StockFetcher Forums · Filter Exchange · Trying to write a 3/10 oscillator filter - please help<< 1 2 >>Post Follow-up
hansba
6 posts
msg #40576
Ignore hansba
1/22/2006 2:12:43 AM

Hi,

I just signed up tonight and I'd like to get your advice on writing the following filter:

1. Subtract a 3 pd MA from a 10 pd MA (I believe it would APO(3,10)) to give the 3/10 oscillator
2. Then take a 16 pd MA of the 3/10 oscillator, which is called the trend line. This is where I run into trouble. How do you calcuate a calcuation of a calculation in SF?
3. Show all stocks where the trend line crosses from below the "zero" line (similar to a MACD view) to the positive area and then the 3/10 oscillator pulls back BELOW the zero line.

I hope I'm making sense here. I would be grateful for any advice.

Thanks,
Hans in Atlanta






riggs
313 posts
msg #40579
Ignore riggs
1/22/2006 3:52:47 AM

Hans -

If anyone pulls this off, they'll get programmer of the year award. Those are some pretty stiff demands. Don't know how you get around the syntax with those parameters. "TRO", "Yepher".....anyone?


RIGGS


MikeB60046
43 posts
msg #40580
Ignore MikeB60046
1/22/2006 7:27:07 AM

Have you considered using MACD with your parameters (3,10,16)?


traderbvis
3 posts
msg #40581
Ignore traderbvis
1/22/2006 7:54:57 AM

Not sure if I have this right, but is this close?

Fetcher[show stocks where CMA(APO(3,10),16) crossed above 0 within the last 3 days
and APO(3,10) crossed below 0 within the last 1 day
and CMA(APO(3,10),16) above 0
]







sambinho
1 posts
msg #40582
Ignore sambinho
1/22/2006 8:48:11 AM

hansba,

I may be mistaken, but are you trying to construct this filter to work with SMR lines?

If so a Simple MACD 3, 10, 16 may be easier to construct.


poindexter
21 posts
msg #40583
Ignore poindexter
1/22/2006 9:50:39 AM

If you are refering to Raschke's 3/10 oscillator, than I work with the following:

set{OSC, MA(3) - MA(10)}
and draw CMA(OSC,16)

It's a good momentum oscillator for swing trading.
The MACD uses EMAs insted of MAs so I don't think you'll get the same results.


poindexter
21 posts
msg #40586
Ignore poindexter
1/22/2006 10:38:46 AM

this is the way I use it (as described in Connors and Raschke book "street smarts"):

Fetcher[set{OSC, MA(3) - MA(10)}
and draw CMA(OSC,16)
and AE has been decreasing for the last 3 days
and CMA(OSC,16) has been increasing for the last 3 days
]



The CMA(OSC,16) is the trend line.
This filter produces a lot of "noise" so pick up you trades carefuly.


hansba
6 posts
msg #40587
Ignore hansba
1/22/2006 10:52:34 AM

Wow - thanks very much to all the replies. What a welcome!

Poindexter - you nailed it. Yes, I should have mentioned that I was trying to Linda Raschke's 3/10 setup from Street Smarts.

Another one I like in the book is the WR4 reversal, and the NR7 day. I'll take a stab at those, and if I run into any difficulty, I'll ask.

Thanks a million.

regards,
Hans (Atlanta, GA)


hansba
6 posts
msg #40588
Ignore hansba
1/22/2006 11:00:01 AM

Poindexter,

I ran your query, and it did give results, but it also gave the following message:

Syntax Error: "and AE has been decreasing for the last 3 days"

I did a search for "AE" in the user's manual but it didn't turn up anything.

Please let me know your thoughts when you have a minute.

Thanks,
Hans (Atlanta, GA)


hansba
6 posts
msg #40589
Ignore hansba
1/22/2006 11:11:05 AM

traderbvis,

I ran your query and it worked as well.

Unfortunately, the only charting program I have right now is www.livecharts.com and it won't plot the 3/10 oscillator with the trend line.

If anyone has any recommendations for a charting package that would chart the results out of "Street Smarts", please let me know (I believe Linda uses Tradestation and Aspen Graphics) but I'd like to know if there are less expensive alternatives.

regards,
Hans (Atlanta, GA)


StockFetcher Forums · Filter Exchange · Trying to write a 3/10 oscillator filter - please help<< 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