StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 22 23 24 25 26 ... 33 >>Post Follow-up
mahkoh
892 posts
msg #112645
Ignore mahkoh
4/4/2013 4:18:43 PM

Well, it is. I created a new tab that grabs 30 days of historical data in an array and have the cells used for calculation in the "data" tab refer to those values.

jackmack
333 posts
msg #112647
Ignore jackmack
4/4/2013 5:00:47 PM

I can never thank all of you enough - you are all awesome.
This is the most giving group of people I have come across.
I should change my name here to "village idiot" because some of the ways you all
think of things and create something from nothing just amazes me and it takes me
a long time to catch on and I apologize for all of what may seem like trivial questions
but I really want to understand some of the ideas put out here and it does take me
time to get it.
You all put forth your work with no strings and I thank you.
Cheers


mahkoh
892 posts
msg #112648
Ignore mahkoh
4/4/2013 5:07:44 PM

Jack, just to be sure; you are aware that you have to download frsblh's google docs file to your computer and then open it in excel to use all it's features?

jackmack
333 posts
msg #112650
Ignore jackmack
4/4/2013 7:15:55 PM

mahkoh
Thank you for the pointer
I did as you indicated and that is where I was getting confused this last go around.
You were stating you had done a data study of your own and that's what threw me
as I thought it was in there under the data tab of the public file and I was only seeing
data up through 1 April 2013.
Again - thanks for the heads up.
Cheers


frsrblch
35 posts
msg #112654
Ignore frsrblch
4/5/2013 1:43:47 AM

Fantastic idea, pulling data from Yahoo Finance like that.

mahkoh
892 posts
msg #112655
Ignore mahkoh
4/5/2013 2:23:51 AM

I think I figured out why the cmf doesn't trigger: SF does not have volume data that is required for its calculation.

jackmack
333 posts
msg #112660
Ignore jackmack
modified
4/5/2013 8:51:10 AM

Nice - hee hee
Got it
Once again thank you - you all for the fantastic data.
Sure wish I had something to contribute.


jackmack
333 posts
msg #112692
Ignore jackmack
modified
4/8/2013 2:18:00 PM

After reviewing the spreadsheet data (along with the original filter set) the only concern one would need to take into consideration when using any version of these would be potential for a margin call if trading with less than required equity.
There are several occasions were there were back to back entry/exit signals in a very short period of time.
One potential way to get around this would be to trade with 49% of an account (if one were trading only this model) but then one would miss many great trades until account balance met the margin requirement.
I counted a little more than 20 times on the spreadsheet where one would have been out and then back in in less than the typical 3 day period for funds to settle but one could have gotten away with getting back in before the funds settled and been okay but the risk one then takes is "if" the exit signal fires and you are to get back out.
Are there any other ways one can use this to it's potential and not have to have the typical $25,000 in order to not be considered a pattern day trader (other than the 49% positioning mentioned above)?
Or just wait until the "next" signal?
Thank you
Cheers
EDIT - if one were trading only this as the sole vehicle in said account

jackmack
333 posts
msg #112718
Ignore jackmack
4/11/2013 1:50:28 PM

frsrblch
I am amazed at the level of formulation you have put into the spreadsheet
Just awesome
Thank you again for sharing

mahkoh
892 posts
msg #112719
Ignore mahkoh
4/11/2013 2:44:43 PM

Looks like we'll get an exit single without a single filter triggering. Not sure whether this should be considered as a market top signal. I guess time will tell, but I'm going to cash.

StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 22 23 24 25 26 ... 33 >>Post Follow-up

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