StockFetcher Forums · Filter Exchange · ANGLE BETWEEN INDICATORS<< 1 2 3 4 >>Post Follow-up
snappyfrog
721 posts
msg #154261
- Ignore snappyfrog		 10/10/2020 12:24:06 PM

Of course I have to try it with my longer Stochastic (40,40,4) for swing trades of 5 days or longer.

Fetcher[

/*Original Code by GRAFTONIAN*/

/*Snappyfrog's adapted code for short term swing trades using the Stochastic %K(20,20,2)*/

/*Xarlor's adapted code and removing TTM Squeeze, making BB a visual indicator for those not on Advanced Subscription*/

/*Added Pchange > -2 and changed close to close > 5*/

/*Changed Stochastic (20,20,2) to the longer (40,40,4) for longer trades/*


/*ANGLE BETWEEN INDICATORS 10/7/2020*/
NOT OTCBB
CLOSE > 5
AVERAGE VOLUME(10) > 1000000
optionable
market is not otcbb
market is not etf
/*angle of MA slopes, or your choice of indicator 1 and 2*/
set{indicator1, Stochastic %K(40,40,4)}/*set here*/
set{indicator2, Stochastic %D(40,40,4)}/*and here*/
/*draw indicator1 on plot price
draw indicator2 on plot price*/
set{slopeind1, 2 day slope of indicator1}
set{slopeind2, 2 day slope of indicator2}
set{radiansind1, slopeind1}
set{radiansind2, slopeind2}
set{atanind1, atan(radiansind1)}
set{atanind2, atan(radiansind2)}
set{hcircle, 180 / 3.14159}
set{angledegind1, atanind1 * hcircle}
set{angledegind2, atanind2 * hcircle}
add column separator
add column angledegind1
add column angledegind2
set{CrossingAngle, angledegind1 - angledegind2}
add column separator
add column CrossingAngle
/*add the crossing angle and angledeg10ma*/
set{MomentumAngle, CrossingAngle + angledegind1}
add column MomentumAngle

/* TTM Squeeze draw */

set{momo,cema(momentum(16),5)}

set{Pchange1,momentum(16)/momentum(16) 1 day ago}
set{Pchange,Pchange1 - 1}
Pchange > -2

draw Upper Bollinger Band(20,2) < Upper Keltner Band(20,2),1)
draw Lower Bollinger Band(20,2) > Lower Keltner Band(20,2),1)

add column momo
add column pchange
draw momo
plottype{momo,zerobar}

sort on column 12 descending
/*bells and whistles*/
set{xxx, close}
draw price line at xxx
draw indicator2 on plot indicator1
and indicator1 crossed above indicator2
and indicator2 < 50
]
snappyfrog
721 posts
msg #154262
- Ignore snappyfrog
modified		 10/10/2020 12:33:42 PM

Try with my PVI swing trade setup.


Fetcher[

/*Original Code by GRAFTONIAN*/

/*Xarlor's adapted code and removing TTM Squeeze, making BB a visual indicator for those not on Advanced Subscription*/

/*Added Pchange > -2 and changed close to close > 5 and removed indicator2 < 50*/

/*Adapted to my PVI and CMA(PVI,10) - PVI crossing said 10 day moving average. PVI is positive volume index or retail traders.*/


/*ANGLE BETWEEN INDICATORS 10/7/2020*/
NOT OTCBB
CLOSE > 5
AVERAGE VOLUME(10) > 1000000
optionable
market is not otcbb
market is not etf
/*angle of MA slopes, or your choice of indicator 1 and 2*/
set{indicator1, pvi}/*set here*/
set{indicator2, CMA(pvi,10)}/*and here*/

/*draw indicator1 on plot price
draw indicator2 on plot price*/
set{slopeind1, 2 day slope of indicator1}
set{slopeind2, 2 day slope of indicator2}
set{radiansind1, slopeind1}
set{radiansind2, slopeind2}
set{atanind1, atan(radiansind1)}
set{atanind2, atan(radiansind2)}
set{hcircle, 180 / 3.14159}
set{angledegind1, atanind1 * hcircle}
set{angledegind2, atanind2 * hcircle}
add column separator
add column angledegind1
add column angledegind2
set{CrossingAngle, angledegind1 - angledegind2}
add column separator
add column CrossingAngle
/*add the crossing angle and angledeg10ma*/
set{MomentumAngle, CrossingAngle + angledegind1}
add column MomentumAngle

/* TTM Squeeze draw */

set{momo,cema(momentum(16),5)}

set{Pchange1,momentum(16)/momentum(16) 1 day ago}
set{Pchange,Pchange1 - 1}
Pchange > -2

draw Upper Bollinger Band(20,2) < Upper Keltner Band(20,2),1)
draw Lower Bollinger Band(20,2) > Lower Keltner Band(20,2),1)

add column momo
add column pchange
draw momo
plottype{momo,zerobar}

sort on column 12 descending
/*bells and whistles*/
set{xxx, close}
draw price line at xxx
draw indicator2 on plot indicator1
and indicator1 crossed above indicator2

]
snappyfrog
721 posts
msg #154263
- Ignore snappyfrog		 10/10/2020 12:37:33 PM

Graf,

I'm glad you brought up this subject as I have looked at angles before and wondered the same thing as you, I just was at a loss as to how to try to express it in code.

Awesome job!
VirginTrader
73 posts
msg #154266
- Ignore VirginTrader		 10/10/2020 1:51:23 PM

Ah...when good SF posters share!

Had to try it with RSI

Fetcher[
/* ANGLE BETWEEN INDICATORS 10/7/2020 by graftonian */
chart-time is 120 days

sp500

add column Average Day Range(30) > 5
sort column 5 descending
do not draw Average Day Range(30)

draw ema(13)
draw ema(34)

draw rsi(2) line at 20

/*angle of MA slopes, or your choice of indicator 1 and 2*/
set{indicator1, rsi(5)}/*set here*/
set{indicator2, rsi(14)}/*and here*/
/* draw indicator1 on plot price
draw indicator2 on plot price */

set{slopeind1, 5 day slope of indicator1}
set{slopeind2, 5 day slope of indicator2}
set{radiansind1, slopeind1}
set{radiansind2, slopeind2}
set{atanind1, atan(radiansind1)}
set{atanind2, atan(radiansind2)}
set{hcircle, 180 / 3.14159}
set{angledegind1, atanind1 * hcircle}
set{angledegind2, atanind2 * hcircle}
add column angledegind1
add column angledegind2
set{CrossingAngle, angledegind1 - angledegind2}
add column CrossingAngle

/*add the crossing angle and angledeg10ma*/
set{MomentumAngle, CrossingAngle + angledegind1}
add column MomentumAngle

/*filter and sort*/

set{x1, count(indicator1 crossed above indicator2,1) }
set{x2, count(close < ema(13),5) * count(close > ema(34),1)}
set{x3, x1 * x2}
x3 > 0
]
snappyfrog
721 posts
msg #154269
- Ignore snappyfrog		 10/10/2020 4:04:20 PM

VirginTrader, thanks. Another good one.
sat_stocks
24 posts
msg #154270
- Ignore sat_stocks
modified		 10/10/2020 4:14:26 PM

Hi graftonian,

Thanks and appreciated your response, am new using this filter am trying to understand how to use this simple manner...!

@sat_stocks,currently I am using momentum angle to sort the results of 1) a Hull MA 10/50 cross, 2) a Schaff Trend Cycle cross above 25, and 3) a favorable Aroon indicator pattern.

When i ran tie script , could see couple of ticker`s in the list which one need to buy/short without looking at chart ?(also i see number in each Colum H10,angind , not sure what is use of those number ...so on.. how i will know MA10/50 cross without looking charts..

Thanks in advance ..!


Thanks
sat
snappyfrog
721 posts
msg #154283
- Ignore snappyfrog		 10/11/2020 11:31:01 AM

How about with Displaced Moving Averages?

Fetcher[

/* ORIGINAL CODE by GRAFTONIAN */
/* https://www.stockfetcher.com/forums/Filter-Exchange/ANGLE-BETWEEN-INDICATORS/154229 */

/*Adapted for DMA as in hypothesis, the sharper the angle the stronger the move*/


/*ANGLE BETWEEN INDICATORS 10/7/2020*/
NOT OTCBB
CLOSE BETWEEN 1 AND 10
AVERAGE VOLUME(10) > 1000000
/*angle of MA slopes, or your choice of indicator 1 and 2*/
set{indicator1, cma(DMA(7,-5),1)}/*set here*/
set{indicator2, cma(DMA(7,-5),7)}/*and here*/
draw indicator1 on plot price
draw indicator2 on plot price
set{slopeind1, 2 day slope of indicator1}
set{slopeind2, 2 day slope of indicator2}
set{radiansind1, slopeind1}
set{radiansind2, slopeind2}
set{atanind1, atan(radiansind1)}
set{atanind2, atan(radiansind2)}
set{hcircle, 180 / 3.14159}
set{angledegind1, atanind1 * hcircle}
set{angledegind2, atanind2 * hcircle}
add column angledegind1
add column angledegind2
set{CrossingAngle, angledegind1 - angledegind2}
add column CrossingAngle
/*add the crossing angle and angledeg10ma*/
set{MomentumAngle, CrossingAngle + angledegind1}
add column MomentumAngle
/*filter and sort*/
indicator1 crossed above indicator2
sort on column 8 descending
/*bells and whistles*/
set{xxx, close}
draw price line at xxx
]
VirginTrader
73 posts
msg #154285
- Ignore VirginTrader		 10/11/2020 12:25:05 PM

thanks snappy; gotta love puzzles.

guess we could use a variety of 2 indicators (or more)...I am trying to figure out how to leverage graft's angle work to make the signals robust.
graftonian
1,089 posts
msg #154288
- Ignore graftonian		 10/11/2020 2:36:36 PM

The more indicator pairs we try, the better. I thought about crossing my net worth and the net worth of my ex-wives, but---well, never mind.
I have trimmed my code down to bare bones for ease of reading and tinkering,
Have fun,
Graf

Fetcher[
/*momentum angle*/
chart-time is 1 months
/*schaff trend cycle*/
set{range, MACD (23,50,9) 10 day high - MACD (23,50,9) 10 day low}
set{var2, MACD (23,50,9) - MACD (23,50,9) 10 day low}
set{var3, var2 / range}
set{var6, cema(var3, 3) 10 day high}
set{var5, cema(var3, 3) 10 day low}
set{var7, cema(var3, 3) - var5}
set{var8, var6 - var5}
set{var9, var7 / var8}
set{var10, cema(var9, 3)}
set{STC, 100 * var10}
draw STC
draw STC line at 25
draw STC line at 75
/*H50*/
set{slow1, cwma(close, 25)}
set{slow2, 2 * slow1}
set{slow3, cwma(close, 50)}
set{valslow, slow2 - slow3}
set{H50, cwma(valslow, 7)}

/*H10*/
set{slow1A, cwma(close, 5)}
set{slow2A, 2 * slow1A}
set{slow3A, cwma(close, 10)}
set{valslowA, slow2A - slow3A}
set{H10, cwma(valslowA, 3)}
/*angle of MA slopes, or your choice of indicator 1 and 2*/
set{indicator1, H10} /********CHANGE INDICATOR1 HERE**************/
set{indicator2, H50} /********CHANGE INDICATOR2 HERE**************/
draw indicator1 on plot price draw indicator2 on plot price
set{slopeind1, 2 day slope of indicator1}
set{slopeind2, 2 day slope of indicator2}
set{radiansind1, slopeind1}
set{radiansind2, slopeind2}
set{atanind1, atan(radiansind1)}
set{atanind2, atan(radiansind2)}
set{hcircle, 180 / 3.14159}
set{angledegind1, atanind1 * hcircle}
set{angledegind2, atanind2 * hcircle}
set{CrossingAngle, angledegind1 - angledegind2}
/*sum the crossing angle and angledeg10ma*/
set{MomentumAngle, CrossingAngle + angledegind1}
add column MomentumAngle
add column separator

/*bells and whistles*/
draw momentumangle
draw momentumangle line at 0

/*filter*/
NOT OTCBB
CLOSE BETWEEN 1 AND 20
AVERAGE VOLUME(10) > 1000000
AVERAGE VOLUME(10) > AVERAGE VOLUME(10) 1 day ago
close > close 1 day ago
close > open
sort on column 5 descending/*momentumangle*/
H10 crossed above H50 within the last 3 days
STC crossed above 25
AngleDegInd2 > 0
momentumangle > momentumangle 1 day ago
/********************DO NOT DRAW******************/
do not draw angleDegind2
do not draw H10 d0 not draw H50
]
VirginTrader
73 posts
msg #154290
- Ignore VirginTrader
modified		 10/11/2020 3:25:09 PM

thanks graf; thanks xarlor.

@graf ..how many ex's u got? next time, lease!

wish there was a way to back test the best 2 combos...
StockFetcher Forums · Filter Exchange · ANGLE BETWEEN INDICATORS<< 1 2 3 4 >>Post Follow-up

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