate whip saws.


StockFetcher Forums · Filter Exchange · An Interesting XIV VXX and SPY Filter<< 1 2 3 4 5 ... 6 >>Post Follow-up

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