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Filter Exchange · NEW PRICE/VOLUME FILTER
chetron
msg #51203
4/18/2007 6:11:15 PM

what this can do, is that it can show you above average volume just before the monster volume day, instead of waiting to get in after the monster volume day.

Filter Exchange · NEW PRICE/VOLUME FILTER
chetron
msg #51193
modified
4/18/2007 1:22:20 PM

THIS IS MY P/V FILTER. I HAVE TROUBLE MAKING GOOD USE OF THE REGULAR VOLUME INDICATORS, SO I CAME UP WITH ONE OF MY OWN. I LIKE THE STOCHASTIC INDICATOR FOR PRICE SO I USE THE SAME FORMULA ON VOLUME AND NOW I GET IT. I CAN SEE THE RELATIONSHIP CLEARER NOW. IF ANYONE HAS SOME INPUT ON IMPROVING THIS, LET ME KNOW PLEASE.

Fetcher[

/* TACHIKAWA */
/* P/V FILTER */
set{var21, volume 5 day high}
set{var22, volume 5 day low}
set{var23, volume-var22}
set{var24, var21-var22}
set{var25, var23/var24}
set{VOLK, var25*100}
set{VOLD, cma(VOLK,5)}

set{var1, high 5 day high}
set{lo5, low 5 day low}
set{var3, close-lo5}
set{var4, var1-lo5}
set{var5, var3/var4}
set{PRICEK, var5*100}
set{PRICED, cma(PRICEK,5)}

draw PRICED on plot VOLD

add column PRICED
add column VOLD

VOLD ABOVE 50 AND PRICED BELOW 50 AND PRICED ABOVE PRICED 1 DAY AGO
]



General Discussion · What it takes to be great
chetron
msg #47782
11/3/2006 5:06:05 PM

there's always one. lol.


Filter Exchange · FADING THE GAP STATISTICS FILTER
chetron
msg #46511
modified
8/21/2006 2:28:41 PM

/* tachikawa */


just something i noticed with this is that, when i sort on the 20 week high absgap descending, the .7 and higher values were signifiantly more successful than the lesser during the backtesting i did. is this worth noticing?

try this.....

Fetcher[


/* GAP DOWN STREAK COUNTER */
/* gap fill statistics SHORT close, COVER open*/
/* chetronisms */
/* IS 4 A LUCKY NUMBER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 1)}
set{gapdn100f, count(gapdnfilled > 0, 1)}

set{gapfilled, gapup100f + gapdn100f}

set{GapDnStr,days(xgapdn equal 0, 100)}


add column GapDnStr
add column Xgapped
add column gappeddn100
DRAW GapDnStr
/* SELECTION CRITERIA */

gappeddn100 above 64
CLOSE ABOVE .40
AVERAGE VOLUME(30) ABOVE 300000

/* profit checker - short only */

set{ ShortProfit, open - low }
set{Short10, count(Shortprofit above .10, 100) }
set{Short50, count(Shortprofit above .50, 100) }
set{LoseSh, Short10 - Short50}

add column LoseSh
add column ShortProfit
add column Short10
add column Short50

and add column cma(Shortprofit, 100)


/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING

]



AND OF COURSE....

Fetcher[


/* PROFESSIONAL SHORT GAP statistics */
/* WITH CHETRONISMS */

SET{VAR1,LOW 1 DAY AGO}
set{Xgapped, VAR1 - open}
set{Xgapup, count(Xgapped < 0, 1)}
set{Xgapdn, count(Xgapped > 0, 1)}

set{absgap, abs(Xgapped)}

set{RED1, count(close BELOW open, 1) * XgapDN }
set{RED, count( RED1 > 0 , 100) }

set{fake1, count(LOW equal open, 1) * XgapDN }
set{fake, count( fake1 > 0 , 100) }

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}



set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapDN100f, count(gapDNfilled > 0, 100)}



set{gapfilled, gapDN100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedDN100
and add column RED
and add column fake

/* SELECTION CRITERIA */


CLOSE ABOVE .40
average volume(30) above 300000

/* SORT CRITERIA */

SORT COLUMN 6 DESCENDING

]



CAN HE DO IT.....

Fetcher[




/* GAP DOWN STREAK COUNTER */
/* gap fill statistics SHORT close, COVER open*/
/* chetronisms */
/* IS 4 A LUCKY NUMBER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 1)}
set{gapdn100f, count(gapdnfilled > 0, 1)}

set{gapfilled, gapup100f + gapdn100f}

set{GapDnStr,days(xgapdn equal 0, 100)}



/* PROFESSIONAL SHORT GAP statistics */
/* WITH CHETRONISMS */

SET{VAR1,LOW 1 DAY AGO}
set{XPgapped, VAR1 - open}
set{XPgapup, count(XPgapped < 0, 1)}
set{XPgapdn, count(XPgapped > 0, 1)}

set{Pabsgap, abs(XPgapped)}

set{RED1, count(close BELOW open, 1) * XPgapDN }
set{RED, count( RED1 > 0 , 100) }

set{fake1, count(LOW equal open, 1) * XPgapDN }
set{fake, count( fake1 > 0 , 100) }

set{Pgappedup100, count(XPgapup > 0, 100)}
set{Pgappeddn100, count(XPgapdn > 0, 100)}

set{Pcl1lo, close 1 day ago - low}
set{Phicl1, high - close 1 day ago }

set{Pfillup, count(Pcl1lo > 0, 1)}
set{Pfilldn, count(Phicl1 > 0, 1)}

set{Pgapupfilled, XPgapup * Pfillup }
set{Pgapdnfilled, XPgapdn * Pfilldn }

set{PgapDN100f, count(PgapDNfilled > 0, 100)}

set{Pgapfilled, PgapDN100f}

/* DRAW PLOTS */

DRAW FAKE
DRAW PGAPPEDDN100
DRAW RED ON PLOT GapDnStr
DRAW XPGAPPED ON PLOT XPGAPPED

/* DISPLAY COLUMNS */

and add column PgappedDN100
and add column RED
and add column fake

add column GapDnStr
add column Xgapped
add column gappeddn100
/* SELECTION CRITERIA */

gappeddn100 above 64
CLOSE ABOVE .40
AVERAGE VOLUME(30) ABOVE 300000

/* profit checker - short only */

set{ ShortProfit, open - low }
set{Short10, count(Shortprofit above .10, 100) }
set{Short50, count(Shortprofit above .50, 100) }
set{LoseSh, Short10 - Short50}

add column LoseSh
add column ShortProfit
add column Short10
add column Short50

and add column cma(Shortprofit, 100)

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING


]



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