StockFetcher Forums · General Discussion · Volatility Indexes<< 1 ... 3 4 5 6 7 >>Post Follow-up
karennma
6,823 posts
msg #86059
Ignore karennma
1/12/2010 7:10:37 PM

Wow!
That's awsome, Kev!
Thanks!


karennma
6,823 posts
msg #86060
Ignore karennma
1/12/2010 7:15:16 PM

Hey dm1518:
I just ran your filter and it doesn't work.
It says "debug".


chetron
2,817 posts
msg #86065
Ignore chetron
modified
1/12/2010 7:27:36 PM

maybe...

when you use a decimal value for math, always lead off with a 0 before the .

hth

Fetcher[
apply to Sector(ENERGY)
and apply to Sector(oil)
and apply to Sector(oil and gas)

rsi is under 30
beta is above 2
price is above 1
Average Volume(30) is above 100000
Show stocks where Fast Stochastic(13,3) Slow %D is below 20

add column beta
add column rsi

set{ovx10dayma, cma(ind(^ovx,close),10)}
draw ovx10dayma
draw ind(^ovx,close) on plot ovx10dayma

set{47pct,ovx10dayma * 0.047}

set{plus47,ovx10dayma plus 47pct}
draw plus47 on plot ovx10dayma

set{minus47,ovx10dayma minus 47pct}
draw minus47 on plot ovx10dayma
ind(^ovx,close) is above plus47 on plot ovx10dayma

offset 12/9/09
]



karennma
6,823 posts
msg #86066
Ignore karennma
1/12/2010 7:33:17 PM

Geesh!
Thanks, Chetron.
But, I'm missing something ...
Why do you have to offset it by 22 days.
Offset 1,2,3, 17 etc ... doesn't work.


chetron
2,817 posts
msg #86067
Ignore chetron
1/12/2010 7:35:34 PM

that was the 1st place i noticed a result, just wanted to give you something to look at right off the bat.


= D

karennma
6,823 posts
msg #86068
Ignore karennma
modified
1/12/2010 7:43:23 PM

Oh!
got it .. THIS filter is for "bottoms" ONLY!

:>)
duuuhhhhh!!

chetron
2,817 posts
msg #86069
Ignore chetron
1/12/2010 7:48:53 PM

tops?????????


Fetcher[
/* for tops */

apply to Sector(ENERGY)
and apply to Sector(oil)
and apply to Sector(oil and gas)

rsi is above 70
beta is above 2
price is above 1
Average Volume(30) is above 100000
Show stocks where Fast Stochastic(13,3) Slow %D is above 80

add column beta
add column rsi

set{ovx10dayma, cma(ind(^ovx,close),10)}
draw ovx10dayma
draw ind(^ovx,close) on plot ovx10dayma

set{47pct,ovx10dayma * 0.047}

set{plus47,ovx10dayma plus 47pct}
draw plus47 on plot ovx10dayma

set{minus47,ovx10dayma minus 47pct}
draw minus47 on plot ovx10dayma
ind(^ovx,close) is below plus47 on plot ovx10dayma

]



karennma
6,823 posts
msg #86070
Ignore karennma
1/12/2010 7:51:28 PM

OMG!!
THAT IS UNREAL!!
Thanks!!
:>)


dm1518
15 posts
msg #87778
Ignore dm1518
modified
2/3/2010 8:30:10 PM

Oh wow -- didn't realize anyone used the screen, much less even read my followup post.

I'm quite a beginner at this, but learning lots. It's keeping me up late on WAY too many nights, reading all the posts written by you pro's...

I've found that it (the screen's picks) precedes the bottom by a few days, so you might choose to buy 'Red to Green' (muddy/13th). Of course, at true bottoms, I'm finding many people are buying 'Red to Green', so you get spikes in the morning, and the indexes close down - thereby eliminating the benefit of 'Red to Green' around those true bottoms. The same thing happened , if you recall, back around March 3rd - March 6th. On a variation of this screen, you'll notice that it said 'buy' around the 3rd of March... then, every morning from the 3rd, 4th, and 5th, the market closed down after opening up! Herein... all I'm saying is that finding the real bottom can be tough. But it finds what is CLOSE to the bottom, which is a HUGE benefit.

I read somewhere that when the VIX dips back down towards it's mean (under the plus5% line), that's when the market takes off. As well, you might choose to buy in 'pyramid formation going down' , which has huge benefits. I personally just prefer to buy on all/any intraday dips (under my initial entry price) once weekly. ....

I have also found the screens particularly useful when only including certain sectors. For example, you'll see this post with the oil, energy, gas, sectors... but what about technology and mining, both of which are projected to be of great interest this year... This is also characteristic of the 2nd phase of the bull market - which tends to highlight only certain sectors.

Additionally. The more stringent the screen is, the fewer times PER YEAR it actually appears. One screen only identified 3 prime buying opp's last year (as we all know) - - March, July 8th, and late October(early Nov). So the last question that remains for me is, what to buy in between those periods??? Personally, I suggest buying more of your winners, but cutting your losers (after the market has indeed turned). Do this (buying your winners), until they cross whatever limit you set (using RSI, MA's, Stochastics, etc).

Right now... obviously, the screens suggest that we should have bought last week. In the past year, these strategies have produced EXCELLENT YIELDS. As long as our bull continues, we should be fine for another 7+ weeks.

Lastly, in bear markets, short on the peaks using any variation of the "peaks screen" that chetron posted. In fact, I had actually created that short screen, and it identified many companies to short on Jan 8th. Of course, the companies that were the most optimal shorts were within the same sector --- coincidently, aluminum companies. All I'm saying is, it's considerably more optimal to identify sectors/industries that move, than to try and sort through results from the entire market. ....

I'm preaching to the choir.....

BarTune1
403 posts
msg #87887
Ignore BarTune1
2/5/2010 11:06:37 PM

For anybody who was watching, we had a perfect BB(9,2) VIX buy signal on the SPY this afternoon at it's lows .....



StockFetcher Forums · General Discussion · Volatility Indexes<< 1 ... 3 4 5 6 7 >>Post Follow-up

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