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General Discussion · SF Sources of Filter Coding Info POP QUIZ
bushynose
msg #157203
7/9/2021 8:02:49 AM

https://www.stockfetcher.com/forums/Filter-Exchange/Sharpe-Allocation-Filter-11-ETS-Want-to-Add-Two-More/134280/-1/134301

Kevin_in_GA, msg #134301

SF added the Sharpe and Sortino ratio functions a while back

Fetcher[
market is S&P 500
add column Sharpe Ratio(63) {sharpe ratio}
add column Sortino Ratio(63) {sortino ratio}
sort on column 5 descending
]





General Discussion · highest daily CLOSE over a period
bushynose
msg #156852
5/26/2021 10:27:18 AM

Fetcher[
close is above high 1 day ago
set{var1, count(close is above high 1 day ago, 1)}
draw var1
close reached 3 weeks high
set{var2, count(close reached 3 weeks high, 1)}
draw var2
]



General Discussion · Close above a moving average
bushynose
msg #156573
modified
4/12/2021 2:29:16 PM

Fetcher[
set{x1, MA(8) * 1.1}
do not draw x1
close crossed above x1
set{x2, count(close greater than x1, 1)}
draw x2
draw MA(8)
]



Filter Exchange · Help transitioning from TC2000
bushynose
msg #156445
4/8/2021 2:35:20 PM

my scanner is not perfect, it was just done in a hurry. if I have time, I'll check it out

Filter Exchange · Alvarez - RSI2 Initial Pullback Strategy
bushynose
msg #156442
4/8/2021 2:24:17 PM

https://alvarezquanttrading.com/blog/rsi2-strategy-double-returns-with-a-simple-rule-change/

(How to add clickable http link?)

Fetcher[
/*
Set up Rules
Stock is member of the Russell 3000 index
The as traded price is greater than $1
The 21 day moving average of close*volume greater than $500K
Close is greater than the 100 day moving average
RSI2 is less than 10
Entry Rules
If we have a set up, then enter a limit order for the next day at 5% below the close. Order good for
one day only.
Only place enough orders so if they are all filled you are not in more than 10 positions
If have multiple set ups, then rank from high to low by the 100 day historical volatility.
We enter on additional intraday weakness.
Exit Rules
RSI is greater than 50 or after 10 trading days
Exit on next open
*/

apply to sharedlist(russell-3000)
close is above 1
Average Volume(21) is above 500000
close is above MA(100)
RSI(2) crossed below 10
set{var1, close 1 day ago * 0.95}
draw var1 on plot close
set{var2, count(open is above var1, 1)}
draw var2
add column Historical Volatility(100,1)
sort column 5 ascending
]



Filter Exchange · ROC FIlter help
bushynose
msg #156413
4/6/2021 5:13:30 PM

Fetcher[
/* ( (2 * C * 100 / C5) + (2 * C * 100 / C25) + ( C * 100 / C40) ) / 5 */

/* (2 * C * 100 / C5) */
set{var1, 2 * close}
set{var2, var1 * 100}
set{var3, close 5 days ago}
set{var4, var2 / var3}

/* (2 * C * 100 / C25) */
set{var5, 2 * close}
set{var6, var5 * 100}
set{var7, close 25 days ago}
set{var8, var6 / var7}

/* (C * 100 / C40) */
set{var9, close * 100}
set{var10, close 40 days ago}
set{var11, var9 / var10}

/* SUM/5 */
set{var12, var4 + var8}
set{var13, var12 + var11}
set{var14, var13 / 5}
]



Filter Exchange · Help transitioning from TC2000
bushynose
msg #156408
modified
4/6/2021 10:06:34 AM

Fetcher[
/* MAXC45.1 < 1.1*AVGC45.1 */
set{MAXC45.1, close 45 days high}
set{1AVGC45.1, 1.1 * ma(45)}
MAXC45.1 is below 1AVGC45.1

/* MINC45.1>.90*AVGC45.1 */
set{MINC45.1, close 45 days low}
set{2AVGC45.1, 0.90 * ma(45)}
MINC45.1 is above 2AVGC45.1

/* O>MAXC45.1 */
open is above MAXC45.1

/* O>MAXO45.1 */
/* ? should be MINC45.1? */
open is above MINC45.1

/* O <1.05*AVGC45.1 */
set{3AVGC45.1, 1.05 * ma(45)}
open is below 3AVGC45.1

/* C>O */
close is above open 1 day ago

/* C>5 */
close is above 5


/* 10* */

/* (46*(C1+O1)/2/AVGC45.1 */
set(C1O1, close 1 day ago + open 1 day ago)
set{46C1O1, C1O1 * 46}
set{46C1O12, 46C1O1 / 2}
set{46C1O12AVGC45.1, 46C1O12 / ma(45)}

/* 41*(C6+O6)/2/AVGC45.1 */
set(C6O6, close 6 day ago + open 6 day ago)
set{41C6O6, C6O6 * 41}
set{41C6O62, 41C6O6 / 2}
set{41C6O62AVGC45.1, 41C6O62 / ma(45)}

/* 36*(C11+O11)/2/AVGC45.1 */
set(C11O11, close 11 day ago + open 11 day ago)
set{36C11O11, C11O11 * 36}
set{36C11O112, 36C11O11 / 2}
set{36C11O112AVGC45.1, 36C11O112 / ma(45)}

/* 26*(C21+O21)/2/AVGC45.1 */
set(C21O21, close 21 day ago + open 21 day ago)
set{26C21O21, C21O21 * 26}
set{26C21O212, 36C21O21 / 2}
set{26C21O212AVGC45.1, 26C21O212 / ma(45)}

/* 21*(C26+O26)/2/AVGC45.1 */
set(C26O26, close 26 day ago + open 26 day ago)
set{21C26O26, C26O26 * 21}
set{21C26O262, 21C26O26 / 2}
set{21C26O262AVGC45.1, 21C26O262 / ma(45)}

/* 16*(C31+O31)/2/AVGC45.1 */
set(C31O31, close 31 day ago + open 31 day ago)
set{16C31O31, C31O31 * 16}
set{16C31O312, 16C31O31 / 2}
set{16C31O312AVGC45.1, 16C31O312 / ma(45)}

/* 11*(C36+O36)/2/AVGC45.1 */
set(C36O36, close 36 day ago + open 36 day ago)
set{11C36O36, C36O36 * 11}
set{11C36O362, 11C36O36 / 2}
set{11C36O362AVGC45.1, 11C36O362 / ma(45)}

/* 6*(C41+O41)/2/AVGC45.1 */
set(C6O6, close 41 day ago + open 41 day ago)
set{6C6O6, C6O6 * 6}
set{6C6O62, 6C6O6 / 2}
set{6C6O62AVGC45.1, 6C6O62 / ma(45)}

/* (C46+O46)/2/AVGC45.1 ) */
set(C46O46, close 46 day ago + open 46 day ago)
set{ C46O462, C46O46 / 2}
set{ C46O462AVGC45.1, C46O462 / ma(45)}

/* 235* */
/* (C1+O1)/2/AVGC45.1 */
set{F1G1, close 1 day ago + open 1 day ago}
set{F1G12, F1G1 / 2}
set{F1G1245, F1G12 / ma(45)}

/* (C6+O6)/2/AVGC45.1 */
set{F6G6, close 6 day ago + open 6 day ago}
set{F6G62, F6G6 / 2}
set{F6G6245, F6G62 / ma(45)}

/* (C11+O11)/2/AVGC45.1 */
set{F11G11, close 11 day ago + open 11 day ago}
set{F11G112, F11G11 / 2}
set{F11G11245, F11G112 / ma(45)}

/* (C16+O16)/2/AVGC45.1 */
set{F16G16, close 16 day ago + open 16 day ago}
set{F16G162, F16G16 / 2}
set{F16G16245, F16G162 / ma(45)}

/* (C21+O21)/2/AVGC45.1 */
set{F21G21, close 21 day ago + open 21 day ago}
set{F21G212, F21G21 / 2}
set{F21G21245, F21G212 / ma(45)}

/* (C26+O26)/2/AVGC45.1 */
set{F26G26, close 26 day ago + open 26 day ago}
set{F26G262, F26G26 / 2}
set{F26G26245, F26G262 / ma(45)}

/* (C31+O31)/2/AVGC45.1 */
set{F31G31, close 31 day ago + open 31 day ago}
set{F31G312, F31G31 / 2}
set{F31G31245, F31G312 / ma(45)}

/* (C36+O36)/2/AVGC45.1 */
set{F36G36, close 36 day ago + open 36 day ago}
set{F36G362, F36G36 / 2}
set{F36G36245, F36G362 / ma(45)}

/* (C41+O41)/2/AVGC45.1 */
set{F41G41, close 41 day ago + open 41 day ago}
set{F41G412, F41G41 / 2}
set{F41G41245, F41G412 / ma(45)}

/* (C46+O46)/2/AVGC45.1 ) */
set{F46G46, close 46 day ago + open 46 day ago}
set{F46G462, F46G46 / 2}
set{F46G46245, F46G462 / ma(45)}

/* SUM1 */
set{x1, 46C1O12AVGC45.1 + 41C6O62AVGC45.1}
set{x2, x1 + 36C11O112AVGC45.1}
set{x3, x2 + 26C21O212AVGC45.1}
set{x4, x3 + 21C26O262AVGC45.1}
set{x5, x4 + 16C31O312AVGC45.1}
set{x6, x5 + 11C31O312AVGC45.1}
set{x7, x6 + 6C31O312AVGC45.1}
set{x8, x7 + C46O462AVGC45.1}
set{10x9, x9 * 10}

/* SUM2 */
set{y1, F1G1245 + F6G6245}
set{y2, y1 + F11G11245}
set{y3, y2 + F16G16245}
set{y4, y3 + F21G21245}
set{y5, y4 + F26G26245}
set{y6, y5 + F31G31245}
set{y7, y6 + F36G36245}
set{y8, y7 + F41G41245}
set{y9, y8 + F46G46245}
set{235y10, y9 * 235}

/* (10*(7585)-55225)) */
set{10758555225, 20265}

/* /1 */
set{var1, 10x9 / 235y10}

/* /2 */
set{var2, var1 / 10758555225}

/* ABS */
set{var3, ABS(var2)}

/* ABS <.001 */
var3 is below 0.001

/* AVGV60>150000 */
Average Volume(60) is above 150000
]



Filter Exchange · RSI2/Qstick Filter by Lapre506
bushynose
msg #156398
modified
4/5/2021 1:42:35 PM

Fetcher[
draw rsi(2) line at 50
draw rsi(2) line at 20
]



Filter Exchange · Upcoming golden cross
bushynose
msg #155989
3/1/2021 10:24:43 AM

Fetcher[
ema(13) crossed above ema(21)
market is not OTCBB
market is not etf
volume is above 500000
price is between 2 and 25
set{SPYtest13, count(ind(SPY,close) is above ind(SPY,EMA(13)),1) }
draw SPYtest13
set{SPYtest21, count(ind(SPY,close) is above ind(SPY,EMA(21)),1) }
draw SPYtest21
set{SPYtest1321, count(ind(SPY,EMA(13)) is above ind(SPY,EMA(21)),1) }
draw SPYtest1321
draw ind(SPY,close)
]



Filter Exchange · Upcoming golden cross
bushynose
msg #155982
2/28/2021 3:01:37 PM

[url=https://www.stockfetcher.com/sfforums/?mid=149683[/url]

[url=https://www.stockfetcher.com/sfforums/?mid=144998[/url]

[url=http://etfhq.com/blog/2013/01/15/golden-cross-which-is-the-best/#Top[/url]

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