StockFetcher Forums · Filter Exchange · Bounce off the 50 MA<< >>Post Follow-up
fokane
74 posts
msg #51844
- Ignore fokane
modified		 5/28/2007 10:13:40 AM

I have a filter for stocks bouncing off the 50 MA, see below.
For backtesting, the stop profit was set as 3% and stop loss trigger was "close is 1 percent below MA(50)".
I'd appreciate any feedback and improvements.
I also tried EMA instead of MA. EMA seems to give better W/L but gives less stocks.

Close is above MA(50) for the last 3 months
and Close today is approaching MA(50)from above
and Close today is above Close 1 day ago
and Open today is below Open 1 day ago
and MA(50) is above MA(200) for the last 3 months
and MA(150) is above MA(200) for the last 3 months
and price is above 10
and price is below 100
and average volume(10) is above 50000


TheRumpledOne
6,411 posts
msg #51846
- Ignore TheRumpledOne		 5/28/2007 11:25:42 AM

Fetcher[
Close is above MA(50) for the last 3 months
and Close today is approaching MA(50)from above
and Close today is above Close 1 day ago
and Open today is below Open 1 day ago
and MA(50) is above MA(200) for the last 3 months
and MA(150) is above MA(200) for the last 3 months
and price is above 10
and price is below 100
and average volume(10) is above 50000

/* 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)

sort column 6 descending
]



I added my BASIC FILTER DISPLAY
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