volatilityhq.com Official Thread

[mimi]

Hi, I am now in my second month with chartaffair, and as I didn't try VHQ yet, i don't know what i miss. But one question I allready have, do you observe here also the "Symbol not active" topic on which I stumble to often in Chartaffair?

[Djtux]

2 hours ago, mimi said:

Hi, I am now in my second month with chartaffair, and as I didn't try VHQ yet, i don't know what i miss. But one question I allready have, do you observe here also the "Symbol not active" topic on which I stumble to often in Chartaffair?

I am not familiar with that issue as Chartaffair is not my service, but you can read this thread to see the issues being reported.

[FrankTheTank]

On 8/25/2021 at 8:32 AM, Ringandpinion said:

My workaround for settings has been to set a separate page for each item, usually 5 pages, get each one setup like I want, then do what @TrustyJules does with cut and paste.  I don't use any pages totally default.  But if I bookmark each page with the correct settings then just hit open all pages in my bookmark folder for Vhq, I get everything back for my morning setup.  This is especially important because my brain doesn't really work well that early.

If anyone is handy with Excel there was a macro I saw that will let you click on a cell and it will open several webpages at once.    I was going to build that out for each of the tickers I was following to automatically create the links for me and then have it so I could click on each cell to automatically open the needed pages but have not had the time yet.   

[Ringandpinion]

@FrankTheTank I'm afraid that is several orders of magnitude above my abilities but it makes sense if you populate cells in Excel with the URL of the pages laid out the way you want it you could get the macro to call them.  I would assume you could get it to pick up the ticker from another cell and thus load a watchlist to open each page with given ticker.  Sounds really useful, but I have no idea how to do it.  Aren't the macros written in Visual Basic?  It seems that is what I played with once.  I'm curious now.  The amount of time saved by running through a watchlist on Vhq would be massive.

[Djtux]

Just so you know, I'm doing some upgrades to the website, and it might be broken right now, I'm fixing it right now, sorry about that.

[krisbee]

@Djtux Can you please check? Getting this when trying to see Calendar RV.

[krisbee]

@Djtux it's working now.

[Djtux]

On 3/31/2021 at 12:17 PM, Djtux said:

Thank you all for the feedbacks, that helps.

Just for my knowledge of what's expected : how would you define the automatic filter ?

• Hide a cycle if the VIX is above a level (say 40 that could be configured) at any time during that cycle ?
• Do you want to just hide that cycle ? Or also remove that cycle from the average RV and the median RV ? Or support both behavior ?

Note that i can do a combinaison of default "advanced" settings in the RV chart page to override the default behaviour that we decide.

Also i can potentially add a default settings in the user profile page so that each user has its own preference.

That should be implemented by default now.

If a cycle has the VIX that is higher than 40, then it is hidden and not taken into account in the median/average RV calculation.

It is only working for the straddle RV page, and the calendar RV page.

You can modify the behavior (like disabling it) in your profile page : https://www.volatilityhq.com/profile/

[Djtux]

9 minutes ago, krisbee said:

@Djtux Can you please check? Getting this when trying to see Calendar RV.

Yes that was my previous message, I was deploying a new code, but the database was not "migrated" and up to date for some reason.

[FrankTheTank]

This is wonderful.  Thank you @Djtux.   Will this also update the median numbers in the scanner page too?

 

[karsh]

@djtux do you expose an API for members? I'm looking to try to fetch RV programmatically based on a scan I have. 

[Djtux]

8 minutes ago, FrankTheTank said:

Will this also update the median numbers in the scanner page too?

Unfortunately not as of this moment.

The scanner results are computed for all members, it's too slow to compute a different version for each member.

[Djtux]

9 minutes ago, karsh said:

@djtux do you expose an API for members? I'm looking to try to fetch RV programmatically based on a scan I have. 

Not as of this moment. Not sure how many people would be really interested considering the effort needed to implement throttling so that one user doesn't overwhelm the system.

[FrankTheTank]

3 minutes ago, Djtux said:

Unfortunately not as of this moment.

The scanner results are computed for all members, it's too slow to compute a different version for each member.

Okay thanks. 

Could you put the toggle up at the top of the scanner like this to avoid the individual settings issue?

 

[karsh]

9 minutes ago, Djtux said:

Not as of this moment. Not sure how many people would be really interested considering the effort needed to implement throttling so that one user doesn't overwhelm the system.

Is this written in Rails? I am a pretty senior web developer with experience in Rails, Java, and .Net. I'm more of a backend than frontend developer, but can do both. Happy to work on it if you're open to collaboration. I have setup throttling before using RackAttack as well. Could also do it at a proxy / middleware layer using Golang depending on your architecture. For now I'd like to use my scan for earnings candidates to automatically pull RV values for 2 week and 4 week spreads. I should have sometime to work on this while we wait for next earnings cycle. This shouldn't get noisy and we could maybe just use something simple like JWT or bearer token that you can easily disable. Alternately it could be exposed via feature toggle that you could easily disable at runtime. 

longer term I would like to look at automating my trading using TOS API, but even then I'd likely only fetch N number of candidates where N is < 10, once daily, and then calculate in realtime using TOS API from there. I can't imagine this would cause too much stress. 

Edited September 1, 2021 by karsh

[FrankTheTank]

2 minutes ago, karsh said:

Is this written in Rails? I am a pretty senior web developer with experience in Rails, Java, and .Net. I'm more of a backend than frontend developer, but can do both. Happy to work on it if you're open to collaboration. I have setup throttling before using RackAttack as well. Could also do it at a proxy / middleware layer using Golang depending on your architecture. For now I'd like to use my scan for earnings candidates to automatically pull RV values for 2 week and 4 week spreads. I should have sometime to work on this while we wait for next earnings cycle. This shouldn't get noisy and we could maybe just use something simple like JWT or bearer token that you can easily disable. Alternately it could be exposed via feature toggle that you could easily disable at runtime. 

longer term I would like to look at automating my trading using TOS API, but even then I'd likely only fetch N number of candidates where N is < 10, once daily, and then calculate in realtime using TOS API from there. I can't imagine this would cause too much stress. 

I am part of another group where they shared an TDA API for pulling quotes into Excel.  I finally got it set up (not a developer) got timed out and quasi banned by TDA before I even knew what was going on.  Apparently TDA does not like you to pull deltas, quotes, for 100+ tickers at different strikes and expirations all at the same time    Thankfully we have RTD to do that.  

[Ringandpinion]

1 minute ago, FrankTheTank said:

got timed out and quasi banned by TDA before I even knew what was going on. 

You're way ahead of me, I wouldn't be able to do anything that would even be noticed by TDA and you did well enough to upset them.  Obviously, with all you software types out there the best I can do is keep the beer coming, looks like I need to start saving for whenever we manage an SO get together.

[TrustyJules]

The feature greying out the cycles you dont like is impressive thanks @Djtux

[arcadianskies]

 

Thanks for adding the “filter cycles by VIX’ feature to the settings.  Whether or not I check the box “Enable cycles filter based on VIX”, it still filters out cycles > 40.  To get around this, I can check the “Enable cycles” box and put 100 in the “Filter cycles” box and the chart will include all cycles on the chart.  Please take a look at this when you get a chance.  Thank you.

 

[Yowster]

@DjtuxThanks for the VIX filter to exclude cycles, good enhancement.   Now that the "settings" profile is there, a few more suggestions for things to add (hopefully simple ones):

• Start Date
• Average or Median

[Ringandpinion]

@Djtux I almost hate to mention it since this is a nice mod to the site, but it doesn't filter the high VIX cycles for me.  Possibly because I have "colorblind pallete" enabled?  Then again, you might be working on the site right now.

[Djtux]

On 9/6/2021 at 10:35 AM, arcadianskies said:

Whether or not I check the box “Enable cycles filter based on VIX”, it still filters out cycles > 40. 

That should be fixed.

21 hours ago, Ringandpinion said:

@Djtux I almost hate to mention it since this is a nice mod to the site, but it doesn't filter the high VIX cycles for me.  Possibly because I have "colorblind pallete" enabled?  Then again, you might be working on the site right now.

That should be fixed as well.

[Djtux]

On 9/6/2021 at 11:03 AM, Yowster said:

@DjtuxThanks for the VIX filter to exclude cycles, good enhancement.   Now that the "settings" profile is there, a few more suggestions for things to add (hopefully simple ones):

• Start Date
• Average or Median

For the start date, I prefer to give the option to set a number of years. For example between 1 and 5 years. Would that fit the need or you need something else ?

The reason why I don't want to set a hardcoded date is that I want to leave the option to purge old data in the future if I don't need to maintain it. I don't plan to, but I want to keep the option say in 10 years so that I don't have to carry a huge database cost for "nothing".

[Yowster]

23 minutes ago, Djtux said:

For the start date, I prefer to give the option to set a number of years. For example between 1 and 5 years. Would that fit the need or you need something else ?

The reason why I don't want to set a hardcoded date is that I want to leave the option to purge old data in the future if I don't need to maintain it. I don't plan to, but I want to keep the option say in 10 years so that I don't have to carry a huge database cost for "nothing".

Yes, years will probably work better than start date.

[arcadianskies]

 

Sorry to bother you again Djtux.  When I uncheck the “Enable cycles filter based on VIX” box in settings,  the black median/average line disappears.  Thank you in advance.

 

[Djtux]

2 hours ago, arcadianskies said:

 

Sorry to bother you again Djtux.  When I uncheck the “Enable cycles filter based on VIX” box in settings,  the black median/average line disappears.  Thank you in advance.

 

You are right, it was bugged, it should be fixed now.

[t'pee]

Thanks @Djtux for these enhancements and hope to see median/average and years added too per Yowsters suggestion.  I think this may have been suggested before but would a dual check on both straddle and calendar be possible/realistic even if say it was a simplified script without all the bells and whistles just the RV chart ? 

[Ringandpinion]

@DjtuxNot sure what to make of this, the RV chart includes the "excluded" VIX cycles but you can see they are excluded on the VIX chart.

[Djtux]

25 minutes ago, Ringandpinion said:

@DjtuxNot sure what to make of this, the RV chart includes the "excluded" VIX cycles but you can see they are excluded on the VIX chart.

Are you sure you can still see that ?

At what level does the VIX should get filtered ? Is it the default 40 ?

I see the correct behavior :

 

[Ringandpinion]

34 minutes ago, Djtux said:

Are you sure you can still see that ? 

Nope, gone now.  The setting was at the default 40%.  The thing that surprised me was that the affected cycles were eliminated on the VIX chart and not on the RV chart, I refreshed it and when it was still there I took the screenshots and sent them.  Either way, it is gone now.

[Alex_lon]

Hello - I'm trying to get my head around this tool, I'm looking at a calendar for OXY (I know it's a low price stock but just because I'm a bit familiar with it), earnings are on the 8th of Nov so short 5Nov put @$30 and long 12Nov put @$30 for a debit of $0.18 so current RV is 0.6%. When I look at volatilityHQ, I see a median RV of  0.546% and a historical cycle that is negative. Does it make sense to you? How can we have a historical negative RV?

 

thanks in advance

Edited October 1, 2021 by Alex_london

[SureTrader]

@Djtux Is there a tutorial on your website on how to use the scanner and charts. 

On the earnings scanner, I came across the following table. can you please let me know why the calendar (Double/put/ call) RV % is green and red? Thanks

[Djtux]

On 10/1/2021 at 1:29 PM, Alex_london said:

When I look at volatilityHQ, I see a median RV of  0.546% and a historical cycle that is negative. Does it make sense to you? How can we have a historical negative RV?

That is typically caused by large bid/ask spreads causing the calendar price to be negative.

I double checked the calendar rv by using ThinkOrSwim Thinkback :

That is similar to what I have (-0.16) : 

 

 

[Djtux]

On 10/3/2021 at 2:27 PM, SureTrader said:

On the earnings scanner, I came across the following table. can you please let me know why the calendar (Double/put/ call) RV % is green and red? Thanks

It is green or red depending on whether or not the current RV is below or higher than the corresponding median RV at the same T-X.

[Alex_lon]

thanks @Djtux do you know why some earning cycles are automatically removed when I run backtest on EA?

[Djtux]

17 minutes ago, Alex_london said:

thanks @Djtux do you know why some earning cycles are automatically removed when I run backtest on EA?

Is it linked to this ?

https://steadyoptions.com/forums/forum/topic/3885-volatilityhqcom-official-thread/?do=findComment&amp;comment=165679

Are they the cycles where VIX was above 40 ?

[Alex_lon]

I try to change the settings (e.g. 40,80,150) but I get the same results (e.g. some cycles are excluded).

[Djtux]

2 hours ago, Alex_london said:

I try to change the settings (e.g. 40,80,150) but I get the same results (e.g. some cycles are excluded).

Can you post a screenshot of the RV charts ? Along with a screenshot of your profile settings ?

I'm unable to reproduce the issue on my side.

[Alex_lon]

Thanks. Screenshots of my settings pre and post running the back test and RV charts.

 

[Djtux]

19 minutes ago, Alex_london said:

Thanks. Screenshots of my settings pre and post running the back test and RV charts.

I don't see anything wrong with the RV charts.

Maybe the start date has been set to 2019-10-06, and that's why you think there are cycles missing ?

[Alex_lon]

The question that I have is why I have a list of cycles that are automatically ignored after I run the backtesting?

[Djtux]

3 minutes ago, Alex_london said:

The question that I have is why I have a list of cycles that are automatically ignored after I run the backtesting?

They are not ignored if the individual date is not selected.

I can see how the label "Ignored earning cycles" could be misinterpreted.

So in this case, no earning cycle is ignored. If you want to ignore one, you need to select a date.

Hope it clarifies.

[Alex_lon]

ok thanks

[FrankTheTank]

Feature request.   Add Median and Average Return calculations to top row on this table.  Thank you!

[BennySto]

Hi@Djtux,

 

Thank you for the service you provide, I'm finding it immensely valuable. Just wanted to alert you to a few stocks that haven't had their RV values updating in the scanner output and RV charts the last couple of days. These include ABNB, GPN and APPS. 

[Djtux]

6 hours ago, BennySto said:

Hi@Djtux,

 

Thank you for the service you provide, I'm finding it immensely valuable. Just wanted to alert you to a few stocks that haven't had their RV values updating in the scanner output and RV charts the last couple of days. These include ABNB, GPN and APPS. 

Thank you for reporting. Yes I thought I had a fix yesterday (worked on my machine) but when I deployed to the production server, that did not solve the issue.

I will do a workaround today to get things back to normal while I figure out a more permanent solution.

Sorry about that.

[mccoyb53]

6 hours ago, BennySto said:

Hi@Djtux,

 

Thank you for the service you provide, I'm finding it immensely valuable. Just wanted to alert you to a few stocks that haven't had their RV values updating in the scanner output and RV charts the last couple of days. These include ABNB, GPN and APPS. 

Hear hear on the service you provide.  I noticed the same for PINS and DKNG today.

[Djtux]

2 hours ago, Djtux said:

I will do a workaround today to get things back to normal while I figure out a more permanent solution.

The values should be up to date now.

[GOA]

@Djtux

when i look at the output of the scanner, with no additional filtering it shows :

However, it only give 636 lines. When i download, i  only get 636 lines as well...

Am i doing something wrong?

Thanks,

Gbade

Edited November 11, 2021 by GOA

[Djtux]

On 11/11/2021 at 7:59 AM, GOA said:

@Djtux

when i look at the output of the scanner, with no additional filtering it shows :

However, it only give 636 lines. When i download, i  only get 636 lines as well...

Am i doing something wrong?

Thanks,

Gbade

I think the confusion comes from the definition of "Filtered symbols". This only indicates the number of symbols filtered by the :

 

If you remove all other filters :

Then you get the proper behavior :