StockFetcher Forums · Filter Exchange · Bollinger squeeze<< 1 2 >>Post Follow-up
MomsLegacy
34 posts
msg #67113
- Ignore MomsLegacy		 9/9/2008 7:39:36 PM

I'm trying to make a scan for an end of day bollinger squeeze. I don't understand the measurement stuff though. Can anybody help?

Thanks.

chetron
2,817 posts
msg #67116
- Ignore chetron		 9/9/2008 9:34:50 PM

TRY THIS


GLTY



stocktrader
294 posts
msg #67117
- Ignore stocktrader		 9/9/2008 9:52:45 PM

Another something to try:

Fetcher[close above 5
volume above 200000

set{UBxUK, count(upper bollinger(20,2.0) below the Upper Keltner Band(20),1)}
set{LBxLK, count(lower bollinger(20,2.0) above the Lower Keltner Band(20),1)}

set{Uxc, UBxUK * 1}
set{Lxc, LBxLK * 10}
Set{SQxc, Uxc + Lxc}
Set{SQcross,150}
Set{SQzenith,250}
Set{SQnadir,-50}

set{Ux, UBxUK * 100}
set{Lx, LBxLK * 100}
set{SQx, Ux + Lx}

set{sqxtrend, count(sqx above 150,1)}
set{t123trend1d, count(t123 1 day ago below 250,1)}
set{t123trend, count(t123 above 250,1)}
set{sqxtrendx, sqxtrend + t123trend1d}
set{sq123alert, sqxtrendx + t123trend}

and draw SQx
and draw SQcross on plot SQx
and draw SQzenith on plot SQx
and draw SQnadir on plot SQx

sqx above 150
sqx 1 day ago below 150

offset 10]
chetron
2,817 posts
msg #67119
- Ignore chetron
modified		 9/9/2008 10:24:13 PM

HAVE YOU TRIED THIS???????????????



Fetcher[

close above 5
volume above 200000

set{UBxUK, count(upper bollinger(20,2.0) below the Upper Keltner Band(20),1)}
set{LBxLK, count(lower bollinger(20,2.0) above the Lower Keltner Band(20),1)}

set{Uxc, UBxUK * 1}
set{Lxc, LBxLK * 10}
Set{SQxc, Uxc + Lxc}
Set{SQcross,150}
Set{SQzenith,250}
Set{SQnadir,-50}

set{Ux, UBxUK * 100}
set{Lx, LBxLK * 100}
set{SQx, Ux + Lx}

set{sqxtrend, count(sqx above 150,1)}
set{t123trend1d, count(t123 1 day ago below 250,1)}
set{t123trend, count(t123 above 250,1)}
set{sqxtrendx, sqxtrend + t123trend1d}
set{sq123alert, sqxtrendx + t123trend}

and draw SQx
and draw SQcross on plot SQx
and draw SQzenith on plot SQx
and draw SQnadir on plot SQx

sqx CROSSED BELOW 150

offset 10
]
stocktrader
294 posts
msg #67120
- Ignore stocktrader		 9/9/2008 10:42:46 PM

Interesting. Either one looks good for going long or short :)
maxreturn
745 posts
msg #67295
- Ignore maxreturn
modified		 9/15/2008 11:50:35 AM

Stocktrader and Chet, complements on an innovative approach to "the squeeze". I have a couple of questions for you: 1) You do not have a set statement for T123. What is this? 2) If I read your code correctly the only possible outcomes for SQX are 0,100,1000 and 1100. why use the 150 as your crossover?
chetron
2,817 posts
msg #67301
- Ignore chetron		 9/15/2008 4:35:58 PM

oops, nice catch max. i didn't even check the code.

stocktrader, can you answer this one?

**********************

as for the the 150 cross, when i looked over the filter, using the date offset, the 150 cross seems viable.








chetron
2,817 posts
msg #67304
- Ignore chetron
modified		 9/15/2008 5:54:06 PM

how about this?????????????

thanx tro


Fetcher[



close above 5
volume above 200000

set{UBxUK, count(upper bollinger(20,2.0) below the Upper Keltner Band(20),1)}
set{LBxLK, count(lower bollinger(20,2.0) above the Lower Keltner Band(20),1)}

set{Uxc, UBxUK * 1}
set{Lxc, LBxLK * 10}
Set{SQxc, Uxc + Lxc}
Set{SQcross,150}
Set{SQzenith,250}
Set{SQnadir,-50}

set{Ux, UBxUK * 100}
set{Lx, LBxLK * 100}
set{SQx, Ux + Lx}

set{sqxtrend, count(sqx above 150,1)}

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{t1, T200 * 100}
Set{t2, T60 * 100}
Set{t3, T10 * 100}
Set{t12, t1 + t2}
Set{t123,t12 + t3}
Set{tcross,250}
Set{tzenith,400}
Set{tnadir,-100}



ADD COLUMN TREND


set{t123trend1d, count(t123 1 day ago below 250,1)}
set{t123trend, count(t123 above 250,1)}
set{sqxtrendx, sqxtrend + t123trend1d}
set{sq123alert, sqxtrendx + t123trend}

add column t123trend1d
add column t123trend
add column sqxtrendx
add column sq123alert


and draw t123
and draw tcross on plot t123
and draw tzenith on plot t123
and draw tnadir on plot t123


and draw SQx
and draw SQcross on plot SQx
and draw SQzenith on plot SQx
and draw SQnadir on plot SQx

sqx CROSSED BELOW 150



]
chetron
2,817 posts
msg #67305
- Ignore chetron
modified		 9/15/2008 6:02:10 PM

or if you like....

thanx again tro

Fetcher[

close above 5
volume above 200000

set{UBxUK, count(upper bollinger(20,2.0) below the Upper Keltner Band(20),1)}
set{LBxLK, count(lower bollinger(20,2.0) above the Lower Keltner Band(20),1)}

set{Uxc, UBxUK * 1}
set{Lxc, LBxLK * 10}
Set{SQxc, Uxc + Lxc}
Set{SQcross,150}
Set{SQzenith,250}
Set{SQnadir,-50}

set{Ux, UBxUK * 100}
set{Lx, LBxLK * 100}
set{SQx, Ux + Lx}

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{t1, T200 * 100}
Set{t2, T60 * 100}
Set{t3, T10 * 100}
Set{t12, t1 + t2}
Set{t123,t12 + t3}
Set{tcross,250}
Set{tzenith,400}
Set{tnadir,-100}

ADD COLUMN TREND

add column t123trend1d
add column t123trend
add column sqxtrendx
add column sq123alert

set{sqxtrend, count(sqx above 150,1)}
set{t123trend1d, count(t123 1 day ago below 250,1)}
set{t123trend, count(t123 above 250,1)}
set{sqxtrendx, sqxtrend + t123trend1d}
set{sq123alert, sqxtrendx + t123trend}

and draw t123
and draw tcross on plot t123
and draw tzenith on plot t123
and draw tnadir on plot t123


and draw SQx
and draw SQcross on plot SQx
and draw SQzenith on plot SQx
and draw SQnadir on plot SQx

sqx above 150
sqx 1 day ago below 150

offset 10
]
stocktrader
294 posts
msg #67307
- Ignore stocktrader		 9/15/2008 7:00:24 PM

Looks like I'm late to this party. This is some code I stripped out of one of my filters and missed that the T123 was still in it. Credit goes to TRO for the T123 stuff, which is fundametally his code from "The Next NTRI Filter" I modified it for different display. The squeeze is what I wrote from a magazine article, to which I posted at SF some time ago in another thread.

Use-as-required to make money.

Trade well.

StockFetcher Forums · Filter Exchange · Bollinger squeeze<< 1 2 >>Post Follow-up

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