StockFetcher Forums · Filter Exchange · THE BULL-BEAR O METER.....<< 1 2 >>Post Follow-up
chetron
2,817 posts
msg #62133
Ignore chetron
5/4/2008 10:54:40 PM

GOOD LUCK....


Fetcher[

/* THE BULL-BEAR O METER */
/* TACHIKAWA */


SET{VAR1,CLOSE - OPEN}
SET{VAR2,CMA(VAR1,5)}

SET{GO_BULLS,COUNT(VAR2 > 0,1)}
SET{GO_BEARS,COUNT(VAR2 < 0,1)}

SET{VAR3,COUNT(RSI(2) ABOVE RSI(2) 1 DAY AGO,1)}
SET{VAR4,COUNT(RSI(2) ABOVE RSI(2) 2 DAY AGO,1)}
SET{VAR6,COUNT(RSI(2) 2 DAY AGO ABOVE RSI(2) 1 DAY AGO,1)}
SET{VAR5,VAR3 * VAR4}
SET{VAR7,VAR5 * VAR6}
SET{BUY_ME,VAR7 * GO_BULLS}

SET{VAR13,COUNT(RSI(2) BELOW RSI(2) 1 DAY AGO,1)}
SET{VAR14,COUNT(RSI(2) BELOW RSI(2) 2 DAY AGO,1)}
SET{VAR16,COUNT(RSI(2) 2 DAY AGO BELOW RSI(2) 1 DAY AGO,1)}
SET{VAR15,VAR13 * VAR14}
SET{VAR17,VAR15 * VAR16}
SET{SHORT_ME,VAR17 * GO_BEARS}

SET{PICKS,SHORT_ME + BUY_ME}

ADD COLUMN GO_BULLS
ADD COLUMN GO_BEARS
ADD COLUMN BUY_ME
ADD COLUMN SHORT_ME

DRAW GO_BEARS ON PLOT GO_BULLS
DRAW BUY_ME
DRAW SHORT_ME

PICKS > .5
CLOSE ABOVE 1
VOLUME ABOVE 1000000

DO NOT DRAW PICKS
SORT COLUMN 7 DESCENDING

]



chetron
2,817 posts
msg #62138
Ignore chetron
modified
5/5/2008 9:15:31 AM

OR TRY DAY CHANGE...
now it is roc(5,1)ified
thanx niko


Fetcher[


/* THE BULL-BEAR O METER */
/* USING roc(5,1) */
/* TACHIKAWA */



SET{GO_BULLS,COUNT(roc(5,1) > 0,1)}
SET{GO_BEARS,COUNT(roc(5,1) < 0,1)}

SET{VAR3,COUNT(RSI(2) ABOVE RSI(2) 1 DAY AGO,1)}
SET{VAR4,COUNT(RSI(2) ABOVE RSI(2) 2 DAY AGO,1)}
SET{VAR6,COUNT(RSI(2) 2 DAY AGO ABOVE RSI(2) 1 DAY AGO,1)}
SET{VAR5,VAR3 * VAR4}
SET{VAR7,VAR5 * VAR6}
SET{BUY_ME,VAR7 * GO_BULLS}

SET{VAR13,COUNT(RSI(2) BELOW RSI(2) 1 DAY AGO,1)}
SET{VAR14,COUNT(RSI(2) BELOW RSI(2) 2 DAY AGO,1)}
SET{VAR16,COUNT(RSI(2) 2 DAY AGO BELOW RSI(2) 1 DAY AGO,1)}
SET{VAR15,VAR13 * VAR14}
SET{VAR17,VAR15 * VAR16}
SET{SHORT_ME,VAR17 * GO_BEARS}

SET{PICKS,SHORT_ME + BUY_ME}

ADD COLUMN GO_BULLS
ADD COLUMN GO_BEARS
ADD COLUMN BUY_ME
ADD COLUMN SHORT_ME

DRAW GO_BEARS ON PLOT GO_BULLS
DRAW BUY_ME
DRAW SHORT_ME

PICKS > .5
CLOSE ABOVE 1
VOLUME ABOVE 1000000

DO NOT DRAW PICKS
SORT COLUMN 7 DESCENDING


]



ludowillems
93 posts
msg #62155
Ignore ludowillems
5/5/2008 12:10:59 PM

hi Chetron,
This looks good! A filter that says Buy me/Short me! But what is the difference between the two filters?

TheRumpledOne
6,362 posts
msg #62158
Ignore TheRumpledOne
5/5/2008 12:44:53 PM

What's the difference between GO BULLS and BUY ME?



chetron
2,817 posts
msg #62162
Ignore chetron
5/5/2008 2:04:41 PM

5/5/2008 12:10:59 PM

hi Chetron,
This looks good! A filter that says Buy me/Short me! But what is the difference between the two filters?

***************************************************
THE FIRST USES THE DIFFERENCE BETWEEN THE DAYS CLOSE AND OPEN, WHILE THE SECOND USES THE DIFFERENCE BETWEEN YESTERDAYS CLOSE AND TODAYS CLOSE, TO DETERMINE WHO IS IN CONTROL OF THE BALL




nikoschopen
2,824 posts
msg #62163
Ignore nikoschopen
modified
5/5/2008 2:05:56 PM

On that note, using CMA(5) within "VAR2" doesn't make much sense to me, which is like taking the 5-day moving average of ROC(1). How could that be possible?

SET{VAR2, CMA(DAY CHANGE,5)}

chetron
2,817 posts
msg #62164
Ignore chetron
5/5/2008 2:08:25 PM


- What's the difference between GO BULLS and BUY ME?


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


THE GO COUNT USES STRICTLY THE PRICE ACTION FOR INPUT
THE ME COUNT INCLUDES A RSI(2) INPUT.





chetron
2,817 posts
msg #62175
Ignore chetron
5/5/2008 4:55:22 PM

On that note, using CMA(5) within "VAR2" doesn't make much sense to me, which is like taking the 5-day moving average of ROC(1). How could that be possible?

SET{VAR2, CMA(DAY CHANGE,5)}

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

YOU ARE RIGHT, NIKO, BUT I REALLY DON'T LIKE THE EMA SMOOTHED ROC MEASURE. THIS WAY GAVE ME THE RESULTS THAT I THOUGHT WERE INTERESTING. DO YOU KNOW HOW TO DO AN UNSMOOTHED ROC(5) HERE AT SF?

TIA CHETRON



nikoschopen
2,824 posts
msg #62183
Ignore nikoschopen
5/5/2008 8:54:32 PM

I don't quite understand what you mean by "unsmoothed", but is this remotely close you what you had in mind?

Fetcher[draw ROC(5,1)]



chetron
2,817 posts
msg #62193
Ignore chetron
5/5/2008 10:34:41 PM

that's it, niko. thank you. i have modified my second filter to reflect the better use of measures.



StockFetcher Forums · Filter Exchange · THE BULL-BEAR O METER.....<< 1 2 >>Post Follow-up

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