StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 16 17 18 19 20 ... 43 >>Post Follow-up
saico
55 posts
msg #102641
Ignore saico
modified
9/21/2011 3:34:10 AM

A big plus of the system is, that it keeps you away from buying into broad market weakness when it gets really bad like in 2008 and during the 2 recent months. Good work Kevin!!!

knightvictor
7 posts
msg #102652
Ignore knightvictor
9/22/2011 7:16:12 AM

Kevin_in_GA
2,000 posts
msg #102640
Kevin_in_GA 9/20/2011 9:12:49 PM

Finally a new BUY signal from the Z-score filter.

CF Industry Holdings (CF).
------------------------------------------------
Hi Kevin,
For some reason my filter doesn't show the CF buy signal - I haven't edited your filter at all so I can't figure out why it is different - was this an intraday signal?

I did see the APOL buy signal with the filter yesterday though.

Thanks Kevin!
-Dan

duke56468
683 posts
msg #102668
Ignore duke56468
9/22/2011 11:02:29 PM

knightvictor....CF did not show today but did yesterday and the day before. Click on the filter on page 1 and click previous in the offset. It should be there. If it isn't you may want to reload the filter.

Kevin_in_GA
4,542 posts
msg #102682
Ignore Kevin_in_GA
9/23/2011 3:56:22 PM

Looks like both COG and EQT are BUY signals (at 3:55 PM with the usual SF delay). Check later on this once final prices are updated.



knightvictor
7 posts
msg #102685
Ignore knightvictor
9/23/2011 6:30:17 PM

Thanks for the information - I must have accidently changed something small that made it not show up on my saved filter.
-Dan

Kevin_in_GA
4,542 posts
msg #102740
Ignore Kevin_in_GA
modified
9/27/2011 3:05:16 PM

Running this filter at 3 PM today, all current holdings register a SELL signal:

CF - in at 163.67, now at 157.17 (-3.97%)
EQT - in at 56.62, now at 59.10 (+4.38%)
APOL - in at 42.28, now at 42.91 (+1.49%)
COG - in at 61.66, now at 67.71 (+9.81%)

No new BUY signals as of 3 PM today.

UPDATE:

Well, the giveback at the end of the day reversed all of the SELL signals. All stocks are still in HOLD mode, with the zscore(16) having to be above -1 to trigger a sell. Here's where they stand:

COG: zscore(16) at -1.04 (up 7.49%)
EQT: zscore(16) at -1.10 (up 2.74%)
CF: zscore(16) at -1.14 (down -5.33%)
APOL: zscore(16) at -1.60 (up 0.14%)



Kevin_in_GA
4,542 posts
msg #102749
Ignore Kevin_in_GA
9/28/2011 11:18:19 AM

Here is how I am monitoring for sell signals (even intraday)

Fetcher[

symlist(cog,eqt,cf,apol)
SET{PRICERATIO, CLOSE / IND(SPY,CLOSE)}
SET{RATIOMA16, CMA(PRICERATIO,16)}
SET{RATIOSTD16, CSTDDEV(PRICERATIO,16)}
SET{DIFF16, PRICERATIO - RATIOMA16}
SET{ZSCORE16, DIFF16 / RATIOSTD16}
SET{THRESHOLD16, RATIOSTD16 * 2}

add column zscore16
sort on column 5 descending

]



I look at the zscore(16) to cross above -1. Right now EQT and COG are SELL signals, while CF and APOL are still HOLD.

novacane32000
273 posts
msg #102765
Ignore novacane32000
9/29/2011 10:02:45 AM

Kevin
Why did you change SPX to SPY?

Kevin_in_GA
4,542 posts
msg #102766
Ignore Kevin_in_GA
9/29/2011 11:10:13 AM

For intraday - SF only updates the indices like ^SPX a the end of each day. Therefore, if you are checking intraday, you are unfortunately using YESTERDAY's ^SPX close instead of the current intraday close.

Small change to allow for more accurate intraday review of zscores. BTW, nice to see that people are looking at the filter syntax rather than just blindly following something - nice job.

duke56468
683 posts
msg #102782
Ignore duke56468
9/30/2011 9:00:57 PM

Kevin_in_GA
2,007 posts
msg #102740
- Ignore Kevin_in_GA
modified 9/27/2011 3:05:16 PM

Running this filter at 3 PM today, all current holdings register a SELL signal:

CF - in at 163.67, now at 157.17 (-3.97%)
EQT - in at 56.62, now at 59.10 (+4.38%)
APOL - in at 42.28, now at 42.91 (+1.49%)
COG - in at 61.66, now at 67.71 (+9.81%)
***********************************************************************************************
I know it wasn't back tested this way but you have to wonder if a person shouldn't take his profit any time of day that he sees the z-score go above -1.

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 16 17 18 19 20 ... 43 >>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