StockFetcher Forums · Filter Exchange · Play the low crossover<< >>Post Follow-up
four
5,087 posts
msg #96013
Ignore four
modified
9/4/2010 2:06:47 PM

buy? = high + .03
hp722c

--- added CNT so we have an "or/and" situation
LOW crossover -OR/AND- CNT = 1 will trigger
CNT sometimes enters a day earlier

sell at purchase day's high or rsi(2) breaks above 70

Fetcher[sort column 2 ascending
set{cnt, count(cema(rsi(2),3) < 25,1)}
draw cnt
draw rsi(2)

sort column 2 ascending

set{v1, low 1 day ago}
set{v2, low 2 day ago}
set{v3, low}
set{z1, min(v1,v2)}
draw z1 on plot close
draw v3 on plot close


avgvol(20) > 100000
volume > 100000
close > 1
symlist(schb,schx,schg.schv,scha,schf,schc,sche)

symlist(

FAS ,
FAZ ,
BGU ,
BGZ ,
MWJ ,
MWN ,
TNA ,
TZA ,
ERX ,
ERY ,
TYH ,
TYP ,
EDC ,
EDZ ,
DZK ,
DPK ,
DRN ,
DRV ,
CZM ,
CZI ,
LBJ ,
LHB ,
SOXL ,
SOXS ,
TMF ,
TMV ,
TYD ,
TYO ,
TWOL ,
TWOZ ,
LBND ,
SBND ,
UPRO ,
SPXU ,
TQQQ ,
SQQQ ,
UDOW ,
SDOW ,
UMDD ,
SMDD ,
URTY ,
SRTY ,

)

symlist(

UST ,
PST ,
UBT ,
TBT ,
UYM ,
SMN ,
UGE ,
SZK ,
UCC ,
SCC ,
UCD ,
CMD ,
UCO ,
SCO ,
DDM ,
DXD ,
ULE ,
EUO ,
UYG ,
SKF ,
XPP ,
FXP ,
UGL ,
GLL ,
RXL ,
RXD ,
UXI ,
SIJ ,
KRU ,
KRS ,
MVV ,
MZZ ,
UBR ,
BZQ ,
EFO ,
EFU ,
EET ,
EEV ,
UPV ,
EPV ,
EZJ ,
EWV ,
UMX ,
SMK ,
BIB ,
BIS ,
DIG ,
DUG ,
UXJ ,
JPX ,
QLD ,
QID ,
URE ,
SRS ,
UKW ,
SDK ,
UVU ,
SJL ,
UKF ,
SFK ,
UVG ,
SJF ,
UWM ,
TWM ,
UKK ,
SKK ,
UVT ,
SJH ,
UWC ,
TWQ ,
SSO ,
SDS ,
USD ,
SSG ,
AGQ ,
ZSL ,
SAA ,
SDD ,
ROM ,
REW ,
LTL ,
TLL ,
UPW ,
SDP ,
YCL ,
YCS ,
INDL ,
INDZ ,
BRIL ,
BRIS ,

)





]



Mactheriverrat
3,157 posts
msg #96016
Ignore Mactheriverrat
9/4/2010 6:18:31 PM

One could also call this the Bulls vs Bears Filter.

Play the Bulls when the Bulls are in charge then switch to Bears when the Bears are in charge.

http://stockcharts.com/h-sc/ui?s=$NYSI&p=D&yr=0&mn=10&dy=0&id=p82873713095

four
5,087 posts
msg #96119
Ignore four
modified
9/10/2010 1:45:59 AM

Fetcher[

draw cema(cema(low,2),2)
do no draw cema(low,2)
draw cema(cema(low,5),5)

avgvol(20) > 100000
volume > 100000
close > 1

symlist(

FAS ,
FAZ ,
BGU ,
BGZ ,
MWJ ,
MWN ,
TNA ,
TZA ,
ERX ,
ERY ,
TYH ,
TYP ,
EDC ,
EDZ ,
DZK ,
DPK ,
DRN ,
DRV ,
CZM ,
CZI ,
LBJ ,
LHB ,
SOXL ,
SOXS ,
TMF ,
TMV ,
TYD ,
TYO ,
TWOL ,
TWOZ ,
LBND ,
SBND ,
UPRO ,
SPXU ,
TQQQ ,
SQQQ ,
UDOW ,
SDOW ,
UMDD ,
SMDD ,
URTY ,
SRTY ,

)

symlist(

UST ,
PST ,
UBT ,
TBT ,
UYM ,
SMN ,
UGE ,
SZK ,
UCC ,
SCC ,
UCD ,
CMD ,
UCO ,
SCO ,
DDM ,
DXD ,
ULE ,
EUO ,
UYG ,
SKF ,
XPP ,
FXP ,
UGL ,
GLL ,
RXL ,
RXD ,
UXI ,
SIJ ,
KRU ,
KRS ,
MVV ,
MZZ ,
UBR ,
BZQ ,
EFO ,
EFU ,
EET ,
EEV ,
UPV ,
EPV ,
EZJ ,
EWV ,
UMX ,
SMK ,
BIB ,
BIS ,
DIG ,
DUG ,
UXJ ,
JPX ,
QLD ,
QID ,
URE ,
SRS ,
UKW ,
SDK ,
UVU ,
SJL ,
UKF ,
SFK ,
UVG ,
SJF ,
UWM ,
TWM ,
UKK ,
SKK ,
UVT ,
SJH ,
UWC ,
TWQ ,
SSO ,
SDS ,
USD ,
SSG ,
AGQ ,
ZSL ,
SAA ,
SDD ,
ROM ,
REW ,
LTL ,
TLL ,
UPW ,
SDP ,
YCL ,
YCS ,
INDL ,
INDZ ,
BRIL ,
BRIS ,

)
]



Mactheriverrat
3,157 posts
msg #96186
Ignore Mactheriverrat
9/11/2010 4:08:30 PM

Date off of 6 which makes it 9-1-10
Top 10 returns
TQQQ up 12.39%
TMV UP 11.10%
UPRO UP 8.46%
BGU UP 8.41%
QLD Up 8.51%
MWJ UP 8.00%
FAS UP 7.55%
ERX UP 7.25%
TBT UP 6.91%

Most of the top 10 start with good volume but then start falling off futher into the semi-rally. Most are getting up to 3/4 of their resistance lines. As there are more players get into safe havens here when the market turns south again.
Add
Draw support(65,10,1)
Draw resistance(65,10)
to see support and resistance lines

four
5,087 posts
msg #96188
Ignore four
9/11/2010 8:17:25 PM

Fetcher[

draw cma(min(low,low 1 day ago),3) on plot close
draw cma(low,1) on plot close
do not draw min(low,low 1 day ago)
symlist(schb,schx,schg.schv,scha,schf,schc,sche)

symlist(

FAS ,
FAZ ,
BGU ,
BGZ ,
MWJ ,
MWN ,
TNA ,
TZA ,
ERX ,
ERY ,
TYH ,
TYP ,
EDC ,
EDZ ,
DZK ,
DPK ,
DRN ,
DRV ,
CZM ,
CZI ,
LBJ ,
LHB ,
SOXL ,
SOXS ,
TMF ,
TMV ,
TYD ,
TYO ,
TWOL ,
TWOZ ,
LBND ,
SBND ,
UPRO ,
SPXU ,
TQQQ ,
SQQQ ,
UDOW ,
SDOW ,
UMDD ,
SMDD ,
URTY ,
SRTY ,

)

symlist(

UST ,
PST ,
UBT ,
TBT ,
UYM ,
SMN ,
UGE ,
SZK ,
UCC ,
SCC ,
UCD ,
CMD ,
UCO ,
SCO ,
DDM ,
DXD ,
ULE ,
EUO ,
UYG ,
SKF ,
XPP ,
FXP ,
UGL ,
GLL ,
RXL ,
RXD ,
UXI ,
SIJ ,
KRU ,
KRS ,
MVV ,
MZZ ,
UBR ,
BZQ ,
EFO ,
EFU ,
EET ,
EEV ,
UPV ,
EPV ,
EZJ ,
EWV ,
UMX ,
SMK ,
BIB ,
BIS ,
DIG ,
DUG ,
UXJ ,
JPX ,
QLD ,
QID ,
URE ,
SRS ,
UKW ,
SDK ,
UVU ,
SJL ,
UKF ,
SFK ,
UVG ,
SJF ,
UWM ,
TWM ,
UKK ,
SKK ,
UVT ,
SJH ,
UWC ,
TWQ ,
SSO ,
SDS ,
USD ,
SSG ,
AGQ ,
ZSL ,
SAA ,
SDD ,
ROM ,
REW ,
LTL ,
TLL ,
UPW ,
SDP ,
YCL ,
YCS ,
INDL ,
INDZ ,
BRIL ,
BRIS ,

)

]



the_trade123
107 posts
msg #96199
Ignore the_trade123
9/12/2010 6:59:36 PM

all this seems to suggest that market top is near. so is SPY, right at the top. may be end of this week there will be bearish sentiment back in the market

wkloss
231 posts
msg #96220
Ignore wkloss
9/13/2010 11:34:11 AM

four,

This is an interesting indicator. A couple of questions:

After you get a crossover, do you feel it is necessary to wait for 1 or more confirming bars to take a trade and if so, how many?

Would you consider rewriting this filter and dividing it into a long filter and a short filter so it could be backtested?

Bill



four
5,087 posts
msg #96223
Ignore four
modified
9/13/2010 12:18:04 PM

After you get a crossover, do you feel it is necessary to wait for 1 or more confirming bars to take a trade and if so, how many?

--

I do not wait. The crossover is the entry.
Remember, I am only trying ideas. I have not used these filters with REAL money.

thanks

-----------------------------------------------------------------

Would you consider rewriting this filter and dividing it into a long filter and a short filter so it could be backtested?

--

I don't back test electronically.
Is there anyone who would like to help do the rewrite??

thanks

wkloss
231 posts
msg #96240
Ignore wkloss
9/13/2010 6:22:05 PM

four,

Thanks for the clarification on entries.

RE:Is there anyone who would like to help do the rewrite??

I would like to but when it comes to writing filters, I qualify as extra stupid. I can do some things really well but this isn't one of them.

Bill


Mactheriverrat
3,157 posts
msg #96455
Ignore Mactheriverrat
9/22/2010 11:10:37 PM

TZA, SBB, FAZ, SKF, RWM, MZZ, MWN, SJH, SDD, SKK, SBB

All had StrochRSI rise from below today

StockFetcher Forums · Filter Exchange · Play the low crossover<< >>Post Follow-up

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