StockFetcher Forums · View by Author: (325 messages)  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 33 >> 
General Discussion ·  Double MA Histogram
msg #34811
1/8/2005 5:49:49 PM

I am attempting (if possible) to construct a filter that takes a
SMA(50) of the bars mid point dayrange (H-L)/2 and subtract this from a SMA(20) of the bars midpoint dayrange (H-L)/2 and plots the results preferably as a Histogram.

Fetcher[show stocks where cross above 0 ]

Filter Exchange ·  Help with syntax
msg #55580
10/8/2007 2:33:10 PM

where EMA(34) - EMA(13) / close > 5%
MA(50) + .15cents - EMA(13) / close > 10%


General Discussion · "and" in count function
msg #83367
11/23/2009 10:00:34 AM

Mike.. you might find this golden-oldie from 2003 helpful,


Filter Exchange · "Negative" Percent Down only.
msg #81805
10/26/2009 10:43:59 PM

Show "Negative" Percent Down only.

It must be simple but I can't get my head around it tonight so any help is much appreciated.
thanks MM

Fetcher[set{voldrop, average volume(3) - average volume(20)}
set{C1A,voldrop /average volume(20)}
set{C2A, C1A *100}
/* show negative numbers only */
and CA2 below 0
and add column C2A {3day_volChng}
/* sort down by largest negative vol drop */
and sort by column 5 desending
and Average Volume(45) > 300,000
and Average Volume(5) > 200,000
price above 1

Filter Exchange · "Negative" Percent Down only.
msg #81842
10/27/2009 12:11:11 PM

Yes it was that simple TYPO grrrr.... thanks chetron

Filter Exchange · "Negative" Percent Down only.
msg #81845
10/27/2009 12:57:11 PM

Fetcher[/* Volume Volatility DROP Percent */
set{volchng, average volume(3) - average volume(20)}
set{C1A,volchng /average volume(20)}
set{C2A, C1A *100}
and C2A below 0
and add column C2A {3day_volChng}
and add column separator
set{VSpike, count(volume > 50% above volume 1 day ago,1)}
set{WRB, count(open < 4 percent above high 1 day ago,1) * count(close > 10% above open,1)}
set{both, VSpike/WRB}
set{BigDay, days(both equals 1,10)}
and BigDay above 2
and add column BigDay
and add column separator
and do not draw BigDay
and add column average day range(20)
and add column separator

and price is between 0.49 and 49.99
and market is not OTCBB
and Average Volume(45) > 300,000
and Average Volume(5) > 200,000

Filter Exchange · "The Super Passband Filter" by John Ehlers
msg #129581
7/4/2016 10:11:47 AM

Any efforts to code the below from anyone in the SF Community would be much appreciated.
tks, mm
- - - -
From Stocks and Commodities Magazine July 2016. "The Super Passband Filter" by John Ehlers.

This PB oscillator seeks to PB out both high and low frequencies from market data to eliminate wiggles from the resultant signal thus significantly reducing lag. This PB indicator achieves this by using 2 differenced EMA's of varying periods. (40 and 60). Trigger points for the PB oscillator are added with a RMS cyclic envelope over the Signal line. Output of the PB waveform is calculated by summing its square over the last 50 bars and taking the square root of the averaged sum to create trigger levels.
Buy when PB crosses above its -RMS line. Short when PB crosses below the RMS line.

This EMA calculation is significantly more reactive than the standard EMA or Wilder's EMA.
Standard EMA formula found in most software is:
α = 2/(N+1) standard smoothing factor where "N" = the period.
Using N=40: α = 2/(N+1) = 0.04878, and (1 - α) = 0.95121

Ehler's Super PB Filter formula uses a smoothing factor of 5/N "period".
α = 5/N
Using N =40: α =5/N = 0.12500, and (1 - α) = 0.87500

Filter Exchange · "The Super Passband Filter" by John Ehlers
msg #129667
7/8/2016 9:23:29 AM

anyone? any thoughts at all?

Filter Exchange · "The Super Passband Filter" by John Ehlers
msg #129852
7/15/2016 5:15:37 PM

thank you )

General Discussion · 'counting lows' using OR
msg #47092
9/21/2006 9:58:05 AM

I must have an code error below as 0 returns, any help is appreciated.

set{C_today, count(close below day position(.10,1)}
set{C1day_ago, count(close 1 day ago below day position(.10,1)}
set{OR1, C_today + C1day_ago}
and do not draw OR1
show stocks where OR1 above 0
and add column C1day_ago and add column C_today

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