StockFetcher Forums · Filter Exchange · Carlson confirmation model (CCM)<< 1 2 >>Post Follow-up
jalabuda
13 posts
msg #83334
Ignore jalabuda
11/22/2009 9:29:12 AM

http://www.sfomag.com/article.aspx?ID=1423&issueID=c

See article on new approach to using Bollinger Bands by Ed Carlson.

Any way to program this indicator in Stockfetcher?

chetron
2,817 posts
msg #83335
Ignore chetron
11/22/2009 10:02:43 AM

site...........


Kevin_in_GA
4,547 posts
msg #83339
Ignore Kevin_in_GA
11/22/2009 12:11:40 PM

Here goes:

Fetcher[

/*use the custom MA and custom std dev commands*/

set{median, CMA(RSI(14),20)}
set{2sigma, cstddev(RSI(14),20) * 2.0}
set{upper_band, median + 2sigma}
set{lower_band, median - 2sigma}

show stocks where close is above 1
and average volume(50) is above 50000

and draw RSI(14)
and draw median on plot RSI(14)
and draw upper_band on plot RSI(14)
and draw lower_band on plot RSI(14)

]



I think you could also use the Relative Volatility Index function, described here:

Relative Volatility Index

chetron
2,817 posts
msg #83343
Ignore chetron
modified
11/22/2009 1:11:04 PM

OR EVEN......
OOPS...

Fetcher[

/* WSG */
/* ADVANCED SUBS */

Set{MA20,CMA(rsi(14),20)}
set{SD,cstddev(rsi(14),20)}
set{SD20,2 * SD}
set{BOLU,MA20 + SD20}
set{BOLD,MA20 - SD20}
set{VBW,BOLU - BOLD}

Set{WMA20,CMA(VBW,20)}
set{WSD,cstddev(VBW),20)}
set{WSD20,2 * WSD}
set{WBOLU,WMA20 + WSD20}
set{WBOLD,WMA20 - WSD20}



draw BOLU on plot rsi(14)
draw BOLD on plot rsi(14)
DRAW MA20 ON PLOT RSI(14)

draw WBOLU on plot VBW
draw WBOLD on plot VBW
DRAW WMA20 ON PLOT VBW

CLOSE ABOVE .1
VOLUME ABOVE 1000000
]




OR RVI......

Fetcher[

/* WSG */
/* ADVANCED SUBS */
/* RVI VERSION */
Set{MA20,CMA(RVI(14,10),20)}
set{SD,cstddev(RVI(14,10),20)}
set{SD20,2 * SD}
set{BOLU,MA20 + SD20}
set{BOLD,MA20 - SD20}
set{VBW,BOLU - BOLD}

Set{WMA20,CMA(VBW,20)}
set{WSD,cstddev(VBW),20)}
set{WSD20,2 * WSD}
set{WBOLU,WMA20 + WSD20}
set{WBOLD,WMA20 - WSD20}



draw BOLU on plot RVI(14,10)
draw BOLD on plot RVI(14,10)
DRAW MA20 ON PLOT RVI(14,10)

draw WBOLU on plot VBW
draw WBOLD on plot VBW
DRAW WMA20 ON PLOT VBW

CLOSE ABOVE .1
VOLUME ABOVE 1000000
]






trendscanner
265 posts
msg #83348
Ignore trendscanner
11/22/2009 5:02:09 PM

Great coding on this filter and very interesting article. Thanks for the post and coding. I read through the article twice and still don't understand very clearly how the author suggests using these signals. His example isn't very clear. But I think his first trigger is an exceedance of an upper or lower 20,2 BB. So I think something like the following would be added to the filter to find candidates, then an interpretation of the signal would be applied, per his instructions in the article.

set{UX, Count(close above upper bollinger band (20,2), 1)}
set{DX, Count(Close below lower bollinger band (20,2), 1)}
set{sum, UX + DX}
sum > 0.5




chetron
2,817 posts
msg #83350
Ignore chetron
modified
11/22/2009 7:20:23 PM

HOW ABOUT THE HARD WAY....


Fetcher[

/* WSG */
/* HARD SIGNALS */
/* ADVANCED SUBS */

Set{MA20,CMA(rsi(14),20)}
set{SD,cstddev(rsi(14),20)}
set{SD20,2 * SD}
set{BOLU,MA20 + SD20}
set{BOLD,MA20 - SD20}
set{VBW,BOLU - BOLD}

SET{VAR1,COUNT(RSI(14) ABOVE BOLU,1)}
SET{VAR2,COUNT(RSI(14) ABOVE 70,1)}
SET{VSHORT ,VAR1 * VAR2}


SET{VAR11,COUNT(RSI(14) BELOW BOLD,1)}
SET{VAR12,COUNT(RSI(14) BELOW 30,1)}
SET{VBUY,VAR11 * VAR12}

SET{VPICKS,VSHORT + VBUY}

Set{WMA20,CMA(VBW,20)}
set{WSD,cstddev(VBW),20)}
set{WSD20,2 * WSD}
set{WBOLU,WMA20 + WSD20}
set{WBOLD,WMA20 - WSD20}

DRAW VSHORT ON PLOT VBUY

draw BOLU on plot rsi(14)
draw BOLD on plot rsi(14)
DRAW MA20 ON PLOT RSI(14)
DRAW RSI(2)
draw WBOLU on plot VBW
draw WBOLD on plot VBW
DRAW WMA20 ON PLOT VBW

VPICKS ABOVE .5
DO NOT DRAW VPICKS
CLOSE ABOVE .1
VOLUME ABOVE 1000000


]




ALL MIXED UP....


Fetcher[
/* TACHIKAWA3 */


/* WSG */
/* MIXED HARD SIGNALS */
/* ADVANCED SUBS */

Set{MA20,CMA(rsi(14),20)}
set{SD,cstddev(rsi(14),20)}
set{SD20,2 * SD}
set{BOLU,MA20 + SD20}
set{BOLD,MA20 - SD20}
set{VBW,BOLU - BOLD}

Set{WMA20,CMA(VBW,20)}
set{WSD,cstddev(VBW),20)}
set{WSD20,2 * WSD}
set{WBOLU,WMA20 + WSD20}
set{WBOLD,WMA20 - WSD20}

SET{VAR1,COUNT(RSI(14) ABOVE BOLU,1)}
SET{VAR2,COUNT(VBW ABOVE WBOLU,1)}
SET{VAR3,VAR1 * VAR2}

SET{VAR11,COUNT(RSI(14) BELOW BOLD,1)}
SET{VAR12,COUNT(VBW BELOW WBOLD,1)}
SET{VAR13,VAR11 * VAR12}

SET{VAR23,VAR1 * VAR12}
SET{VAR33,VAR11 * VAR2}

SET{VAR41,VAR3 + VAR13}
SET{VAR42,VAR33 + VAR23}

SET{VPICKS,VAR42 + VAR41}

draw BOLU on plot rsi(14)
draw BOLD on plot rsi(14)
DRAW MA20 ON PLOT RSI(14)
DRAW RSI(2)
draw WBOLU on plot VBW
draw WBOLD on plot VBW
DRAW WMA20 ON PLOT VBW

VPICKS ABOVE .5
DO NOT DRAW VPICKS
CLOSE ABOVE .1
VOLUME ABOVE 1000000
]



chetron
2,817 posts
msg #83351
Ignore chetron
modified
11/22/2009 7:40:29 PM

MODE CHANGER....


Fetcher[


/* WSG */
/* ADVANCED SUBS */

Set{MA20,CMA(rsi(14),20)}
set{SD,cstddev(rsi(14),20)}
set{SD20,2 * SD}
set{BOLU,MA20 + SD20}
set{BOLD,MA20 - SD20}
set{VBW,BOLU - BOLD}

Set{WMA20,CMA(VBW,20)}
set{WSD,cstddev(VBW),20)}
set{WSD20,2 * WSD}
set{WBOLU,WMA20 + WSD20}
set{WBOLD,WMA20 - WSD20}

SET{VAR1,COUNT(VBW ABOVE WBOLU,1)}

SET{VAR11,COUNT(VBW BELOW WBOLD,1)}

SET{VMODEX,VAR1 + VAR11}

DRAW VAR11 ON PLOT VAR1

draw BOLU on plot rsi(14)
draw BOLD on plot rsi(14)
DRAW MA20 ON PLOT RSI(14)

draw WBOLU on plot VBW
draw WBOLD on plot VBW
DRAW WMA20 ON PLOT VBW

VMODEX ABOVE .5
DO NOT DRAW VMODEX
CLOSE ABOVE .1
VOLUME ABOVE 1000000
]



chetron
2,817 posts
msg #83353
Ignore chetron
11/22/2009 8:01:16 PM

ALL TOGETHER....


Fetcher[
/* WSG */
/* HARD SIGNALS */
/* ADVANCED SUBS */

Set{MA20,CMA(rsi(14),20)}
set{SD,cstddev(rsi(14),20)}
set{SD20,2 * SD}
set{BOLU,MA20 + SD20}
set{BOLD,MA20 - SD20}
set{VBW,BOLU - BOLD}

SET{VAR1,COUNT(RSI(14) ABOVE BOLU,1)}
SET{VAR2,COUNT(RSI(14) ABOVE 70,1)}
SET{VSHORT ,VAR1 * VAR2}

SET{VAR11,COUNT(RSI(14) BELOW BOLD,1)}
SET{VAR12,COUNT(RSI(14) BELOW 30,1)}
SET{VBUY,VAR11 * VAR12}

SET{VPICKS,VSHORT + VBUY}

Set{WMA20,CMA(VBW,20)}
set{WSD,cstddev(VBW),20)}
set{WSD20,2 * WSD}
set{WBOLU,WMA20 + WSD20}
set{WBOLD,WMA20 - WSD20}

SET{VAR41,COUNT(VBW ABOVE WBOLU,1)}

SET{VAR411,COUNT(VBW BELOW WBOLD,1)}

DRAW VAR411 ON PLOT VAR41

DRAW VSHORT ON PLOT VBUY

draw BOLU on plot rsi(14)
draw BOLD on plot rsi(14)
DRAW MA20 ON PLOT RSI(14)
DRAW RSI(2)
draw WBOLU on plot VBW
draw WBOLD on plot VBW
DRAW WMA20 ON PLOT VBW

VPICKS ABOVE .5
DO NOT DRAW VPICKS
CLOSE ABOVE .1
VOLUME ABOVE 1000000


]



chetron
2,817 posts
msg #83359
Ignore chetron
11/23/2009 6:44:06 AM

MO' BETTER....


Fetcher[

/* WSG */
/* HARD SIGNALS */
/* ADVANCED SUBS */

Set{MA20,CMA(rsi(14),20)}
set{SD,cstddev(rsi(14),20)}
set{SD20,2 * SD}
set{BOLU,MA20 + SD20}
set{BOLD,MA20 - SD20}
set{VBW,BOLU - BOLD}

SET{VAR1,COUNT(RSI(14) ABOVE BOLU,1)}
SET{VAR2,COUNT(RSI(14) ABOVE 70,1)}
SET{VSHORT ,VAR1 * VAR2}

SET{VAR11,COUNT(RSI(14) BELOW BOLD,1)}
SET{VAR12,COUNT(RSI(14) BELOW 30,1)}
SET{VBUY,VAR11 * VAR12}

SET{VPICKSA,VSHORT + VBUY}

Set{WMA20,CMA(VBW,20)}
set{WSD,cstddev(VBW),20)}
set{WSD20,1.62 * WSD}
set{WBOLU,WMA20 + WSD20}
set{WBOLD,WMA20 - WSD20}

SET{VMODEXU,COUNT(VBW ABOVE WBOLU,1)}

SET{VMODEXD,COUNT(VBW BELOW WBOLD,1)}
SET{VPICKB,VMODEXU + VMODEXD}
SET{VPICKS,VPICKSA + VPICKB}

DRAW VMODEXD ON PLOT VMODEXU

DRAW VSHORT ON PLOT VBUY

draw BOLU on plot rsi(14)
draw BOLD on plot rsi(14)
DRAW MA20 ON PLOT RSI(14)
DRAW RSI(2)
draw WBOLU on plot VBW
draw WBOLD on plot VBW
DRAW WMA20 ON PLOT VBW

VPICKS ABOVE .5
DO NOT DRAW VPICKS
CLOSE ABOVE .1
VOLUME ABOVE 1000000


]



Kevin_in_GA
4,547 posts
msg #83360
Ignore Kevin_in_GA
11/23/2009 6:51:23 AM

Chet:

Performance restrictions - can't see the output of the last few filters you posted here. I think I get what you are trying to do from the code, though.

StockFetcher Forums · Filter Exchange · Carlson confirmation model (CCM)<< 1 2 >>Post Follow-up

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