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Filter Exchange · "The Super Passband Filter" by John Ehlers
graftonian
msg #129754
7/12/2016 8:59:36 AM

I have been attempting to make a little progress with the math on excel, but cannot make the formula work. Too many parentheses, or not enough. If anyone could rewrite this, maybe t'would work.

PB = (a1 - a2) * Close + (a2*(1 - a1) - a1 * (1 - a2))
* Close[1] + ((1 - a1) + (1 - a2))*PB[1] - (1 - a1)
* (1 - a2)*PB[2]

Filter Exchange · 1 month low filter
graftonian
msg #147732
5/8/2019 9:07:37 PM

Kosvet, to see if I understand this, Thurs morning stocks of interest could be MCO, IT, DFS, among others.
Graf

Filter Exchange · 1 month low filter
graftonian
msg #147746
5/9/2019 11:00:06 AM

Fetcher[
/*kosvet filter*/
Show stocks where high reached a new 1 year high within the last 2 weeks
set{dayssincehigh, days(high reached a new 1 year high, 10)}
add column dayssincehigh
sort on column 5 ascending

and cma(high,6) has been decreasing for the last 2 days
set{cmahi, count(cma(high,6) < cma(high,6) 1 day ago, 2)}
draw cmahi

and cma(low,2) was lower 1 day ago
set{cmalo, count(cma(low, 2) < cma(low, 2) 1 day ago, 1)}
draw cmalo

and close has been above ma(50) for the last 10 days
set{clsabvma50, count(close > ma(50), 10)}
draw clsabvma50

and Average Volume(90) is above 500000
and price is between 10 and 500
and draw ma(10)
and draw ma(20)
and draw ma(50)

and stock is optionable
]



Filter Exchange · 1 month low filter
graftonian
msg #147753
modified
5/9/2019 5:25:14 PM

robert, I just cannot help myself when it comes to tinkering. If you don't want me mucking up your thread, I could post elsewhere.
Graf

Fetcher[
/*kosvet filter mods*/
/**/chart-time is 2 years
Show stocks where high reached a new 1 year high within the last 2 weeks
set{dayssince1yrhi, days(high reached a new 1 year high, 10)}
add column dayssince1yrhi

and cma(high,6) has been decreasing for the last 2 days
set{cmahi6, count(cma(high,6) < cma(high,6) 1 day ago, 2)}
draw cmahi6

and cma(low,2) was lower 1 day ago
set{cmalo2, count(cma(low, 2) < cma(low, 2) 1 day ago, 1)}
draw cmalo2

and close has been above ma(50) for the last 10 days
set{clsabvma50, count(close > ma(50), 10)}
draw clsabvma50

and Average Volume(90) is above 500000
and price is between 10 and 500
and draw ma(10)
and draw ma(20)
and draw ma(50)

and stock is optionable
/* We could add up the previous conditions for a buy into a single go/no-go filter that could be visually back checked using the 'historical" button */

/*condition 1: 6 days since 1 year high */
set{cond1, count(dayssince1yrhi equals 6, 1)}
/* condition 2: cmahi6 has been decreasing for the last 2 days */
set{cond2, count(cmahi6 equals 2, 1)}
/* condition 3: cmalo2 less than cmalo2 1 day ago */
set{cond3, count(cmalo2 equals 1, 1)}
/* condition 4: close has been above ma(50) for the last 10 days */
set{cond4, count(clsabvma50 equals 10, 1)}
/* and lastly, SFs work around "and" statement */
set{bingo1, cond1 * cond2}
set{bingo2, bingo1 * cond3}
set{bingo, bingo2 * cond4}
draw bingo
bingo > 0
]



Filter Exchange · 1 month low filter
graftonian
msg #147761
5/10/2019 10:42:06 AM

robert, try adding the following to your filter:

add column corr(^spx,200,close)
draw corr(^SPX,200,Close)

It appears that a strong correlation to the market has an effect on candidates, even to the point of turning the filter into a "put/call" indicator. Your filter certainly finds the inflection points, now to determine the direction of the run.
Graf


Filter Exchange · 1 month low filter
graftonian
msg #147769
5/10/2019 4:11:56 PM

Robert, This AM opened a 39/40 diagonal call in GLPI for .70, and closed at the bell for .90. Not bad considering the wide bid/ask spreads. Thanks for the tip :-)

General Discussion · 1 Standard Deviation points away from simple moving average
graftonian
msg #142952
3/28/2018 2:51:37 PM

Fetcher[
symlist(qqq,iwm,spy,xlf,gld,tlt,dia,xlu,xlv,xle,uso,oil,ung,robo,pxlg,voo,iusg,vym,slv)
set{volatility, weekly atr(5)}
set{base, close}
set{putstrikeprice, base - volatility}
set{callstrikeprice, base + volatility}
/****bollinger bands*******/
draw Upper Bollinger Band(20,2)
draw Upper Bollinger Band(20,1)

add column weekly close {weekly close}
add column volatility
add column putstrikeprice {Target put strike price for selling puts}
add column callstrikeprice {Target call strike price for selling calls}
add column R1
add column R2
add column S1
add column S2
add column RSI(15)

draw price line at putstrikeprice
draw price line at callstrikeprice
draw Linear Regression(45,1.0)

]



Filter Exchange · 15x30, psar, abv 200ma, et al
graftonian
msg #154931
12/13/2020 4:20:51 PM

Fetcher[
/**** 15x30, psar, volume, and abv ma200 *****/
chart-time is 12 months
not otcbb
average volume(30) > 1234567
close > .50
draw Parabolic SAR(0.02,0.2)
/** The Filter **/
ema(15) crossed above ema(30)
close > MA(200)
close 1 day ago > Parabolic SAR(0.02,0.2) /*general health*/
close < close 1 day ago * 1.10 /*avoid gap-up*/
volume 1 day ago > Average Volume(30) * 1.15 /*above average interest*/
flag equals 1
/**** bells & whisstles ***/
set{buyline, close}
draw price line at buyline
set{Flag, count(ema(15) crossed above ema(30), 1)}
draw Flag
]



General Discussion · 3 Black Crows Then Bullish
graftonian
msg #139120
11/6/2017 2:41:27 PM

Snap, here is a quick and dirty 3 black crows
Fetcher[
chart-time is 4 days
close > .10
set{long_candle, .99}
/***day 1****/
close 3 days ago < open 3 days ago
set{candle_top3, open 3 days ago}
set{candle_bottom3, candle_top3 * long_candle}
close 3 days ago < candle_bottom3
/****day 2***/
close 2 days ago < open 2 days ago
set{candle_top2, open 2 days ago}
set{candle_bottom2, candle_top2 * long_candle}
close 2 days ago < candle_bottom2
open 2 days ago > close 3 days ago
open 2 days ago < open 3 days ago
close 2 days ago < close 3 days ago
/*****day 3****/
close 1 day ago < open 2 days ago
set{candle_top1, open 1 days ago}
set{candle_bottom1, candle_top1 * long_candle}
close 1 days ago < candle_bottom1
open 1 days ago > close 2 days ago
open 1 days ago < open 2 days ago
close 1 days ago < close 2 days ago
/***day 4***/
pattern is Bullish Harami

/*********/
do not draw candle_bottom3
do not draw candle_bottom2
do not draw candle_bottom1
]



Filter Exchange · 3x ETF MACD Filter
graftonian
msg #137010
7/24/2017 8:08:20 PM

DG,
Just another attempt at findig the bottom.
Fetcher[
/*WILLIAMS 3X ETF FILTER*/
SYMLIST(DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLV, GUSH, DRIP, upro, spxu, tqqq, sqqq, nugt, dust, jnug, jdst, dgaz, ugaz, YINN, UDOW, TNA, TECL, SPXL, SOXL, RUSL, LABU, FAS, EDC, EURL, URTY, CURE,bnd,jnk,sjnk,pff,pgx,lqd, USLV, DSLV, LABU)

ADD COLUMN Williams %R(30)
SORT ON COLUMN 5 ASCENDING
DRAW Williams %R(30)
Williams %R(30) CROSSED ABOVE -80
SET{X, COUNT(Williams %R(30) CROSSED ABOVE -80, 1)}
DRAW X
ADD COLUMN SEPARATOR
ADD COLUMN Williams %R(30) 1 DAY AGO
ADD COLUMN Williams %R(30) 2 DAYS AGO
ADD COLUMN Williams %R(30) 3 DAYS AGO
ADD COLUMN Williams %R(30) 4 DAYS AGO
SET{Y, COUNT(Williams %R(30) BELOW -80, 1)}
DRAW Y
CHART-TIME IS 1 YEAR
]



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