StockFetcher Forums · Filter Exchange · OBV<< 1 2 3 4 5 ... 6 >>Post Follow-up
WALLSTREETGENIUS
983 posts
msg #63397
Ignore WALLSTREETGENIUS
6/5/2008 3:08:34 PM

Actually Chetron, something more like this...

Fetcher[Set{MA50,CMA(OBV(1),50)}
set{SD,cstddev(OBV(1),50)}
set{SD50,1.4 * SD}
set{BOLU,MA50 + SD50}
set{BOLD,MA50 - SD50}

draw BOLU on plot OBV(1)
draw BOLD on plot OBV(1)
]




Remember how you did this with RSI(2)? Well, I just changed
your RSI(2), to OBV(1). But how do we keep OBV(1) INSIDE the
bands? Any Ideas?....


RIGGS


nikoschopen
2,824 posts
msg #63398
Ignore nikoschopen
6/5/2008 3:55:22 PM

WSG and Tachikawa,

Why dontcha fellas give this one a try.

Fetcher[
/*60-day Linear Regression Channel applied to OBV*/
set{SD,cstddev(OBV(1),60)}
set{SDU,OBV(1) + SD}
set{SDD,OBV(1) - SD}

draw 60 day slope of OBV(1)
draw 60 day slope of SDU on plot OBV(1)
draw 60 day slope of SDD on plot OBV(1)

do not draw SDU
do not draw SDD
]



nikoschopen
2,824 posts
msg #63399
Ignore nikoschopen
6/5/2008 4:08:40 PM

You can also use the same premise to draw those elusive trendlines as well.

Fetcher[
set{SDH, cstddev(high,50)}
set{SDL, cstddev(low,50)}
set{SDU, high + SDH}
set{SDD, low - SDL}

draw 50 day slope of SDU on plot price
draw 50 day slope of SDD on plot price

do not draw SDU
do not draw SDD
]



WALLSTREETGENIUS
983 posts
msg #63401
Ignore WALLSTREETGENIUS
6/5/2008 5:05:07 PM

Very nice work Niko, and it's a great start, but if you paste this to any pre-existing filter, it zeros it out. But again, this might be the best we have so far in this thread. Thanks for your addition.


RIGGS

WALLSTREETGENIUS
983 posts
msg #63402
Ignore WALLSTREETGENIUS
6/5/2008 5:18:28 PM

"but if you paste this to any pre-existing filter, it zeros it out"
_________________

Scratch that Niko...my "pre-existing" brain got in the way. Works great....

johnpaulca
11,290 posts
msg #63405
Ignore johnpaulca
6/5/2008 7:07:41 PM

Thanks guys...tweaked to suit my trading style.


Fetcher[

/*60-day Linear Regression Channel applied to OBV*/
set{SD,cstddev(OBV(1),60)}
set{SDU,OBV(1) + SD}
set{SDD,OBV(1) - SD}

draw 60 day slope of OBV(1)
draw 60 day slope of SDU on plot OBV(1)
draw 60 day slope of SDD on plot OBV(1)

do not draw SDU
do not draw SDD

close is below upper bollinger band(13,0.1)
bollinger band(13,0.1) is above lower bollinger band(40,0.4)
close is above ema(34)
ema(34) is above ema(100)

volume is above 300000
close is above 20

apply to sector(energy)
]







WALLSTREETGENIUS
983 posts
msg #63433
Ignore WALLSTREETGENIUS
modified
6/6/2008 12:39:26 PM

6/4/08

"PS- Looks like the USD is due to fall again after looking at the FXE's OBV channel, and RSI(2). See DMA'S last 14 days pointing up with price wayyy down there? Time to start looking at those Gold and Steel stocks again this week! "
_________________________

Hope some of you are paying close attention to this thread, because once again my predictions are looking GOLDEN! Did you notice what happened to the "USD" and the "Gold" stocks the last 2-days? The combination of OBV, DMA, and LRC(60) is proving to be worth watching for tops and bottoms, because on a day where every major market took a shit...the Euro and most Gold stocks are racing!


RIGGS


marine2
829 posts
msg #63436
Ignore marine2
6/6/2008 1:59:05 PM

Lets make this filter I came up with a better one:

and 60 day slope of OBV(1) is increasing previous 20 days
and slow stochastic %d is below 25

johnpaulca
11,290 posts
msg #63438
Ignore johnpaulca
6/6/2008 2:45:48 PM

Fetcher[
and 60 day slope of OBV(1) is increasing previous 20 days
and slow stochastic %d is below 50
and close is above ema(100)
and close is above ema(13)
and volume is above 300000
]




marine2
829 posts
msg #63465
Ignore marine2
6/7/2008 2:39:10 AM

Thanks John for replying back to my request. I looked at the results and I liked what I saw and liked the backtest too. I like its positive outlook.
Thanks again.

StockFetcher Forums · Filter Exchange · OBV<< 1 2 3 4 5 ... 6 >>Post Follow-up

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