StockFetcher Forums · Filter Exchange · Here is a simple long filter<< 1 2 >>Post Follow-up
SAFeTRADE
646 posts
msg #56957
Ignore SAFeTRADE
11/23/2007 7:02:20 PM

Trading rules..

BUY SIGNAL

Price:

1. ballon26 above 75
2. ballon55 crossed above 75

Indicator:

Weekly RSI(5) above 75
RSI(14) crossed above 65

Stay put as long as ballon26 stays above 75

SELL SIGNAL

When sell signal shows up..or
ballon26 crossess below 75..or
when you are tired waiting and want out.


Fetcher[
set{LimDiff55, high 55 day high minus low 20 day low}
set{PPDiff55, CLOSE minus Low 20 day low}
set{PPDiv55, PPDiff55 / limdiff55}
set{BallOn55, PPDiv55 * 100}


set{LimDiff26, high 26 week high minus low 26 week low}
set{PPDiff26, CLOSE minus Low 26 week low}
set{PPDiv26, PPDiff26 / limdiff26}
set{BallOn26, PPDiv26 * 100}



apply to symlist(drys,bidu,aapl,fslr,jaso,goog,spwr,isrg,mtl,tbsi)
/* high reached a new 20 day high in the last 1 day
close >15
volume > 50000
ma(50) > ma(200)
shares outstanding < 100 */

draw ballon55 on plot ballon26
draw ballon26 line at 75

draw rsi(14) line at 65
draw weekly rsi(5) on plot rsi(14)
draw rsi(14) line at 75

set{buy, count(high reached a new 20 day high within the last 1 day,1)}
set{sell, count(close reached a new 10 day low within the last 1 day,1)}
draw sell on plot buy

add column rsi(14){drsi14}
add column weekly rsi(5){wrsi5}
sort column 5 descending
]



P.S. Credit to TRO for his many fine filters and ideas.

TheRumpledOne
6,411 posts
msg #56958
Ignore TheRumpledOne
11/23/2007 10:43:52 PM

Fetcher[
set{LimDiff55, high 55 day high minus low 20 day low}
set{PPDiff55, CLOSE minus Low 20 day low}
set{PPDiv55, PPDiff55 / limdiff55}
set{BallOn55, PPDiv55 * 100}


set{LimDiff26, high 26 week high minus low 26 week low}
set{PPDiff26, CLOSE minus Low 26 week low}
set{PPDiv26, PPDiff26 / limdiff26}
set{BallOn26, PPDiv26 * 100}



apply to symlist(drys,bidu,aapl,fslr,jaso,goog,spwr,isrg,mtl,tbsi)
/* high reached a new 20 day high in the last 1 day
close >15
volume > 50000
ma(50) > ma(200)
shares outstanding < 100 */

draw ballon55 on plot ballon26
draw ballon26 line at 75

draw rsi(14) line at 65
draw weekly rsi(5) on plot rsi(14)
draw rsi(14) line at 75

set{buy, count(high reached a new 20 day high within the last 1 day,1)}
set{sell, count(close reached a new 10 day low within the last 1 day,1)}
draw sell on plot buy

add column rsi(14){drsi14}
add column weekly rsi(5){wrsi5}

add column buy
add column sell
sort column 5 descending
]



Thought you might like to see the buy and sell columns on the report.

davesaint86
725 posts
msg #56961
Ignore davesaint86
11/24/2007 11:29:29 AM

Thanks SafeTrade and TRO. It backtested well using your list.

Davesaint

marine2
963 posts
msg #56962
Ignore marine2
11/24/2007 2:47:49 PM

An amazing filter. Thanks for putting this up for us to enjoy. You all keep getting better and better on your filtering skills. You made my day. Keep up the great work. Like watching brain surgeons perform their magic. Thanks again!

SAFeTRADE
646 posts
msg #56963
Ignore SAFeTRADE
11/24/2007 2:51:58 PM

Thanks TRO.

TheRumpledOne
6,411 posts
msg #56964
Ignore TheRumpledOne
modified
11/24/2007 4:42:19 PM

Fetcher[

MARKET IS NASDAQ 100

set{LimDiff55, high 55 day high minus low 20 day low}
set{PPDiff55, CLOSE minus Low 20 day low}
set{PPDiv55, PPDiff55 / limdiff55}
set{BallOn55, PPDiv55 * 100}


set{LimDiff26, high 26 week high minus low 26 week low}
set{PPDiff26, CLOSE minus Low 26 week low}
set{PPDiv26, PPDiff26 / limdiff26}
set{BallOn26, PPDiv26 * 100}


/* high reached a new 20 day high in the last 1 day
close >15
volume > 50000
ma(50) > ma(200)
shares outstanding < 100 */

draw ballon55 on plot ballon26
draw ballon26 line at 75

draw rsi(14) line at 65
draw weekly rsi(5) on plot rsi(14)
draw rsi(14) line at 75

set{buy, count(high reached a new 20 day high within the last 1 day,1)}
set{sell, count(close reached a new 10 day low within the last 1 day,1)}

SET{StayPut , count( ballon26 above 75 , 1) }
SET{Sell2 , count( ballon26 crossed below 75 , 1) }

draw sell on plot buy

add column rsi(14){drsi14}
add column weekly rsi(5){wrsi5}

add column buy
add column sell
add column sell2
add column StayPut

sort column 5 descending
]



Added the StayPut and Sell2 columns. Let the computer do all the work.

Took out the symlist and used NASDAQ 100.



marine2
963 posts
msg #56975
Ignore marine2
11/25/2007 1:11:24 AM

Fill me in on what all this buy , sell , sell2 , stay put columns mean as far as indicators of when to do just what they are saying. I see 0's in the buy, sell, sell2 columns and 1's in the stay put column? Whats the numbering mean to the person thats filtering this?

Like I had wrote before, the filter intent is great but, I get hung up on this buy sell sell2 stay put columns. Help me understand.

Thanks!

brucely
2 posts
msg #56978
Ignore brucely
modified
11/25/2007 10:42:03 AM

Where you guys learn about all this strategy. The advanced programming language you guys used where can i learn it from. Please advise me.

For the buy signal, if 1 out of the 4 signal is meet, can we proceed to buy? Or do we have to wait for all 4 buy signals to be met then we can buy?

TheRumpledOne
6,411 posts
msg #56980
Ignore TheRumpledOne
modified
11/25/2007 12:18:56 PM

marine:

A "1" means to buy, sell or hold.

A "0" means no action.

I was just displaying the columns based on the original post. Though I am not sure that I captured all that SAFeTRADE intended.





marine2
963 posts
msg #56984
Ignore marine2
11/25/2007 2:54:43 PM

Thanks Sir TheRumpledOne, for the answer back to me. It's what I needed. You and SAFeTRADE have a nice thing going. The advanced programming you two are getting into really fine tunes filtering results. I am only useing the basic indicators. You and others are way above the rest of us but we appreciate your design developements and letting us in on them.

StockFetcher Forums · Filter Exchange · Here is a simple long filter<< 1 2 >>Post Follow-up

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