StockFetcher Forums · Filter Exchange · More than one close above an indicator<< >>Post Follow-up
JayGee
2 posts
msg #66851
Ignore JayGee
8/31/2008 7:44:25 PM

Can anyone help with a syntax for this screen?

2 closes above the 5 day simple moving average

The closes have to be one after the other
The closes are the first two closes above the MA
The closes can be up, down, higher or lower compared to each other

Thanks

TheRumpledOne
6,362 posts
msg #66854
Ignore TheRumpledOne
modified
8/31/2008 10:32:05 PM

You can check out the Basic Filter for newbies and old pros to learn many SF coding techniques.

Fetcher[
/* FROM THE Basic Filter for newbies and old pros */


set{E5b,days(close is above ma(5),100)}
set{E5a,days(close is below ma(5),100)}
set{CxE5, E5a - E5b}

and add column CxE5 {CxMA5}
and add column ma(5)

CxE5 equal 2

close above 1
volume above 1000000

sort column 5 descending
]






Fetcher[
/* Basic Filter for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


and add column VolCnt
and add column Vdbl
and add column VolZ

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

close above 1
volume above 1000000

sort column 8 descending
]



JayGee
2 posts
msg #66865
Ignore JayGee
9/1/2008 11:57:53 AM

Wow and thanks!

Stock Fetcher is a detailed program, but well worth the effort in learning all of it and ultimately making anyone a better trader.

I played with this filter again and came up with:

"Show stocks where the close has been above the ma(5) for the last 2 days and the close was below the ma(5) 3 days ago"

Any comments?



marine2
829 posts
msg #66870
Ignore marine2
9/1/2008 2:53:59 PM

Nice question Jay and Rump you did another nice job on another of the many filters you have created here in this Forum.

I backtested this against my specific "backtest" criteria and it scored 86% wins, an ROI of 68%. Also, in a 78 day backtest it gave me almost $19,000 profit. You divide that by 78 trading days and thats a little over $1,500 each trading day. I use $100,000 as my bulk investment to begin with and $10,000 each trade. I only run have 10 stocks at any one time open.

Nce work to both of you.

StockFetcher Forums · Filter Exchange · More than one close above an indicator<< >>Post Follow-up

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