StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 8 9 10 11 12 ... 22 >>Post Follow-up
Kevin_in_GA
4,547 posts
msg #107647
Ignore Kevin_in_GA
8/15/2012 4:54:27 PM

A quick observation - the %D(5,1,5) for SDS at 19.83 is very close to a cross above the %D(5,1,10), now at 21.20.

Same thing for the cross below on SSO, which would trigger a BUY for SSO.

Given that SSO is currently at a resistance point of ~$59 on the daily charts, this is an interesting point in time. Not sure what I'll do - stick to the system or hold out for one day to see if this is possibly a whipsaw (albeit a small one).

springhill
74 posts
msg #107650
Ignore springhill
8/15/2012 6:16:51 PM

jackmack

how are you coding for this in your filter

RSI(42) and MA(100) - when RSI(42) is above MA(100) = go long SSO or go long SDS when below - and

CCI(220) and MA(55) - when CCI(220) is above MA(50) = go long SSO or go long SDS when below - and

thanks


Cheese
118 posts
msg #107660
Ignore Cheese
8/16/2012 1:09:13 AM

Extreme reading of NATV/NYTV on this chart by Cobra may suggest chance of short-term pullback:
http://stockcharts.com/public/1684859/chartbook/157664708

Kevin_in_GA
4,547 posts
msg #107664
Ignore Kevin_in_GA
8/16/2012 8:23:47 AM



RSI(42) and MA(100) - when RSI(42) is above MA(100) = go long SSO or go long SDS when below - and

CCI(220) and MA(55) - when CCI(220) is above MA(50) = go long SSO or go long SDS when below

++++++++

I think what you are trying to say is "when the RSI(42) is above the CMA(RSI(42),100) - the 100 day moving average of the RSI(42) - go long". Is that what you meant here? Otherwise this makes no sense.

If that is what you are saying, can you also explain where these numbers came from?

I still stand by the basic premise that the simpler a filter is, the better. The fewer indicators used, the better.

jackmack
333 posts
msg #107665
Ignore jackmack
8/16/2012 9:05:13 AM

Springhill - I have not been using this as a filter as I have not been able to include it in SF.
Kevin - yes go long SSO when the RSI crosses above the MA.

I have to give all credit on this to John Tast at Stock Charts http://stockcharts.com/public/1173967

This will give the visual of what I am trying to explain but it becomes pretty clear when you see it.
So my thinking was that once these conditions occured they could be used as an additional entry condition.
Hope this helps - but again I am not able to write the script in SF but would love to see if someone could
and then run back tests on it to see if results were any better.
Thanks

mrmenstig
20 posts
msg #107677
Ignore mrmenstig
8/16/2012 12:07:10 PM

how do you get the go long/short to appear in the filter results even if i click on the filter you posted in the forum i still dont see it just the code for it

jackmack
333 posts
msg #107678
Ignore jackmack
8/16/2012 12:20:03 PM

Kevin - looks like you call on long SSO is correct once again
Nicely done
Cheers

Kevin_in_GA
4,547 posts
msg #107684
Ignore Kevin_in_GA
8/16/2012 3:20:19 PM

Jack:

Actually not a good call - the system still has you in SDS until tomorrow's open.

tennisplayer2
180 posts
msg #107691
Ignore tennisplayer2
8/17/2012 10:14:55 AM

Sold SDS for a loss, not a big deal (I still think that this will payoff in the long run). I still don't trust this up move, so to play it safe, I will not buy SSO this time. I maybe wrong, but I rather be safe. BTW, Kevin's weekly filter (TAA) said to move into SPY last Friday. I will continue to go with his monthly filter which have one in AGG. Kevin, once again, thanks for hard work.

tennisplayer2
180 posts
msg #107692
Ignore tennisplayer2
8/17/2012 10:16:48 AM

Jack, that rsi(42) crossing the ma100 has peaked my interest. Thanks for sharing.

StockFetcher Forums · Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO<< 1 ... 8 9 10 11 12 ... 22 >>Post Follow-up

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