StockFetcher Forums · Filter Exchange · /* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */ set{T10, count(... << >>Post Follow-up
hrosas
27 posts
msg #48689
Ignore hrosas
12/17/2006 7:03:35 PM

TRO:
Some time ago you wrote this complex filter (very good indeed!). On the chart you show a TREND 111. How do you filter stocks by two parameters only:
1) When the TREND moves to 100 (or leaves 0)
2) When the TREND moves to 0 (or leaves 100)

I noticed that (generally) when the line (TREND) is on the upper level the stocks are trending up.
thank you
Hugo

TheRumpledOne
6,364 posts
msg #48690
Ignore TheRumpledOne
modified
12/17/2006 7:53:14 PM

Fetcher[
/* ENHANCED TREND DISPLAY */

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}
set{T10a,days(10 day slope of the close below 0, 100)}
set{T60a,days(60 day slope of the close below 0, 100)}
set{T200a,days(200 day slope of the close below 0, 100)}

ADD COLUMN TREND 1 day ago {T1ago}

draw T10a
draw T60a on plot t10a
draw T200a on plot t10a

/* enter your Upper Limit criteria */
set{UpperLim, High 2 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 2 week Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / LowerLim}

set{HiOp,high - open}
set{OpLo, open - low}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl, CCa - CCb}

set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VlXvl, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

/* profit had you bought the open 5 days ago and sold at the high */

set{High5, High 5 day High}
set{Profit, High5 - open 5 days ago}

/* Narrow Channel Breakout Display */

set{ High20, high 20 day high}
set{ Low20, low 20 day low}

set{ New20High, count( high above High20 1 day ago , 1 ) }
set{ New20Low, count( low below Low20 1 day ago , 1 ) }

/* column display */

/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price

/* Selection Criteria */

set{t1ago, trend 1 day ago}
set{t1diff, trend - t1ago}
t1diff above 0

close above 1

avg vol(5) above 500000
avg vol(30) above 500000

Sort column 5 descending
]

"Some time ago you wrote this complex filter (very good indeed!). On the chart you show a TREND 111. How do you filter stocks by two parameters only:
1) When the TREND moves to 100 (or leaves 0)
2) When the TREND moves to 0 (or leaves 100)"

The above filter will return stocks where the trend changed.

The TREND column is in XYZ format where

X = 1 if 10 day linear regression is up, = 0 if 10 day LR is down.

Y = 1 if 60 day linear regression is up, = 0 if 60 day LR is down.

Z = 1 if 200 day linear regression is up, = 0 if 200 day LR is down.

HTH.

 hrosas27 postsmsg #48692- Ignore hrosas 12/17/2006 8:04:11 PMTRO: Thank you! But this one is even more complex. Let me refrase: on the following filter: /* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */ set{T10, count(10 day slope of the close above 0,1)} set{T60, count(60 day slope of the close above 0,1)} set{T200, count(200 day slope of the close above 0,1)} Set{u1, T200 * 1} Set{u2, T60 * 10} Set{u3, T10 * 100} Set{uu, u1 + u2} Set{TREND, uu + u3} set{CCb,days(close is above close 1 day ago,100)} set{CCa,days(close is below close 1 day ago,100)} set{CxC, CCa - CCb} set{E5b,days(close is above ema(5),100)} set{E5a,days(close is below ema(5),100)} set{CxE5, E5a - E5b} set{E1326b,days(ema(13) above ema(26),100)} set{E1326b1, count(E1326b above -1 , 1)} set{E1326b2, E1326b * E1326b1} set{E1326a,days(ema(13) below ema(26),100)} set{E1326a1, count(E1326a above -1 , 1)} set{E1326a2, E1326a * E1326a1} set{E13xE26, E1326a2 - E1326b2} set{v, volume 1 day ago} set{volinc, volume - v} set{volpc, volinc / v} set{volpct, volpc * 100} set{VolZ, days(volume < 1,100)} set{VolUp, days(volume is below volume 1 day ago,100)} set{VolDn, days(volume is above volume 1 day ago,100)} set{VolCnt, VolUp - VolDn} TREND EQUAL 111 E13XE26 ABOVE 0 CLOSE ABOVE 10 VOLUME ABOVE 1000000 ADD COLUMN RSI(2) ADD COLUMN TREND ADD COLUMN E13XE26 ADD COLUMN CXE5 {C_x_E5} ADD COLUMN CXC {C_x_C} ADD COLUMN VOLPCT {V% chg} ADD COLUMN VOLCNT {V u/d} SORT COLUMN 10 DESCENDING You show a trend --- on a straight line on the upper or lower side. I would like to filter ONLY when the line changes from the low to the up side and viceversa. Thank you! Hugo
 StockFetcher Forums · Filter Exchange · /* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */ set{T10, count(... << >>Post Follow-up

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