StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 24 25 26 27 28 ... 33 >>Post Follow-up
jackmack
333 posts
msg #112765
Ignore jackmack
4/15/2013 10:25:34 AM

On second thought - no way that would really work
Oh well - no harm no foul for thinking out loud
Thanks anyway
Cheers

Kevin_in_GA
4,538 posts
msg #112766
Ignore Kevin_in_GA
4/15/2013 11:16:25 AM

These divergences are unique for ^SPX.

mahkoh
890 posts
msg #112768
Ignore mahkoh
modified
4/15/2013 11:32:12 AM

You could translate it to ^RUT this way

Fetcher[

SYMLIST(IWM)




/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND CHAIKIN MONEY FLOW*/

SET{CMF14DOWN, COUNT(ind(^RUT,CMF(14)) BELOW ind(^RUT,CMF(14)) 7 DAYS AGO,1)}
SET{CMF14DOWN2, COUNT(ind(^RUT,CMF(14)) DROPPED MORE THAN 2% OVER THE LAST 7
DAYS,1)}

SET{MA3UP1, COUNT(ind(^RUT,MA(3)) ABOVE ind(^RUT,MA(3)) 7 DAYS AGO,1)}
SET{MA3UP1_2, COUNT(ind(^RUT,MA(3)) GAINED MORE THAN 2% OVER THE LAST 7 DAYS,1)}

SET{DIV1A, CMF14DOWN * MA3UP1}
SET{DIV2A, CMF14DOWN2 + MA3UP1_2}
SET{DIV3A, COUNT(DIV2A ABOVE 0.5,1)}
SET{CMF14DIV, DIV1A*DIV3A}

ADD COLUMN CMF14DIV



/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE STOCHASTIC MOMENTUM
INDICATOR*/

SET{SMI11down, COUNT(ind(^RUT,SMI(3,6,6)) below ind(^RUT,SMI(3,6,6)) 11 days ago,1)}
SET{SMI11down7, COUNT(ind(^RUT,SMI(3,6,6)) DROPPED MORE THAN 7% OVER THE LAST 11
DAYS,1)}

SET{MA3UP2, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 11 days ago,1)}
SET{MA3UP2_7, COUNT(ind(^RUT,MA(3)) gained MORE THAN 7% OVER THE LAST 11 DAYS,1)}

SET{DIV1B, SMI11down * MA3UP2}
SET{DIV2B, SMI11DOWN7 + MA3UP2_7}
SET{DIV3B, COUNT(DIV2B ABOVE 0.5,1)}
SET{SMI11DIV, DIV1B*DIV3B}

ADD COLUMN SMI11DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE WILLIAMS %R INDICATOR*/

SET{WLR12down, COUNT(ind(^RUT,WILLIAMS %R(14)) below ind(^RUT,WILLIAMS %R(14)) 12 days ago,1)}
SET{WLR12down1, COUNT(ind(^RUT,WILLIAMS %R(14)) DROPPED MORE THAN 1% OVER THE LAST
12 DAYS,1)}

SET{MA3UP3, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 12 days ago,1)}
SET{MA3UP3_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 1% OVER THE LAST 12 DAYS,1)}

SET{DIV1C, WLR12down * MA3UP3}
SET{DIV2C, WLR12DOWN1 + MA3UP3_1}
SET{DIV3C, COUNT(DIV2C ABOVE 0.5,1)}
SET{WLR12DIV, DIV1C * DIV3C}

ADD COLUMN WLR12DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE +DI INDICATOR*/
SET{PDI10down, COUNT(ind(^RUT,PDI(10)) below ind(^RUT,PDI(10)) 8 days ago,1)}
SET{PDI10down10, COUNT(ind(^RUT,PDI(10)) DROPPED MORE THAN 10% OVER THE LAST 8 DAYS,1)}

SET{MA3UP4, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 8 days ago,1)}
SET{MA3UP4_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 10% OVER THE LAST 8 DAYS,1)}

SET{DIV1D, PDI10down * MA3UP4}
SET{DIV2D, PDI10DOWN10 + MA3UP4_1}
SET{DIV3D, COUNT(DIV2D ABOVE 0.5,1)}
SET{PDI10DIV, DIV1D * DIV3D}

ADD COLUMN PDI10DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE AROON UP INDICATOR*/

SET{ARUP6down, COUNT(ind(^RUT,AROON UP(6)) below ind(^RUT,AROON UP(6)) 4 days ago,1)}
SET{ARUP6down4, COUNT(ind(^RUT,AROON UP(6)) DROPPED MORE THAN 4% OVER THE LAST 4 DAYS,1)}

SET{MA3UP5, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 4 days ago,1)}
SET{MA3UP5_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 4% OVER THE LAST 10 DAYS,1)}

SET{DIV1E, ARUP6down * MA3UP5}
SET{DIV2E, ARUP6DOWN4 + MA3UP5_1}
SET{DIV3E, COUNT(DIV2E ABOVE 0.5,1)}
SET{ARUP6DIV, DIV1E * DIV3E}

ADD COLUMN ARUP6DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE LINEAR REGRESSION SLOPE*/

SET{LRS8down, COUNT(ind(^RUT,LRS(8)) below ind(^RUT,LRS(8)) 10 days ago,1)}
SET{LRS8down10, COUNT(ind(^RUT,LRS(8)) DROPPED MORE THAN 10% OVER THE LAST 10 DAYS,1)}

SET{MA3UP6, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 10 days ago,1)}
SET{MA3UP6_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 10% OVER THE LAST 10 DAYS,1)}

SET{DIV1F, LRS8down * MA3UP6}
SET{DIV2F, LRS8DOWN10 + MA3UP6_1}
SET{DIV3F, COUNT(DIV2F ABOVE 0.5,1)}
SET{LRS8DIV, DIV1F * DIV3F}

ADD COLUMN LRS8DIV





/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE Q-STICK INDICATOR*/

SET{QST12down, COUNT(ind(^RUT,QSTICK(12)) below QST(12) 12 days ago,1)}
SET{QST12down2, COUNT(ind(^RUT,QSTICK(12)) DROPPED MORE THAN 2% OVER THE LAST 12 DAYS,1)}

SET{MA3UP7, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 12 days ago,1)}
SET{MA3UP7_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 2% OVER THE LAST 12 DAYS,1)}

SET{DIV1G, QST12down * MA3UP7}
SET{DIV2G, QST12DOWN2 + MA3UP7_1}
SET{DIV3G, COUNT(DIV2G ABOVE 0.5,1)}
SET{QST12DIV, DIV1G * DIV3G}

ADD COLUMN QST12DIV





/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE RSI INDICATOR*/

SET{RSI10down, COUNT(ind(^RUT,RSI(10)) below ind(^RUT,RSI(10)) 12 days ago,1)}
SET{RSI10down3, COUNT(ind(^RUT,RSI(10)) DROPPED MORE THAN 3% OVER THE LAST 12 DAYS,1)}

SET{MA3UP8, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 12 days ago,1)}
SET{MA3UP8_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 3% OVER THE LAST 12 DAYS,1)}

SET{DIV1H, RSI10down * MA3UP8}
SET{DIV2H, RSI10DOWN3 + MA3UP8_1}
SET{DIV3H, COUNT(DIV2H ABOVE 0.5,1)}
SET{RSI10DIV, DIV1H * DIV3H}

ADD COLUMN RSI10DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE RMI INDICATOR*/

SET{RMI82down, COUNT(ind(^RUT,RMI(8,2)) below ind(^RUT,RMI(8,2)) 12 days ago,1)}
SET{RMI82down1, COUNT(ind(^RUT,RMI(8,2)) DROPPED MORE THAN 1% OVER THE LAST 12 DAYS,1)}

SET{MA3UP9, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 12 days ago,1)}
SET{MA3UP9_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 1% OVER THE LAST 12 DAYS,1)}

SET{DIV1I, RMI82down * MA3UP9}
SET{DIV2I, RMI82DOWN1 + MA3UP9_1}
SET{DIV3I, COUNT(DIV2I ABOVE 0.5,1)}
SET{RMI82DIV, DIV1I * DIV3I}

ADD COLUMN RMI82DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^RUT,MA(3)) AND THE STOCHASTICS %D INDICATOR*/

SET{STD325down, COUNT(ind(^RUT,FULL STOCHASTICS %D(3,2,5)) below ind(^RUT,FULL STOCHASTICS %D(3,2,5)) 11 days ago,1)}
SET{STD325down2, COUNT(ind(^RUT,FULL STOCHASTICS %D(3,2,5)) DROPPED MORE THAN 2% OVER THE LAST 11 DAYS,1)}

SET{MA3UP10, COUNT(ind(^RUT,MA(3)) above ind(^RUT,MA(3)) 11 days ago,1)}
SET{MA3UP10_1, COUNT(ind(^RUT,MA(3)) gained MORE THAN 2% OVER THE LAST 11 DAYS,1)}

SET{DIV1J, STD325down * MA3UP10}
SET{DIV2J, STD325DOWN2 + MA3UP10_1}
SET{DIV3J, COUNT(DIV2J ABOVE 0.5,1)}
SET{STD325DIV, DIV1J * DIV3J}

ADD COLUMN STD325DIV

set{x,cmf14div + smi11div}
set{x1,x + wlr12div}
set{x2,x1 + pdi10div}
set{x3,x2 + arup6div}
set{x4,x3 + lrs8div}
set{x5,x4 + qst12div}
set{x6,x5 + rsi10div}
set{x7,x6 + rmi82div}
set{comp,x7 + std325div}
add column comp
draw comp


set{exit1, count(ind(^RUT, close) reached a new 10 day high,1)}
set{exit2, count(ind(^RUT,ROC(15,1)) is below ind(^RUT,ROC(15,1)) 10 day high,1)}
set{exit, exit1 * exit2}

ADD COLUMN EXIT
draw exit
]



But as Kevin stated you'll see that this does not act the same on entries and exits.
You would need to re-optimize the whole filter. I actually have been thinking about that as this means you can go short TZA on a signal. TZA's decay could boost this filter's win rate to over 90%.

Note that the CMF filter will also not trigger here.

jackmack
333 posts
msg #112789
Ignore jackmack
4/16/2013 8:45:30 AM

frsrblch
Can you shoot me an e-mail - sentipeed21@gmail.com
Use key word GREEN in subject so I can filter it out.
I have a request on your spreadsheet skills and don't want to clog up this thread.
Thanks

jackmack
333 posts
msg #112837
Ignore jackmack
4/18/2013 4:12:07 PM

Thank you frsrblch
Mahkoh would you mind please explaining how you get the spreadsheet to update live throughout the day with Yahoo?
Sounds awesome but I have no idea how one would do something like that.
Thank you in advance


Kevin_in_GA
4,538 posts
msg #112844
Ignore Kevin_in_GA
4/18/2013 8:04:08 PM

You don't need to have anything updated intraday - this system uses EOD data and instructs the user to enter market orders at the open of the next day's trading.

It is not designed nor optimized for intraday trading. It hasn't missed a single trade in more than five months. No need to tinker with it.

Rock Sexton
109 posts
msg #112848
Ignore Rock Sexton
4/18/2013 11:41:07 PM

Sorry to be a nuisance, but I'm still lost as to what the results mean when I run the filter.

mahkoh
890 posts
msg #112861
Ignore mahkoh
4/19/2013 1:40:19 PM

Jackmack,

The spreadsheet gives the results as of the last quotes upon loading, similar like the stockfetcher filter but with less delay. If you wanted to refresh this would be easiest done by closing and reopening the sheet.

There are several ways to pull data from yahoo finance. http://technology.bauzas.com/content-providers/how-to-obtain-stock-quotes-from-yahoo-finance-you-can-query-them-via-excel-too/

jackmack
333 posts
msg #112912
Ignore jackmack
4/23/2013 8:21:41 AM

Kevin
Quick question for you - since the SPY has trading data back to 1993 had you run the Stratasearch filter back to sometime in the mid to late 1990's to see if these divergences were present even back then?
And if so how did they do?
Just curious
Thank you
Cheers

jackmack
333 posts
msg #112913
Ignore jackmack
4/23/2013 8:22:41 AM

mahkoh
Thank you for your assistance
Got it - amazing
Cheers

StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 24 25 26 27 28 ... 33 >>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