johnpaulca
12,036 posts
msg #99621
- Ignore johnpaulca |
3/11/2011 2:52:35 PM
Someone on this forum was kind enough to write this filter, sorry can't remember who to credit :
/* Keltner Bollinger Squeeze Filter */
set{xUp, days(upper bollinger(20,2.0) above the Upper Keltner Band(20) , 100 )}
set{xDn, days(lower bollinger(20,2.0) below the Lower Keltner Band(20) , 100 )}
set{xUBB, days(high >= upper bollinger(20,2.0) , 100 )}
set{xLBB, days(low <= lower bollinger(20,2.0) , 100 )}
set{xRange, high - low }
set{xRPCT, xRange / atr(20) }
set{xMomStudy, cema(momentum(12), 10) }
set{xReturn1, xMomStudy + MACD Fast Line(12,26) }
set{xReturn, xReturn1 / 2 }
/* plots */
draw xUp
draw xDn on plot xUp
draw xRange
draw atr(20) on plot xRange
draw momentum(12)
draw macd(12,26,9)
draw xReturn
/* column displays */
add column xUp
add column xDn
add column xUBB
add column xLBB
add column xRange
add column atr(20)
add column xRPCT
add column xReturn
r Band(20)/* squeeze selection */
upper bollinger(20,2.0) below the Upper Keltner Band(20)
lower bollinger(20,2.0) above the Lower Keltne
/* price, volume selection */
close above 1
volume above 300000
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