StockFetcher Forums · Filter Exchange · Basic Filter for newbies and old pros...<< 1 2 3 4 5 ... 14 >>Post Follow-up
TheRumpledOne
6,411 posts
msg #36456
Ignore TheRumpledOne
6/24/2005 7:35:01 PM

Fetcher[
/* Basic Filter for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


and add column VolCnt
and add column Vdbl
and add column VolZ

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

close above 1
volume above 1000000

sort column 8 descending
]



This displays most of what you need to be looking at.

You can sort on the columns to see what you are looking for rather than write a bunch of filter.

So if you want to see stocks above the MA(50) just sort that column, the positive values are above the MA(50) and the negative values below.

Of course, you can make copies of this filter and just get the stocks you want by adding a line or to. So add CLOSE ABOVE MA(50) to get those stocks.


MAY ALL YOUR FILLS BE COMPLETE.


TheRumpledOne
6,411 posts
msg #36457
Ignore TheRumpledOne
6/24/2005 7:36:19 PM

Hey Trapper...

Check out CxE5 vs E3xE6.

Pretty interesting!


TheRumpledOne
6,411 posts
msg #36458
Ignore TheRumpledOne
6/24/2005 7:44:04 PM

Trapper:

Just add this line at the bottom...


e3xe6 equal 1

Then for fun replace it with...

CxE5 equal 1.

Then you should see what I see ;)


morteza471
132 posts
msg #36465
Ignore morteza471
6/25/2005 6:27:51 PM

this is a very good filter but is not working right
only place that works if you click on the top of the filter on the magnifier ,other wise you get potential filter error and 0 matches
clicking on the magnifier you get 1008 and only column that works is
a symbols rest is dead




txtrapper
548 posts
msg #36474
Ignore txtrapper
6/26/2005 11:27:56 AM

Awsome filter Avery, like the sort columns feature.


thanks,


TxTrapper
---------------


TheRumpledOne
6,411 posts
msg #36489
Ignore TheRumpledOne
6/26/2005 4:43:25 PM

You are right, you have to click on the magnifying glass to get it to work right.

When you use {column name} in the F E T C H E R [ ]

IT DOESN'T LIKE IT... A SMALL BUG!

So just copy/paste the lines into a new filter in your list or click on the magnifying glass.

1008 returns is correct. The idea is to click on a column to sort on what is important to YOU!

MAY ALL YOUR FILLS BE COMPLETE.



vabob
2 posts
msg #36511
Ignore vabob
6/27/2005 12:09:25 PM

Too many set statements to work correctly. This filter has 40 set statements.Stockfetcher will only support 10 set statements. They are working on increasing that number but currently only 10 set statements will work.


TheRumpledOne
6,411 posts
msg #36514
Ignore TheRumpledOne
6/27/2005 1:57:03 PM

New improved BASIC FILTER ... added Parabolic SAR buy/sell triggers.

Fetcher[
/* Basic Filter for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 1) }
set{DMIBuy, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR,1) }
set{DMISell, count( di(14) Difference below 0, 1) }

set{PARSBuy, PARBuy * DMIBuy}
set{PARSSell, PARSell * DMISell}
set{PARSTrade, PARSBuy + PARSSell}



and add column VolCnt
and add column Vdbl
and add column VolZ

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell

close above 1
volume above 1000000

sort column 8 descending
]




If column PARSBUY = 1, that's a buy signal.

If column PARSSELL = 1, that's a sell signal... also a short signal.

REMEMBER CLICK ON THE MAGNIFYING GLASS SYMBOL or copy/paste this filter to your filter space.

MAY ALL YOUR FILLS BE COMPLETE.


TheRumpledOne
6,411 posts
msg #36532
Ignore TheRumpledOne
6/27/2005 9:43:13 PM

Very interesting...

I clicked on the magnifying glass to see today's results.

Then I added the following line to the bottom of the window and clicked on fetch stocks:

PARSBuy above 0

The stocks it returned showed buy signals on other crossovers like the ma200, ma50, ema5, and e3xe6.

Also each stock returned had at least one uptrend indicated.

A few even had volume doubling!! I see I forgot to add column VPCT and don't need VOLZ because I don't think these stocks will have zero volume days.



Fetcher[

/* Basic Filter for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 1) }
set{DMIBuy, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR,1) }
set{DMISell, count( di(14) Difference below 0, 1) }

set{PARSBuy, PARBuy * DMIBuy}
set{PARSSell, PARSell * DMISell}
set{PARSTrade, PARSBuy + PARSSell}



and add column VolCnt
and add column Vdbl
and add column volpct

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell

PARSBuy above 0
close above 1
volume above 1000000

sort column 7 descending


]



Thanks Noah for post the Parabolic SAR link.

MAY ALL YOUR FILLS BE COMPLETE.


TheRumpledOne
6,411 posts
msg #36533
Ignore TheRumpledOne
6/27/2005 9:44:35 PM

Would someone please backtest the last filter and post the results.

Thanking You in Advance.

P.S. I still can't get backtest to work the way I want it to work.


StockFetcher Forums · Filter Exchange · Basic Filter for newbies and old pros...<< 1 2 3 4 5 ... 14 >>Post Follow-up

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