StockFetcher Forums · General Discussion · Kevin?<< >>Post Follow-up
6,396 posts
msg #122812
Ignore karennma
2/12/2015 8:35:43 AM

Got any ideas?
See last post under thread "What does it mean?" started by poster Tanveer.

268 posts
msg #122814
Ignore novacane32000
2/12/2015 9:48:24 AM

The Pangolin Z filter works. I traded it for a year- no complaints

3,836 posts
msg #122822
Ignore Kevin_in_GA
2/12/2015 1:34:56 PM

Well, I had written a prior "timing filter" based on this, but I did not validate the idea against individual stocks:

The basic question is "does recent volatility indicate an impending move up or down?". We typically see high volatility with downturns and low volatility with upward trends. That is the basis for what I cobbled together in the post listed above. I did not backtest this so no promises it does anything, but you can eyeball it for SPY over the last two years and make your own conclusions.

6,396 posts
msg #122823
Ignore karennma
2/12/2015 2:05:03 PM

Hi Kevin,
Will work on this.
Thank you!

StockFetcher Forums · General Discussion · Kevin?<< >>Post Follow-up

*** Disclaimer *** 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. does not recommend particular securities., 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