StockFetcher Forums · Filter Exchange · How to add (improve) code for volume drying up?<< >>Post Follow-up
Radiomuse
288 posts
msg #84026
Ignore Radiomuse
12/8/2009 12:24:57 PM

This is based on a filter someone else created, I think the thread and original filter was called Bollinger Extremist Short Finder. I like the idea and trying to tweak it (and then create a long version). Stocks trading above an extreme BB, maybe add another indicator to emphasize the short-term overbought condition (have RSI>70 in there for now), but trying to figure out a better way to filter for volume drying up in the last few days - and maybe signal the stock is primed for reversal?

Any suggestions/comments?

Fetcher[close is between 15 and 100
and volume(60) is above 300000
and price has been increasing for the last 5 days
and close is above the upper bollinger band(20,2.0) the last 3 days
and draw bollinger bands(20,3)
and draw bollinger bands(20,2)
and draw bollinger bands(20,1)
and RSI(10) is above 70
and average volume(2) is less than average volume(5)
add column average volume(2) {vol2}
add column average volume(5) {vol5}
]



dwiggains
391 posts
msg #84063
Ignore dwiggains
12/8/2009 6:15:56 PM

Hi
I added a little to your filter

Fetcher[
close is between 15 and 100
and volume(60) is above 300000
and price has been increasing for the last 5 days
and close is above the upper bollinger band(20,2.0) the last 3 days
and draw bollinger bands(20,3)
and draw bollinger bands(20,2)
and draw bollinger bands(20,1)
and RSI(10) is above 70
and average volume(2) is less than average volume(5)
add column average volume(2) {vol2}
add column average volume(5) {vol5}
set {V, average volume (2) / average volume (5)} add column V and sort column 7 ascending
]



See ya
david

Radiomuse
288 posts
msg #84071
Ignore Radiomuse
12/8/2009 10:59:55 PM

Thanks David - good stuff!

StockFetcher Forums · Filter Exchange · How to add (improve) code for volume drying up?<< >>Post Follow-up

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