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Filter Exchange · Predictive Ability of Sharp Angles on +di and -di
acfncp3
msg #69822
12/12/2008 3:20:16 PM

I'm not sure this can be coded. I asked this question before and there was a good discussion but unfortunately no code. I like looking at the dmi quite a bit. And intraday it's very predictive. Please look at todays, 12/12/08 IBM 30 minute chart. Observe those very sharp angles on the -di line down and the sharp angle on the +di line moving upward before a cross. That was a great signal that Ibm was headed up. I played it all day. I know that SF can't do this yet intraday but these angles happen on daily charts as well. Is there anyway to get SF to search for these.

I usually have to go through the stocks that TRO Slow Cooker and Run Forest Run searches, (two of my favorites), and manually look for this pattern.

As always I'm always impressed with the coding ability of this group. Thanks again in advance for any attempt.

Topend



Filter Exchange · ma's sloping up or down at a 45 degree angle?
acfncp3
msg #69535
12/3/2008 7:54:38 PM

Can someone write the code that looks for this 45 degree angle just when it was beginning to start. Sure would like to have had this at the start of this bear market. So the statement would say happened within the last 5 days this X moving average went into a 45 degree angle either up or down.... is this possible?

Filter Exchange · Any way to filter for +DI and -DI creating sharp peaks and valleys indicating reversal
acfncp3
msg #65217
7/19/2008 5:54:30 AM

Thanks for looking at this.

These signals happen on all stocks let's look at AA for example.
I'll usually do a search for stocks that cross the MA(30) I'll then have to eye ball that the +DI(14) cross the -DI(14) with some nice separation. AA on 5/2 is a good example. By 5/6 you can tell that there is nice increases and decreases of the lines. I was wondering if SF could filter for these.

As far as reversal patterns look at two dates.5/19 - 5/20. Whenever there is a sharp reversal on the DI lines forming sharp peaks and valleys it seems to signal a reversal. The same happens with simultaneous peaks on 6/10 - 6/11. Is there any way to program SF to look for these?


Thanks again.

Filter Exchange · Any way to filter for +DI and -DI creating sharp peaks and valleys indicating reversal
acfncp3
msg #65201
7/18/2008 8:55:00 PM

I have two question regarding the DI indicators.

I have had some success with DI crossovers especially when combined with crossing the MA(30). Is there a way to filter for a sharp increase and decrease of these two lines at the crossover? Each line would be look like a 45 degree slope.

I've noticed that when the +DI and -DI are at extremes... say above 30 and below 15 that a reversal can be anticipated if they both reverse sharply. In fact the two lines will have sharp pts .. this is especially true if they happen at the same time. Is there a way to filter for this. I was thinking for an uptrend reversal you could say +DI increases by 5 pts and -DI decreases by 5 pts. Not sure if SF allows you to do this or not.

Thanks

Filter Exchange · Can you filter out stocks whose options have atrocious bid ask spreads
acfncp3
msg #64993
7/14/2008 4:13:08 PM

The more I read the forum the more impressed I get. I have a simple question. I trade mostly options and a lot of my filters have listed stocks with huge bid / ask spreads in them. This is an anathema to options traders. Is there code that would help to weed out those types of stocks in my results.

Thanks

Filter Exchange · Bull Flag and Bear Flag
acfncp3
msg #64434
6/28/2008 10:28:45 AM

Does anyone have a good bull flag or bear flag filter that would key off a moving average. What I mean is a stock say in a downtrend that pulls back to say the 30 day MA and then bounces down from it. The entry would be a conditional as it bounced off the MA.. The nice thing would be that if it didn't bounce: no harm no foul. I tried to write one for a bull flag using the pattern recognition feature of SF. For the bull flag I used a diagram of higher highs and higher lows and the last part of the diagram was the stock making a higher low.. I then used the adx and +dmi to make sure it was in an uptrend. I can't seem to get this to work well for a bear flag though. Does anyone have something better. I'd be glad to share what I came up with. How do you transfer one of your saved filters to the forum exchange. Last time I did a simple copy paste but this time I have the diagram at the top of the filter. Once again this filter is probably much more simplistic then what others here will be able to create. Thanks.

Filter Exchange · BackTesting
acfncp3
msg #64278
6/24/2008 10:58:05 AM

again I'm new ... how do you make the post clickable... that was cool...

Over time I have taken a lot of ideas and built SF screens out of them ... BB squeeze, DMI crossovers, rising three candles.... so I've accumulated quite a few filters.... I just discovered the back test so I have been using it to weed out all these filters I have .... to at least show a positive %roi... so I'm not trying to create a black box....

So is the BT any good to evaluate some of the recent filters that some of the experts here have posted that look so good and which I could never write ...

Filter Exchange · BackTesting
acfncp3
msg #64180
6/22/2008 6:02:36 PM


Show stocks where MACD fast line(12,26) is above 0
Show stocks where MACD slow line(12,26) is above 0
and Average Volume(90) is above 500000
and close is between 30 and 250
stocks are optionable
rsi above 50
stock touched MA(30)
Show stocks where Williams %R (14) has been increasing over the last 2 days
+DI(14) above -DI(14)

The above filter is just so simple compared to some of the filters I've seen in the forum. I'm almost embarrassed to show it. It does return a %ROI of 14.88 percent though. I like using the MA(30) to confirm a bullish entry and then adjust to a option spread if it goes below the MA(30) to keep loses to the minimum.

When I run some of the other filters on backtesting I'm getting some weird numbers like -110 -120 %ROI. Is this a shortcoming of the SF backtesting tool. Can some share filters that have double or even triple %ROI returns.

Filter Exchange · BackTesting
acfncp3
msg #64176
6/22/2008 4:36:08 PM

I have been running some of the forums filters against the backtest feature. I always seem to get a %ROI return of -110 percent or so. Am I missing something . My best backtest on some very simple filters, ( cross above rsi 50, DMI cross yields a ROI of about 18 percent or so. Am I missing something on the definition of ROI. Does someone have a filter that they have backtested that has in their opinion an outstanding %ROI. By the way long time SF user .... first time posting.

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