Mandeep

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  • in reply to: Ability to Normalise / Rank a script #53779
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Hi Mathew,

    Thanks for your reply – your point re the MA and % deviation is a really interesting idea.  I’ll definitely explore that.   To date I have used the zscore function to ‘normalise’ data.

    I would definitely support the work you are doing on the group functions – hopefully you have the support to take that forward.

    thanks

    Mandeep

    in reply to: Tom Demark Indicators #53365
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    Mandeep
    • Topics: 22
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    • Posts: 34

    Hi Chad,

    Thanks for your reply – I have coded quite a simple version – I’ll check out your version this weekend.  Mine is based on the fact that Demark is really looking at trends which are based on a 1 period moving average offset by 4 bars.  9 days above this or below this kicks off his trend and exhaustion signals.  Here is my code for this:

    UP signal = plots an indicator below the charts

    a1 = close() < offset(ma(BARS=1), OFFSET=4);

    timesincesignal(a1)

    Down Signal

    a1 = close() > offset(ma(BARS=1), OFFSET=4);

    timesincesignal(a1)

    My chart setup has this 4 period offset 1 period MA and the above indicators.  I then check for either 9’s and 13’s days above or below this trend – using a showbar.

    in reply to: Screening for Gaps #53059
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    thanks Darren – would it be correct to use:

    timesincesignal((LOW()[1] – HIGH())/LOW()[1] > 0.15) < 90

    To add the time component of having this gap anytime within the last 90 days

    in reply to: BackTesting Script Query #52571
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Thanks Darren – Can you also clarify the sequencing of the re-balancing functions.  As an example if I was looking to firstly select momentum stocks using the Descending “Performance()” if I select another Metric using the “AND” function and “datafield(Book Value per Share)” ratio – Does this sort by momentum AND then pick the best value stocks within that sorted list.  Or does it use both functions to sort out a list in a singular method.    

    I’ve read the online help/function article but any other info would be great if you have any.

     

    cheers

    in reply to: Futures Indicator – Implied Yields #52339
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Thanks Mathew – exactly what I need.

     

    Currently it looks like its only available as an enterprise license. I have life long services and additionally purchased the full Gann and Astro modules.  Is this also available as an add on?

     

     

    in reply to: New Indicators for Optuma Statistical Module #52335
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Thanks Mathew  – looking forward to 1.5.

    PS I went through the forum – but couldn’t find a relevant script.  

    in reply to: Suggested enhancements #52163
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Thanks for your response Mathew and appreciate the work you guys are dong.

    in reply to: Backtesting #51935
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Thanks for coming back Darren I’ve been through that but once I set a rebalancing option the ability to add a stop loss disappears or freezes

    is this a restriction ? 

     

    Thanks 

     

    mandeep

    in reply to: Connors RSI #48763
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Hi Darren,

     

    Thanks Darren – is there any other ways to code this component – not sure I’m using the right function.  What I’m trying to do is is find a streak of days which are up and down (described here):
    https://www.nirvanasystems.com/ultimate-indicator-connors-rsi/
    (procode example) upDays = BarsSince(C <= Ref(C,-1));
    downDays = BarsSince(C >= Ref(C,-1));
    updownDays = IIf(upDays > 0, upDays, IIf(downDays > 0, -downDays, 0));

     

    Also did you have any guidance on these previous posts:
    –  https://forum.optuma.com/topic/correlating-into-the-future/ 
    –  https://forum.optuma.com/topic/number-searcher-tool/ (I added on top of an existing post).
    – Is there any way to post a moving average of seasonality ontop of a chart using the “Get Data”function

    Thanks mate – appreciate your support – sorry for the long post.

    cheers

     

    Mandeep

    in reply to: New Indicator Requests #48559
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    thanks 

     

    Mandeep

    in reply to: Number searcher tool #48535
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Hi Darren,

    I believe my question maybe related to the number searcher tool so I’m tapping onto this thread.

    I’m trying to work out the average cycle time of commodities.  Currently I use the cycle tool and number searcher.  The best results I found is when I use the pivot tool and define a pivot of 10 (or x) periods.  Then I count the days (low to low) or (high to high).  Then I simply take the average of these cycles (e.g. 42d, 43d, 50d; avg = 45d) and document this with the cycle tool.

    Is it possible to automate this type of analysis using the number searcher.

    Thanks in advance 🙂

     

     

     

    in reply to: Multiple Charts Query #48463
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    Mandeep
    • Topics: 22
    • Replies: 12
    • Posts: 34

    Also would you know how I can overlay an indicator like the OBV on the actual chart

    cheers

     

    Mandeep 

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