StockFetcher Forums · Filter Exchange · Help Building A Filter<< >>Post Follow-up
stratiG
147 posts
msg #104483
Ignore stratiG
1/18/2012 12:20:25 PM

If Someone has time, here is my Filter request. It's based Explosive Move Predictor by Laurence A. Connors & Linda Bradford Raschke.

1. Identify a trading day with the narrowest daily range of the last 4 days (NR4).
2. Then identify an inside day which has a higher low than the previous day's low and a lower high than the previous day's high.
3. Both conditions have to be met for it to be an EMP day

Thanks,

duke56468
683 posts
msg #104518
Ignore duke56468
1/19/2012 10:29:05 AM

Not very skilled at codes but this may get you started

Fetcher[
atr(5) less than atr(5) 4 days ago
high below high1 day ago
low above low 1 day ago
close above 5
average volume above 500000
add column atr(5)
sort column 5 ascending
]



wkloss
230 posts
msg #104520
Ignore wkloss
1/19/2012 11:09:35 AM

There are threads that address this topic. I searched "narrow range inside day" in the Forum. You can also search "range expansion/range contraction".

stratiG
147 posts
msg #104551
Ignore stratiG
modified
1/20/2012 11:21:57 AM

Thanks, I did do a search yesterday and found what I was looking for. It's amazing what you can find by doing a search. And thanks for taking the time out duke56468 to write the code I appreciate it. If anyone is interested, here is the code by alf44. It displays inside days that are either NR4's or NR7's or both.


/* Inside Days that are also EITHER NR4s OR NR7s */

/* Inside Days (H/L Range inside H/L Range 1 day ago) */
set{IDhi, count(High below High 1 day ago, 1)}
set{IDlo, count(Low above Low 1 day ago, 1)}
set{ID, IDhi * IDlo}

/* --------------------------------------------- */

/* Inside Day NR4s (Inside Day with Narrowist Range of the last 4 days) */
set{NR4, count(Day Point Range reached a new 4 day Low, 1)}
set{IdNr4s, ID * NR4}

/* Inside Day NR7s (Inside Day with Narrowist Range of the last 7 days) */
set{NR7, count(Day Point Range reached a new 7 day Low, 1)}
set{IdNr7s, ID * NR7}

/* ------------------------------------------- */

/* Pattern Fetcher */
set{A1, IdNr4s + IdNr7s}


Show stocks where A1 is greater than 0

Market is NASDAQ 100

add column ID
add column NR4
add column NR7

draw EMA(10)
draw EMA(30)
draw EMA(150)




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