StockFetcher Forums · General Discussion · Help me with this Question S.F. or anyone<< >>Post Follow-up
marine2
805 posts
msg #56914
Ignore marine2
11/21/2007 3:40:36 PM

I want to show only stocks picked by this particular filter but ONLY when the markets whether it be Nasdaq or Dow Jones Industrials. Here is my filter I have created, but the way I have wrote it, it still doesn't show ONLY stocks in a positive or up market. It shows the graph comparing the stock to the specific market (^ixic & / or ^dji) . Please help re-write it do this. Currently, it's showing statement errors in the last two lines (see below). Thank you!

Mass Index(25) crossed above 23 OK
and slow stochastic %d is below 23 OK
and price is above 2 OK
compare to ^ixic OK
compare to ^dji OK
and ^dji is above 0
and ^ixic is above 0


TheRumpledOne
6,358 posts
msg #56917
Ignore TheRumpledOne
modified
11/21/2007 4:53:15 PM

Fetcher[
Mass Index(25) crossed above 23
and slow stochastic %d is below 23
and price is above 2
ind(^IXIC, close) above ind(^IXIC, ma(200))
ind(^DJI, close) above ind(^DJI, ma(200))
]



Indices are below their ma(200) so no stocks returned.

Is that what you want?

HTH.

nikoschopen
2,824 posts
msg #56918
Ignore nikoschopen
modified
11/21/2007 5:29:05 PM

This should find what ure looking for.

*edit*
In hindsight, it seems redundant to use the set statement. I've shortened it a bit by taking out the repetitive phrases, but for some reason or another the same count() didn't work on the first try. Go figure.

Fetcher[
/*set{up_mkt, count(sign(ind(^DJI,day change)) equals 1,1) + count(sign(ind(^IXIC,day change)) equals 1,1)}
up_mkt above 0
*/

count(sign(ind(^DJI,day change)) + sign(ind(^IXIC,day change)) equals 1,1) above 0
Mass Index(25) crossed above 23
and slow stochastic %d is below 23
and price is above 2
compare to ^ixic
compare to ^dji
]



TheRumpledOne
6,358 posts
msg #56919
Ignore TheRumpledOne
modified
11/21/2007 6:33:52 PM

Fetcher[
set{ xx , sign(ind(^DJI,day change)) }
set{ yy , sign(ind(^IXIC,day change)) }

set{up_DJI, days( xx equals -1,10) }
set{up_IXIC, days( yy equals -1,10) }

add column up_IXIC
add column up_DJI

up_IXIC above 0
up_DJI above 0

Mass Index(25) crossed above 23
and slow stochastic %d is below 23
and price is above 2
compare to ^ixic
compare to ^dji

SORT COLUMN 5 DESCENDING
]



Displays how many days the markets have been up.

Thanks for the idea Niko!

marine2
805 posts
msg #56924
Ignore marine2
11/21/2007 8:55:52 PM

I want to say thank you to both of you, TheRumpledOne and Niko. You were so nice to reply and write me 3 filters that I liked. Also. useing my backtesting, they all tested out very nicely. This gives me the ability to trap specific stocks against these filters that will be in the UP trend of one the two markets. The response to my problem was answered quickly and to the point. Wishing you two a great Thanksgiving holiday and many more to come. Thank You !

welliott111
98 posts
msg #56970
Ignore welliott111
11/24/2007 10:27:18 PM

Add this to your filters:

ind(sh,rsi(2)) > 95

sh is close correlation with VIX
high VIX = market bottom (short term)



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