-
The Forum works well on MOBILE devices without an app: Just go to: https://forum.tsptalk.com
-
Please read our AutoTracker policy on the IFT deadline and remaining active. Thanks!
-
$ - Premium Service Content (Info) | AutoTracker Monthly Winners | Is Gmail et al, Blocking Our emails?
Find us on: Facebook & X | Posting Copyrighted Material
-
Join the TSP Talk AutoTracker: How to Get Started | Login | Main AutoTracker Page
-
The Forum works well on MOBILE devices without an app: Just go to: https://forum.tsptalk.com ...
Or you can now use TapaTalk again!
F R O "FrizzB. Rolo Oscillator ACCOUNT TALK
- Thread starter Frizz B.
- Start date
imported post
hehe...Oh, now I feel pressure! lol
Attachedis a screenshot of the FRO as of June 4th.
Notation:
δ = Differential
σ = Standard Deviation, upper or lower
1σ = One standard deviation, 68% of the time
2σ = Two standard deviations, 95% of the time
3σ = Three standard deviations, 99.7% of the time
See this link for more information.
If the σ listed are higher, I am bullish; if lower, bearish.
[line]
{Fund} = δ / {zero-base} / {1σ} / {2σ} {last tick direction}
Sδ=295:277/304/330 :}
Cδ=101:97/113/129 :}
Iδ=35:30/18/6 :{
[line]
My allocation is holding at 70S/30C
hehe...Oh, now I feel pressure! lol
Attachedis a screenshot of the FRO as of June 4th.
Notation:
δ = Differential
σ = Standard Deviation, upper or lower
1σ = One standard deviation, 68% of the time
2σ = Two standard deviations, 95% of the time
3σ = Three standard deviations, 99.7% of the time
See this link for more information.
If the σ listed are higher, I am bullish; if lower, bearish.
[line]
{Fund} = δ / {zero-base} / {1σ} / {2σ} {last tick direction}
Sδ=295:277/304/330 :}
Cδ=101:97/113/129 :}
Iδ=35:30/18/6 :{
[line]
My allocation is holding at 70S/30C
imported post
I have updated my highs and lows for the S to I, and the S to F differentials. With Rolo's help, we have taken the top high's and low's in each cycle and then divided that by the amt of entries.
F FUND = HIGH'S (1617/5=323) LOW'S (1235/5=247)
I FUND = HIGH'S (395/9=44) LOW'S (103/8=13)
I am going to do a 6 month history, so after June, I will be disregarding theJanuary's high's and low's and adding the July's high's and low's, and update accordingly. With this information, I am looking for these numbers.
F FUND will be in the range of 270 to 315, and the I FUND will be 20 to 40.
Rolo, what is your opinion.
I have updated my highs and lows for the S to I, and the S to F differentials. With Rolo's help, we have taken the top high's and low's in each cycle and then divided that by the amt of entries.
F FUND = HIGH'S (1617/5=323) LOW'S (1235/5=247)
I FUND = HIGH'S (395/9=44) LOW'S (103/8=13)
I am going to do a 6 month history, so after June, I will be disregarding theJanuary's high's and low's and adding the July's high's and low's, and update accordingly. With this information, I am looking for these numbers.
F FUND will be in the range of 270 to 315, and the I FUND will be 20 to 40.
Rolo, what is your opinion.
imported post
At first, I agreed; then I remembered why I used standard deviations. The normal distribution process "clips" those extraordinary highs for you (third SD). Read the above link I posted for an explanation and illustration.
You can "tighten" the SD's on the spreadsheet by playing with the zero-base. If you lengthen the moving average duration, you will get a smoother, less volatile curve. However, you lose accuracy when the market is more volatile.
I intend to re-examine the way I calculate zero-base; it is a simple moving average and I want to use exponential moving averages as soon as I figure out how...and what that exactly means, heh.
At first, I agreed; then I remembered why I used standard deviations. The normal distribution process "clips" those extraordinary highs for you (third SD). Read the above link I posted for an explanation and illustration.
You can "tighten" the SD's on the spreadsheet by playing with the zero-base. If you lengthen the moving average duration, you will get a smoother, less volatile curve. However, you lose accuracy when the market is more volatile.
I intend to re-examine the way I calculate zero-base; it is a simple moving average and I want to use exponential moving averages as soon as I figure out how...and what that exactly means, heh.
oneyoungbuck
Member
imported post
your right, i am confused.
your right, i am confused.
imported post
Awwwwwoh!
Okay.
Download, unzip the attachment and open it. You can highlight and copy the whole row of share prices from the TSP site and paste it into the G Fund's cell for the daily update; the entire row will fit perfectly. Next, change the "G43" in the yellow cells to G42. This is to include the current date in the standard deviation formula. Click on the chart tab at the bottom.
Awwwwwoh!
Okay.
- The three fund's plotted, from top down: S, C, I
- The yellow line is the differential (δ, lower-case Greek Delta) as designed by FrizzB no ee.
- The grey line is the "zero-base", as explained by FrizzB no ee as, "You have to adjust...market conditions." I just plotted a moving average to show the "center".
- The orange line marks one standard deviation (σ, lower-case Greek Sigma, or English SD) above the zero-base, and the lime line is 1σ below. These attempt to plotthe high and low differentials Frizz mentions. It is no coincidence that he observed those numbers, for the differential will stay within 1σ 68% of the time.
- The red and green lines mark 2σ (two standard deviations). These plot the times Frizz says "I have seen it go as high as..." The δ will stay within 2σ 95% of the time.
Download, unzip the attachment and open it. You can highlight and copy the whole row of share prices from the TSP site and paste it into the G Fund's cell for the daily update; the entire row will fit perfectly. Next, change the "G43" in the yellow cells to G42. This is to include the current date in the standard deviation formula. Click on the chart tab at the bottom.
imported post
We are at 295 today, if at 8:45 central time, we are above a 1% gain in the S fund, I will be transferring my funds to the G fund. At 1% we will be at 308 and hopefully it will still climb. I wish we could trade at the end of the day for tommorrow, instead of having to be waiting for the close.
We are at 295 today, if at 8:45 central time, we are above a 1% gain in the S fund, I will be transferring my funds to the G fund. At 1% we will be at 308 and hopefully it will still climb. I wish we could trade at the end of the day for tommorrow, instead of having to be waiting for the close.
imported post
Oh....Scheiße....now I feel pressure! {need a whincing smiley here}
Another feel-good indicator is the tight trading ranges recently. If they were wide and loose, what I call "unstable", I do not think I would have such bullish conviction.
Plus, a lot of stong stocks have been breaking out and advancing.
And, since everyone else is bailing, and I am the only one staying, that makes you the heard, and me the correct contrarian.
a.k.a. The Dissident Index
Hehe, I just got this:
The following Stock Alert has been triggered compliments of Scottrade.com.
KNIGHTSBRIDGE TANKERS LTD (VLCCF) - Volume exceeded 22-day average by over 25.0%
Volume: 340099.00 at
Price when alert was set: 17.79 on 05/03/04 15:55:47 EST
Current Quote for VLCCF
Last: 24.70
Change: 1.02 (4.31 %) :^
High: 24.70
Low: 24.15
Annual High: 24.70
Annual Low: 5.47
Previous Close: 23.68
Volume: 340099
100-Day Avg. Volume: 237680
200-Day Moving Avg: 14.46
DJIA: 10333.72 (+90.9)
NASDAQ: 2002.20 (+23.6)
S&P500: 1134.00 (+11.5)
Click here to place a trade.
Oh....Scheiße....now I feel pressure! {need a whincing smiley here}
Another feel-good indicator is the tight trading ranges recently. If they were wide and loose, what I call "unstable", I do not think I would have such bullish conviction.
Plus, a lot of stong stocks have been breaking out and advancing.
And, since everyone else is bailing, and I am the only one staying, that makes you the heard, and me the correct contrarian.
a.k.a. The Dissident IndexHehe, I just got this:
The following Stock Alert has been triggered compliments of Scottrade.com.
KNIGHTSBRIDGE TANKERS LTD (VLCCF) - Volume exceeded 22-day average by over 25.0%
Volume: 340099.00 at
Price when alert was set: 17.79 on 05/03/04 15:55:47 EST
Current Quote for VLCCF
Last: 24.70
Change: 1.02 (4.31 %) :^
High: 24.70
Low: 24.15
Annual High: 24.70
Annual Low: 5.47
Previous Close: 23.68
Volume: 340099
100-Day Avg. Volume: 237680
200-Day Moving Avg: 14.46
DJIA: 10333.72 (+90.9)
NASDAQ: 2002.20 (+23.6)
S&P500: 1134.00 (+11.5)
Click here to place a trade.
imported post
I am now planning on riding the wave until it starts to crest. I have to many times, mainly on the way down, traded to soon and did not get the full impact of the wave. Always came back, my way, but really could of done better. So I am looking for the 325 mark, or a pull back.
I am now planning on riding the wave until it starts to crest. I have to many times, mainly on the way down, traded to soon and did not get the full impact of the wave. Always came back, my way, but really could of done better. So I am looking for the 325 mark, or a pull back.
imported post
This is what the FRO would look like if the I and S dropped 1% tomorrow, and the C dropped 0.4%. Will there be profit-taking? Will there be a breather? Will the rally continue? Do I want to bail for Wednesday? Nah, maybe Thursday, earliest.
I'm wondering if a C-F δ would be more helpful.
This is what the FRO would look like if the I and S dropped 1% tomorrow, and the C dropped 0.4%. Will there be profit-taking? Will there be a breather? Will the rally continue? Do I want to bail for Wednesday? Nah, maybe Thursday, earliest.
I'm wondering if a C-F δ would be more helpful.
imported post
The seasonal chart has me a little concerned, but it is too late to do anything about it now. Well, you could still bail after the 6th day's historical loss and save yourself from the 7th day's.
Tentatively, I am thinking Monday's (formerly Friday's) close is time to sell. If Thursday is a black day, I think Monday will be a white day.
Hopefully, today will see a slim trading range near yesterday's high, keeping the support above 1135, and then a continuation of the run-up tomorrow and Thursday.
The seasonal chart has me a little concerned, but it is too late to do anything about it now. Well, you could still bail after the 6th day's historical loss and save yourself from the 7th day's.
Tentatively, I am thinking Monday's (formerly Friday's) close is time to sell. If Thursday is a black day, I think Monday will be a white day.
Hopefully, today will see a slim trading range near yesterday's high, keeping the support above 1135, and then a continuation of the run-up tomorrow and Thursday.
Similar threads
