StockFetcher Forums · Filter Exchange · VTI EMA(150) - 4%<< 1 2 >>Post Follow-up
544 posts
msg #93542
Ignore glgene
6/5/2010 10:23:14 AM

Traderseb and Four,

Thanks so much for coming up with the solution to my 4-decimal info needed. I am constantly amazed about the clever SF scripting I see here!

Your June 4 VTI of 96.18 compares to 96.54 in Stockcharts. Since it's an EMA calculation, it simply has to be the number of lookback days used in each calculation. There appears no way around the difference.

Anyway, for anybody reading this thread for the first time, I did a measurable amount of testing (in FastTrack software) and came to this conclusion: If one is looking for a major market buy-sell signal (slow signal at 150 days), it is this:

Sell when the 150-day EMA +4% of VTI hits 96.00 or lower [it would be 100.00 if the price exactly matched the 150-day EMA) Buy when it hits 104.00 or higher. Few whipsaws, but it also doesn't get you in/out at exact market tops/bottoms (what does?). It would have saved your bu-- in 2001-2002 and 2008. It didn't get you out for yesterday's big down day (-3.5%), but as you can see, at 96.18 it's within a whisker of a sell (a sell would be at 96.00 or lower). But I've seen it hit whiskers before and turnaround. As I said before, it's a slow, major mkt. signal. I use VTI since that is a barometer of total market activity.

Here's the calculation:

VTI price / VTI 150-day EMA+4%.

Four....many thanks for continued response to my requests. And to Traderseb for finding the solution to my 4 decimal point needs. Your modified solution works perfectly.

Now about yesterday's whipping in the stock market.... Jobs, jobs, jobs -- we need more!


544 posts
msg #93617
Ignore glgene
6/7/2010 10:15:21 PM

Well, my VTI signal fired a 'sell' today (end-of-day pricing).

Anything 96.00% or less would have been a sell. Using SF, It ended today at 94.69% That compares to 96.18% one day ago (last Friday). In software it computes to 95.03% today. In FastTrack software, it computes to 95.06% today and 96.56% one day ago. The differences in today's end-of-day computations (with the aforementioned software) has to do with the length of the lookback EMA charts.

Using VTI as a major barometer index, that says "get out." of the market. This is a slow-moving signal. Misses peak highs and absolute lows. It would have saved your bu-- in 2008. Not a fancy, sensitive signal....but it sure beats buy & hold as hawked by most financial planners. The VTI signal can be used with broad-based, index ETFs. It has never been tested with individual sectors.

For what it's worth,

Zack, the turtle

ps: Thanks, again, Four and Traderseb, for your help in SF scripting. If anybody would like to see 5-year and 7-year testing of the VTI signal, please let me know. I'll show you the results of trading VTI itself. Beats B&H, as I said.

StockFetcher Forums · Filter Exchange · VTI EMA(150) - 4%<< 1 2 >>Post Follow-up

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