StockFetcher Forums · Filter Exchange · CCI Moving Average Crossover Test<< 1 2 >>Post Follow-up
garberc
13 posts
msg #76429
Ignore garberc
7/14/2009 3:55:25 PM

Can anyone decifer this one into SF terms?

From the MetaStock Trading System....

((MP()-Mov(MP(),14,S)) /(1.5*Stdev(Abs(Mov( MP()-Mov(MP() ,14,S),14,S)),14)))*100

Here the adjusted large typo is than in the extra average:
"Mean deviation of absolute values of the average numerator over p periods

Basically: yesterday's 14 period CCI is greater than -250 and today's 14 period CCI is less than -250

System Explanation: Buy when the Moving Average crosses up through the CCI and sell on the reverse condition.

========================================
Could this be used with the WSE Fibonacci CCI ?

chetron
2,817 posts
msg #76439
Ignore chetron
7/14/2009 9:14:14 PM

as far as basically.............


Fetcher[

cci(14) 1 day ago is greater than -250 and CCI(14) is less than -250

]



garberc
13 posts
msg #76476
Ignore garberc
7/15/2009 12:57:05 PM

Thanks. I am trying to add some precision to the Fibonacci CCI screen.

Also, I am attempting to write my first screen denoting the CCI(20) crossing upwards across the CCI(100) where the CCI(100) is above 0. I prefer this over the 3xcci.

Since I am trying to locking the long term trend, I am brainstorming other factors that might be useful such as momentum, mass index, or OBV rising. I am trying to find longer trends. I wonder if EMA's, trendline supports, triangle ascending, wedge ups could be useful?

Thoughts and ideas are welcome.

garberc
13 posts
msg #76479
Ignore garberc
modified
7/15/2009 1:16:48 PM

show stocks where the 25 day slope of the RSI(15) is below -0.50
and price is above 5
and OBV is rising
and Show stocks where the CCI(20) has been above the CCI(100) for the last 5 days
and draw CCI(20) on plot CCI(100)
and draw CCI(100) line at 100
and draw CCI(100) line at 0
and drawCCI(100) line at -100

I like how the RSI trendline points out trend changes. I need to filter out some of these stocks trending downward.
How could I track the CCI(20) dipping below and then reentering above the CCI(100)?

chetron
2,817 posts
msg #76494
Ignore chetron
modified
7/15/2009 6:37:39 PM

PLEASE REMEMBER THAT FOR AN INDICATOR TO FIND "LONGER" TRENDS, 1ST THOSE "LONGER" TRENDS NEED TO EXIST, VERY, VERY IMPORTANT. = )

ONCE YOU FIND A "LONGER" TREND, DOESN'T GUARANTY THAT THAT TREND WILL CONTINUE.

CLICKABLE..

Fetcher[

show stocks where the 25 day slope of the RSI(15) is below -0.50
and price is above 5
and OBV is rising
and Show stocks where the CCI(20) has been above the CCI(100) for the last 5 days
and draw CCI(20) on plot CCI(100)
and draw CCI(100) line at 100
and draw CCI(100) line at 0
and drawCCI(100) line at -100

]



chetron
2,817 posts
msg #76495
Ignore chetron
7/15/2009 7:08:54 PM

I AM NOT SURE THE RSI TRENDLINE IS REALLY POINTING OUT THE TREND SO MUCH.....



HOW ABOUT......


Fetcher[

SET{VRSIBRKDN,COUNT(RSI(15) CROSSED BELOW RSI(15) 21 DAY LOW 1 DAY AGO,1)}
SET{VRSIBRKUP,COUNT(RSI(15) CROSSED ABOVE RSI(15) 21 DAY HIGH 1 DAY AGO,1)}
SET{VPLAYS,VRSIBRKDN + VRSIBRKUP}


DRAW VRSIBRKUP ON PLOT VRSIBRKDN
DRAW RSI(15)

ADD COLUMN VRSIBRKDN
ADD COLUMN VRSIBRKUP

VPLAYS ABOVE .5
DO NOT DRAW VPLAYS
]




chetron
2,817 posts
msg #76498
Ignore chetron
7/15/2009 7:31:01 PM

and....


Fetcher[


SET{VAR1A,COUNT(RSI(15) CROSSED BELOW RSI(15) 21 DAY LOW 1 DAY AGO,1)}
SET{VAR1B,COUNT(RSI(15) BELOW 50,1)}
SET{VRSIBRKDN,VAR1A * VAR1B}

SET{VAR2A,COUNT(RSI(15) CROSSED ABOVE RSI(15) 21 DAY HIGH 1 DAY AGO,1)}
SET{VAR2B,COUNT(RSI(15) ABOVE 50,1)}
SET{VRSIBRKUP,VAR2A * VAR2B}

SET{VPLAYS,VRSIBRKDN + VRSIBRKUP}


DRAW VRSIBRKUP ON PLOT VRSIBRKDN
DRAW RSI(15)

ADD COLUMN VRSIBRKDN
ADD COLUMN VRSIBRKUP
VPLAYS ABOVE .5

VOLUME ABOVE 10000000
DO NOT DRAW VPLAYS
]



garberc
13 posts
msg #76541
Ignore garberc
7/16/2009 11:55:34 AM

OK thanks again. It's food for thought.

billrider321
70 posts
msg #76708
Ignore billrider321
modified
7/21/2009 2:03:42 PM

this is a good find and some twist in an effort to improve

Fetcher[set {ccionedayago, cci(14) 1 day ago }
cci(14) 1 day ago is less than -250 and CCI(14) is greater than -250
and close > 1
and Average Volume(30) > 300000
add column cci(14)
and add column ccionedayago
]



garberc
13 posts
msg #76748
Ignore garberc
7/22/2009 7:46:55 PM

Great job.

Back to chetron's formulation. Would you define each value briefly? SET{VPLAYS,VRSIBRKDN + VRSIBRKUP}

Also, i notice that where there is frequently a dramatic upturn after two VRSIBRKUP(s) appear, and price is trending down, and RSI bottoms out. Anyway to highlight or identify stocks that have this occur?



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