StockFetcher Forums · General Discussion · Bollinger Band question<< 1 2 >>Post Follow-up
DrJimO
35 posts
msg #125127
Ignore DrJimO
9/21/2015 7:25:13 PM

Is there a way to write a filter (say for 30 days) that would return stocks with a low bollinger differential for a period of 30 to 27 days BEFORE the day the filter is run? -- The idea would be to pick up an expansion in the last couple of days.

I've looked at numerous bollinger filters posted here, and can't seem to find any that will run for a selected number of days in the past. It would seem SF is capable of this, I just can't figure out how to code it.

All help appreciated ........... Jim





four
3,998 posts
msg #125131
Ignore four
modified
9/21/2015 10:41:04 PM

http://www.stockfetcher.com/forums/Indicators/Bollinger-Width/122

Fetcher[
show stocks where the Bollinger width(20) 5 days ago is between 0 and 0.05 and draw Bollinger(20)
rsi(10) 2 days ago < 35
open < close
sp900
offset 8/24/15
]



Mactheriverrat
1,328 posts
msg #125136
Ignore Mactheriverrat
9/21/2015 11:28:56 PM

Sorry but I just had to added the EMA(20) this this filter to show the real trend up or down.

Submit
Fetcher[
show stocks where the Bollinger width(20) 5 days ago is between 0 and 0.05 and draw Bollinger(20)
rsi(10) 2 days ago < 35
open < close
sp900
offset 8/24/15
Draw EMA(20)
]



four
3,998 posts
msg #125140
Ignore four
9/21/2015 11:48:27 PM

ema(20) turns this into a filter for shorting :(

hmmmm...

DrJimO
35 posts
msg #125159
Ignore DrJimO
9/22/2015 11:15:22 AM

Four -

Unless I am missing the boat, this just tells me what the Bollinger width was 5 days ago. I'm looking for the bollinger width being less than some number for every day a period of xx to yy days ago. I could probably do this with a number of lines, like

and Bollinger width 6 days ago
and Bollinger width 7 days ago, etc., etc.

but I'm thinking there must be a better coding solution. Any thoughts?


DrJimO
35 posts
msg #125169
Ignore DrJimO
9/22/2015 4:31:23 PM

I Tried again with filter below, but I don't understand how SF works with this. The differential does not seem to produce expected result and the result seems to be totally unpredicable.

/* 09-22/15 Try 3 -- Bollinger Band consolidation and breakout */

/* Calculate and display price adjusted volume */
set { Adj_Vol, Volume(20) * close(20) }
set { DollarVol, Round(Adj_Vol) }
add column DollarVol { Dollar Volume }
and add column separator

/* Market and Sector information */
and add column exchange {exch}
and add column sector {sect}
and add column industry {Indust}
and add column separator
and add column bollinger diff(20,1.5) {BBdiff }

show stocks where the Bollinger Diff(20,1.5) is less than 0.5 20 days ago
and Bollinger Diff(20,1.5) is less than 0.5 12 days ago
and Bollinger Diff(20,1.5) is less than 0.5 11 days ago
and Bollinger Diff(20,1.5) is less than 0.5 10 days ago
and Bollinger Diff(20,1.5) is less than 0.5 9 days ago
and Bollinger Diff(20,1.5) is less than 0.5 8 days ago
and Bollinger Diff(20,1.5) is less than 0.5 7 days ago
and Bollinger Diff(20,1.5) is less than 0.5 6 days ago
and Bollinger Diff(20,1.5) is less than 0.5 5 days ago
and Bollinger Diff(20,1.5) is less than 0.5 4 days ago
and Bollinger Diff(20,1.5) is less than 0.5 3 days ago

and close has been increasing for the last 2 days
and volume has been increasing for the last 2 days
and ma(10) has been increasing for the last 2 days
and cma(adj_vol, 20) > 400000 and close > 1
and draw ma(30)
and draw Bollinger Bands(20,1.5)
and chart-length is 22 days
and do not draw Adj_Vol
and do not draw cma(adj_vol, 15)


DrJimO
35 posts
msg #125170
Ignore DrJimO
9/22/2015 4:36:21 PM

First bollinger line above should read 13 days ago

Mactheriverrat
1,328 posts
msg #125175
Ignore Mactheriverrat
9/22/2015 7:29:06 PM

IMHO the EMA(20) is a barometer of trends and which way the trend is going

DrJimO
35 posts
msg #125268
Ignore DrJimO
9/25/2015 8:11:07 PM

Anyone have any input on this. I'm still trying to get a working filter. ......... Jim

four
3,998 posts
msg #125269
Ignore four
modified
9/25/2015 9:01:02 PM

set{x,count(Bollinger width(20,1.5) < 0.05,4)}
add column x > 3
draw Bollinger width(20,1.5) line at 0.05

StockFetcher Forums · General Discussion · Bollinger Band question<< 1 2 >>Post Follow-up

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