StockFetcher Forums · Filter Exchange · Triple Momentum ROC<< 1 2 3 4 5 ... 7 >>Post Follow-up
chetron
2,817 posts
msg #72534
Ignore chetron
3/11/2009 10:24:06 PM

AS FOR 2), THE HISTORICAL TRIGGER IS NOT BUY/SELL, BUT ARE THE TIMES XROC WAS NEAR 4, WHERE POSSIBLE BUY SIGNALS COULD HAVE BEEN.

THE LONG AND SHORT FILTERS HAVE THE POSSIBLE BUY/SELL OPPORTUNITIES.


HTH



chetron
2,817 posts
msg #72535
Ignore chetron
modified
3/12/2009 8:31:23 AM

ALSO IT SEEMS THAT THIS IS MORE OF A PULLBACK SETUP THAN CROSS OF "4" TYPE OF THING. IT SEEMS THE ONES THAT PRODUCE ARE, AFTER BEING ABOVE THE 0 LINE, PULLING BACK AND BOUNCING OFF THE 0 LINE, THAT HAPPEN TO ALSO CROSS THE 4 BECAUSE OF IT'S PROXIMITY.


hth

chetron
2,817 posts
msg #72537
Ignore chetron
modified
3/12/2009 9:35:54 AM

HOW ABOUT......


Fetcher[






SET{VAR1,ROC(5) + ROC(15)}
SET{VAR2,ROC(25) + VAR1}

SET{VAR3,INDPOSITION(VAR2,60) * 100}
SET{VAR4,MAX(OPEN,CLOSE)}
SET{VAR5,MIN(OPEN,CLOSE)}
SET{VAR6A,VAR4 - VAR5}
SET{VAR6B,VAR6A 1 DAY AGO}
SET{VAR6,COUNT(VAR6A ABOVE VAR6B,1)}
SET{VAR7,COUNT(OPEN BELOW CLOSE 1 DAY AGO,1)}


VAR3 BELOW 15
WILLIAMS %R(2) CROSSED ABOVE -80
OPEN BELOW OPEN 1 DAY AGO
DRAW VAR3
DRAW VAR2
ADD COLUMN VAR3
ADD COLUMN VAR2
ADD COLUMN VAR6 {BIGGER BOD}
ADD COLUMN VAR7 {GAPPER}

CLOSE ABOVE .1
VOLUME ABOVE 1000000



]



glgene
534 posts
msg #72584
Ignore glgene
3/12/2009 4:32:00 PM

I ran it late today, and got no results. You?

glgene
534 posts
msg #72587
Ignore glgene
3/12/2009 5:00:45 PM

TripleMOM finished today at 3.59 (xroc). Another "up" day tomorrow and it triggers a buy of QQQQ. Stay tuned.

chetron
2,817 posts
msg #72598
Ignore chetron
modified
3/12/2009 9:12:41 PM

i checked it at 3:30ish and there were no results. when i checked it after the close DCM came up. the "bigger bod" filter is my twist on the 3xmomo filter using the indposition variable. for your original thought, use the "intraday long" filter on page 2.



hth

glgene
534 posts
msg #72600
Ignore glgene
3/12/2009 10:14:09 PM

Have to admit I don't clearly understand your last msg. I'm not the techie you are,. That said, do you know if ROC can be smoothed? I've looked in a couple of books, and I don't see any mention of that,

glgene
534 posts
msg #72601
Ignore glgene
3/12/2009 10:52:02 PM

Answered my own question. Found it in Stockcharts,com
Yes, ROC can be smoothed. Say you want a 3-day moving average of ROC. Using the TripleMOM's 3-measurement of ROC, here are the comparions of values on 3-12-09 (using QQQQ stock symbol pricing)


ROC(5) = +8.15%

ROC(15)= -0.42%

ROC(25)= -4.15%
--------------------------
Summation = +3.58% (just a hair from the 4.0% buy signal)


ROC(5,3) = +4.29%

ROC(15,3) = -4.06%

ROC(25,3) = -6.10%
---------------------------
Summation = -5.87 (Nearly 10% away from a 4.0% buy signal)


Gerald Appel, in the design of the Triple Momentum ROC system, which I have dubbed "TripleMOM," doesn't mention smoothing, so I'm assuming the numbers without the 3-day moving average of the ROC numbers are the ones used for the proper calculation (top example).

I'm way behind MOST posters on the SF msg. system, with regard to scripting ability, but I do know how to write descriptions of what I'm trying to ask/explain. I need schooling on SF scripting. I really admire those here who are a "10" on a 1-10 scale for SF scripting. I'm about a 2 (at best). I'll be asking more questions. Please bear with me, as I try to get up to snuff on SF scripting. My investment $$ future depends on it!



chetron
2,817 posts
msg #72614
Ignore chetron
3/13/2009 7:12:56 AM

RUN THIS ONE NEAR THE END OF DAY FOR THE PULLBACKS GOING LONG ON 4....


Fetcher[

/* INTRADAY */
/* TACHIKAWA */
/* longs */
SET{VAR1,ROC(5) + ROC(15)}
SET{xroc,ROC(25) + VAR1}

SET{xroc_osc,INDPOSITION(xroc,60) * 100}

DRAW xroc_osc
DRAW xroc
ADD COLUMN xroc_osc
ADD COLUMN xroc

xroc 1 DAY AGO crossed below 4
XROC ABOVE XROC 1 DAY AGO
CLOSE ABOVE .1
VOLUME ABOVE 1000000

]



glgene
534 posts
msg #72700
Ignore glgene
3/14/2009 11:57:13 AM

Chetron,

The line you added,

SET{VAR3,INDPOSITION(XROC,60) * 100}


Is this simply a 60-day moving average of XROC? In percentage?


Zack

StockFetcher Forums · Filter Exchange · Triple Momentum ROC<< 1 2 3 4 5 ... 7 >>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