StockFetcher Forums · General Discussion · Reactive to Trend<< >>Post Follow-up
luins
11 posts
msg #41169
Ignore luins
2/13/2006 12:02:05 AM

Hi,

How to create a filter for the following conditions
1) 30 day SMA in upward trend (at least 20 days)
2) Williams %R crosses below -90 and then crosses back above)
3) Price close above 7 day SMA
4) Volume is increasing

Thanks


yepher
359 posts
msg #41178
Ignore yepher
2/13/2006 4:25:01 PM

This should get you close:

Fetcher[
/* 1) 30 day SMA in upward trend (at least 20 days)
NOTE: Some may choose to use DMA here...
*/
set{prevMA30, ma(30) one day ago}
count(ma(30) above prevMA30, 30) above 19

/* 2) Williams %R crosses below -90
and then crosses back above) */
AND Williams %R(14) crossed below -90 within the last 20 days
AND Williams %R(14) above -90 from below

/* 3) Price close above 7 day SMA */
AND close above ma(7)

/* 4) Volume is increasing */
AND volume(30) above volume(30) 1 day ago


/* Artistic License :) */
set{dVolume, close * volume}
AND dVolume above 1000000
AND close above 1
]




yepher
359 posts
msg #41185
Ignore yepher
2/13/2006 9:37:39 PM

I ran this filter through a simulation and here is a brief sample of the results:

http://yepher.com/trendSimOverview.pdf


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