StockFetcher Forums · Filter Exchange · Popular combination of MA<< 1 2 >>Post Follow-up
calhawk01
135 posts
msg #88439
Ignore calhawk01
2/20/2010 2:16:37 AM

show stocks where ma(8) crossed above ma(21)

Push made a post a few weeks ago and in his filter was the above combination. I really like this combination. I am just curious what everyone thinks the most popular moving average is for finding breakout stocks on the upside.

Holla


four
3,995 posts
msg #88452
Ignore four
modified
2/20/2010 12:16:17 PM

perhaps...

*********** V 1 ************
Fetcher[show stocks where weekly ma(8) above ma(21)
low near ma(21)
volume > 1000000
close > 1
]



*********** V 2 ************
Fetcher[show stocks where weekly ma(8) above ma(21)
low near ma(21)
close > weekly ma(8)
volume > 1000000
close > 1
]



dickysofa
63 posts
msg #88458
Ignore dickysofa
modified
2/20/2010 4:16:44 PM

I've always like MA(10) & EMA(30) zone's. Here's a 3 Bars Up = 1 Bar Down reversal that uses it.

Fetcher[
/* 3 bars up & 1 down */
/* old standby reversal pattern - I wrote this as */
/* part of my rsi(2) learning process & the rsi(2) */
/* helps the odds. You short after the 3 bars up */
/* and 1 bar down pattern with the MA's in positions */
/* rsi(2) having passed down through 70. */
/* --- dickysofa */

price between 15 and 225
average volume(90) > 1,000,000
market cap > 2,000
optionable

day change < 0 do not draw day change

ma(10) < ema(30)
rsi(2) < 70 and rsi(2) 1 day ago > 70

close 1 day ago > close 2 day ago
close 2 day ago > close 3 day ago
open 1 day ago > open 2 day ago
open 2 day ago > open 3 day ago

set{p_10, count(price > ma(10),1)}
set{p_30, count(price < ema(30),1)}
set{v_pass, p_10 plus p_30}

v_pass >= 2 do not draw v_pass

add column separator
add column rsi(2)
add column market cap
add column average volume(90) {avgvol_90}
add column separator

sort on column 1 ascending

draw ma(10)
draw ema(30)
draw rsi(2)
draw rsi(2) line at 70
draw rsi(2) line at 30

chart-size is 1000
chart-length is 6 months
primary-plot-size is 300
]



Kevin_in_GA
4,538 posts
msg #88462
Ignore Kevin_in_GA
2/20/2010 5:49:53 PM

show stocks where ma(8) crossed above ma(21)
+++++++++

ma(8) or WEEKLY ma(8)? Four's filter uses the weekly ma(8) - is that what you are intending?

BTW, I don't think you want the most popular combination, but rather the most profitable.


I ran an EMA crossover optimization on 458 IBD top ranked stocks for the past 250 days, letting the fast ema range from 1 to 20, and the slower ema range from 10 to 50. The conditions were set such that you would also go short on the reverse cross - not a "long only" filter. This analyzed 820 combinations against 458 stocks for an entire year each.

The most profitable combinations are as follows:

Optimization: ema_OPT (02/20/2010 14:48:17)
Trading System: MA_Cross
Iterations: 820
Time: 1:23:13
Symbols Tested: 458 (QP:ibd stock list)
From [03/03/2009 09:30] to [02/19/2010 16:00]
Average: 1.7237e+006, Best: 2.5445e+006

V#1 V#2 APT APS APGT [Net] %PROF TRADES
15 50 $1969.455 $0.876 13.2% $2544535.75 41% 1292
19 49 $2110.698 $0.944 14.4% $2528616.00 41% 1198
19 50 $2140.220 $0.952 14.6% $2525460.00 42% 1180
20 50 $2170.637 $0.956 14.9% $2520109.25 43% 1161
15 49 $1921.692 $0.838 12.9% $2517417.00 41% 1310
20 48 $2111.992 $0.940 14.4% $2506934.50 42% 1187
20 49 $2136.766 $0.944 14.6% $2504289.75 42% 1172
18 50 $2066.924 $0.925 14% $2500977.75 42% 1210
20 46 $2066.291 $0.925 14.1% $2494013.50 42% 1207
11 49 $1678.163 $0.719 11% $2492071.50 39% 1485
19 48 $2056.553 $0.921 14% $2488429.75 42% 1210
11 50 $1695.813 $0.723 11.1% $2487757.25 39% 1467
20 47 $2066.525 $0.927 14.1% $2479829.75 41% 1200
20 45 $2023.363 $0.908 13.7% $2478619.75 42% 1225
20 43 $1968.227 $0.896 13.3% $2477997.50 41% 1259
18 47 $1975.200 $0.889 13.3% $2476900.25 41% 1254
17 48 $1962.060 $0.884 13.2% $2476120.00 40% 1262
18 46 $1951.726 $0.882 13.1% $2474788.50 40% 1268
16 50 $1957.914 $0.892 13.2% $2472845.00 40% 1263
17 49 $1986.026 $0.895 13.4% $2472602.25 40% 1245
19 47 $2013.610 $0.900 13.6% $2468685.50 41% 1226
19 44 $1933.643 $0.872 13% $2465395.25 40% 1275
10 50 $1605.975 $0.672 10.4% $2463565.50 38% 1534

These are only the top profit-making ema combinations. Note that on average they made correct calls less than 50% of the time.

I'll run the "long-only" combos tonight and post them here.

calhawk01
135 posts
msg #88464
Ignore calhawk01
2/20/2010 7:20:35 PM

Can't wait kevin. I said post popular because i feel as if majority of technical traders have ran their screeners using a certain combination of MA - results in a certain stocks having more audience. In other words, more people that have the stock on their screens because of the combination they ran could result in a big explosion, at least short term

calhawk01
135 posts
msg #88465
Ignore calhawk01
2/20/2010 7:26:19 PM

Fetcher[show stocks where ma(8) crossed above ma(21)
and close is between .5 and 2
and average volume(30) is above 250000

and draw weekly IFT(2,3)
and draw weekly RSI(2)
]


Here is the original filter that made me start this thread. The filter was made by Push5280. If you back test the results given - it's amazing how much these stocks run after a few days

calhawk01
135 posts
msg #88501
Ignore calhawk01
2/21/2010 9:18:47 PM

Kevin what program do you use to run the combination? Could you post the results for LONGs

Kevin_in_GA
4,538 posts
msg #88522
Ignore Kevin_in_GA
modified
2/22/2010 11:31:35 AM

I use a program called Investor/RT (www.linnsoft.com). EOD data version is 50/month.

I had to do some family stuff over the weekend - will run the long only scenario tonight. Remember - these are EMAs and not MAs (I like to use the EMAs because of their faster response times).

You may want to use the 15/50 EMA cross as a starting point, since it seems to time both ends of the trade well.

Kevin_in_GA
4,538 posts
msg #88554
Ignore Kevin_in_GA
modified
2/23/2010 6:46:40 AM

Long only ema cross results:

Optimization: ema_OPT (02/23/2010 00:38:10)
Trading System: MA_Cross
Iterations: 820
Time: 1:21:42
Symbols Tested: 458 (QP:ibd stock list)
From [03/04/2009 09:30] to [02/22/2010 16:00]
Average: 3.3821e+006, Best: 3.9918e+006

V#1 V#2 APT APS APGT [Net] %PROF TRADES
2 50 $1434.875 $0.824 14.4% $3991822.00 42% 2782
2 49 $1410.621 $0.812 14.1% $3986414.00 42% 2826
3 50 $1736.866 $1.010 17.4% $3977424.00 44% 2290
1 50 $1021.852 $0.586 10.2% $3967850.75 40% 3883
2 48 $1383.230 $0.799 13.9% $3954654.00 42% 2859
3 48 $1677.934 $0.967 16.8% $3953213.50 44% 2356
3 47 $1651.751 $0.962 16.5% $3941078.25 44% 2386
3 49 $1696.079 $0.979 17% $3939992.00 44% 2323
3 46 $1620.955 $0.935 16.2% $3927574.00 44% 2423
2 47 $1361.294 $0.783 13.6% $3921888.75 42% 2881
2 46 $1332.362 $0.763 13.3% $3898490.75 42% 2926
5 50 $2187.516 $1.293 21.9% $3898152.75 48% 1782
3 45 $1580.093 $0.912 15.8% $3896509.25 44% 2466
4 50 $1938.937 $1.138 19.4% $3887569.25 47% 2005
4 49 $1918.331 $1.130 19.2% $3884620.75 47% 2025
4 47 $1877.305 $1.100 18.8% $3876634.25 47% 2065
4 48 $1896.951 $1.113 19% $3873574.75 47% 2042
5 49 $2141.208 $1.276 21.4% $3871304.75 48% 1808
2 45 $1299.286 $0.745 13% $3869272.75 43% 2978
5 48 $2103.853 $1.252 21.1% $3866881.25 48% 1838
4 45 $1801.311 $1.068 18% $3865612.50 47% 2146
4 42 $1714.026 $1.009 17.2% $3861700.25 47% 2253
3 44 $1536.382 $0.880 15.4% $3860927.75 44% 2513
4 46 $1837.319 $1.083 18.4% $3860207.50 47% 2101
4 41 $1685.399 $0.981 16.9% $3857878.25 47% 2289
4 40 $1657.851 $0.958 16.6% $3857820.25 47% 2327
6 48 $2292.953 $1.355 23% $3854454.00 49% 1681
1 49 $972.094 $0.555 9.73% $3853380.25 40% 3964
4 43 $1740.733 $1.023 17.4% $3847020.00 47% 2210
4 44 $1768.774 $1.043 17.7% $3840007.75 47% 2171
16 50 $3903.798 $2.188 39.1% $3837433.75 59% 983
6 49 $2315.594 $1.370 23.2% $3836938.25 49% 1657
2 37 $1124.075 $0.644 11.3% $3835345.00 41% 3412
7 47 $2425.537 $1.411 24.3% $3829922.75 49% 1579
15 50 $3820.093 $2.114 38.3% $3827733.50 59% 1002

Two things to note: the last 250 days only go back to 3/4/09 so it is no surprise that the long only results are realy good. Also, the 15/50 cross you only traded twice on average for any one of the 458 stocks used in the sample, but got an average return of 38%. Also note that it was profitable 59% of the time - not too bad.

The highest scoring ones were basically when price closed above or below the ema(50), but you were wrong or whipsawed a lot. Also, these are net profit, after trading costs (19.95 per round trip) were subtracted.

chetron
2,817 posts
msg #88557
Ignore chetron
modified
2/23/2010 7:07:16 AM

nice, kev, but 747 sounds too cool.

= )

BUT ISN'T SOMETHING GOING ON WITH 4/40 TO 4/50
I MEAN 10 PROFITABLE CROSSES THAT USE 4 AND THE SECONDARY IS EVERY LINE FOR 10 POINTS????


Fetcher[

DRAW EMA(4)
DRAW EMA(40)
DRAW EMA(41)
DRAW EMA(42)
DRAW EMA(43)
DRAW EMA(44)
DRAW EMA(45)
DRAW EMA(46)
DRAW EMA(47)
DRAW EMA(48)
DRAW EMA(49)
DRAW EMA(50)

CLOSE ABOVE .1
VOLUME ABOVE 1000000

]




AND OF COURSE....

Fetcher[

/* THE JUMBO */

DRAW EMA(7)
DRAW EMA(47)

CLOSE ABOVE .1
VOLUME ABOVE 1000000

]






StockFetcher Forums · Filter Exchange · Popular combination of MA<< 1 2 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus