StockFetcher Forums · General Discussion · What's wrong with my Bollinger Band / CCI filter?<< >>Post Follow-up
ronl911
2 posts
msg #89495
Ignore ronl911
3/12/2010 4:27:02 PM

Listed below is my filter for a combination Bollinger Band & CCI strategy. The debug states that the wording is OK, but it has yielded zero results, which i know is not true. RIMM is one stock that meets the criteria on March 12, but it doesn't show up in the results. Does anybody know why?

yesterday's close > upper Bollinger Band (20,2)
today's close < upper Bollinger Band (20,2)
CCI (14) > 100

welliott111
98 posts
msg #89496
Ignore welliott111
3/12/2010 4:51:58 PM

Try "close 1 day ago" instead of yesterday's close and simply "close" for today's close

Kevin_in_GA
4,543 posts
msg #89497
Ignore Kevin_in_GA
3/12/2010 6:22:59 PM

Fetcher[

close 1 day ago above upper Bollinger Bands(20,2) 1 day ago
close below upper Bollinger Bands(20,2)
CCI (14) > 100
]



This gives you 444 hits today - that's probably more than you want. I would suggest limiting it further by either price target or volume. For example:

Fetcher[

close 1 day ago above upper Bollinger Bands(20,2) 1 day ago
close below upper Bollinger Bands(20,2)
CCI (14) > 100
close above 1
average volume(30) above 500000
]



That reduces it to 126 hits.

Kevin

moby
314 posts
msg #89507
Ignore moby
modified
3/13/2010 12:33:51 AM

Nice filter ronl911, makes a nice pullback on an up trending stock.

Thanks too welliot111 and Kevin for fixing it. :)

ronl911
2 posts
msg #89519
Ignore ronl911
3/13/2010 9:34:42 AM

Thanks to both welliott111 & Kevin_in_GA. I'm new to stockfetcher, but I think it is a great tool. I've added both price and volume filters, and now my count is down to a very manageable level.

StockFetcher Forums · General Discussion · What's wrong with my Bollinger Band / CCI filter?<< >>Post Follow-up

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