StockFetcher Forums · Filter Exchange · setting up the most accurate graph to predict stock movement<< 1 2 3 >>Post Follow-up
xxcheck
53 posts
msg #82651
Ignore xxcheck
11/8/2009 6:12:47 PM

Hi Kev,

Where can you get the SPY symlist

Kevin_in_GA
4,548 posts
msg #82658
Ignore Kevin_in_GA
11/8/2009 10:09:28 PM

What I'm noticing as I look at the LRI slope approach is that a "good" signal for short-term tops and bottoms has the RSI(2) either recently crossing 80 from above (for tops) or 20 from below (for bottoms). This should happen within 1 day of the LRI trigger, as a confirmation which would help reduce false signals.

Using this, I also increased the timeframe for the LRI signal to 20 days to smooth the signals a bit.

Fetcher[

/*KEVIN'S 2nd ATTEMPT TO PICK MARKET TOPS AND BOTTOM'S*/

set{trigger, slope of Linear regression(20) indicator}
draw trigger line at 0
draw LRI(20)
apply to symlist(spy)

/*LRI TRIGGER MUST BE PRECEDED BY RSI(2) MOVE ACROSS TRIGGER LINE*/

draw RSI(2) line at 20
draw RSI(2) line at 80

/*NOTE: TOPS REQUIRE RSI(2) TO CROSS BELOW 80 NO MORE THAN 1 DAY AGO*/

/*NOTE: BOTTOMS REQUIRE RSI(2) TO CROSS ABOVE 20 NO MORE THAN 1 DAY AGO*/

and chart-time is 10 months
]



Looking at the chart, tradable signals for tops and bottoms would have been

Top signal on 29 Aug 08 (SPY at 129.76)
Bottom signal on 28 Oct 08 (SPY at 93.76)
Top signal on 1 Dec 08 (SPY at 82.11)
Top signal on 10 Feb 09 (SPY at 83.11) - no confirmed bottom signal between these two
Bottom signal on 10 Mar 09 (SPY at 72.17)
Top signal on 6 Apr 09 (SPY at 83.60)
Bottom signal on 21 Apr 09 (SPY at 85.06)
Another Bottom signal on 14 May 09 (SPY at 89.44) - no confirmed top signal in between these two
Top signal on 15 Jun 09 (SPY at 92.90)
Bottom signal on 13 Jul 09 (SPY at 90.10)

No further confirmed signals since then - although a sudden hard drop on Monday and/or Tuesday could create a confirmed Top.

All in all not too bad, catching both the 10 March and 13 July bottoms (missing the absolute lows by only a day or so).

Kevin

Kevin_in_GA
4,548 posts
msg #82677
Ignore Kevin_in_GA
11/9/2009 9:53:42 AM

Hi Kev,

Where can you get the SPY symlist?
+++++++++++++++++++++++++++++++

The symlist() command is different from the watchlist() command in that it calls only those stocks whose symbols you type in, rather than calling on a predetermined watchlist.

Example: symlist(aapl,msft,ibm,ge) will search only those stocks as part of the filter - it will return any of those 4 stocks that meet the filter criteria, but no others.

So the symlist(spy) means that the filter is run only on SPY, and will not return any other stocks.

One could expand this to include other index surrogates such as

symlist(spy,dia,qqqq).

Hope this helps.

Kevin

MARY4MONEY
806 posts
msg #82686
Ignore MARY4MONEY
modified
11/9/2009 11:56:44 AM

you guys need to read my lession on how to play stocks after earnings- you can still make alot of money when ever you have blow out earnings with a big move on the stock- on the first day you wait for it to pull back if it does-- lets look at aapl--it went to 205 pulled back to 198 which was its intraday low- here you bought the 230 calls for .65- the next day it gaps up and goes to 208 and you sell the for 3.55 ---if the stock continues up like amzn did- to 125 you wait for it to come down with the market to its low which was near 117( i use a 2 hour rsi-2 to determine this bottom too)this bottom was on 11-4-09-- you bought the following-- 130-140 calls-- the stock is to 128 now---- call-- buy price--price now-- 130--.52--2.73 135 call 0.20---1.16 140 call 00.8-0.44-- or if you get a very strong stock like bidu- when it fill to 352 the daily rsi-2 was at 4% --live reading- so i got the 400-460 nov calls-i sold 50-66% of them 3 hours later when it got >394--then i sold 50-75% of what was left- today while bidu at 421--- just kept 50 call of each-just to see how high it may go--here are the trades i made so far--this works real good on strong stocks that the wipe out to the low rsi-2 like bidu and cvs----here are my buy and sells playing bidu off its bottom--so far--2009/10/27 Buy to Open BIDU Nov 09 460.00 Call BIDU 119.0 $0.75 -- -$8,925.00
2009/10/27 Buy to Open BIDU Nov 09 460.00 Call BIDU 37.0 $0.75 -- -$2,775.00
2009/10/27 Buy to Open BIDU Nov 09 460.00 Call BIDU 41.0 $0.75 -- -$3,075.00
2009/10/27 Buy to Open BIDU Nov 09 460.00 Call BIDU 1.0 $0.75 -- -$75.00
2009/10/27 Buy to Open BIDU Nov 09 460.00 Call BIDU 2.0 $0.75 -- -$150.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 215.0 $1.05 -- -$22,575.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 187.0 $1.05 -- -$19,635.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 55.0 $1.05 -- -$5,775.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 1.0 $1.05 -- -$105.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 42.0 $1.05 -- -$4,410.00 2009/10/27 Buy to Open BIDU Nov 09 460.00 Call BIDU 100.0 $0.75 -- -$7,500.00 2009/11/09 Sell to Close BIDU Nov 09 460.00 Call BIDU -34.0 $1.90 -- $6,460.00
2009/11/09 Sell to Close BIDU Nov 09 460.00 Call BIDU -4.0 $1.90 -- $760.00
2009/11/09 Sell to Close BIDU Nov 09 460.00 Call BIDU -1.0 $1.90 -- $190.00
2009/11/09 Sell to Close BIDU Nov 09 460.00 Call BIDU -5.0 $1.90 -- $950.00
2009/11/09 Sell to Close BIDU Nov 09 460.00 Call BIDU -3.0 $1.90 -- $570.00
2009/11/09 Sell to Close BIDU Nov 09 460.00 Call BIDU -3.0 $1.90 -- $570.00 2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 187.0 $1.05 -- -$19,635.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 55.0 $1.05 -- -$5,775.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 1.0 $1.05 -- -$105.00
2009/10/27 Buy to Open BIDU Nov 09 450.00 Call BIDU 42.0 $1.05 -- -$4,410.00 2009/10/27 Sell to Close BIDU Nov 09 450.00 Call BIDU -53.0 $1.75 -- $9,275.00
2009/10/27 Sell to Close BIDU Nov 09 450.00 Call BIDU -244.0 $1.75 -- $42,700.00 2009/11/09 Sell to Close BIDU Nov 09 450.00 Call BIDU -40.0 $3.50 -- $14,000.00
2009/11/09 Sell to Close BIDU Nov 09 450.00 Call BIDU -110.0 $3.50 -- $38,500.00 2009/10/27 Buy to Open BIDU Nov 09 440.00 Call BIDU 27.0 $1.85 -- -$4,995.00
2009/10/27 Buy to Open BIDU Nov 09 440.00 Call BIDU 3.0 $1.85 -- -$555.00
2009/10/27 Buy to Open BIDU Nov 09 440.00 Call BIDU 2.0 $1.85 -- -$370.00
2009/10/27 Buy to Open BIDU Nov 09 440.00 Call BIDU 157.0 $1.85 -- -$29,045.00
2009/10/27 Buy to Open BIDU Nov 09 440.00 Call BIDU 265.0 $1.85 -- -$49,025.00
2009/10/27 Buy to Open BIDU Nov 09 440.00 Call BIDU 46.0 $1.85 -- -$8,510.00
2009/10/27 Sell to Close BIDU Nov 09 440.00 Call BIDU -189.0 $2.65 -- $50,085.00
2009/10/27 Sell to Close BIDU Nov 09 440.00 Call BIDU -76.0 $2.65 -- $20,140.00
2009/10/27 Sell to Close BIDU Nov 09 440.00 Call BIDU -20.0 $2.65 -- $5,300.00
2009/10/27 Sell to Close BIDU Nov 09 440.00 Call BIDU -3.0 $2.65 -- $795.00 2009/11/09 Sell to Close BIDU Nov 09 440.00 Call BIDU -19.0 $5.60 -- $10,640.00
2009/11/09 Sell to Close BIDU Nov 09 440.00 Call BIDU -23.0 $5.60 -- $12,880.00
2009/11/09 Sell to Close BIDU Nov 09 440.00 Call BIDU -45.0 $5.60 -- $25,200.00
2009/11/09 Sell to Close BIDU Nov 09 440.00 Call BIDU -14.0 $5.60 -- $7,840.00
2009/11/09 Sell to Close BIDU Nov 09 440.00 Call BIDU -36.0 $5.60 -- $20,160.00
2009/11/09 Sell to Close BIDU Nov 09 440.00 Call BIDU -12.0 $5.60 -- $6,720.00
2009/11/09 Sell to Close BIDU Nov 09 440.00 Call BIDU -1.0 $5.60 -- $560.00 2009/10/27 Buy to Open BIDU Nov 09 430.00 Call BIDU 19.0 $2.30 -- -$4,370.00
2009/10/27 Buy to Open BIDU Nov 09 430.00 Call BIDU 51.0 $2.30 -- -$11,730.00
2009/10/27 Buy to Open BIDU Nov 09 430.00 Call BIDU 168.0 $2.30 -- -$38,640.00
2009/10/27 Buy to Open BIDU Nov 09 430.00 Call BIDU 2.0 $2.30 -- -$460.00
2009/10/27 Buy to Open BIDU Nov 09 430.00 Call BIDU 6.0 $2.30 -- -$1,380.00
2009/10/27 Buy to Open BIDU Nov 09 430.00 Call BIDU 146.0 $2.30 -- -$33,580.00
2009/10/27 Buy to Open BIDU Nov 09 430.00 Call BIDU 108.0 $2.30 -- -$24,840.00 2009/11/09 Sell to Close BIDU Nov 09 430.00 Call BIDU -44.0 $8.70 -- $38,280.00
2009/11/09 Sell to Close BIDU Nov 09 430.00 Call BIDU -6.0 $8.70 -- $5,220.00 2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -17.0 $4.00 -- $6,800.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -98.0 $4.00 -- $39,200.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -34.0 $4.00 -- $13,600.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -2.0 $4.00 -- $800.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -4.0 $4.00 -- $1,600.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -1.0 $4.00 -- $400.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -4.0 $4.00 -- $1,600.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -2.0 $4.00 -- $800.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -2.0 $4.00 -- $800.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -33.0 $4.00 -- $13,200.00
2009/10/27 Sell to Close BIDU Nov 09 430.00 Call BIDU -3.0 $4.00 -- $1,200.00 2009/10/27 Buy to Open BIDU Nov 09 420.00 Call BIDU 56.0 $3.70 -- -$20,720.00
2009/10/27 Buy to Open BIDU Nov 09 420.00 Call BIDU 31.0 $3.70 -- -$11,470.00
2009/10/27 Buy to Open BIDU Nov 09 420.00 Call BIDU 98.0 $3.70 -- -$36,260.00
2009/10/27 Buy to Open BIDU Nov 09 420.00 Call BIDU 36.0 $3.70 -- -$13,320.00
2009/10/27 Buy to Open BIDU Nov 09 420.00 Call BIDU 50.0 $3.70 -- -$18,500.00
2009/10/27 Buy to Open BIDU Nov 09 420.00 Call BIDU 20.0 $3.70 -- -$7,400.00
2009/10/27 Buy to Open BIDU Nov 09 420.00 Call BIDU 9.0 $3.70 -- -$3,330.00 2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -9.0 $13.20 -- $11,880.00
2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -45.0 $13.20 -- $59,400.00
2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -64.0 $13.20 -- $84,480.00
2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -50.0 $13.20 -- $66,000.00
2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -1.0 $13.20 -- $1,320.00
2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -13.0 $13.20 -- $17,160.00
2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -3.0 $13.20 -- $3,960.00
2009/11/09 Sell to Close BIDU Nov 09 420.00 Call BIDU -65.0 $13.20 -- $85,800.00 2009/10/27 Buy to Open BIDU Nov 09 410.00 Call BIDU 14.0 $5.50 -- -$7,700.00
2009/10/27 Buy to Open BIDU Nov 09 410.00 Call BIDU 95.0 $5.50 -- -$52,250.00
2009/10/27 Buy to Open BIDU Nov 09 410.00 Call BIDU 184.0 $5.50 -- -$101,200.00
2009/10/27 Buy to Open BIDU Nov 09 410.00 Call BIDU 2.0 $5.50 -- -$1,100.00 2009/10/27 Sell to Close BIDU Nov 09 410.00 Call BIDU -27.0 $8.10 -- $21,870.00
2009/10/27 Sell to Close BIDU Nov 09 410.00 Call BIDU -6.0 $8.10 -- $4,860.00
2009/10/27 Sell to Close BIDU Nov 09 410.00 Call BIDU -18.0 $8.10 -- $14,580.00
2009/10/27 Sell to Close BIDU Nov 09 410.00 Call BIDU -40.0 $8.10 -- $32,400.00
2009/10/27 Sell to Close BIDU Nov 09 410.00 Call BIDU -109.0 $8.10 -- $88,290.00 2009/11/09 Sell to Close BIDU Nov 09 410.00 Call BIDU -31.0 $19.50 -- $60,450.00
2009/11/09 Sell to Close BIDU Nov 09 410.00 Call BIDU -1.0 $19.50 -- $1,950.00
2009/11/09 Sell to Close BIDU Nov 09 410.00 Call BIDU -1.0 $19.50 -- $1,950.00
2009/11/09 Sell to Close BIDU Nov 09 410.00 Call BIDU -17.0 $19.50 -- $33,150.00 2009/10/27 Buy to Open BIDU Nov 09 400.00 Call BIDU 227.0 $8.00 -- -$181,600.00
2009/10/27 Buy to Open BIDU Nov 09 400.00 Call BIDU 24.0 $8.00 -- -$19,200.00
2009/10/27 Buy to Open BIDU Nov 09 400.00 Call BIDU 2.0 $8.00 -- -$1,600.00
2009/10/27 Buy to Open BIDU Nov 09 400.00 Call BIDU 2.0 $8.00 -- -$1,600.00
2009/10/27 Buy to Open BIDU Nov 09 400.00 Call BIDU 45.0 $8.00 -- -$36,000.00 2009/11/09 Sell to Close BIDU Nov 09 400.00 Call BIDU -7.0 $26.50 -- $18,550.00
2009/11/09 Sell to Close BIDU Nov 09 400.00 Call BIDU -7.0 $26.50 -- $18,550.00
2009/11/09 Sell to Close BIDU Nov 09 400.00 Call BIDU -2.0 $26.50 -- $5,300.00
2009/11/09 Sell to Close BIDU Nov 09 400.00 Call BIDU -7.0 $26.50 -- $18,550.00
2009/11/09 Sell to Close BIDU Nov 09 400.00 Call BIDU -23.0 $26.50 -- $60,950.00
2009/11/09 Sell to Close BIDU Nov 09 400.00 Call BIDU -4.0 $26.50 -- $10,600.00

trendscanner
265 posts
msg #82691
Ignore trendscanner
11/9/2009 12:32:51 PM

Kevin, another nice filter. One thing to consider for catching tops and exiting before the crowd is to watch the weekly rsi(2) for a decline; see modified filter below. Exiting when weekly rsi(2) begins to decline will either get you out of the market a little earlier than waiting for the LRI(20) to cross 0 or will provide confirmation of the signal from the LRI(20).

Fetcher[
set{trigger, slope of Linear regression(20) indicator}
draw trigger line at 0
draw LRI(20)
apply to symlist(spy)

/*LRI TRIGGER MUST BE PRECEDED BY RSI(2) MOVE ACROSS TRIGGER LINE*/

draw RSI(2) line at 20
draw RSI(2) line at 80
DRAW WEEKLY RSI(2) ON PLOT RSI(2)

/*NOTE: TOPS REQUIRE RSI(2) TO CROSS BELOW 80 NO MORE THAN 1 DAY AGO*/

/*NOTE: BOTTOMS REQUIRE RSI(2) TO CROSS ABOVE 20 NO MORE THAN 1 DAY AGO*/

and chart-time is 10 months
]




jnafach
74 posts
msg #82714
Ignore jnafach
11/9/2009 7:17:52 PM

Th eproblem is if we use RSI daily crossing weekly, in later march till may the daily crossed below weekly while stocks were moving up, Also do you guys see this as triangle that is narrowing where we may get large drop down

Kevin_in_GA
4,548 posts
msg #82839
Ignore Kevin_in_GA
11/11/2009 10:17:40 AM

Latest, and possibly last, attempt:

Expanded the filter code so that it is easy to see where the BOTTOM and TOP signals are:

Fetcher[

/*KEVIN'S 3rd ATTEMPT TO PICK MARKET TOPS AND BOTTOM'S*/
set{trigger, slope of Linear regression(20) indicator}
set{tvar1, sign(slope of Linear regression(20) indicator)}
set{tvar2, sign(slope of Linear regression(20) indicator 1 day ago)}

set{tvar3, tvar1 - tvar2}
set{tvar4, tvar2 - tvar1}
draw LRI(20)
apply to symlist(spy)

/*LRI TRIGGER MUST BE PRECEDED BY RSI(2) MOVE ACROSS TRIGGER LINE*/
set{RSIbuy, count(RSI(2) crossed 20 from below 1 day ago,1)}
set{RSIsell, count(RSI(2) crossed 80 from above 1 day ago,1)}
set{Buytrigger, tvar3 + RSIbuy}
set{SELLtrigger, tvar4 + RSIsell}
set{BOTTOM, count(BUYtrigger > 2.1,1)}
set{TOP, count(SELLtrigger > 2.1,1)}

draw trigger line at 0
draw BOTTOM
draw TOP


and chart-time is 10 months
]



Thoughts?

Kevin

jnafach
74 posts
msg #82877
Ignore jnafach
11/11/2009 7:18:17 PM

Kevin, how did you design the confirmed signal as if using RSI cross and LR cross there are much more points where both crossed

Kevin_in_GA
4,548 posts
msg #82878
Ignore Kevin_in_GA
modified
11/11/2009 7:28:28 PM

The filter code is a little confusing, but basically the confirmation of a short term top or bottom occurs when the following happens:

1. Tops: LRI(20) slope changes from positive to negative, and 1 day prior to this the RSI(2) crosses 20 from below.

2. Bottoms: LRI(20) slope changes from negative to positive, and 1 day prior to this the RSI(2) crosses 80 from above.

Both events occur independently, but a TOP or BOTTOM signal is only confirmed if the RSI(2) and the LRI(20) generate signals within 1 day of each other. The RSI(2) always precedes the LRI signal, but often is not enough by itself to detertmine a top or bottom. However, if you look at the signals generated when both indicators are used, the results are pretty good.

There are a few signals that are clearly whipsaws which I could eliminate using a restriction that the sign of the LRI(20) slope must be the same for the two day prior to its reveral as a trigger, but I'm starting to get to the point where I am fitting the filter to the data, rather than making one that is accurate on new data.

luc1grunt
622 posts
msg #82907
Ignore luc1grunt
11/12/2009 8:11:06 AM

MARY, I have made over $800,000 in the last few months using your methods, but I have to say you are very scattered in your methods and manners of sharing.

I am no teacher either, but I would recommend at least doubling the amount of threads created and NEVER answer a request for info in the same thread it was asked.

Stay elusive.....it makes the challenge worth the reward.

:)


StockFetcher Forums · Filter Exchange · setting up the most accurate graph to predict stock movement<< 1 2 3 >>Post Follow-up

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