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TheRumpledOne
6,407 posts
msg #104646
Ignore TheRumpledOne
modified
1/26/2012 9:23:57 PM

Fetcher[

ema(5) crossed above cema(open,8)

add column ema(5)
add column cema(open,8)

]



TheRumpledOne
6,407 posts
msg #113418
Ignore TheRumpledOne
modified
5/15/2013 1:02:42 PM

Fetcher[

set{Vol500, count(volume < 500000,100)}

set{H11H31, count(high 11 day high equal high 31 day high,1)}

add column ema(21)
add column ema(55)

Vol500 below 1

H11H31 above 0

close above 10

ema(21) above ema(55)

close is below ema(21)
close is above ema(55)

sort column 2 descending


]




1. Stocks 500,000 plus shares in volume each day

2. Stocks above the price of $10 per share

3. Stocks where the closing high of the last 11 trading days is also the closing high for the last 30 trading days

4. 21 EMA is above the 55 EMA (this should be the case anyway if the high of the last 11 days is still the high of the last 30 days)

5. The stock price closed below the 21 EMA price, but is still above the 55 EMA price




Kevin_in_GA
4,599 posts
msg #113426
Ignore Kevin_in_GA
5/15/2013 1:48:49 PM

I like the code snippet that insures the volume every day is above 500000. Neat.

How does this backtest? Not sure what your exit signal is.

TheRumpledOne
6,407 posts
msg #113645
Ignore TheRumpledOne
5/23/2013 3:32:55 PM

Fetcher[

/* SHORT VERSION */

set{Vol500, count(volume < 500000,100)}

set{L11L31, count(low 11 day low equal low 31 day low,1)}

add column ema(21)
add column ema(55)

Vol500 below 1

L11L31 above 0

close above 10

ema(21) below ema(55)

close is above ema(21)
close is below ema(55)

sort column 2 descending


]



TheRumpledOne
6,407 posts
msg #113649
Ignore TheRumpledOne
5/23/2013 3:37:48 PM

Kevin_in_GA
2,947 posts
msg #113426
- Ignore Kevin_in_GA 5/15/2013 1:48:49 PM

I like the code snippet that insures the volume every day is above 500000. Neat.

How does this backtest? Not sure what your exit signal is.

===================================

Hi Kevin...

You know I do not back test. I use statistics.

Exit signal is taking profit when you can and no giving it back...LOL!

Seriously, position size should be used so you stay in the trade until the real stop loss point is it.

I did a YouTube video on that.



TheRumpledOne
6,407 posts
msg #119008
Ignore TheRumpledOne
modified
4/7/2014 3:46:48 PM

Submit
Fetcher[
/* CLOSE POSITION VS RECENT HIGHS - DROP AT LEAST 40 % */

/* PRICE POSITION PERCENT DISPLAY */

/* enter your Upper Limit criteria */
set{UpperLim, High 60 Day High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 60 Day Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, UpperLim minus CLOSE }
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / UpperLim }

/* column display */

add column BallOn
add column PCT

/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price


BallOn > 40.0

volume above 1000000

add column industry

Sort column 5 descending

/* DRAW LINES */

draw upperlim on plot price
draw lowerlim on plot price

]



TheRumpledOne
6,407 posts
msg #119009
Ignore TheRumpledOne
modified
4/7/2014 4:00:37 PM

Fetcher[

Price dropped more than 40% in last 60 days


]



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