StockFetcher Forums · Filter Exchange · All Purpose Global Filter - Stocks, Bonds, ETFs, Crypto<< 1 2 3 >>Post Follow-up
davesaint86
725 posts
msg #157128
Ignore davesaint86
modified
6/30/2021 6:21:28 PM

Nothing fancy! Can keep you on the right side of the trade.

Fetcher[apply to symlist(gld,mdy,ief,vxx,tlt,svxy,spy,VGLT,QQQ,VPu,tyd,pdbc,moo,dba,land,dbc,fpi,cow,wood,corn,weat,usmv,vgt,sptl,pslv,dbc,fdn,mdy,efa,uvxy,upro,edc,efo,gbtc,agq,nrgu,remx,schb,scz,usmv,efav,spdw,splv,jnk,pcy,cwb,ief,rpv,iwf,syld,jnk,ief,vug,efa,dbc,shy,gbtc,xlp,xle,fdn,xlv,xlf,tbf,dbc,tip,vgt,vht,xlp,ivol,spxl,tmf,tqqq,euo,ivol,usdu,uup,ycs,aapl,amzn,msft,mtum,vcr,vfh,vht,xlp,tlh,eem,epp,fez,ilf,ixg,ixj,ixn,jxi,kxi,cwb,pcy,igov,lmbs,cost,bnd,iwp,voo,vxus,vxf,ba,cwi,spy,iwm,agg,iez,fcg,aor,ethe,amzn,tsla,fb,arkk,arkw,iyt)
draw ma(19)
draw average volumne line at 20

draw Bollinger bands(19,2.0)
draw ema(3)

draw ma(200)
set{E15, ema(3) - ma(19)}
set{EMA3/19Longposition, count(E15 > 0,1)}
set{EMA3/19Shortposition, count(E15 < 0,1)}
draw EMA3/19Longposition on plot
draw EMA3/19shortposition on plot
set{e36, MACD fast line(8,21,5) above MACD slow line(8,21,5)}
set{dMCDLongposition, count(E36 > 0,1)}
set{dMCDShortposition, count(E36 < 0,1)}
SET{dMCDTRIGGER,0}
draw dMCDLongposition on plot
draw dMCDShortposition



draw vxvvxx on plot vxxavg
draw eriskon
draw eriskoff



set{E30, price above cma(low, 3))}
set{D5Longposition, count(E30 > 0,1)}
set{D5Shortposition, count(E30 < 0,1)}
SET{D5TRIGGER,0}

Set{RS1, csto + c-rsi}
Set{RS, rs1 / 2}
add column rs

set{E10, price above ema(9)}
set{D10Longposition, count(E10 > 0,1)}
set{D10Shortposition, count(E10 < 0,1)}
SET{D10TRIGGER,0}

set{E11, price above ma(19)}
set{D11Longposition, count(E11 > 0,1)}
set{D11Shortposition, count(E11 < 0,1)}
SET{D11TRIGGER,0}

set{E27, price above ma(50)}
set{D20Longposition, count(E27 > 0,1)}
set{D20Shortposition, count(E27 < 0,1)}
SET{D20TRIGGER,0}

set{E29, price above ma(85)}
set{D29Longposition, count(E29 > 0,1)}
set{D29Shortposition, count(E29 < 0,1)}
SET{D29TRIGGER,0}

set{E25, price above ma(100)}
set{D100Longposition, count(E25 > 0,1)}
set{D100Shortposition, count(E25 < 0,1)}
SET{D100TRIGGER,0}

set{E28, price above ma(200)}
set{D200Longposition, count(E28 > 0,1)}
set{D200Shortposition, count(E28 < 0,1)}
SET{D200TRIGGER,0}
(draw Bollinger Bands(19,2)

set{E31, price above Upper Bollinger Bands(19,2)}
set{ABLongposition, count(E31 > 0,1)}
set{ABShortposition, count(E31 < 0,1)}
SET{ABSTRIGGER,0}
set{E35, price below Lower Bollinger Bands(19,2)}
set{BBLongposition, count(E35 > 0,1)}
set{BBShortposition, count(E35 < 0,1)}
SET{BBSTRIGGER,0}



set{CRS1, rsi(7),1)}
set{CRS2, rsi(14),1)}
set{CRS3, rsi(21),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}

set{CRS4, weekly rsi(7),1)}
set{CRS5, weekly rsi(14),1)}
set{CRS6, weekly rsi(21),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}
set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}
set{RSI21, RSI(21) - 50}
set{CRSI_Bar, RSI21}
PlotType{CRSI_Bar,zerobar}

set{RSI14, RSI(14) - 50}
set{RSI14_line, RSI14}
draw RSI14 on plot CRSI_Bar

set{RSI7, RSI(7) - 50}
set{RSI7_line, RSI7}
draw RSI7 on plot CRSI_Bar

set{RSI30, RSI(30) - 50}


set{drsilong1, count(rsi(21) above 1, 1)}
set{drsilong2, count(rsi(7) above rsi(21), 1)}
set{drsilong3, count(rsi(14) above rsi(21), 1)}
set{drsilong4, drsilong1 + drsilong2}
set{drsilong5, drsilong4 + drsilong3}
set{drsilong, count(drsilong5 equals 3, 1)}
set{drsishort, count(drsilong5 less than 3, 1)}
SET{DRSITRIGGER,0}
draw LongRSI on plot
set{LongRSI7,count(RSI7 above the 0 line ,1)}
draw longrsi7 on plot
set{LongRSI14,count(RSI14 above the 0 line ,1)}
draw longrsi14 on plot
set{LongRSI21,count(RSI21 above the 0 line ,1)}
draw longrsi21 on plot
and draw Slow Stochastic(14,3) Fast %K line at 20.00 and draw Slow Stochastic(14,3) Fast %K line at 80.00 and draw Slow Stochastic(14,3) Fast %K line at 50.00
and draw Slow Stochastic(14,3) line at 50
draw macd(8,21,5)

draw rsi(14)
draw rsi(14) line at 50

draw rsi(14) line at 20
draw rsi(14) line at 80

set{wrsi1, weekly rsi(7)}
set{wrsi2, weekly rsi(21)}
set{wrsi3, count(wrsi1 > wrsi2,1)}
set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}


set{TWRSI7, weekly RSI(7)}
set{TWRSI14, weekly RSI(14)}
set{TWRSI21, weekly RSI(21)}
set{TWRSI1, TWRSI7 + TWRSI14}
set{TWRSI2, TWRSI1 + TWRSI21}
set{A-WRSI, TWRSI2 / 3}
set{TDRSI7, RSI(7)}
set{TDRSI14, RSI(14)}
set{TDRSI21, RSI(21)}
set{TDRSI1, TDRSI7 + TDRSI14}
set{TDRSI2, TDRSI1 + TDRSI21}
set{A-DRSI, TDRSI2 / 3}
set{LongRSI21Trend,count(RSI(21) > 49 ,1)}
set{LongRSI,count(RSI14 > RSI21 ,1)}


set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{LB, CR1 /2}


set{C-RS, CR1 + CRS126}

Set{W21, CRS21 * .33}
Set{W63, CRS63 * .33}
Set{W126, CRS126 * .34}
set{rw1, w21 + w63}
set{rw-c, rw1 + w126}

set{wsto, weekly Slow Stochastics(14,3)}
set{dsto, Slow Stochastics(14,3)}
set{wdsto, wsto + dsto}
set{CSTO, wdsto / 2}

set{vxxc, ind(vxx,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,13)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,13)}

set{eriskon, count(vxvvxx > or = to vxxavg,1)}
set{eriskoff, count(vxvvxx < or = to vxxavg,1)}

set{erisk_on, count(vxvvxx crossed above vxxavg,1)}
set{erisk_off, count(vxvvxx crossed below vxxavg,1)}
set{ervar, vxvvxx - vxxavg}

set{tbxc, ind(tbx,close)}
set{tnxc, ind(^tnx,close)}
set{iefc, ind(ief,close)}
set{ieftnx, iefc / tnx}
set{tnxavg, cema(ieftnx,13)}

set{ieftbx, iefc / tbxc}
set{tbxavg, cema(ieftbx,13)}

set{briskon, count(ieftbx > or = to tbxavg,1)}
set{briskoff, count(ieftbx < or = to tbxavg,1)}
set{brisk_on, count (ieftbx crossed above tbxavg,1)}
set{brisk_off, count(ieftbx crossed below tbxavg,1)}
set{brvar, ieftbx - tbxavg}
draw ieftbx on plot tbxavg

draw briskon
draw briskoff


and draw Slow Stochastic(14,3) Fast %K line at 20.00 and draw Slow Stochastic(14,3) Fast %K line at 80.00 and draw Slow Stochastic(14,3) Fast %K line at 50.00

add column separator
add column EMA3/19Longposition {3/19}
add column separator
add column eriskon {Equities-riskon}
add column separator
add column ervar
add column separator
add column briskon {bonds-riskon}
add column separator
add column brvar
add column separator


add column cma(low,3) {MA3L-Trig}
add column separator
add column ABLongposition{a-u-bb}
add column separator
add column BBShortposition{b-l-bb}
add column separator
add column dMCDLongposition {MACD}
add column separator
add column D11Longposition {MA19}
add column separator
add column D20Longposition {MA50}
add column separator
add column D29Longposition {MA85}
add column separator
add column D100Longposition {MA100}
add column separator
add column D200Longposition {MA200}
add column separator
add column longrsi {rsi14/21}
add column separator
add column rw-c
add column separator
add column csto
add column separator
add column c-rsi
add column separator

ADD COLUMN ROC(105,1) {5 mth %}
add column separator
ADD COLUMN ROC(63,1) {3 mth %}
add column separator
ADD COLUMN ROC(21,1) {1 mth %}
add column separator
add column slow Stochastic(14,3) Fast %K {Fast%K}
add column slow Stochastic(14,3) Slow %D {Slow%D}
add column separator
add column slow Stochastic(14,3) Fast %K 2 day ago {Fast%K-2}
add column slow Stochastic(14,3) Slow %D 2 day ago {Slow%D-2}
add column separator
add column slow Stochastic(14,3) Fast %K 3 day ago {Fast%K-3}
add column slow Stochastic(14,3) Slow %D 3 day ago {Slow%D-3}
add column separator


SORT COLUMN 5 desCENDING
CHART-TIME IS 120 days
]



Cheese
1,374 posts
msg #157136
Ignore Cheese
7/1/2021 1:20:09 PM

https://www.stockfetcher.com/forums/Filter-Exchange/All-Purpose-Global-Filter-Stocks-Bonds-ETFs-Crypto/157128
davesaint86 modified 6/30/2021 6:21:28 PM
==============================================================================================================

THANK YOU, dave.
Very useful, especially when read with Ira Epstein rules.

Felt like going to big box stores. Lots of things. I can always get something.

As you are well aware, at the time of writing, Stockfetcher no longer provides ^VIX and ^VVIX.
Some analyses relying on ^VIX and ^VVIX may appear more bullish than actual market conditions.

jimvin
170 posts
msg #157143
Ignore jimvin
7/3/2021 7:19:45 PM

I recognize that we're in competition with the "market" and - in a sense - with ourselves, but not each other in this forum. That said, eliminating breaks between coding blocks, I'm certain that at 225 lines of code, davesaint86 has broken even TRO's record for longest filter.... Kudos.

Cheese
1,374 posts
msg #157144
Ignore Cheese
modified
7/3/2021 8:27:21 PM


https://www.stockfetcher.com/forums/Filter-Exchange/All-Purpose-Global-Filter-Stocks-Bonds-ETFs-Crypto/157128
davesaint86 modified 6/30/2021 6:21:28 PM

jimvin 7/3/2021 7:19:45 PM

I recognize that we're in competition with the "market" and - in a sense - with ourselves,
but not each other in this forum. That said, eliminating breaks between coding blocks,
I'm certain that at 225 lines of code, davesaint86 has broken even TRO's record for longest filter....
Kudos.
============================================================================


To each his or her own

Two prisoners look out the window
One sees the bars
The other sees the stars.

davesaint86's filter above is very useful, especially when read with Ira Epstein rules.

davesaint86
725 posts
msg #157147
Ignore davesaint86
7/4/2021 9:50:11 AM

Thanks Cheese. My goal is not to build a filter with the most code in it. There are numerous trading strategies embedded that one can pull out of this All Purpose Filter. Ira Epstein's strategy is one of them.

http://studyofcycles.blogspot.com/2015/11/paraphrase-of-ira-epsteins-rules-for.html

davesaint86
725 posts
msg #157148
Ignore davesaint86
7/4/2021 10:03:27 AM

https://docs.google.com/document/d/15AGCufJZ8CIUvwFJ9W-IKns88gkWOKBCvByMEvm5MLo/edit

List of Lazy Bear's TradingView filters.

Cheese
1,374 posts
msg #157149
Ignore Cheese
7/4/2021 12:35:08 PM

https://www.stockfetcher.com/forums/Filter-Exchange/All-Purpose-Global-Filter-Stocks-Bonds-ETFs-Crypto/157128
davesaint86 7/4/2021 10:03:27 AM
https://docs.google.com/document/d/15AGCufJZ8CIUvwFJ9W-IKns88gkWOKBCvByMEvm5MLo/edit
List of Lazy Bear's TradingView filters.
====================================================================================

Thank you for LZ's list

jimvin
170 posts
msg #158225
Ignore jimvin
12/23/2021 9:13:22 PM

My apologies davesaint86; my comment was made tongue-in-cheek in the spirit of camaraderie that once characterized these forums; a spirit that has frequently turned dark and bitter and resulted in the exit of Saint Kevin. And Cheese, don’t be cheesy; I see neither bars nor stars but only dollar signs, with a lot of digits and commas alter the first and well before the decimal point Billy Shakes put it best: “When a man’s verses cannot be understood, nor a man’s good wit seconded with the forward child Understanding, it strikes a man more dead than a great reckoning in a little room. Truly, I would the gods had made thee poetical." (And now, St. Kevin is holding the door for me....).

Mactheriverrat
3,135 posts
msg #158228
Ignore Mactheriverrat
12/24/2021 12:31:01 AM

Just for the sake of asking anyone on this filter Symlist. I just got out of PFE which is still in a good uptrend but is show a little weakness / pullback / profit taking. I took a small position in SVM. Using this this filter just what is to use in is starting a position? I see a 3/19 cross but on my filters I use a Carolyn Boroden's EMA 5 cross EMA 13 most of the time as a signal to enter as they both move towards the MA 20. The strength of this EMA's crossing above then move's the MA 20 into a Gerald Peter/ Money flow system stage 2 BUY.

IMHO - too many indicators and oscillators can lead to Analysis paralysis.

nibor100
1,010 posts
msg #158236
Ignore nibor100
12/26/2021 1:22:47 PM

I just finished reading one of my Christmas present stock market books, Moving avgs 101, and it points out that even in moving avg crossover systems, tracking other indicators such as RSI, and MACD have a couple benefits:

1. More indicators signaling at same time provide more confidence in your entry especially since other market participants may be using one of those other signals as their primary entry signal; in the same direction as you, thereby, increasing the participants in your stock.

2. When using a Stop Loss, and a Trailing STop and a Profit target, could use close below a faster moving avg as trailing stop and RSI Oversold levels as Profit targets. and close below your slow moving avg as your Stop loss.

I would not recommend buying this book as its very repetitive and most of its good points are available in other books, and the web.

Ed S.



StockFetcher Forums · Filter Exchange · All Purpose Global Filter - Stocks, Bonds, ETFs, Crypto<< 1 2 3 >>Post Follow-up

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