StockFetcher Forums · Filter Exchange · JUST WONDERING.....<< 1 2 3 >>Post Follow-up
chetron
2,817 posts
msg #67122
Ignore chetron
modified
9/9/2008 11:05:42 PM

WORK IN PROGRESS....


Fetcher[

/* ALFs NEW Range Contraction/Expansion Scan Filter */
/* AS CHETRON UNDERSTANDS IT */
/* THE DOJI AND AN OSCILLATOR AT AN EXTREME FILTER */

/* TACHIKAWA */

SET{VHH21,COUNT(HIGH 2 DAY AGO BELOW HIGH 1 DAY AGO,1)}
SET{VHH10,COUNT(HIGH BELOW HIGH 1 DAY AGO,1)}
SET{VHH3,VHH21 * VHH10}

SET{VLL21,COUNT(LOW 2 DAY AGO ABOVE LOW 1 DAY AGO,1)}
SET{VLL10,COUNT(LOW ABOVE LOW 1 DAY AGO,1)}
SET{VLL3,VLL21 * VLL10}

SET{VHH8,COUNT(HIGH 1 DAY AGO ABOVE HIGH 5 DAY HIGH 2 DAY AGO,1)}
SET{VLL8,COUNT(LOW 1 DAY AGO BELOW LOW 5 DAY LOW 2 DAY AGO ,1)}

SET{HIHI,VHH3 * VHH8}
SET{LOLO,VLL3 * VLL8}

DRAW HIHI
DRAW LOLO

SET{VAR1,COUNT(HIGH ABOVE HIGH 5 DAY HIGH 1 DAY AGO,1)}
SET{VAR2,COUNT(LOW BELOW LOW 5 DAY LOW 1 DAY AGO,1)}

SET{PICKS,VAR1 + VAR2}

/* NEW Range Contraction/Expansion Scan Filter */

/* Doji (H/L Rng above .20 w/Candle Body less than 30% of H/L Rng) */
set{HiLoRng, High - Low}
set{ClOpRng, abs(Close minus Open)}
set{ClOp_HiLo_ratio, ClOpRng / HiLoRng}
set{Range, count(HiLoRng is above .20, 1)}
set{Body, count(ClOp_HiLo_ratio is less than .30, 1)}
set{doji, Range * Body}

/* One Day Reversal (ODR) --> 5 Day H/L w/Up or Down Close Above/Below 50% Day Position */
/* ODR 50% Day Position Calculation */
set{HLrng, High - Low}
set{HLrng50, HLrng * .50}
set{DP50, Low + HLrng50}

/* ODR UP */
set{5daylo, count(Low reached a new 5 day Low, 1)}
set{ODR_UpClo, count(Close is above DP50, 1)}
set{ODR_Up, 5daylo * ODR_UpClo}

/* ODR DOWN */
set{5dayhi, count(High reached a new 5 day High, 1 )}
set{ODR_DwnClo, count(Close is below DP50, 1)}
set{ODR_Dwn, 5dayhi * ODR_DwnClo}

/* ODR UP or DOWN */
set{ODR_upORdwn, ODR_Up + ODR_Dwn}

/* PatternFetcher */
set{Do_Ji, doji * 1}
set{ODR_UD, ODR_upORdwn * 1}

/* 20 Day High/Low Breakout Check */

/* 20 day HIGH */
set{20dayhi, count(High reached a new 20 day High, 1 )}
/* 20 day LOW */
set{20daylo, count(Low reached a new 20 day Low, 1)}

/* 20 day HIGH or LOW */
set{20day_hiORlo, 20dayhi + 20daylo }

/* Columns Trend Strength */
add column separator
add column separator
add column 20day_hiORlo {20hilo}
ADD COLUMN HIHI
ADD COLUMN LOLO
add column separator
add column separator
add column WILLIAMS %R(2) {BILLY2}
add column separator
add column Slow Stochastic(7,10) Fast %K {%K.7}
add column separator
add column RSI(2) {rsi2}
add column separator

/* Columns (Patterns) */
add column separator
aadd column separator
add column ODR_upORdwn {ODR}
add column separator
add column separator

/* Daily Pivot Numbers */
add column separator
add column PP
add column R1
add column R2
add column S1
add column S2
add column separator

/* Indicators MAs */
draw DMA(3,3)
draw EMA(10)
draw EMA(30)
draw EMA(150)

draw RSI(2)
draw RSI(2) line at 10
draw RSI(2) line at 65
draw RSI(2) line at 90

draw Slow Stochastic(7,10) Fast %K
draw Slow Stochastic(7,10) Fast %K line at 20
draw Slow Stochastic(7,10) Fast %K line at 80
draw Slow Stochastic(7,10) Slow %D

VOLUME ABOVE 100000
DOJI > .5

chart-time is 44 days

]




ORB............

Fetcher[

/* PRICE PATTERNS */

/* Shark-32 (shark) --> (2 Consecutive Inside Days) */
set{IDhi_2, count(High 1 day ago is below High 2 days ago, 1)}
set{IDlo_2, count(Low 1 day ago is above Low 2 days ago, 1)}
set{IDhilo_2, IDhi_2 * IDlo_2}

set{IDhi_1, count(High is below High 1 day ago, 1)}
set{IDlo_1, count(Low is above Low 1 day ago, 1)}
set{IDhilo_1, IDhi_1 * IDlo_1}

set{ID21, IDhilo_2 * IDhilo_1}

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

/* IDs (...id) (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}

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

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

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

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

SET{VAR1,ID * NR4}
SET{VAR2,VAR1 + NR7}

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

/* Gaps (gap) (Unfilled Gaps) */
set{Gapup, count(Low is above High 1 day ago, 1)}
set{Gapdwn, count(High is below Low 1 day ago, 1)}
set{GapupORGapdwn, Gapup + Gapdwn}

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

/* Crable Hooks (hook) */

/* BULL Hook --> (Open above prev. High with Close below prev. Close & Range < prev. day's Range) */

set{RangeDWN, High - Low}
set{RangeDWN_1, High 1 day ago - Low 1 day ago}

set{RangeHookDWN, count(RangeDWN < RangeDWN_1, 1)}
set{OpenHookDWN, count(Open above High 1 day ago, 1)}
set{CloseHookDWN, count(Close below Close 1 day ago, 1)}

set{Hook_DWN_A, RangeHookDWN * OpenHookDWN}
set{BullHookDWN, Hook_DWN_A * CloseHookDWN}


/* BEAR Hook --> (Open below prev. Low with Close above prev. Close & Range < prev. day's Range) */
set{RangeUP, High - Low}
set{RangeUP_1, High 1 day ago - Low 1 day ago}

set{RangeHookUP, count(RangeUP < RangeUP_1, 1)}
set{OpenHookUP, count(Open below Low 1 day ago, 1)}
set{CloseHookUP, count(Close above Close 1 day ago, 1)}

set{Hook_UP_A, RangeHookUP * OpenHookUP}
set{BearHookUP, Hook_UP_A * CloseHookUP}


/* BearHookUP OR BullHookDOWN */
set{BearHookUPorBullHookDOWN, BearHookUP + BullHookDWN}

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

/* Crable Opening Range Breakout (stretch)
(Average of the differences between the Open each day and the closest extreme (ie. H / L) to the Open each day over the previous 10 days...the stretch is then add. / subt. to today's Open giving price levels for either a Long / Short entry */

/* ORB STRETCH Calculations */
set{diff1, abs(Open minus High)}
set{diff2, abs(Open minus Low)}
set{stretch_diff, min(diff1,diff2)}

set{stretch_sum, sum(stretch_diff,10)}
set{stretch_avg10, stretch_sum / 10}


/* Profit Target (profit) -> (An amount based on 66% of a 10 day average of the H / L Range that when add. / subt. to entry gives a theoretical profit target ) */

/* Profit Target Calculations */
set{HiLo_rng, High minus Low}
set{HiLo_rngsum, sum(HiLo_rng,10)}
set{HiLo_rngavg, HiLo_rngsum / 10}

set{ProfTarget_66, HiLo_rngavg * .66}

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

/* TECHNICAL INDICATORS */

/* Defining myOSC(3,8) Indicator */
set{myOSC, EMA(3) - EMA(8)}

/* Defining trend(13) of myOSC(3,8) Indicator */
set{myOSCtrend, CEMA(myOSC,13)}

/* COLUMNS */


/* Columns (Patterns) */
add column separator
add column separator
add column ID {...id}
add column NR7 {nr.7}
add column NR4 {nr.4}
add column GapupORGapdwn {Gap}
add column separator
add column separator
add column BearHookUPorBullHookDOWN {hook}

/* Crabel ORB stuff */
add column stretch_avg10{stretch}
add column ProfTarget_66{Profit}
add column separator
add column separator

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

/* INDICATORS */

draw myOSC
draw myOSC line at 0
draw CEMA(myOSC,13)

VAR2 ABOVE .5

CLOSE ABOVE .1
VOLUME ABOVE 100000
]






alf44
2,025 posts
msg #67124
Ignore alf44
9/10/2008 12:07:11 AM

First of all, that's not the most current version !

Secondly, you've changed the "filter"...that's not the way it was posted in my thread...and not the way I use it !

Thirdly, don't "WONDER" too hard...you might hurt yourself !!! lol


Regards,

alf44

alf44
2,025 posts
msg #67125
Ignore alf44
modified
9/10/2008 12:12:59 AM

...by all means though...keep "WONDERING"...and please keep the Forum informed of your findings !

johnpaulca
11,296 posts
msg #67134
Ignore johnpaulca
9/10/2008 9:00:57 AM

Hey Chet...I was WONDERING how you trade that filter.

chetron
2,817 posts
msg #67136
Ignore chetron
9/10/2008 9:14:23 AM



i am trying to draw a "chart-o-gram" to express alfs statement,

"
When dojis come at oscillator extremes they can be very powerful Reversal Signals ! When dojis occur at those oscillator extremes they are typically referred to as...well, Dojis (of course)...Stars...Hammers...Inverted Hammers etc...

"

alf44
2,025 posts
msg #67165
Ignore alf44
modified
9/11/2008 11:16:59 AM

...since my words are being cut and pasted into this thread...by people other than me...

...thought I'd cut and paste a few myself !

----------------------------------------------------------------

"This particular "filter" (ie. Range Contraction/Expansion Filter) is NOT a filter in the usual sense of the term. It doesn't identify Oscillator Overbought or Oversold conditions or Signal Line crosses or Moving Average Crossovers. It JUST focuses on PRICE !

Specifically...PRICE ACTION (and patterns) !!!


It simply makes me aware of certain Market phenomena ! "


-------------------------

"Any ONE of these patterns is a subject unto itself !

Each requires a different approach and a different set of trading rules !"


-------------------------

"It's definitely NOT for everybody !

It requires abilities and expertise that most are either unaware of...OR...are unwilling to learn ! "


-------------------------


Regards,

alf44

chetron
2,817 posts
msg #67302
Ignore chetron
9/15/2008 5:00:16 PM

work in progress


Fetcher[



/* TRO STAT SCAN - TRAVEL GUIDE - POCKET EDITION in cents */
/* with chetronisms */

/* tachikawa */

set{xRange, high - low}
set{AvgRng, cma(xRange,5) }

and add column separator
and add column separator

ADD COLUMN OPEN

set{HiOp, High - Open }
set{RunPCT, HiOp}
set{AvgRun5, cma(RunPCT,5) }
set{AvgRun20, cma(RunPCT,20) }

SET{RUNMIN,MIN(AVGRUN5,AVGRUN20)}
SET{VAR1,RUNMIN 1 DAY AGO}
SET{TRUN,OPEN + VAR1}
ADD COLUMN TRUN

add column high

set{HiCl, High - Close }
set{PBPCT, HiCl}
set{AvgPB5, cma(PBPCT,5) }
set{AvgPB20, cma(PBPCT,20) }

SET{PBMIN,MIN(AVGPB5,AVGPB20)}
SET{VAR2,PBMIN 1 DAY AGO}
SET{TPB,TRUN - VAR2}
ADD COLUMN TPB

set{OpLo, Open - low}
set{DropPCT, OpLo }
set{AvgDrop5, cma(DropPCT,5) }
set{AvgDrop20, cma(DropPCT,20) }

SET{DROPMIN,MIN(AvgDrop5,AvgDrop20)}
SET{VAR4,DROPMIN 1 DAY AGO}
SET{TDROP,OPEN - VAR4}
ADD COLUMN TDROP

add column low

set{ClLo, Close - low }
set{BouncePCT, ClLo }
set{AvgBounce5, cma(BouncePCT,5) }
set{AvgBounce20, cma(BouncePCT,20) }

SET{BOUNCEMIN,MIN(AvgBounce5,AvgBounce20)}
SET{VAR3,BOUNCEMIN 1 DAY AGO}
SET{TBOUNCE,TDROP + VAR3}
ADD COLUMN TBOUNCE

add column close

and add column separator
and add column separator


set{Green, count( close > open , 100)}

set{B10A, count(RunPCT > .10 , 100)}

set{A10A, count(RunPCT > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

/* SELECTION CRITERIA */

symlist(abk,cog,exm,JRCC,HOLX,rdn,AAPL,STSA,vrx)

sort column 1 Ascending






]



chetron
2,817 posts
msg #67532
Ignore chetron
9/19/2008 8:35:15 PM

FLAGPOLES??????????????


Fetcher[

/* TACHIKAWA */

SET{VAR1,HIGH 1 DAY AGO}
SET{VAR2,LOW 1 DAY AGO}

SET{buy_ME,COUNT(LOW > VAR1,8)}
SET{short_ME,COUNT(HIGH < VAR2,8)}
SET{TRIG_ME,SHORT_ME + BUY_ME}

ADD COLUMN SHORT_ME
ADD COLUMN BUY_ME

DRAW BUY_ME ON PLOT SHORT_ME
draw avgvol(21)

TRIG_me > .5
CLOSE ABOVE 1.4
VOLUME > 1000000

sort column 4 descending

]



chetron
2,817 posts
msg #68649
Ignore chetron
10/21/2008 7:53:45 PM

i am still wondering.....



Fetcher[

set{vh3,high 3 day ago}
set{vh2,high 2 day ago}
set{vh1,high 1 day ago}

set{var2a,vh2 - vh1}
set{var3a,vh3 - vh2}

set{var1,high - var2a}
set{var2, vh1 - var3a}

draw var1 on plot price
draw var2 on plot price

var1 below var2
high below var1
high below var2
close above .1
volume above 10000000


]



chetron
2,817 posts
msg #69442
Ignore chetron
modified
11/30/2008 10:04:55 PM

HOW ABOUT.....

Fetcher[

/* looking for buying at close and selling to the next day pop */

SET{VAR1,HIGH + LOW}
SET{VAR2,VAR1 / 2}

SET{TRIP1A,COUNT(CLOSE < VAR2,1)}
SET{TRIP1B,COUNT(LOW > PARABOLIC SARS,1)}
SET{TRIP1C,COUNT(RSI(2) > 94,1)}
SET{TRIP1D,TRIP1A * TRIP1B}
SET{TRIP1,TRIP1D * TRIP1C}

SET{TRIP2A,COUNT(OPEN > VAR2,1)}
SET{TRIP2B,COUNT(HIGH < PARABOLIC SARS,1)}
SET{TRIP2C,COUNT(RSI(2) < 6,1)}
SET{TRIP2D,TRIP2A * TRIP2B}
SET{TRIP2,TRIP2D * TRIP2C}

SET{BUY_ME,TRIP1 + TRIP2}

BUY_ME > .5

DRAW PARABOLIC SARS
DO NOT DRAW EMA(100)
DO NOT DRAW BUY_ME
CHART-TIME 22 DAY

OPEN < CLOSE
OPEN 1 DAY AGO < CLOSE 1 DAY AGO

]




THIS LOOKS LIKE ANOTHER LONG....


Fetcher[



/* looking for LONG at close and SELL to the next day pop */

SET{VAR1,HIGH + LOW}
SET{VAR2,VAR1 / 2}

SET{TRIP1A,COUNT(OPEN < VAR2,1)}
SET{TRIP1B,COUNT(LOW > PARABOLIC SARS,1)}
SET{TRIP1C,COUNT(RSI(2) > 94,1)}
SET{TRIP1D,TRIP1A * TRIP1B}
SET{TRIP1,TRIP1D * TRIP1C}

SET{TRIP2A,COUNT(CLOSE > VAR2,1)}
SET{TRIP2B,COUNT(HIGH < PARABOLIC SARS,1)}
SET{TRIP2C,COUNT(RSI(2) < 6,1)}
SET{TRIP2D,TRIP2A * TRIP2B}
SET{TRIP2,TRIP2D * TRIP2C}

SET{LONG_ME,TRIP1 + TRIP2}

LONG_ME > .5

DRAW PARABOLIC SARS
DO NOT DRAW EMA(100)
DO NOT DRAW LONG_ME
CHART-TIME 22 DAY

OPEN > CLOSE
OPEN 1 DAY AGO > CLOSE 1 DAY AGO


]



StockFetcher Forums · Filter Exchange · JUST WONDERING.....<< 1 2 3 >>Post Follow-up

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