karennma
8,057 posts
msg #122812
- Ignore karennma
modified |
2/12/2015 8:35:43 AM
Got any ideas?
See last post under thread "What does it mean?" started by poster Tanveer.
Thanks.
:>)
CLICK HERE
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novacane32000
331 posts
msg #122814
- Ignore novacane32000 |
2/12/2015 9:48:24 AM
Guys
The Pangolin Z filter works. I traded it for a year- no complaints
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Kevin_in_GA
4,599 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:
http://www.stockfetcher.com/forums/Filter-Exchange/A-LITTLE-PIECE-OF-CODE-ON-VOLATILITY/118585/0
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.
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karennma
8,057 posts
msg #122823
- Ignore karennma
modified |
2/12/2015 2:05:03 PM
Hi Kevin,
Wonderful!
Will work on this.
Thank you!
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