StockFetcher Forums · General Discussion · help with filter<< >>Post Follow-up
sinhaprashantk
9 posts
msg #32228
Ignore sinhaprashantk
6/2/2004 4:20:35 PM

Hi,

I am trying to create a filter that will give me stocks for which:

MACD Histogram is 0 (or approaching 0 from above) and Slow Stochastic(14,3) %K is 75 (or approaching 75 from above)

thanks,
P



xplorer
257 posts
msg #32234
Ignore xplorer
6/2/2004 9:02:59 PM

Looks like you are after those shorts ...
... I think you'll like the results !

Fetcher[MACD histogram less than 0.50 and
MACD histogram greater than 0 and
Slow Stochastic(14,3) %K is above 75 and
Slow Stochastic(14,3) %K is decreasing
]






wildmap
7 posts
msg #32241
Ignore wildmap
6/3/2004 9:27:47 AM

How would you add a falling ADX requirement to the MACD and slow stochastic screening profile above?

The ADX is part of the DMI+ DMI-, with the ADX falling when a strong uptrend is not present, and rising when a strong underlying trend is present. Over-bought and over-sold indicators have a much higher degree of success when the ADX is falling versus results when the ADX is rising.


xplorer
257 posts
msg #32243
Ignore xplorer
6/3/2004 12:27:59 PM

nice addition ...

Fetcher[
MACD histogram less than 0.50 and
MACD histogram greater than 0 and
Slow Stochastic(14,3) %K is above 75 and
Slow Stochastic(14,3) %K is decreasing
ADX(14) decreasing for 4 days
and offset 0 days
]



Fare Well !


wildmap
7 posts
msg #32254
Ignore wildmap
6/3/2004 3:58:55 PM

Thanks.

Has anyone figured out the best way to back-test screening filters to see which work the best? I did a lot of back-testing with the OmniTrader software years ago, but I no longer have access to such a set-up.

Might be interesting to run some tests to find the best combination.


sinhaprashantk
9 posts
msg #32256
Ignore sinhaprashantk
6/3/2004 5:08:55 PM

Thanks xplorer!

This filter works well for the short term. One will have to look at the fast stochastics too.
How about: Buying when fast stochastic %K reaches 50 from the bottom and holding untill slow stochastic %K shows a clear decline. Likewise, sell when fast stochastic %K reaches 50 from top and hold untill slow stochastic %K shows a clear increase.

-P



cegis
235 posts
msg #32262
Ignore cegis
6/4/2004 9:51:14 AM

wildmap,

I read in a thread here yesterday a link to "Geodepe's Stock Filter Analysis" web page, at https://www.ipropel.com:8443/stocks/direct.jsp . I've tried to run a filter or two through it, but it doesn't seem to return results. That may be because I'm not being patient enough, though. I'm running one today that I plan on letting run all day, if necessary. The site DOES show some results for "public" filters...

HTH,

C


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