StockFetcher Forums · Filter Exchange · Simple Strategy<< >>Post Follow-up
shillllihs
4,639 posts
msg #146348
Ignore shillllihs
modified
1/31/2019 12:52:21 PM

Fetcher[
draw rsi(14)
draw rsi(14) line at 70
draw rsi(14) line at 30
rsi(14)crossed below 70
draw linear regression(50) slope
volume is above 10000
market cap is above 1000
]




Just conceived this 5 minutes ago so don’t be mad if it’s not perfect but,
After rsi crosses below 70, wait for lrs to go negative and short for 6 days unless it goes positive before then. Looks good. Haven’t really analyzed the long version that much which would just be flipped with rsi(30). Have fun.

Ps.
You may want to short for a day or 2 instead and feel free to improve on it.

nibor100
369 posts
msg #146353
Ignore nibor100
1/31/2019 2:12:26 PM

Couldn't the filter indicate when lrs goes negative after a RSI(14) cross below 70?

That way SF can do the waiting....
Thanks,
Ed S.

KSK8
323 posts
msg #146354
Ignore KSK8
1/31/2019 2:23:08 PM

The entry version of this according to Shilllh's criteria.

Fetcher[
draw rsi(14)
draw rsi(14) line at 70
draw rsi(14) line at 30
draw linear regression(50) slope
volume is above 10000
market cap is above 1000

days(rsi(14)crossed below 70,10) > 0
lrs(50) crossed below 0
]





shillllihs
4,639 posts
msg #146357
Ignore shillllihs
modified
1/31/2019 2:44:10 PM

Not below 0 but from lrs moving up to changing course and next bar down or just headed down from the start. Under 0 looks good too but not many hits, might be able to loosen it up.

xarlor
75 posts
msg #146475
Ignore xarlor
2/8/2019 10:37:34 AM

Maybe something like this for an entry. You can play around with the last line. I tried last 30 days and it really narrowed the returned hits, but gave a clearer indication of a rising LRS followed by a reversal.

Fetcher[

draw rsi(14)
draw rsi(14) line at 70
draw rsi(14) line at 30
draw linear regression(50) slope
volume is above 10000
market cap is above 1000

days(rsi(14)crossed below 70,10) > 0
lrs(50) decreasing for last 2 days
lrs(50) 2 days ago increasing for last 10 days
]



shillllihs
4,639 posts
msg #146483
Ignore shillllihs
2/9/2019 3:03:23 PM

Nice contribution.
As we can see, the concept is inconsistent at best, but was worth investigating.

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