StockFetcher Forums · General Discussion · Can someone help me on a teeter totter affect?<< >>Post Follow-up
marine2
829 posts
msg #94588
Ignore marine2
7/6/2010 2:34:54 PM

Can someone help me in picking two investment environments that would teeter totter off each other. Meaning, when one stock / index is going down the other is going up. Example would be Gold index vs Dow Jones Industrial Index. Is there any more teeter totters out there that I can consider? Also, can we create a filter that would indicate the time these two stocks / indexes would break opposite from each other. Thanking you in advance.

Eman93
4,659 posts
msg #94593
Ignore Eman93
7/6/2010 5:52:26 PM

This may get you started.....

The problem with stock fetcher is you cant do any statistical analysis longer than 100 days. I guess you could use weekly close or something to that effect.

Basically trying measure the historical mean of a pair and then exploit the pair if there is a divergence in the relationship.

I have read stuff about the historical relationship between oil and gold.... and it being out of wack right now. meaning a bubble in gold or oil is undervalued.....


http://www.yats.com/doc/cointegration-en.html

miketranz
716 posts
msg #94602
Ignore miketranz
7/6/2010 10:14:53 PM

QQQQ/QID is my favorite.....

four
3,998 posts
msg #94608
Ignore four
modified
7/7/2010 12:10:26 AM

perhaps...
Fetcher[
symlist(qid,qqqq)

draw ma(200)
draw ma(50)

set{long, count(low > ma(200),1)}
draw long
/* low > 50 > 200 */


set{short, count(high < ma(200),1)}
draw short
/* high < 50 < 200 */

]


perhaps...
Fetcher[
symlist(qid,qqqq)

draw ma(200)
draw ma(50)

set{long, count(low > ma(200),1)}
draw long
/* low > 50 > 200 */


set{short, count(high < ma(200),1)}
draw short
/* high < 50 < 200 */

]



marine2
829 posts
msg #94609
Ignore marine2
7/7/2010 2:36:26 AM

Thanks to all of you that responded to my question. I really appreciate it. Happy investing!

reels
29 posts
msg #94624
Ignore reels
7/7/2010 6:17:41 PM

hi Four...
how comes out the mini price & volume charts onto results list?

tanks,
reels

four
3,998 posts
msg #94626
Ignore four
modified
7/7/2010 6:43:54 PM

reels,

???????????

just happen.

------- just tried an experiment

when I copied the filter into the message ... it happen again (this is why you see a duplicate)

--------

Does this happen with any other filters? YES. New feature of stockfetcher.

reels
29 posts
msg #94627
Ignore reels
7/7/2010 7:46:40 PM

gosh!
every filter posted carries out the first 5 ticker preview , along with own column preset...

Tom will surely explain how to replicate it in our own normal result list ! 8-)

four
3,998 posts
msg #121236
Ignore four
modified
8/2/2014 10:47:59 PM

Fetcher[
symlist(QQQ,QID)
draw ema(33)
draw ema(55)
draw rsi(7) line at 40
draw rsi(7) line at 60
draw cma(rsi(100),1) line at 50
draw cma(rsi(100),1) line at 50
draw do not draw rsi(100)
]



StockFetcher Forums · General Discussion · Can someone help me on a teeter totter affect?<< >>Post Follow-up

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