StockFetcher Forums · Filter Exchange · Popular combination of MA<< 1 2 >>Post Follow-up
calhawk01
135 posts
msg #88439
Ignore calhawk01
2/20/2010 2:16:37 AM

show stocks where ma(8) crossed above ma(21)

Push made a post a few weeks ago and in his filter was the above combination. I really like this combination. I am just curious what everyone thinks the most popular moving average is for finding breakout stocks on the upside.

Holla


four
5,087 posts
msg #88452
Ignore four
modified
2/20/2010 12:16:17 PM

perhaps...

*********** V 1 ************
Fetcher[show stocks where weekly ma(8) above ma(21)
low near ma(21)
volume > 1000000
close > 1
]



*********** V 2 ************
Fetcher[show stocks where weekly ma(8) above ma(21)
low near ma(21)
close > weekly ma(8)
volume > 1000000
close > 1
]



dickysofa
63 posts
msg #88458
Ignore dickysofa
modified
2/20/2010 4:16:44 PM

I've always like MA(10) & EMA(30) zone's. Here's a 3 Bars Up = 1 Bar Down reversal that uses it.

Fetcher[
/* 3 bars up & 1 down */
/* old standby reversal pattern - I wrote this as */
/* part of my rsi(2) learning process & the rsi(2) */
/* helps the odds. You short after the 3 bars up */
/* and 1 bar down pattern with the MA's in positions */
/* rsi(2) having passed down through 70. */
/* --- dickysofa */

price between 15 and 225
average volume(90) > 1,000,000
market cap > 2,000
optionable

day change < 0 do not draw day change

ma(10) < ema(30)
rsi(2) < 70 and rsi(2) 1 day ago > 70

close 1 day ago > close 2 day ago
close 2 day ago > close 3 day ago
open 1 day ago > open 2 day ago
open 2 day ago > open 3 day ago

set{p_10, count(price > ma(10),1)}
set{p_30, count(price < ema(30),1)}
set{v_pass, p_10 plus p_30}

v_pass >= 2 do not draw v_pass

add column separator
add column rsi(2)
add column market cap
add column average volume(90) {avgvol_90}
add column separator

sort on column 1 ascending

draw ma(10)
draw ema(30)
draw rsi(2)
draw rsi(2) line at 70
draw rsi(2) line at 30

chart-size is 1000
chart-length is 6 months
primary-plot-size is 300
]



Kevin_in_GA
4,599 posts
msg #88462
Ignore Kevin_in_GA
2/20/2010 5:49:53 PM

show stocks where ma(8) crossed above ma(21)
+++++++++

ma(8) or WEEKLY ma(8)? Four's filter uses the weekly ma(8) - is that what you are intending?

BTW, I don't think you want the most popular combination, but rather the most profitable.


I ran an EMA crossover optimization on 458 IBD top ranked stocks for the past 250 days, letting the fast ema range from 1 to 20, and the slower ema range from 10 to 50. The conditions were set such that you would also go short on the reverse cross - not a "long only" filter. This analyzed 820 combinations against 458 stocks for an entire year each.

The most profitable combinations are as follows:

Optimization: ema_OPT (02/20/2010 14:48:17)
Trading System: MA_Cross
Iterations: 820
Time: 1:23:13
Symbols Tested: 458 (QP:ibd stock list)
From [03/03/2009 09:30] to [02/19/2010 16:00]
Average: 1.7237e+006, Best: 2.5445e+006

V#1 V#2 APT APS APGT [Net] %PROF TRADES
15 50 $1969.455 $0.876 13.2% $2544535.75 41% 1292
19 49 $2110.698 $0.944 14.4% $2528616.00 41% 1198
19 50 $2140.220 $0.952 14.6% $2525460.00 42% 1180
20 50 $2170.637 $0.956 14.9% $2520109.25 43% 1161
15 49 $1921.692 $0.838 12.9% $2517417.00 41% 1310
20 48 $2111.992 $0.940 14.4% $2506934.50 42% 1187
20 49 $2136.766 $0.944 14.6% $2504289.75 42% 1172
18 50 $2066.924 $0.925 14% $2500977.75 42% 1210
20 46 $2066.291 $0.925 14.1% $2494013.50 42% 1207
11 49 $1678.163 $0.719 11% $2492071.50 39% 1485
19 48 $2056.553 $0.921 14% $2488429.75 42% 1210
11 50 $1695.813 $0.723 11.1% $2487757.25 39% 1467
20 47 $2066.525 $0.927 14.1% $2479829.75 41% 1200
20 45 $2023.363 $0.908 13.7% $2478619.75 42% 1225
20 43 $1968.227 $0.896 13.3% $2477997.50 41% 1259
18 47 $1975.200 $0.889 13.3% $2476900.25 41% 1254
17 48 $1962.060 $0.884 13.2% $2476120.00 40% 1262
18 46 $1951.726 $0.882 13.1% $2474788.50 40% 1268
16 50 $1957.914 $0.892 13.2% $2472845.00 40% 1263
17 49 $1986.026 $0.895 13.4% $2472602.25 40% 1245
19 47 $2013.610 $0.900 13.6% $2468685.50 41% 1226
19 44 $1933.643 $0.872 13% $2465395.25 40% 1275
10 50 $1605.975 $0.672 10.4% $2463565.50 38% 1534

These are only the top profit-making ema combinations. Note that on average they made correct calls less than 50% of the time.

I'll run the "long-only" combos tonight and post them here.

calhawk01
135 posts
msg #88464
Ignore calhawk01
2/20/2010 7:20:35 PM

Can't wait kevin. I said post popular because i feel as if majority of technical traders have ran their screeners using a certain combination of MA - results in a certain stocks having more audience. In other words, more people that have the stock on their screens because of the combination they ran could result in a big explosion, at least short term

calhawk01
135 posts
msg #88465
Ignore calhawk01
2/20/2010 7:26:19 PM

Fetcher[show stocks where ma(8) crossed above ma(21)
and close is between .5 and 2
and average volume(30) is above 250000

and draw weekly IFT(2,3)
and draw weekly RSI(2)
]


Here is the original filter that made me start this thread. The filter was made by Push5280. If you back test the results given - it's amazing how much these stocks run after a few days

calhawk01
135 posts
msg #88501
Ignore calhawk01
2/21/2010 9:18:47 PM

Kevin what program do you use to run the combination? Could you post the results for LONGs

Kevin_in_GA
4,599 posts
msg #88522
Ignore Kevin_in_GA
modified
2/22/2010 11:31:35 AM

I use a program called Investor/RT (www.linnsoft.com). EOD data version is 50/month.

I had to do some family stuff over the weekend - will run the long only scenario tonight. Remember - these are EMAs and not MAs (I like to use the EMAs because of their faster response times).

You may want to use the 15/50 EMA cross as a starting point, since it seems to time both ends of the trade well.

Kevin_in_GA
4,599 posts
msg #88554
Ignore Kevin_in_GA
modified
2/23/2010 6:46:40 AM

Long only ema cross results:

Optimization: ema_OPT (02/23/2010 00:38:10)
Trading System: MA_Cross
Iterations: 820
Time: 1:21:42
Symbols Tested: 458 (QP:ibd stock list)
From [03/04/2009 09:30] to [02/22/2010 16:00]
Average: 3.3821e+006, Best: 3.9918e+006

V#1 V#2 APT APS APGT [Net] %PROF TRADES
2 50 $1434.875 $0.824 14.4% $3991822.00 42% 2782
2 49 $1410.621 $0.812 14.1% $3986414.00 42% 2826
3 50 $1736.866 $1.010 17.4% $3977424.00 44% 2290
1 50 $1021.852 $0.586 10.2% $3967850.75 40% 3883
2 48 $1383.230 $0.799 13.9% $3954654.00 42% 2859
3 48 $1677.934 $0.967 16.8% $3953213.50 44% 2356
3 47 $1651.751 $0.962 16.5% $3941078.25 44% 2386
3 49 $1696.079 $0.979 17% $3939992.00 44% 2323
3 46 $1620.955 $0.935 16.2% $3927574.00 44% 2423
2 47 $1361.294 $0.783 13.6% $3921888.75 42% 2881
2 46 $1332.362 $0.763 13.3% $3898490.75 42% 2926
5 50 $2187.516 $1.293 21.9% $3898152.75 48% 1782
3 45 $1580.093 $0.912 15.8% $3896509.25 44% 2466
4 50 $1938.937 $1.138 19.4% $3887569.25 47% 2005
4 49 $1918.331 $1.130 19.2% $3884620.75 47% 2025
4 47 $1877.305 $1.100 18.8% $3876634.25 47% 2065
4 48 $1896.951 $1.113 19% $3873574.75 47% 2042
5 49 $2141.208 $1.276 21.4% $3871304.75 48% 1808
2 45 $1299.286 $0.745 13% $3869272.75 43% 2978
5 48 $2103.853 $1.252 21.1% $3866881.25 48% 1838
4 45 $1801.311 $1.068 18% $3865612.50 47% 2146
4 42 $1714.026 $1.009 17.2% $3861700.25 47% 2253
3 44 $1536.382 $0.880 15.4% $3860927.75 44% 2513
4 46 $1837.319 $1.083 18.4% $3860207.50 47% 2101
4 41 $1685.399 $0.981 16.9% $3857878.25 47% 2289
4 40 $1657.851 $0.958 16.6% $3857820.25 47% 2327
6 48 $2292.953 $1.355 23% $3854454.00 49% 1681
1 49 $972.094 $0.555 9.73% $3853380.25 40% 3964
4 43 $1740.733 $1.023 17.4% $3847020.00 47% 2210
4 44 $1768.774 $1.043 17.7% $3840007.75 47% 2171
16 50 $3903.798 $2.188 39.1% $3837433.75 59% 983
6 49 $2315.594 $1.370 23.2% $3836938.25 49% 1657
2 37 $1124.075 $0.644 11.3% $3835345.00 41% 3412
7 47 $2425.537 $1.411 24.3% $3829922.75 49% 1579
15 50 $3820.093 $2.114 38.3% $3827733.50 59% 1002

Two things to note: the last 250 days only go back to 3/4/09 so it is no surprise that the long only results are realy good. Also, the 15/50 cross you only traded twice on average for any one of the 458 stocks used in the sample, but got an average return of 38%. Also note that it was profitable 59% of the time - not too bad.

The highest scoring ones were basically when price closed above or below the ema(50), but you were wrong or whipsawed a lot. Also, these are net profit, after trading costs (19.95 per round trip) were subtracted.

chetron
2,817 posts
msg #88557
Ignore chetron
modified
2/23/2010 7:07:16 AM

nice, kev, but 747 sounds too cool.

= )

BUT ISN'T SOMETHING GOING ON WITH 4/40 TO 4/50
I MEAN 10 PROFITABLE CROSSES THAT USE 4 AND THE SECONDARY IS EVERY LINE FOR 10 POINTS????


Fetcher[

DRAW EMA(4)
DRAW EMA(40)
DRAW EMA(41)
DRAW EMA(42)
DRAW EMA(43)
DRAW EMA(44)
DRAW EMA(45)
DRAW EMA(46)
DRAW EMA(47)
DRAW EMA(48)
DRAW EMA(49)
DRAW EMA(50)

CLOSE ABOVE .1
VOLUME ABOVE 1000000

]




AND OF COURSE....

Fetcher[

/* THE JUMBO */

DRAW EMA(7)
DRAW EMA(47)

CLOSE ABOVE .1
VOLUME ABOVE 1000000

]






StockFetcher Forums · Filter Exchange · Popular combination of MA<< 1 2 >>Post Follow-up

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