StockFetcher Forums · General Discussion · Bollinger Band Squeeze - Moving averages trending together<< >>Post Follow-up
mrinehart1
2 posts
msg #99620
Ignore mrinehart1
3/11/2011 2:44:45 PM

I would like to create a filter that detects a potential squeeze or price explosion.

Below is a link of the SLV ETF chart , in August 2010 would have been a great time to invest based upon the the Bollinger band pinching together as well as the moving averages trending sideways for an extended period of time. The price of SLV rose at the end of August well into January 2011.

http://finance.yahoo.com/q/ta?s=SLV&t=1y&l=on&z=l&q=l&p=e50%2Ce200%2Cb%2Ce20&a=m26-12-9%2Css%2Cfs&c=

Any help would be appreciated.

johnpaulca
11,293 posts
msg #99621
Ignore johnpaulca
3/11/2011 2:52:35 PM

Someone on this forum was kind enough to write this filter, sorry can't remember who to credit :



/* Keltner Bollinger Squeeze Filter */

set{xUp, days(upper bollinger(20,2.0) above the Upper Keltner Band(20) , 100 )}
set{xDn, days(lower bollinger(20,2.0) below the Lower Keltner Band(20) , 100 )}

set{xUBB, days(high >= upper bollinger(20,2.0) , 100 )}
set{xLBB, days(low <= lower bollinger(20,2.0) , 100 )}

set{xRange, high - low }
set{xRPCT, xRange / atr(20) }

set{xMomStudy, cema(momentum(12), 10) }
set{xReturn1, xMomStudy + MACD Fast Line(12,26) }
set{xReturn, xReturn1 / 2 }

/* plots */

draw xUp
draw xDn on plot xUp

draw xRange
draw atr(20) on plot xRange

draw momentum(12)
draw macd(12,26,9)
draw xReturn


/* column displays */

add column xUp
add column xDn

add column xUBB
add column xLBB

add column xRange
add column atr(20)
add column xRPCT
add column xReturn

r Band(20)/* squeeze selection */

upper bollinger(20,2.0) below the Upper Keltner Band(20)

lower bollinger(20,2.0) above the Lower Keltne

/* price, volume selection */

close above 1
volume above 300000



Mactheriverrat
1,328 posts
msg #99622
Ignore Mactheriverrat
modified
3/11/2011 4:21:45 PM

Fetcher[
/* Keltner Bollinger Squeeze Filter */
set{xUp, days(upper bollinger(20,2.0) above the Upper Keltner Band(20) , 100 )}
set{xDn, days(lower bollinger(20,2.0) below the Lower Keltner Band(20) , 100 )}

set{xUBB, days(high >= upper bollinger(20,2.0) , 100 )}
set{xLBB, days(low <= lower bollinger(20,2.0) , 100 )}

set{xRange, high - low }
set{xRPCT, xRange / atr(20) }

set{xMomStudy, cema(momentum(12), 10) }
set{xReturn1, xMomStudy + MACD Fast Line(12,26) }
set{xReturn, xReturn1 / 2 }

/* plots */

draw xUp
draw xDn on plot xUp

draw xRange
draw atr(20) on plot xRange

draw momentum(12)
draw macd(12,26,9)
draw xReturn


/* column displays */

add column xUp
add column xDn

add column xUBB
add column xLBB

add column xRange
add column atr(20)
add column xRPCT
add column xReturn

r Band(20)/* squeeze selection */

upper bollinger(20,2.0) below the Upper Keltner Band(20)

lower bollinger(20,2.0) above the Lower Keltne

/* price, volume selection */

close above 1
volume above 300000

]




StockFetcher Forums · General Discussion · Bollinger Band Squeeze - Moving averages trending together<< >>Post Follow-up

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