Twitter Charts

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  • #61971
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    I’ve created this thread for some of the charts that are posted on our Twitter account. If there are any you would like to see post the request and Tweet link in a reply.

    I’ll start with this one that uses the custom Market Breadth module to calculate the daily percentage of stocks in the S&P500 that outperform the index. As the S&P500 is a market cap weighted index the largest companies have a bigger impact on performance. So when the number of companies outperforming the index is low its the big guys doing the work, whereas if 73% are outperforming then performance will be skewed to the smaller caps.

    To build the breadth measure use this simple Relative Index Comparison function:

    This will count the number of stocks whose relative performance is higher than the previous bar. If true, then it has outperformed the index on that day and is given a value of 1. The breadth engine will then calculate the percentage of true results for each day to build the data. For accuracy, use the Historical Membership if running on the S&P500 so that only stocks that were in the index at the time are included.

    Capture

    Once the breadth data has been built (this example created a ticker symbol SPXOUTPF) then it should display when you open the attached workbook. The Watchlist will load the latest data for the S&P500 stocks and put them into true/false groups. If you have our Fundamental Data on your account then it will also calculate the average market cap size of each group for that day’s trading.

    Download and save the workbook top open the chart (if you don’t have the Market Breadth module then the lower panel will be blank).

    Capture

    6 users thanked author for this post.
    #62073
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    Automated Fibonacci levels: https://twitter.com/Optuma/status/1351881460156809217?s=20

    The script will calculate the high/low range between January 1st and May 1st 2020, and then plot the 138.2% and 161.8% levels:

    The Show View below the chart plots the retracement levels:

    Capture

    4 users thanked author for this post.
    #62415
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    TimeSinceSignal scripts: https://twitter.com/Optuma/status/1359122061592039428

    Days since RSI below 50:

    Weeks since being on the left side of the RRG (on weekly watchlist – requires RRG Pro module):

    1 user thanked author for this post.
    #62425
    Thomas
    • Topics: 158
    • Replies: 224
    • Posts: 382

    Hi Darren,

    als always thank you very much for your post and especially workbook.

    One last question: Can you post the code for the column “Date since” you have in the watchlist in your Twitter chart?

    Thanks,
    Thomas

    #62443
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    Date Since RSI(14) was last below 50:

    This will display as a number, so right-click on the watchlist column heading and change the Column Type to Date.

    More examples here: https://forum.optuma.com/topic/using-bardate-to-display-when-a-condition-last-happened/

    1 user thanked author for this post.
    #62691
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    Stats on stocks joining the S&P500 index

    https://twitter.com/Optuma/status/1362792200778772486?s=20

    Workbook with scripts attached.

    3 users thanked author for this post.
    #63469
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    VIX curve chart (requires access to the CBOE Indices data).

    https://twitter.com/Optuma/status/1381926511024934912?s=20

    VIX Indices Curve

    #63819
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    RSI Switch: https://twitter.com/Optuma/status/1389914639211929604

    This uses the Switch function to signal when the RSI crosses above 70 and remain true until it crosses below 30, as seen in the green shaded area (created in a Show View dragged over the RSI).

    Days since Overbought:

    Number of Overbought conditions since the last Oversold:

    Capture

    2 users thanked author for this post.
    #63837
    Deepak
    • Topics: 95
    • Replies: 88
    • Posts: 183

    https://mobile.twitter.com/Optuma/status/1386638124466507778

    Hiii sir

    Can u tell how this test was done.

    Regards

    Deepak

    #63851
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    Use this on weekly timeframe for when the 1 bar stochastic is below 10:

    1 user thanked author for this post.
    #64581
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    To count the number of higher swing lows since the last lower swing low: https://twitter.com/Optuma/status/1399700048829616134

    The script uses the following functions with a Gann Swing in a Show View:

    SwingTrendUp and SwingTrendDown: https://help.optuma.com/kb/faq.php?id=1225

    CountMatchSinceSignal: https://help.optuma.com/kb/faq.php?id=962

    2 users thanked author for this post.
    #65283
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    Advancing volume %: https://twitter.com/Optuma/status/1417809118631452674?s=20

    The example in the Tweet was using IQFeed data (VINA.Z / VINT.Z) but the same can be calculated using our Breadth Measures data. This example is for SPX, which can be used in a Show View set to histogram:

    This can then be used in a Show Bar to highlight when the day’s value is > 80% or < 20%. The following combines the two to show when an  >80% day follows a <20% day:

    • This reply was modified 2 years ago by Darren.
    #65555
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    % change from COVID lows: https://twitter.com/Optuma/status/1425791260263165956

    Show Plots for the low and 2 x low:

    Capture

    1 user thanked author for this post.
    #65621
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    Number of new all-time highs in 2021: https://twitter.com/Optuma/status/1427600292502294557?s=20


    Time since last ATH:


    New ATHs in the last 10 days:

    1 user thanked author for this post.
    #65829
    Darren
    • Topics: 76
    • Replies: 1,059
    • Posts: 1,135

    SPX outperformance: https://twitter.com/Optuma/status/1432685094788009990?s=20

    These measures were built using the Custom Breadth module on historical members:

    Daily % outperforming the index:

    % Outperforming SPX YTD (Start Date of calculation Jan 4th 2021):

    1 user thanked author for this post.
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