StockFetcher Forums · Filter Exchange · Weekly Trend Filters<< >>Post Follow-up
davesaint86
725 posts
msg #63318
Ignore davesaint86
modified
6/3/2008 11:18:20 PM

I visit the Stockcharts public charts forum every once in awhile and I came across this site on the public charts http://stockcharts.com/def/servlet/Favorites.CServlet?obj=ID2145291

It looks like this guy plays around with the moving average combinations until he finds the right combinations long-term. I know a lot of SF users cannot day trade because of their jobs and was wondering from the experts out there, does this guy's strategy of finding the right moving average combinations make sense - meaning will it work.

Short Filter
Fetcher[
/* your filter code goes below this line */
APPLY TO SYMLIST*/
apply to Symlist (MMM,ABAX,AIRM,ATK,ACO,AAPL,BIDU,BCSI,CAM,CHL,C,CLX,CPX,CROX,GPI,HES,FXI,ILF,MOS,NTRI,OSK,PENN,PVA,PIR,QID,SLB,QQQQ)

weekly EMA(5) < weekly EMA(9)
do not draw weekly EMA(5)
do not draw weekly EMA(9)


and draw EMA(5)
and draw EMA(9)
and draw ADX(10)
and draw RSI(14)
and draw RSI(14) line at 30.00
and draw RSI (14) line at 70.00
and do not draw MA(10)
and do not draw EMA(30)
and do not draw MA(200)
and do not draw CCI(20)
and do not draw MACD Fast Line(8,17)
and do not draw Slow Stochastics(14,5)


Draw Linear Regression Channel(60)
SET{VAR1,COUNT(MACD HISTOGRAM < 0.00,1)}
SET{VAR4,COUNT(MACD HISTOGRAM > -0.00,1)}
SET{VAR7,COUNT(2 DAY SLOPE OF MACD HISTOGRAM > 0,1)}
SET{VAR8,COUNT(2 DAY SLOPE OF MACD HISTOGRAM < 0,1)}


add column separator
add column rsv
add column separator
and add column rsi(2)
add column separator
add column ADX(10,10) {ADX10}
add column separator
add column Money Flow Index(15) {MFI15}
add column separator
ADD COLUMN MACD FAST LINE {MACD}
add column separator



* Relative Strength Rating */

set{ cq0,close }
set{ cq1,close 3 months ago }
set{ cq2,close 6 months ago }
set{ cq3,close 9 months ago }
set{ cq4,close 12 months ago }

set{ roi1z, cq0 - cq1 }
set{ roi1, roi1z / cq1 }

set{ roi2z, cq1 - cq2 }
set{ roi2, roi2z / cq2 }

set{ roi3z, cq2 - cq3 }
set{ roi3, roi3z / cq3 }

set{ roi4z, cq3 - cq4 }
set{ roi4, roi4z / cq4 }

set{ rsvz, roi4 + roi3 }
set{ rsvy, rsvz + roi2 }
set{ rsvx, rsvy + roi1 }
set{ rsvw, rsvx + roi1 }
set{ rsv, rsvw / 5 }

set{ lrs250, linear regression(250) slope }
set{ sq250, r squared(250) }



add column Open {TDO}
add column separator
add column High {TDH}
add column separator
add column Low {TDL}
add column separator
add column Close {TDC}
add column separator
add column sector
add column separator

sort column 6 descending
and chart-display is weekly
and chart-time 1 year

Long Filter
Fetcher[
*/your filter code goes below this line */
APPLY TO SYMLIST*/
apply to Symlist (MMM,ABAX,AIRM,ATK,ACO,AAPL,BIDU,BCSI,CAM,CHL,C,CLX,CPX,CROX,GPI,HES,FXI,ILF,MOS,NTRI,OSK,PENN,PVA,PIR,QID,SLB,QQQQ)

weekly EMA(5) > weekly EMA(9)
do not draw weekly EMA(5)
do not draw weekly EMA(9)


and draw EMA(5)
and draw EMA(9)
and draw ADX(10)
and do not draw MA(10)
and do not draw EMA(30)
and do not draw MA(200)
and do not draw CCI(20)
and do not draw MACD Fast Line(8,17)
and do not draw Slow Stochastics(14,5)


Draw Linear Regression Channel(60)
SET{VAR1,COUNT(MACD HISTOGRAM < 0.00,1)}
SET{VAR4,COUNT(MACD HISTOGRAM > -0.00,1)}
SET{VAR7,COUNT(2 DAY SLOPE OF MACD HISTOGRAM > 0,1)}
SET{VAR8,COUNT(2 DAY SLOPE OF MACD HISTOGRAM < 0,1)}


add column separator
add column rsv
add column separator
and add column rsi(2)
add column separator
add column ADX(10,10) {ADX10}
add column separator
add column Money Flow Index(15) {MFI15}
add column separator
ADD COLUMN MACD FAST LINE {MACD}
add column separator



* Relative Strength Rating */

set{ cq0,close }
set{ cq1,close 3 months ago }
set{ cq2,close 6 months ago }
set{ cq3,close 9 months ago }
set{ cq4,close 12 months ago }

set{ roi1z, cq0 - cq1 }
set{ roi1, roi1z / cq1 }

set{ roi2z, cq1 - cq2 }
set{ roi2, roi2z / cq2 }

set{ roi3z, cq2 - cq3 }
set{ roi3, roi3z / cq3 }

set{ roi4z, cq3 - cq4 }
set{ roi4, roi4z / cq4 }

set{ rsvz, roi4 + roi3 }
set{ rsvy, rsvz + roi2 }
set{ rsvx, rsvy + roi1 }
set{ rsvw, rsvx + roi1 }
set{ rsv, rsvw / 5 }

set{ lrs250, linear regression(250) slope }
set{ sq250, r squared(250) }



add column Open {TDO}
add column separator
add column High {TDH}
add column separator
add column Low {TDL}
add column separator
add column Close {TDC}
add column separator
add column sector
add column separator

sort column 6 descending
and chart-display is weekly
and chart-time 1 year



chetron
2,817 posts
msg #63319
Ignore chetron
6/3/2008 11:25:58 PM

WOW. JAJA. CLICKABLE....?

Fetcher[

/* TACHIKAWA */


/* Short Filter */
/* your filter code goes below this line */
apply to Symlist(MMM,ABAX,AIRM,ATK,ACO,AAPL,BIDU,BCSI,CAM,CHL,C,CLX,CPX,CROX,GPI,HES,FXI,ILF,MOS,NTRI,OSK,PENN,PVA,PIR,QID,SLB,QQQQ)

weekly EMA(5) < weekly EMA(9)
do not draw weekly EMA(5)
do not draw weekly EMA(9)


and draw EMA(5)
and draw EMA(9)
and draw ADX(10)
and draw RSI(14)
and draw RSI(14) line at 30.00
and draw RSI (14) line at 70.00
and do not draw MA(10)
and do not draw EMA(30)
and do not draw MA(200)
and do not draw CCI(20)
and do not draw MACD Fast Line(8,17)
and do not draw Slow Stochastics(14,5)


Draw Linear Regression Channel(60)
SET{VAR1,COUNT(MACD HISTOGRAM < 0.00,1)}
SET{VAR4,COUNT(MACD HISTOGRAM > -0.00,1)}
SET{VAR7,COUNT(2 DAY SLOPE OF MACD HISTOGRAM > 0,1)}
SET{VAR8,COUNT(2 DAY SLOPE OF MACD HISTOGRAM < 0,1)}


add column separator
add column rsv
add column separator
and add column rsi(2)
add column separator
add column ADX(10,10) {ADX10}
add column separator
add column Money Flow Index(15) {MFI15}
add column separator
ADD COLUMN MACD FAST LINE {MACD}
add column separator



/* Relative Strength Rating */

set{ cq0,close }
set{ cq1,close 3 months ago }
set{ cq2,close 6 months ago }
set{ cq3,close 9 months ago }
set{ cq4,close 12 months ago }

set{ roi1z, cq0 - cq1 }
set{ roi1, roi1z / cq1 }

set{ roi2z, cq1 - cq2 }
set{ roi2, roi2z / cq2 }

set{ roi3z, cq2 - cq3 }
set{ roi3, roi3z / cq3 }

set{ roi4z, cq3 - cq4 }
set{ roi4, roi4z / cq4 }

set{ rsvz, roi4 + roi3 }
set{ rsvy, rsvz + roi2 }
set{ rsvx, rsvy + roi1 }
set{ rsvw, rsvx + roi1 }
set{ rsv, rsvw / 5 }

set{ lrs250, linear regression(250) slope }
set{ sq250, r squared(250) }



add column Open {TDO}
add column separator
add column High {TDH}
add column separator
add column Low {TDL}
add column separator
add column Close {TDC}
add column separator
add column sector
add column separator

sort column 6 descending
and chart-display is weekly
and chart-time 1 year

]



Fetcher[

/* Long Filter */
/* your filter code goes below this line */
apply to Symlist(MMM,ABAX,AIRM,ATK,ACO,AAPL,BIDU,BCSI,CAM,CHL,C,CLX,CPX,CROX,GPI,HES,FXI,ILF,MOS,NTRI,OSK,PENN,PVA,PIR,QID,SLB,QQQQ)

weekly EMA(5) > weekly EMA(9)
do not draw weekly EMA(5)
do not draw weekly EMA(9)


and draw EMA(5)
and draw EMA(9)
and draw ADX(10)
and do not draw MA(10)
and do not draw EMA(30)
and do not draw MA(200)
and do not draw CCI(20)
and do not draw MACD Fast Line(8,17)
and do not draw Slow Stochastics(14,5)


Draw Linear Regression Channel(60)
SET{VAR1,COUNT(MACD HISTOGRAM < 0.00,1)}
SET{VAR4,COUNT(MACD HISTOGRAM > -0.00,1)}
SET{VAR7,COUNT(2 DAY SLOPE OF MACD HISTOGRAM > 0,1)}
SET{VAR8,COUNT(2 DAY SLOPE OF MACD HISTOGRAM < 0,1)}


add column separator
add column rsv
add column separator
and add column rsi(2)
add column separator
add column ADX(10,10) {ADX10}
add column separator
add column Money Flow Index(15) {MFI15}
add column separator
ADD COLUMN MACD FAST LINE {MACD}
add column separator



/* Relative Strength Rating */

set{ cq0,close }
set{ cq1,close 3 months ago }
set{ cq2,close 6 months ago }
set{ cq3,close 9 months ago }
set{ cq4,close 12 months ago }

set{ roi1z, cq0 - cq1 }
set{ roi1, roi1z / cq1 }

set{ roi2z, cq1 - cq2 }
set{ roi2, roi2z / cq2 }

set{ roi3z, cq2 - cq3 }
set{ roi3, roi3z / cq3 }

set{ roi4z, cq3 - cq4 }
set{ roi4, roi4z / cq4 }

set{ rsvz, roi4 + roi3 }
set{ rsvy, rsvz + roi2 }
set{ rsvx, rsvy + roi1 }
set{ rsvw, rsvx + roi1 }
set{ rsv, rsvw / 5 }

set{ lrs250, linear regression(250) slope }
set{ sq250, r squared(250) }



add column Open {TDO}
add column separator
add column High {TDH}
add column separator
add column Low {TDL}
add column separator
add column Close {TDC}
add column separator
add column sector
add column separator

sort column 6 descending
and chart-display is weekly
and chart-time 1 year


]



chetron
2,817 posts
msg #63324
Ignore chetron
6/4/2008 7:46:04 AM

AT FIRST GLANCE, DAVE, I AM NOT GETTING ANYTHING. WHY DID YOU PICK THE STOCKS IN YOUR SYMLIST? COULD YOU SHED SOME LIGHT ON ANYTHING ELSE?


TIA
CHETRON




davesaint86
725 posts
msg #63333
Ignore davesaint86
6/4/2008 10:23:42 AM

Chetron,

I did not pick the stocks. If you follow the link to StockCharts that I posted this will bring you to the strategy of this guy that I guess his strategy is finding the optimal moving averages for individual stocks and ETFs. I bascially duplicated one of his 5EMA/9EMA views. I guess his strategy is to buy/hold the stocks based on the Moving Averages crossovers. I'm sure the strategy works as long as you have substained uptrends/downtrends.

DS314

StockFetcher Forums · Filter Exchange · Weekly Trend Filters<< >>Post Follow-up

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