StockFetcher Forums · Filter Exchange · Safe filter<< >>Post Follow-up
TheRumpledOne
6,362 posts
msg #39433
Ignore TheRumpledOne
12/8/2005 11:11:16 PM

Fetcher[

EMA(5) above EMA(5) 1 day ago
CLOSE crossed above EMA(5)
200 day slope of the close above 0
60 day slope of the close above 0

/* use your own volume, price criteratia */
volume above 1000000
close above 1
]



This filter returns stocks that should be relatively safe to enter long.

Do your own due diligence.

MAY ALL YOUR FILLS BE COMPLETE.


oldsmar52
104 posts
msg #39434
Ignore oldsmar52
12/9/2005 7:32:34 AM

Avery, I can't monitor stocks in the morning...once I've decided I'd like to enter a particular stock from this filter, would you have an opinion on a method of entry...a buy stop for example? Thanks for any advice, Frank


TheRumpledOne
6,362 posts
msg #39435
Ignore TheRumpledOne
12/9/2005 8:47:51 AM

Fetcher[
/* WARM FILTER - EMA(5) */

/* NORMALIZE accumulation distribution */

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

/* NORMALIZE momentum(12) */

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

/* NORMALIZE rsi(2) */

set{rsval, RSI(2) }

/* NORMALIZE williams %r(10) */

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

/* CALCULATE 10/60/200 day trend */
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{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}

/* CALCULATE DAILY AND WEEKLY BOTTOM TAIL SIZE */
set{BTSize, close - low}
set{WBTSize, weekly close - weekly low}
/* CALCULATE DIVERGENCE */
set{nd2,count(close below close 2 days ago,1) * count(rsi(2) above rsi(2) 2 days ago,1)}}

set{nd3,count(close below close 3 days ago,1) * count(rsi(2) above rsi(2) 3 days ago,1)}

set{nd4,count(close below close 4 days ago,1) * count(rsi(2) above rsi(2) 4 days ago,1)}

set{nd5,count(close below close 5 days ago,1) * count(rsi(2) above rsi(2) 5 days ago,1) }

Set{n1, nd5 * 1}
Set{n2, nd4 * 10}
Set{n3, nd3 * 100}
Set{n4, nd2 * 1000}

Set{na, n1 + n2}
Set{nb, n3 + n4}
Set{PD2345, na + nb}

/* POSDIV is the number of times there was a 2, 3, 4 or 5 day positive divergence during the past 10 days */

set{POSDIV, count(PD2345 above 0, 10)}

/* PDDAYS is the number of days since there hasn't been a 2, 3, 4 or 5 day positive divergence */

set{PDDAYS, days(PD2345 EQUAL 0, 100)}

/* R2DLT1 tells you the number of days rsi(2) < 1 during the past 20 days */

set{R2DLT1, days(rsi(2) is below 1,20)}

/* R2DLOW tells you how many days since the 20 day low. But if it is -1, this lets you know that there has been a lower RSI before the current rsi(2) 20 day low within the previous 20 days. At first I thought -1 was a mistake until I checked the chart */

set{R2DLOW, days(rsi(2) EQUAL RSI(2) 20 DAY LOW,20)}


/* PRICE CALCULATIONS */
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{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxEma5, E5a - E5b}

/* EMA CROSSOVER CALCULATIONS */
set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326b1, count(E1326b above -1 , 1)}
set{E1326b2, E1326b * E1326b1}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E1326A1, count(E1326A above -1 , 1)}
set{E1326A2, E1326A * E1326A1}
set{E13xE26, E1326a2 - E1326b2}

/* VOLUME CALCULATIONS */
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{VlXvl, VolUp - VolDn}

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


and add column clxcl
and add column CxEma5
and add column E13xE26

and add column VlXvl
and add column Vdbl
and add column volpct


add column trend
add column posdiv
add column pddays
add column R2DLT1

add column RSI(2) 20 DAY LOW
add column R2DLOW

add column wrval
add column adval
add column rsval
add column moval

and add column high 52 week high

add column wbtsize
add column btsize

add column industry

EMA(5) above EMA(5) 1 day ago
CLOSE crossed above EMA(5)
200 day slope of the close above 0
60 day slope of the close above 0

CLOSE ABOVE 1
AVG VOLUME(5) ABOVE 500000
AVG VOLUME(30) ABOVE 500000

sort column 11 descending

]



You may have to be an ADVANCED subscriber to run this one.

MAY ALL YOUR FILLS BE COMPLETE.



TheRumpledOne
6,362 posts
msg #39436
Ignore TheRumpledOne
12/9/2005 8:48:54 AM

"Avery, I can't monitor stocks in the morning...once I've decided I'd like to enter a particular stock from this filter, would you have an opinion on a method of entry...a buy stop for example? Thanks for any advice, Frank"

The entry price must be above the ema(5), otherwise wait.

MAY ALL YOUR FILLS BE COMPLETE.


StockFetcher Forums · Filter Exchange · Safe filter<< >>Post Follow-up

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