StockFetcher Forums · Filter Exchange · LINEAR REGESSION AND RSI(2) with DMA(28,-14)!!<< 1 2 3 >>Post Follow-up
TheRumpledOne
6,362 posts
msg #40166
Ignore TheRumpledOne
1/11/2006 5:40:58 PM

Fetcher[
/* BOTTOM FISHING */
/* Is RSI(2) less than one */

set{RSITest, count(rsi(2) < 1, 1) * 10 }

/* Did the low of the day drop below the bottom lr line */

set{LRTest, count(low < Bottom Linear Regression Line(60), 1)}

/* is DMA(28,-14) more than 5% above close */

set{DMATest5CL,count( DMA(28,-14)is more than 5% above close, 1) * 100}

/* is 2 day slope of DMA(28,-14) above 0 */

set{DMATest2SL,count( 2 day slope of DMA(28,-14)is above 0, 1 ) * 10}

/* has EMA(3)crossed below DMA(28,-14) within the last 3 days */

set{DMATestE3,count(EMA(3)crossed below DMA(28,-14)within the last 3 days, 1 )}


set{RSILR, RSITest + LRTest}

set{DMAxx, DMATest5CL + DMATest2SL}
set{DMA523, DMAxx + DMATestE3}

/* Selection criteria */

RSILR above 0

60 day slope of the close is above 0

/* price volume criteria */

close above 1
average volume(90) above 100000
volume above 100000


/* columns to display */

add column RSILR

add column DMA523

add column RSI(2)

add column DMA(28,-14)

add column industry


/* MP RSIWLR ANALYZER DISPLAY */
/* NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

/* NORMALIZE momentum(12) */

set{moval, INDPOSITION(momentum(12), 60) * 100}

/* NORMALIZE rsi(2) */

set{rsval, RSI(2) }

/* NORMALIZE williams %r(10) */

set{wrval, INDPOSITION(williams %r(10), 60) * 100 }


/* DRAW THE MP RSIWLR CHART */

and draw wrval
and draw adval on plot wrval
and draw moval on plot wrval
and draw rsval on plot wrval

/* END MPs RSIWRL DISPLAY CODE */

/* sort criteria */

sort column 5 descending

/* drawing criteria */

do not draw RSILR

/* END FILTER */

]



Someone inquired about a rsi/lr filter so I decided to enhance it a bit.

I added RIGGS' DMA DOMINATOR CODE and MP's RSIWLR DISPLAY to the HOLYGRAIL's original RSI(2) < 1 filter.

If you like you can add:

DMA523 EQUAL 111

to make sure all of the DMA(28,-14) requirements are met or just click on the DMA523 column to sort it.

MAY ALL YOUR FILLS BE COMPLETE.



maxreturn
745 posts
msg #40169
Ignore maxreturn
1/11/2006 8:29:23 PM

TRO, why are you advocating using the dma(28,-14) instead of the ma(14)?


alf44
2,025 posts
msg #40171
Ignore alf44
1/11/2006 10:57:04 PM

...perhaps it's part of his and riggsy's...ah hem...

..."joint venture" !!! LOL

Sorry Rumple...couldn't resist !


Regards,

alf44




TheRumpledOne
6,362 posts
msg #40172
Ignore TheRumpledOne
1/11/2006 11:34:25 PM

"maxreturn [Ignore] 1/11/2006 8:29:23 PM

TRO, why are you advocating using the dma(28,-14) instead of the ma(14)? "

Simple, same reason I "advocate" RSI(2)... IT WORKS!

You can always add ma(14) or anything else to any filter that I or anyone else posts.

You can modify any filter that I or anyone else posts.

Besides, it's not WHAT you trade, it's HOW YOU TRADE IT!

MAY ALL YOUR FILLS BE COMPLETE.


alf44
2,025 posts
msg #40175
Ignore alf44
1/12/2006 12:12:38 AM

...LOL...

Good answer !

More answers like that Rumple and I WILL be convinced that there WAS a doobie involved in that "joint venture" lil riggsy spoke of !!!

ROFL !!!


Regards,

alf44





MODERATOR
28 posts
msg #40179
Ignore MODERATOR
1/12/2006 6:42:23 AM

This message has been removed by StockFetcher.


riggs
313 posts
msg #40180
Ignore riggs
1/12/2006 6:43:51 AM

Avery -

Check your yahoo!


- RIGGS -


riggs
313 posts
msg #40291
Ignore riggs
1/14/2006 9:54:08 PM

Avery -

Is there a way to get the results count down to around say...10-15? Thanks in advance bud! Looks like you're on to another winning filter here.

RIGGS.


JohnyYuma
57 posts
msg #40302
Ignore JohnyYuma
1/15/2006 11:49:25 AM

No doubt this filter is a great piece of SF programming
but
when I did backtesting - with a 10% stop loss and a 10% profit stop -it came about even - ie. 50% win and 50% losses

Am I missing anything ?


TheRumpledOne
6,362 posts
msg #40306
Ignore TheRumpledOne
1/15/2006 3:07:49 PM

Yes, you are missing SOMETHING!

IT'S NOT WHAT YOU TRADE, IT'S HOW YOU TRADE IT.

Filters don't make/lose money... TRADING DOES.

You must learn entry/exit, money management, risk management along with learning how to select stocks.

MAY ALL YOUR FILLS BE COMPLETE.


StockFetcher Forums · Filter Exchange · LINEAR REGESSION AND RSI(2) with DMA(28,-14)!!<< 1 2 3 >>Post Follow-up

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