Cheese
1,374 posts
msg #112610
- Ignore Cheese |
4/2/2013 10:57:42 PM
Thank you for the code and for this thread, Kevin.
At the time of writing, the CMF divergence using ^SPX in sF still does not match your CMF signal in SS,
even though it adheres to your code on page 1.
The CMF divergence using SPY in sF for Apr 2 , 2013 does match your your CMF signal in SS.
Best regards.
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Kevin_in_GA
4,599 posts
msg #112616
- Ignore Kevin_in_GA |
4/3/2013 8:44:31 AM
That likely means the methods of calculation are different. The easy solution is to drop the CMF Divergence filter from this system if you are relying on SF as your source for signals. Just go with 5 instead of 10.
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Cheese
1,374 posts
msg #112618
- Ignore Cheese |
4/3/2013 9:05:41 AM
Thanks for the advice, Kevin.
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mahkoh
1,065 posts
msg #112627
- Ignore mahkoh |
4/3/2013 5:43:22 PM
Big divergence in the divergence today: SPY based filters shows 2 , SPX based filter 8.
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radiobb2
10 posts
msg #112629
- Ignore radiobb2 |
4/3/2013 8:00:56 PM
When I run the filter on page 22, I see 7, not 8. Did you change something?
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Kevin_in_GA
4,599 posts
msg #112630
- Ignore Kevin_in_GA |
4/3/2013 8:10:32 PM
CMF again not showing up, most likely.
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Cheese
1,374 posts
msg #112631
- Ignore Cheese |
4/3/2013 9:29:14 PM
The divergence filter on page 22 is ^SPX based, and follows the code changes suggested by Kevin.
Other than that it uses the same logic of the SPY based filters on pages 1 and 2.
I am at a loss as to why the CMF signals from the two filters were not the same.
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radiobb2
10 posts
msg #112632
- Ignore radiobb2 |
4/3/2013 9:34:03 PM
Just confirming that it is the CMF that is not triggering.
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mahkoh
1,065 posts
msg #112636
- Ignore mahkoh |
4/4/2013 6:08:42 AM
I modified frlsbch's spreadsheet to generate intraday signals on SPX.
The issue is probably in SF's calculation of CMF.
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jackmack
334 posts
msg #112640
- Ignore jackmack |
4/4/2013 10:18:26 AM
frsrblch - love the spreadsheet - very nice
mahkoh - quick question on the intra-day alerts on the spreadsheet - where does one see those?
Thank you both - great work all around
Cheers
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