StockFetcher Forums · Filter Exchange · Help Buff Moving average or Volume Weighted MA<< 1 2 >>Post Follow-up
202 posts
msg #117325
Ignore tomm1111
12/11/2013 12:28:19 AM

Here is a version I wrote a few years ago (for advanced subscription). I haven't conducted any backtesting on this filter. I've adjusted some of the parameters from the article in Futures magazine.

set{var,vma(20) - ma(20)}
set{var1,vma(5) / ma(5)}
set{var2,cma(volume,5) / cma(volume,20)}
set{var3,var * var1}
set{vpci,var2 * var3}

draw vpci
draw cma(vpci,5) on plot vpci

add column vpci

show stocks where close above 1
and volume above 100000

set{bbvSD10,1.5 * bbvSD}
set{bbvBOLU,bbvMA10 + bbvSD10}
set{bbvBOLD,bbvMA10 - bbvSD10}

draw spybb
draw bbvbold on plot spybb
draw bbvbolu on plot spybb
draw bbvma10 on plot spybb

/*and adx(7) is above 20
and spybb crossed above bbvbold

draw obv(8)*/

set{qvar1,high 20 day low}
set{qvar2,low 20 day high}
set{qvar3,qvar - qvar1}
set{qvar4,qvar - qvar2}
set{topvar,qvar5 + qvar6}


set{hat,ema(12) - ema(26)}
set{hat1,hat / ema(12)}
set{mid2var,hat1 * 100}


set{calc,topvar / mid1var}
set{calc1,calc * mid2var}

/*draw sci*/
set{diff,sci - cema(sci,3)}

add column sci

set{qbbvSD10,2 * qbbvSD}
set{qbbvBOLU,qbbvMA10 + qbbvSD10}
set{qbbvBOLD,qbbvMA10 - qbbvSD10}

set{mmm,qspybb - qbbvbold}
set{nnn,qbbvbolu - qbbvbold}
set{qbbperc,ccc * 100}

draw qbbperc

add column qbbperc

StockFetcher Forums · Filter Exchange · Help Buff Moving average or Volume Weighted MA<< 1 2 >>Post Follow-up

*** Disclaimer *** does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. does not recommend particular securities., Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.