StockFetcher Forums · Filter Exchange · EMA(13)/EMA(48) Crossover<< >>Post Follow-up
txpipeliner
3 posts
msg #146607
Ignore txpipeliner
2/16/2019 6:05:25 PM

Here is a filter I put together after reading an article on Yahoo Finance about using a EMA(13)/EMA(48.5) crossover as a buy and sell signal. Here is the link to the article, https://finance.yahoo.com/news/study-determines-best-moving-average-195042216.html.


show stocks where EMA(13) is above EMA(48)
and EMA(48) is above MA(200)
and EMA(13) 5 day ago was below EMA(48) 5 day ago for the last 10 days
and average volume (20) above 250000
and price is between 1 and 20

set{x, EMA(13) - EMA(48)}
draw x line 0

I am fairly new at StockFethcher and trading in general, if anyone has any comments on how to improve the screener I would love to hear them.


snappyfrog
185 posts
msg #146608
Ignore snappyfrog
2/16/2019 8:25:13 PM

Making it clickable.

Fetcher[
show stocks where EMA(13) is above EMA(48)
and EMA(48) is above MA(200)
and EMA(13) 5 day ago was below EMA(48) 5 day ago for the last 10 days
and average volume (20) above 250000
and price is between 1 and 20

set{x, EMA(13) - EMA(48)}
draw x line 0
]



shillllihs
4,666 posts
msg #146609
Ignore shillllihs
2/16/2019 9:48:15 PM

Is this supposed to be a long filter because I think it makes a better short filter.

nibor100
383 posts
msg #146617
Ignore nibor100
2/18/2019 2:35:33 AM

@txpipeliner,

a. You could add an SF MACD indicator to your filter that is based on 13,48,5 instead of the default 12,26,9 as the MACD line is basically a moving avg crossover indicator itself.

b. If you meant to replicate that Yahoo finance article with your posted filter then I believe you need to get rid of the 200 day moving avg line and also hange the following line
and EMA(13) 5 day ago was below EMA(48) 5 day ago for the last 10 days
to
and EMA(13) 1 day ago was below EMA(48) 1 day ago

or you could use the SF filter phrases "crossed above/below" to find your crossovers

c. If you are trying to improve results for the Yahoo finance 13/48 crossover system( especially since it is only profitable 45% of the time while keeping your funds tied up 62% of the time)
I suggest keeping the entry moving avg crossover as it is; but use shorter term mov avg crossovers for your exits to include trying price only crossing below a shorter moving avg. (of course price is the same as a moving avg of 1 period)

d. if it gets you out during a pullback in a strong uptrend with profit, you can always get back in once price moves back higher.

Ed S.



StockFetcher Forums · Filter Exchange · EMA(13)/EMA(48) Crossover<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus