StockFetcher Forums · Filter Exchange · Range Contraction/Expansion Filter<< 1 2 3 4 5 ... 12 >>Post Follow-up
alf44
2,025 posts
msg #39701
Ignore alf44
12/20/2005 8:15:40 PM

Here's the NEWEST version of my "Range Contraction/Expansion Filter" !

I said in my last post that I would play around with the doji scan criteria. The "doji" in the last filter (version III) was defined as having a High/Low Range of greater than 20 cents...and a Open/Close Range (ie. Candle Body) of 10 cents or below. This was way too restrictive...especially in higher priced issues with daily H/L Ranges and Open/Close Ranges that are...well...larger ! The New "doji" criteria attempts to solve this by making the Open/Close Range (Candle Body) dependent on a percentage of the High/Low Range.

The NEW "doji" criteria requires a H/L Range of greater than 20 cents (just as before)...BUT...an O/C Range (Candle Body) of less than 30% of the H/L Range. This works out MUCH better and is still inclusive enough to return dojis, Hammers, Inverted Hammers, Tails, Stars etc...

I have also added another NEW 1 day Pattern !

I have included what are sometimes called 80/20 Days ! These are days where the Open AND Close take place at extremes in the Day Positions of that individual bar. In other words, a day where the Open comes below the 20% Day Position and the Close comes at above the 80% Day Position would be an UP Close 80/20. Conversely, a day where the Open comes above the 80% Day Position and the Close comes below the 20% Day Position would be a DOWN Close 80/20 !

This NEW 80/20 portion of the filter will alert you to EITHER an UP 80/20 or a DOWN 80/20...then a quick glance at the +/- %Change column tells you whether it was an UP or DOWN 80/20.

The idea behind 80/20 days...especially if they are "Wide Range Days" is that very often these Trend type days tend to have follow through the next day. That can be a nice little bit of information to have.

This NEWEST Range Contraction/Expansion Filter with the NEW IMPROVED doji criteria...AND...now that 80/20s have been included screens for (count'em)...10...that's T-E-N different Contraction/Expansion patterns ! lol

They Are:

1) Shark Patterns
2) Inside Days
3) NR4s
4) NR7s
5) dojis <---
6) 80/20 <---
7) WR4s
8) WR7s
9) Outside Days
10) Wind Ups

KEWL !!!


The "NEWEST NEWEST" IMPROVED Range Contraction/Expansion Filter :

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

Fetcher[/* Range Contraction/Expansion Filter IV */

/* IDs (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}

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

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

/* WR4s (Widest Range of the last 4 days) */
set{WR4, count(Day Point Range reached a new 4 day High, 1)}

/* WR7s (Widest Range of the last 7 days) */
set{WR7, count(Day Point Range reached a new 7 day High, 1)}

/* ODs (Outside Days -> H/L Range outside H/L Range 1 day ago) */
set{ODhi, count(High above High 1 day ago, 1)}
set{ODlo, count(Low below Low 1 day ago, 1)}
set{OD, ODhi * ODlo}

/* Windups (Outside Day followed by an Inside Day) */
set{WUp_ODhi, count(High 1 day ago above High 2 days ago, 1)}
set{WUp_ODlo, count(Low 1 day ago below Low 2 days ago, 1)}
set{WUp_ODhilo, WUp_ODhi * WUp_ODlo}

set{WUp_IDhi, count(High below High 1 day ago, 1)}
set{WUp_IDlo, count(Low above Low 1 day ago, 1)}
set{WUp_IDhilo, WUp_IDhi * WUp_IDlo}

set{WUp, WUp_ODhilo * WUp_IDhilo}

/* Shark Pattern (3 Consecutive Inside Days) */
set{IDhi_3, count(High 2 days ago is below High 3 days ago, 1)}
set{IDlo_3, count(Low 2 days ago is above Low 3 days ago, 1)}
set{IDhilo_3, IDhi_3 * IDlo_3}

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{ID32, IDhilo_3 * IDhilo_2}
set{ID21, ID32 * IDhilo_1}

/* 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}

/* Day Position Calculations for 80/20 Days */
set{Range1, High - Low}
set{CloLodiff, Close - Low}
set{OpLodiff, Open - Low}
set{dayposcl, CloLodiff / Range1}
set{dayposop, OpLodiff / Range1}

/* 80/20 Day with an UP Close */
set{dpCloUp, count(dayposcl is above .80, 1)}
set{dpOpUp, count(dayposop is below .20, 1)}
set{Up8020, dpCloUp * dpOpUp}

/* 80/20 Day with a DOWN Close */
set{dpOpDwn, count(dayposop is above .80, 1)}
set{dpCloDwn, count(dayposcl is below .20, 1)}
set{Dwn8020, dpOpDwn * dpCloDwn}

set{8020upORdwn, Up8020 + Dwn8020}

/* PatternFetcher */
set{I_Day, ID * 1}
set{NR_4, NR4 * 1}
set{NR_7, NR7 * 1}
set{WR_4, WR4 * 1}
set{WR_7, WR7 * 1}
set{O_Day, OD * 1}
set{W_Up, WUp * 1}
set{Shrk_321, ID21 * 1}
set{Do_Ji, doji * 1}
set{80_20, 8020upORdwn * 1}

set{A1, I_Day + NR_4}
set{A2, A1 + NR_7}
set{A3, A2 + WR_4}
set{A4, A3 + WR_7}
set{A5, A4 + O_Day}
set{A6, A5 + W_Up}
set{A7, A6 + Shrk_321}
set{A8, A7 + Do_Ji}
set{A9, A8 + 80_20}

/* Defining "my ROC(2)" Indicator */
set{myROC, ROC(2)}

Show all stocks where A9 is above 0 and
Market is NASDAQ 100

/* Columns (Patterns) */
add column Shrk_321 {Shark}
add column ID
add column NR7
add column NR4
add column doji
add column 8020upORdwn {80/20}
add column WR4
add column WR7
add column OD
add column WUp

/* Columns (Momentum and Trend "stuff") */
add column dayscurdir {ROC-u/d}
add column ROCpiv
add column daysMAC310curdir {MAC-u/d}
add column MACDslope10 {slope}
add column SloSto7 {Stoch}
add column RSI14 {RSI}
add column ADX14 {ADX}
add column daysOverORUnderDMA3 {DMA3}
add column Trend123 {trend}

/* Indicators */
draw DMA(3,3)
draw EMA(10)
draw EMA(30)
draw EMA(150)
draw myROC
draw MACD(3,10,16)
draw Slow Stochastic(7,10) Fast %K
draw Slow Stochastic(7,10) Slow %D
draw Slow Stochastic(7,10) Fast %K line at 80
draw Slow Stochastic(7,10) Fast %K line at 20
draw RSI(14)
draw CMA(RSI(14),16)
draw RSI(14) line at 60
draw RSI(14) line at 50
draw RSI(14) line at 40
draw ADX(14)

do not draw A9

chart-time is 3 Months
]



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

As I've said previously (a couple a times now, in fact) I've added the various Indicators I like to watch. Also, the filter as it is posted here is only looking at the NASDAQ 100. You can apply it to whatever Universe of stocks you choose, or to any Watch List you choose. fwiw

Also, I have my own version of this thing with a "battery" of Momentum and Trend information columns.

I think the improvement to the "doji" criteria AND the addition of the 80/20 pattern are both very nice compliments to the other patterns that are already there.

I'll "continue to continue to continue" to work and try to improve it. lol


Regards,

alf44






TheRumpledOne
6,362 posts
msg #39702
Ignore TheRumpledOne
12/20/2005 8:29:40 PM

Fetcher[
/* Range Contraction/Expansion Filter IV */

/* IDs (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}

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

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

/* WR4s (Widest Range of the last 4 days) */
set{WR4, count(Day Point Range reached a new 4 day High, 1)}

/* WR7s (Widest Range of the last 7 days) */
set{WR7, count(Day Point Range reached a new 7 day High, 1)}

/* ODs (Outside Days -> H/L Range outside H/L Range 1 day ago) */
set{ODhi, count(High above High 1 day ago, 1)}
set{ODlo, count(Low below Low 1 day ago, 1)}
set{OD, ODhi * ODlo}

/* Windups (Outside Day followed by an Inside Day) */
set{WUp_ODhi, count(High 1 day ago above High 2 days ago, 1)}
set{WUp_ODlo, count(Low 1 day ago below Low 2 days ago, 1)}
set{WUp_ODhilo, WUp_ODhi * WUp_ODlo}

set{WUp_IDhi, count(High below High 1 day ago, 1)}
set{WUp_IDlo, count(Low above Low 1 day ago, 1)}
set{WUp_IDhilo, WUp_IDhi * WUp_IDlo}

set{WUp, WUp_ODhilo * WUp_IDhilo}

/* Shark Pattern (3 Consecutive Inside Days) */
set{IDhi_3, count(High 2 days ago is below High 3 days ago, 1)}
set{IDlo_3, count(Low 2 days ago is above Low 3 days ago, 1)}
set{IDhilo_3, IDhi_3 * IDlo_3}

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{ID32, IDhilo_3 * IDhilo_2}
set{ID21, ID32 * IDhilo_1}

/* 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}

/* Day Position Calculations for 80/20 Days */
set{Range1, High - Low}
set{CloLodiff, Close - Low}
set{OpLodiff, Open - Low}
set{dayposcl, CloLodiff / Range1}
set{dayposop, OpLodiff / Range1}

/* 80/20 Day with an UP Close */
set{dpCloUp, count(dayposcl is above .80, 1)}
set{dpOpUp, count(dayposop is below .20, 1)}
set{Up8020, dpCloUp * dpOpUp}

/* 80/20 Day with a DOWN Close */
set{dpOpDwn, count(dayposop is above .80, 1)}
set{dpCloDwn, count(dayposcl is below .20, 1)}
set{Dwn8020, dpOpDwn * dpCloDwn}

set{8020upORdwn, Up8020 + Dwn8020}

/* PatternFetcher */
set{I_Day, ID * 1}
set{NR_4, NR4 * 1}
set{NR_7, NR7 * 1}
set{WR_4, WR4 * 1}
set{WR_7, WR7 * 1}
set{O_Day, OD * 1}
set{W_Up, WUp * 1}
set{Shrk_321, ID21 * 1}
set{Do_Ji, doji * 1}
set{80_20, 8020upORdwn * 1}

set{A1, I_Day + NR_4}
set{A2, A1 + NR_7}
set{A3, A2 + WR_4}
set{A4, A3 + WR_7}
set{A5, A4 + O_Day}
set{A6, A5 + W_Up}
set{A7, A6 + Shrk_321}
set{A8, A7 + Do_Ji}
set{A9, A8 + 80_20}

/* Defining "my ROC(2)" Indicator */
set{myROC, ROC(2)}

Show all stocks where A9 is above 0 and
Market is NASDAQ 100

/* Columns (Patterns) */
add column Shrk_321 {Shark}
add column ID
add column NR7
add column NR4
add column doji
add column 8020upORdwn {80/20}
add column WR4
add column WR7
add column OD
add column WUp

/* Columns (Momentum and Trend "stuff") */
add column dayscurdir {ROC-u/d}
add column ROCpiv
add column daysMAC310curdir {MAC-u/d}
add column MACDslope10 {slope}
add column SloSto7 {Stoch}
add column RSI14 {RSI}
add column ADX14 {ADX}
add column daysOverORUnderDMA3 {DMA3}
add column Trend123 {trend}

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

do not draw A9

chart-time is 3 Months

/* Multiple ZOOM LENS */

/* NORMALIZE momentum(12) */

set{moval22, INDPOSITION(momentum(12), 22) * 100}
set{moval60, INDPOSITION(momentum(12), 60) * 100}
set{movalwk, INDPOSITION(weekly momentum(12), 26) * 100}


/* NORMALIZE williams %r(10) */

set{wrval22, INDPOSITION(williams %r(10), 22) }
set{wrval60, INDPOSITION(williams %r(10), 60) }
set{wrvalwk, INDPOSITION(weekly williams %r(10), 26)}


/* PLOT CRITERIA */

draw moval22
draw moval60 on plot moval22
draw movalwk on plot moval22

draw wrval22
draw wrval60 on plot wrval22
draw wrvalwk on plot wrval22

add column moval22
add column moval60
add column movalwk

add column wrval22
add column wrval60
add column wrvalwk

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 */
]



I added the ZOOM LENS and WARM DISPLAYS... wanted to see what you were doing.

MAY ALL YOUR FILLS BE COMPLETE.


alf44
2,025 posts
msg #39933
Ignore alf44
1/4/2006 3:02:59 PM

I have tweaked the "80/20 Day" portion of my Range Contraction/Expansion Filter !

The newly tweaked criteria flags "85/15 Days" !

This is simply a compromise or adjustment in the Day Position extremes of the Open and Close...from the previous filter (Version IV). The ideas behind the 85/15 Day are still the same as I previously stated (for the 80/20)...the Day Position extremes have just been made more stringent.

This NEW 85/15 portion of the filter will alert you to EITHER an UP 85/15 or a DOWN 85/15...then a quick glance at the +/- %Change column tells you whether it was an UP or DOWN 85/15.

This NEWEST Range Contraction/Expansion Filter with the NEW IMPROVED 85/15 Day criteria screens for (count'em)...10...that's T-E-N different Contraction/Expansion patterns ! lol

They Are:

1) Shark Patterns
2) Inside Days
3) NR4s
4) NR7s
5) dojis
6) 85/15 <--- (previously 80/20)
7) WR4s
8) WR7s
9) Outside Days
10) Wind Ups

The "NEWEST NEWEST NEWEST" IMPROVED Range Contraction/Expansion Filter :

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

Fetcher[/* Range Contraction/Expansion Filter V */

/* IDs (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}

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

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

/* WR4s (Widest Range of the last 4 days) */
set{WR4, count(Day Point Range reached a new 4 day High, 1)}

/* WR7s (Widest Range of the last 7 days) */
set{WR7, count(Day Point Range reached a new 7 day High, 1)}

/* ODs (Outside Days -> H/L Range outside H/L Range 1 day ago) */
set{ODhi, count(High above High 1 day ago, 1)}
set{ODlo, count(Low below Low 1 day ago, 1)}
set{OD, ODhi * ODlo}

/* Windups (Outside Day followed by an Inside Day) */
set{WUp_ODhi, count(High 1 day ago above High 2 days ago, 1)}
set{WUp_ODlo, count(Low 1 day ago below Low 2 days ago, 1)}
set{WUp_ODhilo, WUp_ODhi * WUp_ODlo}

set{WUp_IDhi, count(High below High 1 day ago, 1)}
set{WUp_IDlo, count(Low above Low 1 day ago, 1)}
set{WUp_IDhilo, WUp_IDhi * WUp_IDlo}

set{WUp, WUp_ODhilo * WUp_IDhilo}

/* Shark Pattern (3 Consecutive Inside Days) */
set{IDhi_3, count(High 2 days ago is below High 3 days ago, 1)}
set{IDlo_3, count(Low 2 days ago is above Low 3 days ago, 1)}
set{IDhilo_3, IDhi_3 * IDlo_3}

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{ID32, IDhilo_3 * IDhilo_2}
set{ID21, ID32 * IDhilo_1}

/* 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}

/* Day Position Calculations for 85/15 Days */
set{Range1, High - Low}
set{CloLodiff, Close - Low}
set{OpLodiff, Open - Low}
set{dayposcl, CloLodiff / Range1}
set{dayposop, OpLodiff / Range1}

/* 85/15 Day with an UP Close */
set{dpCloUp, count(dayposcl is above .85, 1)}
set{dpOpUp, count(dayposop is below .15, 1)}
set{Up8515, dpCloUp * dpOpUp}

/* 85/15 Day with a DOWN Close */
set{dpOpDwn, count(dayposop is above .85, 1)}
set{dpCloDwn, count(dayposcl is below .15, 1)}
set{Dwn8515, dpOpDwn * dpCloDwn}

set{8515upORdwn, Up8515 + Dwn8515}

/* PatternFetcher */
set{I_Day, ID * 1}
set{NR_4, NR4 * 1}
set{NR_7, NR7 * 1}
set{WR_4, WR4 * 1}
set{WR_7, WR7 * 1}
set{O_Day, OD * 1}
set{W_Up, WUp * 1}
set{Shrk_321, ID21 * 1}
set{Do_Ji, doji * 1}
set{85_15, 8515upORdwn * 1}

set{A1, I_Day + NR_4}
set{A2, A1 + NR_7}
set{A3, A2 + WR_4}
set{A4, A3 + WR_7}
set{A5, A4 + O_Day}
set{A6, A5 + W_Up}
set{A7, A6 + Shrk_321}
set{A8, A7 + Do_Ji}
set{A9, A8 + 85_15}

/* Defining "my ROC(2)" Indicator */
set{myROC, ROC(2)}

Show all stocks where A9 is above 0 and
Market is NASDAQ 100

/* Columns (Patterns) */
add column Shrk_321 {Shark}
add column ID
add column NR7
add column NR4
add column doji
add column 8515upORdwn {85/15}
add column WR4
add column WR7
add column OD
add column WUp

/* Indicators */
draw DMA(3,3)
draw EMA(10)
draw EMA(30)
draw EMA(150)
draw myROC
draw MACD(3,10,16)
draw Slow Stochastic(7,10) Fast %K
draw Slow Stochastic(7,10) Slow %D
draw Slow Stochastic(7,10) Fast %K line at 80
draw Slow Stochastic(7,10) Fast %K line at 20
draw RSI(14)
draw CMA(RSI(14),16)
draw RSI(14) line at 60
draw RSI(14) line at 50
draw RSI(14) line at 40
draw ADX(14)
draw ADX(14) line at 25

do not draw A9

chart-time is 3 Months
]



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

As always...I've added the various Indicators I like to watch. Also, the filter as it is posted here is only looking at the NASDAQ 100. You can apply it to whatever Universe of stocks you choose, or to any Watch List you choose. fwiw

Also, I have my own version of this thing with a "battery" of Momentum and Trend information columns. (I'll share this at some later date)

I think the simple adjustment to the "85/15 Day" criteria is a nice improvement.

I will be adding a short-term ROC Divergence scan to this filter in the very near future. I am already using it with good success but am still playing around with it before I include it here. fwiw

I'll "continue to continue to continue" to work and try to improve this thing. lol


Regards,

alf44




alf44
2,025 posts
msg #40839
Ignore alf44
modified
2/1/2006 12:43:15 AM

...lots of NEW additions and tweaks to my Range Contraction/Expansion Filter !!!

I'll post more in depth soon...


Suffice it to say that I've added:



* Gaps

* One Day Reversals

* Shark-32 (this is a tweak of the "Shark" that is currently included)

* ROC(2) Divergence



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

Will post more in the days upcoming !


Regards,

alf44






riggs
313 posts
msg #40842
Ignore riggs
2/1/2006 12:51:07 AM

"ALPHIE"

"I'll post more in depth soon..."


*******************************************************************************


Why? You seem to be the only one interested....ROFL!!!!!



RIGGS.




nikoschopen
2,824 posts
msg #40845
Ignore nikoschopen
2/1/2006 3:29:06 AM

Alfie,

I have yet to analyze ure filters to comment on them (which I hope is your reason for posting them), but one thing that intrigues me is the similarity of your layout to mine. I tend to clutter my own filters with various indicators to signal breakout/breakdown. I find that very interesting.


nikoschopen
2,824 posts
msg #40865
Ignore nikoschopen
2/1/2006 2:06:28 PM

Your point is well taken. I give two-thumbs up. ;^)


TheRumpledOne
6,362 posts
msg #40866
Ignore TheRumpledOne
2/1/2006 2:34:08 PM

Fetcher[
/* Range Contraction/Expansion Filter V */

/* IDs (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}

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

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

/* WR4s (Widest Range of the last 4 days) */
set{WR4, count(Day Point Range reached a new 4 day High, 1)}

/* WR7s (Widest Range of the last 7 days) */
set{WR7, count(Day Point Range reached a new 7 day High, 1)}

/* ODs (Outside Days -> H/L Range outside H/L Range 1 day ago) */
set{ODhi, count(High above High 1 day ago, 1)}
set{ODlo, count(Low below Low 1 day ago, 1)}
set{OD, ODhi * ODlo}

/* Windups (Outside Day followed by an Inside Day) */
set{WUp_ODhi, count(High 1 day ago above High 2 days ago, 1)}
set{WUp_ODlo, count(Low 1 day ago below Low 2 days ago, 1)}
set{WUp_ODhilo, WUp_ODhi * WUp_ODlo}

set{WUp_IDhi, count(High below High 1 day ago, 1)}
set{WUp_IDlo, count(Low above Low 1 day ago, 1)}
set{WUp_IDhilo, WUp_IDhi * WUp_IDlo}

set{WUp, WUp_ODhilo * WUp_IDhilo}

/* Shark Pattern (3 Consecutive Inside Days) */
set{IDhi_3, count(High 2 days ago is below High 3 days ago, 1)}
set{IDlo_3, count(Low 2 days ago is above Low 3 days ago, 1)}
set{IDhilo_3, IDhi_3 * IDlo_3}

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{ID32, IDhilo_3 * IDhilo_2}
set{ID21, ID32 * IDhilo_1}

/* 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}

/* Day Position Calculations for 85/15 Days */
set{Range1, High - Low}
set{CloLodiff, Close - Low}
set{OpLodiff, Open - Low}
set{dayposcl, CloLodiff / Range1}
set{dayposop, OpLodiff / Range1}

/* 85/15 Day with an UP Close */
set{dpCloUp, count(dayposcl is above .85, 1)}
set{dpOpUp, count(dayposop is below .15, 1)}
set{Up8515, dpCloUp * dpOpUp}

/* 85/15 Day with a DOWN Close */
set{dpOpDwn, count(dayposop is above .85, 1)}
set{dpCloDwn, count(dayposcl is below .15, 1)}
set{Dwn8515, dpOpDwn * dpCloDwn}

set{8515upORdwn, Up8515 + Dwn8515}

/* PatternFetcher */
set{I_Day, ID * 1}
set{NR_4, NR4 * 1}
set{NR_7, NR7 * 1}
set{WR_4, WR4 * 1}
set{WR_7, WR7 * 1}
set{O_Day, OD * 1}
set{W_Up, WUp * 1}
set{Shrk_321, ID21 * 1}
set{Do_Ji, doji * 1}
set{85_15, 8515upORdwn * 1}

set{A1, I_Day + NR_4}
set{A2, A1 + NR_7}
set{A3, A2 + WR_4}
set{A4, A3 + WR_7}
set{A5, A4 + O_Day}
set{A6, A5 + W_Up}
set{A7, A6 + Shrk_321}
set{A8, A7 + Do_Ji}
set{A9, A8 + 85_15}

/* Defining "my ROC(2)" Indicator */
set{myROC, ROC(2)}

Show all stocks where A9 is above 0 and
Market is NASDAQ 100

/* Columns (Patterns) */
add column Shrk_321 {Shark}
add column ID
add column NR7
add column NR4
add column doji
add column 8515upORdwn {85/15}
add column WR4
add column WR7
add column OD
add column WUp

/* Indicators */
draw DMA(3,3)
draw EMA(10)
draw EMA(30)
draw EMA(150)
draw myROC
draw MACD(3,10,16)
draw Slow Stochastic(7,10) Fast %K
draw Slow Stochastic(7,10) Slow %D
draw Slow Stochastic(7,10) Fast %K line at 80
draw Slow Stochastic(7,10) Fast %K line at 20
draw RSI(14)
draw CMA(RSI(14),16)
draw RSI(14) line at 60
draw RSI(14) line at 50
draw RSI(14) line at 40
draw ADX(14)
draw ADX(14) line at 25

do not draw A9

chart-time is 3 Months
/* Auto Avery - Dynamic Support/Resistance with AATP*/

/* PRICE POSITION PERCENT DISPLAY */

/* enter your Upper Limit criteria */
set{UpperLim, High 5 Day High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 5 Day Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / LowerLim}

set{HiOp,high - open}
set{OpLo, open - low}

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

set{HHb,days(High is above High 1 day ago,100)}
set{HHa,days(High is below High 1 day ago,100)}
set{HixHi, HHa - HHb}

set{LLb,days(Low is above Low 1 day ago,100)}
set{LLa,days(Low is below Low 1 day ago,100)}
set{LoxLo, LLa - LLb}


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

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

/* column display */

add column HiOp
add column OpLo

add column BallOn
add column UpperLim {Resist}
add column LowerLim {Support}

/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price

/* Trade Planner Filter Display - Simple */

set{ iAccountSize , 25000 }
set{ iPercentRisk, .02}
set{ iMarginMult , 1}
set{ iMaxDrawDownPct, .05}
set{ iEntryPrice , close}

set{ iShares, 0 }
set{ iProtectiveStop , 0}

set{ iTargetPrice , 0}
set{ iRewardRatio , 2}

set{ xMaxDollars, iAccountSize * iMarginMult }


set{ xTradeRisk, xMaxDollars * iPercentRisk }

set{ xShares , xMaxDollars / iEntryPrice }

set{ xShareRisk , xTradeRisk / xShares }


set{ xStop , iEntryPrice - xShareRisk }

set{ xtp, xShareRisk * iRewardRatio }
set{ xTarget , xtp + iEntryPrice }


add column xShares
add column xStop
add column xTarget
add column xTradeRisk

and add column clxcl
and add column VlXvl
and add column Vdbl
add column HixHi
add column LoxLo
]



PLAN YOUR TRADE, TRADE YOUR PLAN.

MAY ALL YOUR FILLS BE COMPLETE.


alf44
2,025 posts
msg #40867
Ignore alf44
2/1/2006 2:43:56 PM

"...PLAN YOUR TRADE, TRADE YOUR PLAN..."

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

I always do !


Regards,

alf44




alf44
2,025 posts
msg #40868
Ignore alf44
modified
2/1/2006 2:51:31 PM

nikoschopen,

Thanks for the comments !

Much appreciated !



Regards,

alf44




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