StockFetcher Forums · General Discussion · Security-to-Index Trend Comparison<< >>Post Follow-up
CarpeMomentum
8 posts
msg #95298
Ignore CarpeMomentum
7/30/2010 5:53:56 PM

I'm trying to tell my filter to enter a short position only when the ^SPX is in a downtrend, e.g. ^SPX is below its own MA(20). Is this possible? Anyone mind helping me out with the syntax? Any other suggestions on trend comparison between individual securities and indices are welcome too!

Kevin_in_GA
4,542 posts
msg #95299
Ignore Kevin_in_GA
7/30/2010 8:54:51 PM

The syntax is easy ...

1. first set the close of the ^SPX as a user defined variable

set{SPX, ind(^spx, close)}

2. Create a custom MA from the new variable using the CMA function

set{SPXMA, cma(spx, 20)}

3. Now require that SPX be below SPXMA for going short

SPX below SPMA

Viola!

CarpeMomentum
8 posts
msg #95319
Ignore CarpeMomentum
8/2/2010 11:03:50 AM

Thanks! Exactly what I needed!

four
3,998 posts
msg #95324
Ignore four
8/2/2010 4:53:07 PM

Fetcher[
SYMLIST(SPY)

set{SPYa, ind(SPY, LOW)}
SET{COUNT, COUNT(SPYa > SPYa 100 DAYS AGO,1)}
DRAW COUNT
DRAW MA(50)
]



CarpeMomentum
8 posts
msg #95427
Ignore CarpeMomentum
8/6/2010 12:17:42 AM

Thanks!

Is there a way to access Williams %R(3) on an index in the same kind of variable set?

four
3,998 posts
msg #95430
Ignore four
modified
8/6/2010 12:54:52 AM

Fetcher[


set{SPYa, ind(SPY, LOW)}
SET{COUNT, COUNT(SPYa > SPYa 100 DAYS AGO,1)}
DRAW COUNT
DRAW MA(50)



show stocks where Williams %R(3) is above ind(SPY,Williams %R(3))



]



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