Quote from: ediface on July 10, 2019, 02:20:45 AM

Quote from: olegrey on July 10, 2019, 01:30:43 AM

I think a few of the reversals were miss typed. Do you mind checking the 6/3/2019 WMT,
4/15/2019 COST, 9/29/2017 COST, 7/29/2016 SPY. I think these reversals were not elected because you used the closing on Monday instead of the closing on Friday. Also what does "Rev Dt" column mean?

The first column is the last trading day of the period in question. The period in question is the Rev Dt column. For example, the last trading day of September 2017 was the 29th so for the above COST example a monthly reversal was elected in September 2017 (Rev Dt) and the trading day where the reversal was elected was 6/29/2017 (first column - Rev Election Dt). The first column is then used to get the open of the next trading day which is used for the open of the trade (column H). With that said...

6/3/2019 WMT was corrected to 6/7/2019 and Rev Dt was corrected to 6/3/2019
4/15/2019 COST was corrected to 4/5/2019 which is the last trading day of the week of 4/1/2019
9/29/2017 COST is correct as it is the last trading day of September 2017
7/29/2016 SPY is correct as it is the last trading day of July 2016

Thanks for pointing those out.

Thank you for the help. Isn't the 9/29/2017 COST a failed bullish reversal because the reversal is 164.96 and the closing on 9/29/2017 was 164.29. Also 81.74 for the 7/29/2016 SPY seems way to low to be a monthly bullish reversal since SPY closed at 217.12 on that date.