StockFetcher Forums · Filter Exchange · Is it possible to filter by general market direction or by SPY<< 1 2 >>Post Follow-up
GoldStandard
7 posts
msg #96202
Ignore GoldStandard
modified
9/12/2010 9:15:07 PM

Is there a way to add a condition to a filter whereby trades are only taken if the slope of a given stock/ETF is greater than 0?

For example I would like to only take trades when the slope of a moving average of SPY for the past 30 days is greater than 0

Or is there a better way to filter by general market direction?

My apologies if this has been answered already.

four
4,006 posts
msg #96203
Ignore four
modified
9/12/2010 10:37:21 PM

Fetcher[

Show stocks where the 30 day slope of the ma(5) is above 0
add column 30 day slope of the ma(5)
draw ma(5)
]



Fetcher[

symlist(spy,fas,faz)
set{cnt, count(30 day slope of the ma(5) is above 0,1)}
draw cnt
add column 30 day slope of the ma(5)
draw ma(5)
]



GoldStandard
7 posts
msg #96225
Ignore GoldStandard
9/13/2010 1:09:00 PM

Thank you Four!

Kevin_in_GA
4,553 posts
msg #96227
Ignore Kevin_in_GA
modified
9/13/2010 1:42:40 PM

For example I would like to only take trades when the slope of a moving average of SPY for the past 30 days is greater than 0
+++++++++++++++++++++

Easy to do - just add the following lines to your filter of choice:

set{spy, ind(spy, close)}
set{SPYMA30, cma(spy, 30)}
set{golong, 5 day slope of SPYMA30}

golong above 0

Now the filter will only return stocks if the above condition (that the slope of the MA(30) for the SPY is above 0) is met. Using a 5 day slope measure for the MA(30) is an arbitrary choice on my part - you can set it faster or slower as you see fit.

GoldStandard
7 posts
msg #96229
Ignore GoldStandard
9/13/2010 2:10:50 PM

Thanks Kevin!

duke56468
683 posts
msg #102095
Ignore duke56468
8/8/2011 9:02:31 PM

set{spy, ind(spy, close)}
set{SPYMA30, cma(spy, 30)}
set{golong, 5 day slope of SPYMA30}

golong above 0
*****************************************************************************
I have tried to apply this to when
spy is above chandelier exit(22,3)
with no success, any ideas? Thanks

duke56468
683 posts
msg #102217
Ignore duke56468
8/12/2011 6:27:18 PM

Is there a way to add the following market direction to a filter?

^spx is above the chandelier exit(22,3)

cant seem to get anything to work

four
4,006 posts
msg #102222
Ignore four
modified
8/12/2011 9:28:02 PM

^spx is above the chandelier exit(22,3)

substitute... spy

spy is above the chandelier exit(22,3)

- - - - -

Can an index appear in filter results?

No. Because StockFetcher does not carry volume details for indices they will not appear in filter results. Additionally, due to the the lack of volume information, charts for an index will not include details beyond basic pricing information.

See... http://help.stockfetcher.com/sfhelp/?id=100337&isiframe=&isiframe=

duke56468
683 posts
msg #102224
Ignore duke56468
modified
8/12/2011 9:38:59 PM

Thanks four

duke56468
683 posts
msg #102232
Ignore duke56468
8/13/2011 9:19:47 AM

I still get syntax error with this simple filter from Kevin

Fetcher[
market is s&p 500

spy is above the chandelier exit(22,3)

close above 1
average volume(20) above 200000
MA(10) below MA(45)
rmi(8,14) crossed below 65
]



StockFetcher Forums · Filter Exchange · Is it possible to filter by general market direction or by SPY<< 1 2 >>Post Follow-up

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