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pthomas215
1,251 posts
msg #138944
Ignore pthomas215
10/28/2017 3:34:13 PM

it's hard to believe but the major institutional call volume is on QQQ, FB, AMZN etc. sure seems like we are going even higher.

sandjco
648 posts
msg #138951
Ignore sandjco
10/28/2017 8:59:47 PM

thanks for dropping by PT!

yeah...guess this October taught me that not all Octobers will be the same. I just have to trade the signals and maybe scale in on dips given that it appears that there doesn't seem to be a real fundamental trigger that could roil this run (ala financial crisis).

Testing things out...bought CWEB at $47.69 using EOD prices.


sandjco
648 posts
msg #139234
Ignore sandjco
modified
11/13/2017 9:36:36 AM

SMH...trying not to catch the overtrading disease, I sat when I could have sold $7 higher and re-loaded around here. Now, I wait patiently to add more....

Selling CWEB $52.

sandjco
648 posts
msg #139237
Ignore sandjco
11/13/2017 10:15:21 AM

Added at $109.

sandjco
648 posts
msg #139340
Ignore sandjco
11/16/2017 8:53:48 AM

added more using $103.50 EOD. Used 4/5 of my powder. Hmmmm



sandjco
648 posts
msg #139432
Ignore sandjco
11/21/2017 2:37:34 PM

ACB of $106.25. To add or not to add. Looks like a triple top breakout. Greed says...add the last 1/5 tranche.

sandjco
648 posts
msg #139433
Ignore sandjco
11/21/2017 3:12:23 PM

CWEB profit of 9% in 2 weeks

Sold early I guess...in hindsight.

XIV mid day


Might pick up LABU instead...


sandjco
648 posts
msg #139445
Ignore sandjco
11/22/2017 8:41:28 AM

Last tranche in at $117.30 using EOD price. Nibbled at LABU with loose change at $69.48 using EOD.

sandjco
648 posts
msg #139453
Ignore sandjco
11/22/2017 12:21:52 PM

Question...

How do I "chart" the ratio of the result that is generated by this filter?

symlist(spy,agg)
add column roc(10,1) {performance}

Thanks in advance!

Kevin_in_GA
4,599 posts
msg #139454
Ignore Kevin_in_GA
11/22/2017 12:48:22 PM

The ratio (or difference, which is what I personally would use) needs to be defined as a variable. Like this

Fetcher[
symlist(spy,agg)
set{spyroc, ind(spy, roc(10,1))}
set{aggroc, ind(agg, roc(10,1))}
set{rocdiff, spyroc - aggroc}
set{rocratio, spyroc / aggroc}
add column rocdiff
add column roc(10,1)
sort on column 6 descending
draw rocdiff
draw rocratio
]



when you look at the rocratio curve, you can see why I prefer using the simple difference of the two values.


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