StockFetcher Forums · Filter Exchange · 3 EMAs (7, 21, 51) and High below ema(51)<< >>Post Follow-up
four
4,012 posts
msg #114842
Ignore four
modified
8/12/2013 12:09:31 AM

First post to "sandwich" a moving average between 2 others. Ema(7) is between ema(21) and ema(51).

Others trying this idea ?

Fetcher[
and index is russell 3000
add column annual dividend yield > 1
avgvol(5) 1 day ago > 230000
close above 12
ema(21) above ema(51)
ema(7) above ema(51)
ema(7) below ema(21)
high below ema(51)
]



papagatorga
124 posts
msg #114916
Ignore papagatorga
8/16/2013 10:14:36 AM

Four - This has had great results for downside moves. Can you reverse it for upside moves?? Of course as of today I want to be on the Put side, but when Calls are appropriate it will be interesting to see if this can work as well.

four
4,012 posts
msg #114921
Ignore four
modified
8/16/2013 12:04:21 PM

papagatorga,

Can you reverse it for upside moves??
-------------------------------------------------------

Place a stoplimit order at day's high + .02 (after market close).

Let us know what happens for you.

- -

PS Question: How did you enter when you noticed good for the short side?

papagatorga
124 posts
msg #114962
Ignore papagatorga
8/19/2013 10:46:53 AM

Four, I did not backtest this, all I did was click the links for 2 days ago and 1 month ago and the results were all pretty good declines. That is what led me to believe it was meant to be a "short" filter. Since those results were so good on the negative side, I thought perhaps you could script an "up" filter. Going back and clicking different start dates I got some positive returns so perhaps it was just the date I started. At the time all I checked was the 2 days ago and 1 month ago and both revealed no up stocks, all were declines of such proportion they would have been profitable investments on the short side. As far as entries, either long or short, pretty much all I use is Williams%R(30) from Big Trends. I use MACD, Directional Index with ADX and ROC for confirmations. They generally signal entries before W%R, but they are not quite as reliable. Much the same for exits, W%R lags but often keeps you in the trend after a retest.

StockFetcher Forums · Filter Exchange · 3 EMAs (7, 21, 51) and High below ema(51)<< >>Post Follow-up

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