StockFetcher Forums · Public Filter List · STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS<< >>Post Follow-up
TheRumpledOne
6,362 posts
msg #36290
Ignore TheRumpledOne
6/12/2005 12:27:06 PM

Fetcher[
/* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E1326b,days(ema(13) above ema(26),100)}
set{E1326b1, count(E1326b above -1 , 1)}
set{E1326b2, E1326b * E1326b1}
set{E1326a,days(ema(13) below ema(26),100)}
set{E1326a1, count(E1326a above -1 , 1)}
set{E1326a2, E1326a * E1326a1}

set{E13xE26, E1326a2 - E1326b2}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}


TREND EQUAL 111
E13XE26 ABOVE 0

CLOSE ABOVE 10

VOLUME ABOVE 1000000

ADD COLUMN RSI(2)
ADD COLUMN TREND
ADD COLUMN E13XE26
ADD COLUMN CXE5 {C_x_E5}

ADD COLUMN CXC {C_x_C}

ADD COLUMN VOLPCT {V% chg}
ADD COLUMN VOLCNT {V u/d}

SORT COLUMN 10 DESCENDING


]



This will give you uptrending stocks based on linear regression and the ema(13) x ema(26) crossover. Use the ema(5) to gauge exit and reentry (CxE5 column) Sorted descending on volume percentage change. Most action at the top!
MAY ALL YOUR FILLS BE COMPLETE.



glider
59 posts
msg #36318
Ignore glider
6/14/2005 1:43:03 AM

Thanks for posting this filter Rumpled One. I think it has good potential. Except I cannot backtest it. I've tried saving it to My Filters and also copying and pasteing it directly. It shows 0 stocks listed, even for previous years. Anyone have any ideas?

Approach Information
Approach Name: unnamed approach
Test started on 01/03/2005 ended on 06/10/2005, covering 110 days
Filter used:
/* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E1326b,days(ema(13) above ema(26),100)}
set{E1326b1, count(E1326b above -1 , 1)}
set{E1326b2, E1326b * E1326b1}
set{E1326a,days(ema(13) below ema(26),100)}
set{E1326a1, count(E1326a above -1 , 1)}
set{E1326a2, E1326a * E1326a1}

set{E13xE26, E1326a2 - E1326b2}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}


TREND EQUAL 111
E13XE26 ABOVE 0

CLOSE ABOVE 10

VOLUME ABOVE 1000000

ADD COLUMN RSI(2)
ADD COLUMN TREND
ADD COLUMN E13XE26
ADD COLUMN CXE5 {C_x_E5}

ADD COLUMN CXC {C_x_C}

ADD COLUMN VOLPCT {V% chg}
ADD COLUMN VOLCNT {V u/d}

SORT COLUMN 10 DESCENDING



Trade Statistics
There were 0 total stocks entered. Of those, or 0 were complete and or 0 were open.
Of the completed trades, trades or 0.00%resulted in a net gain.
Your average net change for completed trades was: 0.00%.
The average draw down of your approach was: 0.00%.
The average max profit of your approach was: 0.00%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 0.00%, the ROI of ^SPX was: 0.00%.

Exit Statistics
Stop Loss was triggered 0 times or 0% of the time.
Stop Profit was triggered 0 times or 0% of the time.
Trailing Stop Loss was triggered 0 times or 0% of the time.
You held for the maximum period of time (5 days) 0 times or 0% of the time.
An exit trigger was executed 0 times or 0% of the time.




corsino
259 posts
msg #36324
Ignore corsino
6/14/2005 12:11:26 PM

Glider
The debug option says the filter has too many "set" statements.


glider
59 posts
msg #36334
Ignore glider
6/14/2005 7:55:12 PM

Thanks Corsino
I couldn't figure out what was wrong!


besombill
1 posts
msg #36368
Ignore besombill
6/17/2005 10:31:55 PM

Hello friends, Can someone help me write a filter that shows stocks which have penetrated the lower linear regression(45)line Thanks, Besombill


vpatel6
4 posts
msg #36948
Ignore vpatel6
7/15/2005 12:37:29 PM

How do someone set screenrr for breakout??


bcochrane
4 posts
msg #109993
Ignore bcochrane
1/9/2013 9:58:47 AM

I get a Syntax Error on the following line, and the similar one 4 below it:
set{E1326b1, count(E1326b above -1 , 1)}

Can any one suggest the cause, and the cure?

Thanks

StockFetcher Forums · Public Filter List · STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS<< >>Post Follow-up

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