StockFetcher Forums · General Discussion · DMA<< 1 2 3 >>Post Follow-up
four
3,998 posts
msg #95995
Ignore four
9/3/2010 3:22:30 PM

You want to buy when the high is below the dma and there is an stochastics crossover.
works every time..too easy!

-----------Glad you like it and found a way to make it yours------------------------------

2 questions:

exit (profit) strategy is... ??

stoploss strategy... ??

push5280
98 posts
msg #95997
Ignore push5280
9/3/2010 4:09:20 PM

exit when low(entire candle) is above dma or bearish crossover on the ss occurs.

I haven't really come up with a stop loss yet

fortyfour
185 posts
msg #95999
Ignore fortyfour
9/3/2010 5:49:09 PM

Hi push and four.....I would also like to participate in this thread....paper trade or real money ?

To each his own... I dont have anything to add to this discussion but find that threads with people attempting to "stay the course" with a simple stategy to be the most interesting here.

The method may have a chance of working if we dont over think it .

push5280
98 posts
msg #96045
Ignore push5280
9/6/2010 9:14:39 PM

looks like faz should be ready to change directions tues or weds and the move should be big. Fridays close was about $2 below the dma and the slow stoch is buried.

four
3,998 posts
msg #96046
Ignore four
modified
9/6/2010 11:11:21 PM

Fetcher[

set{z1, ma(2)}
set{z2, ma(3)}
set{z3, z1 - z2}
set{z4, z3 / z2}
z4 crossed above cma(z4,2)
z4 1 day ago < 0

symlist(faz,fas,tna,tza,scha,schb,schg,schx,sche)


]



buy=14.15, goal .40, 9/7/10

push5280
98 posts
msg #96053
Ignore push5280
9/7/2010 9:48:48 AM

four,

FAZ looking good so far, how did you determine your entry and exit? I feel 14.15 was too generous and that .40 exit may leave alot on the table. just curious

four
3,998 posts
msg #96054
Ignore four
modified
9/7/2010 11:56:31 AM

FAZ looking good so far, how did you determine your entry and exit? I feel 14.15 was too generous and that .40 exit may leave alot on the table. just curious
---------
hp722c

14.15 = high + .03 , looking to keep false entries to a minimum. Some might like to DCA into a full position, I don't usually.

.40 = roughly .40 * atr(10). At 100 shares you at least make a few bucks. Volatility says that the 40% should occur statistically.


"leave a lot on the table" = Are you day trading or looking medium to long? I entered for a day trade. For a longer trade, I need the low to stay above yesterday's low (The high is already above yesterday's high -- as of 11:57 AM ).

-- update 10:34pm , 9/7/10: low above yesterday and high above yesterday... still in (if longer than day trade)

HTH

Here is the revised filter with the ATR calculation

Fetcher[
set{z1, ma(2)}
set{z2, ma(3)}
set{z3, z1 - z2}
set{z4, z3 / z2}
z4 crossed above cma(z4,2)
z4 1 day ago < 0
set{atrx, .4 * atr(10)}
add column atrx

symlist(faz,fas,tna,tza,scha,schb,schg,schx,sche)
]



push5280
98 posts
msg #96056
Ignore push5280
9/7/2010 12:46:09 PM

TZA slow stoch about to cross and about $1.50 from away from DMA. Looks like a buy to me currently $32.14

push5280
98 posts
msg #96057
Ignore push5280
9/7/2010 12:47:17 PM

DRV SS crossed and about $1.20 from DMA looks like a buy also $23.70

fortyfour
185 posts
msg #96060
Ignore fortyfour
modified
9/7/2010 3:27:15 PM

I cant watch the market intra-day. I use day bars.

I have a limit order in for TZA at 32.20......can not bring myself to chase it this late in the day....

If filled in a day or two I would view failure/ or stop to be a little below yesterdays low.


Good luck...


I too am looking to measure extreme moves of price below DMA and equate them to the average day range.
Ma(2) is used as a proxy for price.


Fetcher[close > 10
avg vol(90) above 1000000

/* CALCULATE THE PERCENTAGE THAT MA(2) OF PRICE IS BELOW DMA(10,-5) */

set{diff, dma(10,-5) - ma(2) }
set{y, diff / dma(10,-5) }
set{per, y * 100}
add column per


/* <<<<>>>>*/
/* EQUATE THE PERCENTAGE DIFFERENCE BETWEEN DMA AND MA(2) .....TO DAY RANGE AS VOLA*/
/* IE: 1% DIFF BETWEEN DMA AND MA2 MAY BE EXTREME FOR DISNEY (dis) BUT NOT (tna)*/
set{ v, per / average day range(15) }
set{vola, v * 100}
add column vola
add column average day range(15)


count( dma(10,-5) < cma(DMA(10,-5),5) ,8) > 6

ma(2) 1 day ago is below dma(10,-5)


add column dma(10,-5)
do not draw ma(2)
sort column 6 descending
]





StockFetcher Forums · General Discussion · DMA<< 1 2 3 >>Post Follow-up

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