StockFetcher Forums · Filter Exchange · Bounce off the 50 MA<< >>Post Follow-up
fokane
74 posts
msg #51844
Ignore fokane
modified
5/28/2007 10:13:40 AM

I have a filter for stocks bouncing off the 50 MA, see below.
For backtesting, the stop profit was set as 3% and stop loss trigger was "close is 1 percent below MA(50)".
I'd appreciate any feedback and improvements.
I also tried EMA instead of MA. EMA seems to give better W/L but gives less stocks.

Close is above MA(50) for the last 3 months
and Close today is approaching MA(50)from above
and Close today is above Close 1 day ago
and Open today is below Open 1 day ago
and MA(50) is above MA(200) for the last 3 months
and MA(150) is above MA(200) for the last 3 months
and price is above 10
and price is below 100
and average volume(10) is above 50000


TheRumpledOne
6,362 posts
msg #51846
Ignore TheRumpledOne
5/28/2007 11:25:42 AM

Fetcher[
Close is above MA(50) for the last 3 months
and Close today is approaching MA(50)from above
and Close today is above Close 1 day ago
and Open today is below Open 1 day ago
and MA(50) is above MA(200) for the last 3 months
and MA(150) is above MA(200) for the last 3 months
and price is above 10
and price is below 100
and average volume(10) is above 50000

/* Basic Filter for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


and add column VolCnt
and add column Vdbl
and add column VolZ

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

sort column 6 descending
]



I added my BASIC FILTER DISPLAY

StockFetcher Forums · Filter Exchange · Bounce off the 50 MA<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus