StockFetcher Forums · View by Author: tomm1111 (202 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 21 >> 
Filter Exchange · Random market profie filter
tomm1111
msg #144473
modified
8/22/2018 10:14:45 AM

johnpaulca,

Yes. "billy" is a blast from the past! As am I, its been a while since i've posted here. I hope all is well with you.

Filter Exchange · Random market profie filter
tomm1111
msg #144470
modified
8/21/2018 11:54:27 PM

Sorry Michael. I've been away. I can review what you have.

Filter Exchange · Random market profie filter
tomm1111
msg #143351
4/26/2018 1:58:12 AM

Here is a random market profile filter from my collection...it's been a few years so interpretation is open

Fetcher[
symlist(spy,qid,qld,uup,gld)

/*draw fibonacci up(165,10) */
/*draw fibonacci down(165,10)*/
/*draw bollinger bands(20,2)*/
add column separator
add column r2
add column r1
add column pp
add column s1
add column s2
add column separator


/* SPY Bollinger %B(20,2) */
set{spybb,bollinger %b(20,2)}
set{bbvMA10,CMA(spybb,10)}
set{bbvSD,cstddev(spybb,10)}
set{bbvSD10,1.5 * bbvSD}
set{bbvBOLU,bbvMA10 + bbvSD10}
set{bbvBOLD,bbvMA10 - bbvSD10}

draw spybb
draw bbvbold on plot spybb
draw bbvbolu on plot spybb
draw bbvma10 on plot spybb


/* Weekly Williams %R */
set{abc1, Day Position(1,5) - close}
set{abc2, Day Position(1,5) - Day Position(0,5)}
set{q5, abc1 / abc2}
set{weekly_billy,q5 * -100}

set{mabc1, Day Position(1,20) - close}
set{mabc2, Day Position(1,20) - Day Position(0,20)}
set{mq5, mabc1 / mabc2}
set{monthly_billy,mq5 * -100}


draw weekly_billy
draw monthly_billy on plot weekly_billy
draw williams %r(2) on plot weekly_billy

/* OBV */
set{p_obv,obv}
set{obvvMA10,CMA(p_obv,10)}
set{obvvSD,cstddev(p_obv,10)}
set{obvvSD10,1.5 * obvvSD}
set{obvvBOLU,obvvMA10 + obvvSD10}
set{obvvBOLD,obvvMA10 - obvvSD10}

draw p_obv
draw obvvbold on plot p_obv
draw obvvbolu on plot p_obv
draw obvvma10 on plot p_obv

/* ETF Opposites rsi(2) */
set{qid,ind(qid,rsi(2))}
set{qld,ind(qld,rsi(2))}

draw qid
draw qld on plot qid
]



Stock Picks and Trading · Spy filters
tomm1111
msg #143350
4/26/2018 1:52:39 AM

despite not able to analyze futures on SF, does anyone trade them?


General Discussion · Merry Christmas fellow SF members.
tomm1111
msg #133391
12/25/2016 12:49:45 AM

Merry Christmas and Happy New Year!

Filter Exchange · Help Buff Moving average or Volume Weighted MA
tomm1111
msg #117325
12/11/2013 12:28:19 AM

Here is a version I wrote a few years ago (for advanced subscription). I haven't conducted any backtesting on this filter. I've adjusted some of the parameters from the article in Futures magazine.

Fetcher[
set{var,vma(20) - ma(20)}
set{var1,vma(5) / ma(5)}
set{var2,cma(volume,5) / cma(volume,20)}
set{var3,var * var1}
set{vpci,var2 * var3}

draw vpci
draw cma(vpci,5) on plot vpci

add column vpci

show stocks where close above 1
and volume above 100000


set{spybb,vpci}
set{bbvMA10,CMA(spybb,25)}
set{bbvSD,cstddev(spybb,25)}
set{bbvSD10,1.5 * bbvSD}
set{bbvBOLU,bbvMA10 + bbvSD10}
set{bbvBOLD,bbvMA10 - bbvSD10}

draw spybb
draw bbvbold on plot spybb
draw bbvbolu on plot spybb
draw bbvma10 on plot spybb

/*and adx(7) is above 20
and spybb crossed above bbvbold

draw obv(8)*/

set{qvar,ema(26)}
set{qvar1,high 20 day low}
set{qvar2,low 20 day high}
set{qvar3,qvar - qvar1}
set{qvar4,qvar - qvar2}
set{qvar5,pow(qvar3,2)}
set{qvar6,pow(qvar4,2)}
set{topvar,qvar5 + qvar6}

set{mid1var,ema(26)/1000}

set{hat,ema(12) - ema(26)}
set{hat1,hat / ema(12)}
set{mid2var,hat1 * 100}

set{botvar,pow(close,2)}

set{calc,topvar / mid1var}
set{calc1,calc * mid2var}
set{sci,calc1/botvar}

/*draw sci*/
set{diff,sci - cema(sci,3)}

add column sci

set{qspybb,sci}
set{qbbvMA10,CMA(qspybb,9)}
set{qbbvSD,cstddev(qspybb,9)}
set{qbbvSD10,2 * qbbvSD}
set{qbbvBOLU,qbbvMA10 + qbbvSD10}
set{qbbvBOLD,qbbvMA10 - qbbvSD10}

set{mmm,qspybb - qbbvbold}
set{nnn,qbbvbolu - qbbvbold}
set{ccc,mmm/nnn}
set{qbbperc,ccc * 100}

draw qbbperc

add column qbbperc
]




Filter Exchange · DCCI modification of the CCI indicator
tomm1111
msg #115382
9/16/2013 5:19:57 AM

Is what you are looking for?

Fetcher[
symlist(vti,spy,dia,iwm,qqq)
set{5ema,cema(cci(20),5)}
add column cci(20)
add column 5ema
draw cci(20)
draw cci(20) line at 0
draw 5ema on plot cci(20)
]



Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)
tomm1111
msg #114751
modified
8/4/2013 11:10:47 PM

Kevin,

Thanks for the explanation. Your website answered the question I had.

tomm1111

Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)
tomm1111
msg #114749
modified
8/4/2013 10:16:10 PM

Kevin,

I've visited your systems on the collective2 web page. Impressive indeed. I have a question.

1. When you optimize this system, specifically what was the in-sample and out-of-sample data time frames used?

Iím potential subscriber and I'm trying to understand curve fit risk.

Thanks,
tomm1111

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
tomm1111
msg #114748
modified
8/4/2013 10:03:57 PM

wrong post - looking for pangolin z

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