StockFetcher Forums · Filter Exchange · Help with Syntax<< 1 2 >>Post Follow-up
houghton
29 posts
msg #34433
Ignore houghton
12/19/2004 12:22:04 PM

I'm trying to write a filter that identifies stocks exhibiting "squat bars" as discussed by Thom Hartle in the January 2005 edition of Active Trader magazine. The squat bar is based on the Market Facilitation Index (MFI)discussed by Bill Williams in his recent book "Trading Chaos." The MFI is defined as the range of a bar divided by its volume. It is then multiplied by 1,000,000 since the resulting numbers are so small. This filter gives back a syntax error in the set line and I can't figure out why.

set{var1,((high-close)/volume)* 1000000}
show stocks where var1 is less than var1 one day ago
and volume is greater than volume one day ago
and close is greater than 3

Can anyone identify the error?

thanks,
Karl


houghton
29 posts
msg #34434
Ignore houghton
12/19/2004 12:27:31 PM

Ooops. That should be high-low in the set line.

Karl


jclaffee
81 posts
msg #34435
Ignore jclaffee
12/19/2004 3:00:54 PM

How about this:

Fetcher[set{var0, High-Low}
and set{var1, var0/Volume}
and set{var2, var1*1000000}
and Volume is above Volume one day ago
and Close is above 3
]



I'm not an ace filter writer but my experience has been that it needs to be done step-by-step!

HTH, Jim


houghton
29 posts
msg #34441
Ignore houghton
12/20/2004 9:00:29 AM

Thanks. That works. Just had to add var2 less than var2 one day ago.

Karl


woodsmen63
23 posts
msg #42642
Ignore woodsmen63
3/30/2006 6:27:27 AM

I need help with this syntax, this simple filter works but syntax is incorrect

Fetcher[/*Simple Bullish Filter2*/
MACD(8,17,9) above -05
MACD(8,17,9) below 05
CCI(14) is above -25
and CCI(14) has been increasing for 2 days above -70
and CCI(14) below 25
momentum (12) increasing for 2 days
SmROC(13,21) above 99
SmROC(13,21) below 102
williams %R(14)increasing for 2 days above -70
RSI(2) > 40 uptrend
+DI(14) crossed above the -DI(14)
average volume(90) above 100000
average volume(90) below 2000000
close above 40
close below 55
optionable
]




BFreshour
139 posts
msg #42644
Ignore BFreshour
3/30/2006 8:52:18 AM

woodsmen, I don't get a syntax error when I run that filter.


woodsmen63
23 posts
msg #42645
Ignore woodsmen63
3/30/2006 9:02:02 AM

Ok me either, its just when I try to de-bug it I get

"Filter Syntax checking aborted due to filter performance contraints"

so I thought maybe the wording of the filter should be changed,to meet SF (beta) filter performance contraints.....to get syntax OK

Thanks


nikoschopen
2,824 posts
msg #42648
Ignore nikoschopen
3/30/2006 2:26:35 PM

Try debugging ure filter in a piecemeal fashion. BTW, that debugger has been eternally damned to be in a "beta" mode, so I wouldn't exactly count on it being upgraded anytime soon.


chetron
2,817 posts
msg #73144
Ignore chetron
modified
3/30/2009 9:59:36 AM

sorry i'm late.....

OOPS..............

Fetcher[


/* CHETRON INTERPETS BILL WILLIAMS MFI */

SET{VAR8,HIGH - LOW}
SET{BW_MFI,VAR8 / VOLUME}
SET{VAR10, BW_MFI 1 DAY AGO}
SET{BW_MFI_INCREASING,COUNT(BW_MFI ABOVE VAR10,1)}
SET{BW_MFI_OSC,INDPOSITION(BW_MFI,60) * 100}

ADD COLUMN BW_MFI
ADD COLUMN BW_MFI_INCREASING
ADD COLUMN CMA(BW_MFI,5)
ADD COLUMN BW_MFI_OSC

DRAW BW_MFI_OSC

DRAW BW_MFI
DRAW CMA(BW_MFI,5) ON PLOT BW_MFI
DRAW BW_MFI_INCREASING

CLOSE ABOVE .1
VOLUME ABOVE 100000

]



chetron
2,817 posts
msg #73147
Ignore chetron
modified
3/30/2009 12:10:24 PM

MFI COMBOS.....


Fetcher[



/* CHETRON INTERPETS BILL WILLIAMS LEVEL ONE MFI COMBOS */

SET{VAR4,VOLUME 1 DAY AGO}
SET{VAR5,VAR4 * 1.10}
SET{VAR51,VAR4 * 0.90}
SET{VAR6,COUNT(VOLUME ABOVE VAR5,1)}
SET{VAR52,COUNT(VOLUME BELOW VAR51,1)}

SET{VAR8,HIGH - LOW}
SET{VAR9,VAR8 / VOLUME}
SET{VAR10, VAR9 1 DAY AGO}
SET{VAR11,COUNT(VAR9 ABOVE VAR10,1)}
SET{VAR53,COUNT(VAR9 BELOW VAR10,1)}

SET{FAKE,VAR52 * VAR11}
SET{FADE,VAR52 * VAR53}
SET{GREEN,VAR6 * VAR11}
****************************''
ADD COLUMN FAKE
ADD COLUMN FADE

SET{VAR211,COUNT(VAR9 BELOW VAR10,1)}

SET{SQUAT,VAR6 * VAR211}

DRAW SQUAT

***************************
ADD COLUMN GREEN
DRAW GREEN
ADD COLUMN SQUAT
DRAW FADE
DRAW FAKE

CLOSE ABOVE .1
VOLUME ABOVE 100000

]





maybe.....

Fetcher[



/* CHETRON INTERPETS BILL WILLIAMS LEVEL ONE MFI COMBOS */

SET{VAR4,VOLUME 1 DAY AGO}
SET{VAR5,VAR4 * 1.10}
SET{VAR51,VAR4 * 0.90}
SET{VAR6,COUNT(VOLUME ABOVE VAR5,1)}
SET{VAR52,COUNT(VOLUME BELOW VAR51,1)}

SET{VAR8,HIGH - LOW}
SET{VAR9,VAR8 / VOLUME}
SET{VAR10, VAR9 1 DAY AGO}
SET{VAR11,COUNT(VAR9 ABOVE VAR10,1)}
SET{VAR53,COUNT(VAR9 BELOW VAR10,1)}

SET{FAKE,VAR52 * VAR11}
SET{FADE,VAR52 * VAR53}
SET{GREEN,VAR6 * VAR11}
****************************''
ADD COLUMN FAKE
ADD COLUMN FADE

SET{VAR211,COUNT(VAR9 BELOW VAR10,1)}

SET{SQUAT,VAR6 * VAR211}

DRAW SQUAT

***************************
ADD COLUMN GREEN
DRAW GREEN
ADD COLUMN SQUAT
DRAW FADE
DRAW FAKE
squat above .5
set{vvol,volume * 2}
volume above vvol 1 day ago
CLOSE ABOVE .1
VOLUME ABOVE 10000000


]



StockFetcher Forums · Filter Exchange · Help with Syntax<< 1 2 >>Post Follow-up

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