StockFetcher Forums · General Discussion · Parabolic SAR<< >>Post Follow-up
papagatorga
124 posts
msg #45846
Ignore papagatorga
7/14/2006 11:02:17 AM

I am trying to use this scan to find stocks that have recently issued a SELL signal. "show stocks where the Parabolic SAR crossed below the close in the last ten days". It isn't reflecting recent sell signals. The first two stocks on the list gave a Parabolic SAR sell months ago. Any help?


traderblues
195 posts
msg #45858
Ignore traderblues
7/14/2006 11:23:19 AM

count(price crossed below parabolic SAR,10) above 0.5


garryp
39 posts
msg #45869
Ignore garryp
modified
7/14/2006 11:53:07 AM

deleted - wrong thread


guru_trader
485 posts
msg #45889
Ignore guru_trader
7/14/2006 2:44:25 PM

Are you trying to use "weekly sar" values ... those are dynamic indicators


papagatorga
124 posts
msg #45948
Ignore papagatorga
7/18/2006 9:50:45 AM

gugu-trader- yes I am using a weekly chart.


nikoschopen
2,824 posts
msg #45951
Ignore nikoschopen
modified
7/18/2006 1:16:31 PM

Somebody had asked this very same question in the past, albeit in a different light, to which the following filter was offered. Basically, it takes into consideration the interplay of Parabolic SAR and DMI crossover.

Fetcher[
date offset 20

set{dmiup, count(PDI(14) crossed above MDI(14),1)}
set{up, dmiup * count(Parabolic SAR(0.02,0.2) below low,1)}
set{dmidn, count(PDI(14) crossed below MDI(14),1)}
set{down, dmidn * count(Parabolic SAR(0.02,0.2) above high,1)}
set{downdown, down * -1}
set{dmisar, up + downdown}
set{zero, count(dmisar equals 0,1)}
set{dmi.sar, 1 - zero}
dmi.sar equals 1
price above 20
and avgvol(17) above 500000
add column dmisar
do not draw dmi.sar
draw ADX(14)
draw sar
]



Note that under the "dmisar" column (fifth column), 1 indicates a bullish DMI crossover and -1 a bearish crossover.

Additionally, the "date offset 20" phrase has been added as a means to backtest this filter for the past 20 days. Be sure to remove this line when screening.



StockFetcher Forums · General Discussion · Parabolic SAR<< >>Post Follow-up

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