StockFetcher Forums · General Discussion · volatility squeeze<< >>Post Follow-up
johnng74
9 posts
msg #66169
Ignore johnng74
8/14/2008 1:01:33 AM

I would like to write a filter where I would like to find a list of stocks which broke up few weeks ago, but have been trading sideways since the breakout. The idea is that perhaps, those stocks will break out soon again from the narrow trading range (hopefully on the upside).

Anyone has any ideas to do it?

Thanks
John


stocktrader
293 posts
msg #66176
Ignore stocktrader
modified
8/14/2008 8:48:20 AM

Try something like this:

Fetcher[close above 5
volume above 200000

set{UBxUK, count(upper bollinger(20,2.0) below the Upper Keltner Band(20),1)}
set{LBxLK, count(lower bollinger(20,2.0) above the Lower Keltner Band(20),1)}

set{Uxc, UBxUK * 1}
set{Lxc, LBxLK * 10}
Set{SQxc, Uxc + Lxc}
Set{SQcross,150}
Set{SQzenith,250}
Set{SQnadir,-50}

set{Ux, UBxUK * 100}
set{Lx, LBxLK * 100}
set{SQx, Ux + Lx}

set{sqxtrend, count(sqx above 150,1)}
set{t123trend1d, count(t123 1 day ago below 250,1)}
set{t123trend, count(t123 above 250,1)}
set{sqxtrendx, sqxtrend + t123trend1d}
set{sq123alert, sqxtrendx + t123trend}

and draw SQx
and draw SQcross on plot SQx
and draw SQzenith on plot SQx
and draw SQnadir on plot SQx

sqx above 150
sqx 1 day ago below 150

offset 21
]



chetron
2,817 posts
msg #66180
Ignore chetron
8/14/2008 10:28:33 AM



ALSO TRY THIS OUT, GLTY ; )

StockFetcher Forums · General Discussion · volatility squeeze<< >>Post Follow-up

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