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Filter Exchange · Quick and dirty 5 day VWAP
JoeyVinyl
msg #151124
3/8/2020 11:56:41 AM

@nibor100

Ed, that's perfect! Thank you!

I have a basic (very basic) understanding of pivot points but haven't looked at them here so this helped me learn the "pp" phrase. I don't think I've ever tried to use sum or avg either, but now I know I can.

I post things in here for two reasons. One, if someone else is trying to do the same thing but having trouble I hope my efforts can help them. And two, so I can learn when someone shows me a better way to do what I'm trying to do. I honestly appreciate all the help.

Filter Exchange · Quick and dirty 5 day VWAP
JoeyVinyl
msg #151119
3/7/2020 5:35:11 PM

I was watching a video where the person was talking about using only the VWAP and EMA(9) (for day trading - they suggested the SMA(9) for swing trading). I'm still learning as much as I can so I thought I'd check the VWAP out. It seems that SF doesn't have that indicator. A quick forum search showed that TRO had worked on it years ago but his filters are usually too complex for me, mainly because I have to decipher what his set variables are for. I couldn't find any other posts where someone had come up with filter phrases to create it. One of my favorite basic learning tools is Investopedia. Here's where I got the formula I used in this code: https://www.investopedia.com/articles/trading/11/trading-with-vwap-mvwap.asp

THIS IS NOT A COMPLETE FILTER. I want to be clear about that. All I was trying to do here was create a way to see a VWAP. It does have two filter phrases but only so I could make columns to show my set statement results. I took those out, btw. It only goes back five days because you need cumulative numbers and more than five days worth would include too many lines (IMO) and probably trigger the "you need the Advanced SF to run this" message.

My expectation is that if you like what I post here and copy it to your filters that you will modify it to your needs so if you want to use this and add more days to it go right ahead. If you can come up with a way to streamline this please do and let me see it! Or if you see any errors in it I'd like to know about those too.

Having said all that, here's the quick and dirty 5 day VWAP code:

Fetcher[/* FIND THE TPV (TYPICAL PRICE * VOLUME) FOR LAST 5 DAYS THEN ADD THEM TOGETHER */
set {tpva, high + low}
set {tpvb, tpva + close}
set {tpvc, tpvb / 3}
set {tpv01, tpvc * volume}
set {tpv02, tpv01 1 day ago}
set {tpv03, tpv01 2 days ago}
set {tpv04, tpv01 3 days ago}
set {tpv05, tpv01 4 days ago}
set {tpv11, tpv01 + tpv02}
set {tpv12, tpv11 + tpv03}
set {tpv13, tpv12 + tpv04}
set {tpv, tpv13 + tpv05}

/* FIND THE CUMULATIVE 5 DAY VOLUME */
set {vol01, volume}
set {vol02, volume 1 day ago}
set {vol03, volume 2 days ago}
set {vol04, volume 3 days ago}
set {vol05, volume 4 days ago}
set {vol11, vol01 + vol02}
set {vol12, vol11 + vol03}
set {vol13, vol12 + vol04}
set {cvol, vol13 + vol05} /* CVOL FOR CUMULATIVE VOLUME */

/* CREATE VOLUME WIEGHTED AVERAGE PRICE (TPV / CVOL) */
set {myvwap, tpv / cvol}

Show stocks where close is > 3
and Average Volume(30) is > 500000

add column separator
add column tpv
add column cvol
add column myvwap
add column separator
add column industry
add column sector

draw myvwap on plot price
]



General Discussion · Does anyone have a time machine I can borrow?
JoeyVinyl
msg #150968
2/28/2020 1:40:45 AM

@svtsnakbitn

Sure. Like I said, I'm just starting to paper trade it so I can't say if it's any good yet, but it's based on the idea that the linear regression lines SF shows will move with the price if they keep going past the top or bottom line. I think that using a standard deviation will be more useful in terms of price action, either falling back down from the top or rising up from the bottom. I'm sure it's not an original idea but I'm testing anything I can think of. Feel free to make any changes or add whatever indicators you like if you want to try it.

Fetcher[market is not ETF
market is not OTCBB

set {buy, count(close crossed above Bottom Linear Regression Line(45,1.0,1),1)}
set {sell, count(close crossed above Top Linear Regression Line(45,1.0,1),1)}

Show stocks where close is between 3 and 20
and Average Volume(30) is > 500000
and 30 day slope of close is > 0.01
and Top Linear Regression Line(45,1.0) is > Top Linear Regression Line(45,1.0,1)

draw high 52 week high on plot price
draw Center Linear Regression Line(45,1.0)
draw Center Linear Regression Line(45,1.0,1)
draw buy
draw sell
draw LRS(20)
do not draw 45 day slope of close

add column Average Day Range(5) {adr5}
add column separator
add column high 10 day high {10dh}
add column buy
add column sell
add column separator
add column industry
add column sector
]




General Discussion · Does anyone have a time machine I can borrow?
JoeyVinyl
msg #150959
2/27/2020 7:45:52 PM

I'm paper trading a filter using standard deviation along with linear regression channels. I just looked at the filter and saw AHPI. It opened this morning (2/27/20) at 5.87, its low was 5.05, its high was 17.95, and it closed at 15.52. According to the chart that's a 321.74% gain. I wish I knew how to predict jumps like that, but until I do I'll settle for a time machine so I can go back to this morning and get in on that.

Stock Picks and Trading · Discussions for Ed S nibor100 Exploring VE's Profitable Short-Sell Filter
JoeyVinyl
msg #150958
2/27/2020 7:32:37 PM

@nibor100

I'm with Cheese here. I spent some time trying to see if I could make it a long filter too, but haven't had enough time (and probably don't have enough knowledge) to really delve into it. I'm looking forward to following your efforts and wish you luck!

General Discussion · Need help to show fewer buy signals
JoeyVinyl
msg #150897
2/24/2020 4:31:33 PM

@karennma

There's a lot about writing filters here that I still don't know, so I'm not sure how that would be done. I tried just taking out the buy signals but that won't give you the ETF charts. I have "market is OTCBB" and "market is not ETF" as my global filter; you won't see them in any filters I post here so if you click on either filter here it will show you ETF's. Like I said in my OP, this isn't even the full filter. It's just the parts to get the signals with the "close > 3" to get it working as a filter. I do that so that people can easily add whatever indicators they like, or filter phrases. You're welcome to take it and build on it if you want.

Cheese and Xarlor have been the most helpful to me with filter coding. Perhaps one of them could help.

General Discussion · Need help to show fewer buy signals
JoeyVinyl
msg #150886
2/24/2020 7:18:56 AM

@xarlor

Awesome! I knew I had to make two different buy and sell set statements and combine them somehow, but I couldn't figure out what the second one should be. Thank you!

Filter Exchange · 4 EMA Cross
JoeyVinyl
msg #150885
2/24/2020 7:13:31 AM

@arenas

You're welcome. I hope it helps and good luck!

General Discussion · Need help to show fewer buy signals
JoeyVinyl
msg #150878
2/23/2020 5:01:06 PM

In testing out different ideas, I created a filter to show a buy signal when the Linear Regression Slope number was higher than it was two days ago, and a sell signal when it had been dropping for two days. I'm not concerned with it being above or below zero. I just want to know when it starts going up or down.

I haven't paper traded it yet so I don't know if it's a profitable filter, but it does exactly what I asked it to do. The problem is that I get too many buy and sell signals below the chart. I'd like to see just one for the first time the condition is met, not one for every day. If this were a spreadsheet I'd just make an IF-THEN statement, but SF doesn't use those. I don't actually need fewer signals. The full filter only gave me 26 hits today and it's easy enough to just look at the charts, but I think the charts would be more aesthetically pleasing if they were less cluttered. This is more of an "if you have the time and want to play with this" kind of request than an "I desperately need help to make this work!" request.

Here is just the snippet of code I'm using to create the signals, not the entire filter. To recap, I'd like to see a signal on only the first time the LRS moved up or down two days in a row.

Fetcher[set {buy, count(linear regression(20) slope > linear regression(20) slope 2 days ago,1)}
set {sell, count(linear regression(20) slope < linear regression(20) slope 2 days ago,1)}

Show stocks where close is between 3 and 20
draw buy
draw sell
draw linear regression(20) slope
add column separator
add column buy
add column sell
]




General Discussion · MACD makes turn up
JoeyVinyl
msg #150875
2/23/2020 10:42:30 AM

@rbickerstaff

It would help if you would post your question in only one forum.
https://stockfetcher.com/forums/Stock-Picks/MACD-MAKES-TURN-UP/150867


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