StockFetcher Forums · Filter Exchange · CHUTES and LADDERS<< 1 2 >>Post Follow-up
tomm1111
198 posts
msg #67808
Ignore tomm1111
modified
9/27/2008 12:42:50 AM

chetron...only if I can find entry's and exit's like I can assemble filters! LOL

Check this out. I removed some stuff from it. Does this work for basic sub?

Look for extremes on clo, d_5, and rsi(3). Also, look for spike on the bottom plots.

tomm

Fetcher[
/* CHUTES and LADDERS */
/* Price change(%) probability calculations */

/*my_ind calcs*/
set{prc_chg,close - close 1 day ago}
set{np, prc_chg / close 1 day ago}
set{my_ind,np * 100}

/*5 day*/
set{my_sd_5,cstddev(my_ind,5)}
set{my_sum_5,sum(my_ind,5)}
set{my_mean_5,my_sum_5 / 5}

/* 5 day, z-table calc*/
set{target_L5,0}
set{p5,target_L5 - my_mean_5}
set{z_5,p5 / my_sd_5}

/*10 day*/
set{my_sd_10,cstddev(my_ind,10)}
set{my_sum_10,sum(my_ind,10)}
set{my_mean_10,my_sum_10 / 10}

/* 10 day, z-table calc*/
set{target_L10,0}
set{p10,target_L10 - my_mean_10}
set{z_10,p10 / my_sd_10}

/*20 day*/
set{my_sd_20,cstddev(my_ind,20)}
set{my_sum_20,sum(my_ind,20)}
set{my_mean_20,my_sum_20 / 20}

/* 20 day, z-table calc*/
set{target_L20,0}
set{p20,target_L20 - my_mean_20}
set{z_20,p20 / my_sd_20}

/*30 day*/
set{my_sd_30,cstddev(my_ind,30)}
set{my_sum_30,sum(my_ind,30)}
set{my_mean_30,my_sum_30 / 30}

/* 30 day, z-table calc*/
set{target_L30,0}
set{p30,target_L30 - my_mean_30}
set{z_30,p30 / my_sd_30}

/*45 day*/
set{my_sd_45,cstddev(my_ind,45)}
set{my_sum_45,sum(my_ind,45)}
set{my_mean_45,my_sum_45 / 45}

/* 45 day, z-table calc*/
set{target_L45,0}
set{p45,target_L45 - my_mean_45}
set{z_45,p45 / my_sd_45}

/*60 day*/
set{my_sd_60,cstddev(my_ind,60)}
set{my_sum_60,sum(my_ind,60)}
set{my_mean_60,my_sum_60 / 60}

/* 60 day, z-table calc*/
set{target_L60,0}
set{p60,target_L60 - my_mean_60}
set{z_60,p60 / my_sd_60}

/*100 day*/
set{my_sd_100,cstddev(my_ind,100)}
set{my_sum_100,sum(my_ind,100)}
set{my_mean_100,my_sum_100 / 100}

/* 100 day, z-table calc*/
set{target_L100,0}
set{p100,target_L100 - my_mean_100}
set{z_100,p100 / my_sd_100}

/* Calculate CLO */
set{hat,z_5 + z_10}
set{hat1,z_20 + z_45}
set{hat2,hat + hat1}

set{var1,hat2 * 1.5}
set{x,cema(var1,3)}
set{s,exp10(x)}

set{var3,s - 1}
set{var4,s + 1}
set{clo,var3 / var4}

draw clo
set{u_lim,0.85}
set{l_lim,-0.85}
draw u_lim on plot clo
draw l_lim on plot clo

/* Calculate d_5 */
set{bar1,z_5 * 1.5}
set{s_5,exp10(bar1)}

set{bar3,s_5 - 1}
set{bar4,s_5 + 1}
set{d_5,bar3 / bar4}

draw d_5
draw d_5 line at 0.85
draw d_5 line at -0.85


show stocks where close is above 1
and volume is above 200000
and not otcbb
draw rsi(3)

add column separator
add column clo
add column d_5
add column separator
add column z_5{5-day}
add column z_10{10-day}
add column z_20{20-day}
add column z_30{30-day}
add column z_45{45-day}
add column z_60{60-day}
add column z_100{100-day}
and add column separator
add column rsi(3)
add column average day range(30)

sort column 9 ascending

set{ma5,cema(z_5,5)}
draw z_5

set{ma10,cema(z_10,8)}
draw z_10

set{ma20,cema(z_20,20)}
draw z_20
]



chetron
2,817 posts
msg #67817
Ignore chetron
9/27/2008 9:24:43 AM


no good, tomm. the restriction is you can't use a custom ma, that uses a custom variable, to create a custom variable, ie: x=cema(var1,3).



tomm1111
198 posts
msg #67824
Ignore tomm1111
modified
9/28/2008 12:04:28 AM

Some adjustments in the works... I will update filter as necessary.

TheRumpledOne
6,359 posts
msg #67827
Ignore TheRumpledOne
modified
9/28/2008 10:40:07 AM

no good, tomm. the restriction is you can't use a custom ma, that uses a custom variable, to create a custom variable, ie: x=cema(var1,3).


+++++++++

??

xrange and xavgrange are both custom variables ( I think ).

Fetcher[
set{xrange , high - low }

set{ xavgrange , cema( xrange, 20 ) }

add column xavgrange

xavgrange above 2
average volume(90) above 1000000
volume above 500000
market is nasdaq

sort column 5 descending
]





chetron
2,817 posts
msg #67829
Ignore chetron
modified
9/28/2008 11:25:05 AM

BUT TRO, HIGH AND LOW ARE SF VARIABLES. VAR1 IS A CUSTOM VARIABLE.

***************************

I JUST TRIED TO NAIL IT DOWN AND IT CONTINUES TO ELUDE ME.

WHAT I DO KNOW IS THAT IF YOU TAKE THE MATH OUT OF


set{var1,hat2 * 1.5}
set{x,cema(var1,3)}
set{s,exp(x)}

AND MAKE IT


set{var1,hat2}
set{x,var1}
set{s,x}


THE RESTRICTIONS ARE OFF.

ALSO MINUS THE "PLOT ON" COMMANDS
AND MINUS THE DRAW CLO LINE



tomm1111
198 posts
msg #67836
Ignore tomm1111
9/28/2008 5:26:52 PM

FYI - I modified all the filters I posted in this thread. Results should be very similar.

I did seem to run into a limit somewhere as I cannot do what I first intended with the clo and clo lines (or even screening capabilities. for example "clo crossed below 0.85")

...works in progress.

tomm

StockFetcher Forums · Filter Exchange · CHUTES and LADDERS<< 1 2 >>Post Follow-up

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