StockFetcher Forums · Filter Exchange · Repost of earlier filter in General Discussion<< >>Post Follow-up
SAFeTRADE
630 posts
msg #151559
- Ignore SAFeTRADE		 3/30/2020 10:55:49 AM

Fetcher[
symlist(spy,vxx,ggg,dia,tlt,gld,xle)
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,10)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,10)}
set{vxxavg20, cema(vxvvxx,20)}


set{riskon, count(vxvvxx > or = to vxxavg,1)}
set{riskof, count(vxvvxx < or = to vxxavg,1)}

set{risk_on, count(vxvvxx crossed above vxxavg,1)}
set{risk_off, count(vxvvxx crossed below vxxavg,1)}

draw Upper Bollinger Band(13,.8)
draw Median Bollinger Line(13,.8)
draw ema(8)
draw riskon
draw riskoff

draw vxvvxx on plot vxxavg
draw roc(5,1) line at 0
draw roc(5,1) line at 50
draw rsi(2)
]
StockFetcher Forums · Filter Exchange · Repost of earlier filter in General Discussion<< >>Post Follow-up

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