StockFetcher Forums · Filter Exchange · Very simple trend filter with great results!!!<< >>Post Follow-up
hmsb4494
62 posts
msg #118707
Ignore hmsb4494
3/23/2014 12:44:24 AM

I am trying to code the following trend filter:

1) trend is positive if the low of the day is above the 30day ema, and the 30 day ema has been rising for at least 3 days.

2) trend is negative if the high of the day is below the 30day ema, and the 30 day ema has been falling for at least 3 days.

3) otherwise the trend is neutral

can also be used for any other time frame.

any help would be greatly appreciated


four
3,995 posts
msg #118708
Ignore four
modified
3/23/2014 1:20:06 AM

/*1) trend is positive if the low of the day is above the 30day ema, and the 30 day ema has been rising for at least 3 days. */

perhaps...

Fetcher[
low > ema(30)
3 day slope of ema(30) > 0
2 day slope of ema(30) > 0

average volume(30) > 654321
low > 11
]



StockFetcher Forums · Filter Exchange · Very simple trend filter with great results!!!<< >>Post Follow-up

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