StockFetcher Forums · General Discussion · Buy/sell the swings<< >>Post Follow-up
48 posts
msg #61611
Ignore alichambers
4/19/2008 8:19:05 AM

I'm trying out a strategy that buys and sells when the price moves around key moving averages. For example, buy when the price closes above the SMA(20) *AND* the SMA(20) is visibly rising.

On symbols that move up and down a lot - eg: Daily GBPUSD - this looks by eye to be very proifitable. The price has to go either up or down from the SMA itself, and there are good swings above/below the SMA(20).

My question is this: I'm trying to find the best performing stocks that regularly move up and down by a large amount.

Does anyone have any ideas on how to write a filter for this - and rank symbols that move up/down? I tried 52week high = 3x 52 week low, but what I'm looking for is regular (or as regular as possible!) cycles up and down.

Many thanks.

2,817 posts
msg #61613
Ignore chetron
4/19/2008 11:01:06 AM

maybe this...


close crossed above ma(20)
ma(20) above ma(20) 1 day ago



close crossed below ma(20)
ma(20) below ma(20) 1 day ago


109 posts
msg #61614
Ignore TrendSurfer
4/19/2008 11:11:18 AM

6,358 posts
msg #61616
Ignore TheRumpledOne
4/19/2008 12:07:30 PM

/* Basic Filter for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}

set{E20b,days(close is above ma(20),100)}
set{E20a,days(close is below ma(20),100)}
set{CxM20, E20a - E20b}

set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

and add column VolCnt
and add column Vdbl
and add column VolZ

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}

and add column CxM20
and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)


close above 1
volume above 1000000

ma(20) above ma(20) 1 day ago
close above ma(20)


sort column 8 descending

I added the column CxM20 to show how many days the close has been above(+) or below(-) the sma(20).

Change the /* SELECTION CRITERIA */ to fit your needs.

48 posts
msg #61620
Ignore alichambers
4/19/2008 4:21:03 PM

Thanks for all your replies - some great ideas coming out here.

How would I modify the results to look for cyclical stocks with price patterns like this:

(sorry - a bit basic in MS Paint!!!)

I have found that patterns that are predominately upwards or downwards above the SMA are unreliable for forwards testing - the large move being due to one-off circumstances. I appreciate nothing is guaranteed of course, but if the historical volatility is cyclical, I think there is a better chance that it will continue.

StockFetcher Forums · General Discussion · Buy/sell the swings<< >>Post Follow-up

*** Disclaimer *** 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. does not recommend particular securities., 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