Belflan's US stock swing trades

[belflan]

Sorry just saw this post.. MACCI daily WAS heading up on THURSDAY but now is flattening which basically means bears are still in control. It is very bearish if MACCI flattens and heads down from OS levels. IN another word even TECHNICAL catalysts are not stong enough to take the market up.. I am bear LONG term and feel traders MUST BE SHORT of stocks in their swing portfolio SELL IN TO ANY RALLIES ....

Grey1

ok big G, back to the drawing board,

i'll add to my present short list, from your new one of course:whistling, and look for O/B stocks

nice one
Glen

 

[belflan]

ok will only be looking for swings short for a while,

not much looking O/B on the daily's

so i guess i'll sit on hands for a while unit MACCI flatness out a bit, or becomes over bought on day chart.

 

[belflan]

G1 has 118 stocks on his current weak list,

need to find some criteria to cut this down,

mmm.

 

[iq200]

ok will only be looking for swings short for a while,

not much looking O/B on the daily's

so i guess i'll sit on hands for a while unit MACCI flatness out a bit, or becomes over bought on day chart.

Glenn, Did you get your CCI problem sorted out? Have the stocks on the list above been calculated by you? On my MACCI, RDN has a CCI of -97.79, ABK has a value of -103.53 etc... Am I missing something?
Regards,
Imran

 

[Trader333]

I think that there are different versions of the Macci code circulating. Maybe it would help if the code is posted on here then everyone can ensure they are using the same.



Paul

 

[belflan]

Glenn, Did you get your CCI problem sorted out? Have the stocks on the list above been calculated by you? On my MACCI, RDN has a CCI of -97.79, ABK has a value of -103.53 etc... Am I missing something?
Regards,
Imran

Hi Imran,

i got it sorted for INDU which now reads -78.98 which i not think is too far off the mark

still having prob's down loading back fill data through HyperServer, i think i'll get on to them tomorrow night if there online and see if they can sort it.

thanks very much for flagging this up, this is invaluable for me (ie making sure my data is correct)

cheers
Glen

 

[belflan]

I think that there are different versions of the Macci code circulating. Maybe it would help if the code is posted on here then everyone can ensure they are using the same.



Paul

i think the difference is a data prob with me, more than anything else

cheers
glen

 

[belflan]

This is the new updated weak list ,, Please ignore RIMM and AAPL on the third column ,


Grey1

G1 your weak list is broken into three section, is there a reason for this, sectors?

glen

 

[Grey1]

G1 your weak list is broken into three section, is there a reason for this, sectors?

glen

No reason just the way i have set up esignal

Grey1

 

[moreagr]

Paul,
Thanks for the clarification - nice to be sure I'm in tune with everybody else.

Moreagr,
I use Neoticker but nevertheless the offer is appreciated - thanks. It should be fairly simple to sort out but I need to look again as to why I'm getting a different result even with the 6,5 setting.
Probably best if I move to a new thread if I have to pursue this as I don't want to deflect from the main thrust of this thread.

Al

Ultra, okay neoticker I heard is very nice. very powerful. I hope you figure it out. you might want to check for scaling feature or you may want to ask mr. L Chan him helps with support for is product. I have seen him on elitetrader posting.

 

[Trader333]

glen,

What issues are you having with hyperserver ?


Paul

 

[Grey1]

G1 has 118 stocks on his current weak list,

need to find some criteria to cut this down,

mmm.

Why do you want to cut them down ,, from the 118 perhaps around 80% of them have high MACCI as a result I am still analysing and adding to my list so i can rotate the OS sectors to more moderately sold sectors . We need to have the choice to rotate the sectors to maximize profit while sitting cash on OS sectors such as Banks/Housing/insurers

grey1

 

[jdbzero]

Why do you want to cut them down ,, from the 118 perhaps around 80% of them have high MACCI as a result I am still analysing and adding to my list so i can rotate the OS sectors to more moderately sold sectors . We need to have the choice to rotate the sectors to maximize profit while sitting cash on OS sectors such as Banks/Housing/insurers

grey1

Grey1,

First off - thanks for the updated list of stocks

Secondly - how do you go about your sector analysis. From a technical aspect, do you use sector indices and apply the MACCI?

Thirdly - just so I understand, the OS sectors Banks/Housing/insures are for your long term plays where you sit out the short term advances, the moderate OS sectors are then used for the shorter 3 day type trades?

Thanks as always
Jonathan

 

[Ultramarine]

Al, I used the CCI (found in Tradestation) of length 6, smoothed it with a simple moving average of length 5 and I get the same value as MACCI as you can see from the enclosed picture.
Regards,
Imran

Thanks for the pic Imran. I switched to 6,5 params and a simple ma instead of the adaptive and came up with the same values of -78 for the daily INDU. Also got the same values for ABK and RDN. Not wanting to promote one set of params as better than another necessarily but it helps if I know I'm talking the same language as others when trying to compare results.

As an exercise I thought I'd run the MACCI using different types of ma - simple, two different implementations of the ema and two different implementations of the adaptive ma. I had previously settled on an adaptive ema simply because Iraj had specified that in one of his very early TT posts - although he did also say that a simple ma would do just as well (so was I trying to be too smart??). I found the results to be quite different for the different ma's. Not in the general shape of the curves but certainly in the amplitudes of the peaks and troughs and their "sharpness". With the simple (and to a lesser extent the exponential) ma's the frequency of OB and OS levels being exceeded was greater than when using the adaptive ma. To get a similar number of OB/OS signals I would have had to set the limits at around +/- 60 rather than 100.

Al

 

[belflan]

glen,

What issues are you having with hyperserver ?


Paul

hi Paul,

i'm having prob's downloading historial data with hyper. If i try to download say the last 30 day bars for each or my symbol it usally pick out a few it do, the rest, no data. the few that it will download changes each time i try it?

thansk
glen

 

[evostik]

hi Paul,

i'm having prob's downloading historial data with hyper. If i try to download say the last 30 day bars for each or my symbol it usally pick out a few it do, the rest, no data. the few that it will download changes each time i try it?

thansk
glen

Glenn

A quick question; are you using Hyperserver 3.0 version 4.1.4.164 under license from Hypertrader?

Steve

 

[belflan]

Glenn

A quick question; are you using Hyperserver 3.0 version 4.1.4.164 under license from Hypertrader?

Steve

yep steve

;glen

 

[belflan]

yep steve

;glen

d oh sorry steve no

glen

 

[evostik]

yep steve

;glen

Glen

hmm, I had probs downloading Daily but that upgrade a few days ago fixed it ok. I guess grabbing the online support guys is the best idea. They always seem really helpful.

Hope you get it fixed Ok.

Steve

 

[belflan]

Why do you want to cut them down ,, from the 118 perhaps around 80% of them have high MACCI as a result I am still analysing and adding to my list so i can rotate the OS sectors to more moderately sold sectors . We need to have the choice to rotate the sectors to maximize profit while sitting cash on OS sectors such as Banks/Housing/insurers

grey1

do you mean 80% of them low MACCI (instead to high), not sure i follow

glen