StockFetcher Forums · Filter Exchange · WSE Fibonacci CCI<< 1 2 >>Post Follow-up
chetron
2,817 posts
msg #75584
Ignore chetron
modified
6/18/2009 6:42:36 AM

VERY NICE, TOMM

MAYBE...

Fetcher[


/* DEAD WEIGHT FILTER*/
/* 5 Period Hull Moving Average with a WMA(2) Crossover */
set{fast1,cwma(close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}
set{mvavg,cwma(fastavg,2)}

set{hull_diff,fastavg - mvavg}

draw fastavg on plot price
draw mvavg on plot price
draw hull_diff

set{var1,cci(8) + cci(13)}
set{var2,var1 + cci(21)}
set{3xcci,var2 / 3}

add column 3xcci
CLOSE ABOVE OPEN
close above 1
volume above 500000
sort column 5 descending
3xcci is above 150
3xcci 1 DAY AGO ABOVE 3xcci
and average day range (20) is greater than 10%
and do not draw average day range (20)

]




LONG????????


Fetcher[

/* LITE WEIGHT FILTER */
/* 5 Period Hull Moving Average with a WMA(2) Crossover */
set{fast1,cwma(close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}
set{mvavg,cwma(fastavg,2)}

set{hull_diff,fastavg - mvavg}

draw fastavg on plot price
draw mvavg on plot price
draw hull_diff

set{var1,cci(8) + cci(13)}
set{var2,var1 + cci(21)}
set{3xcci,var2 / 3}

add column 3xcci
CLOSE ABOVE CLOSE 1 DAY AGO
close above 1
volume above 100000
sort column 5 AScending
3xcci is BELOW -150
3xcci 1 DAY AGO BELOW 3xcci
and average day range (20) is greater than 10%
and do not draw average day range (20)

]



tomm1111
198 posts
msg #75617
Ignore tomm1111
6/19/2009 2:55:16 AM

Chetron, Nice conversion on the long filter. The following increases the hit rate some.

Fetcher[

/* LITE WEIGHT FILTER */
/* 5 Period Hull Moving Average with a WMA(2) Crossover */
set{fast1,cwma(close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}
set{mvavg,cwma(fastavg,2)}

set{hull_diff,fastavg - mvavg}

draw fastavg on plot price
draw mvavg on plot price
draw hull_diff

set{var1,cci(8) + cci(13)}
set{var2,var1 + cci(21)}
set{3xcci,var2 / 3}

add column 3xcci
CLOSE ABOVE CLOSE 1 DAY AGO
close above 1
volume above 100000
sort column 5 AScending
3xcci is BELOW -150
3xcci 1 DAY AGO BELOW 3xcci
and average day range (20) is greater than 6%
and do not draw average day range (20)

]



chetron
2,817 posts
msg #75619
Ignore chetron
6/19/2009 6:46:35 AM

thanx tomm

StockFetcher Forums · Filter Exchange · WSE Fibonacci CCI<< 1 2 >>Post Follow-up

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