StockFetcher Forums · Filter Exchange · Calculating RSI(2)<< 1 2 3 >>Post Follow-up
drew9
171 posts
msg #38938
- Ignore drew9		 11/16/2005 10:31:27 PM

BFreshour, I am still tweaking this myself but had to add my thank you and congratulations! I have seen like most on StockFetcher hundreds of filters but this one is actually predictive not lagging. It is also incredible how many stocks it returns each day. Great job!

Regards,

Drew
maxreturn
745 posts
msg #38948
- Ignore maxreturn		 11/17/2005 8:35:28 AM

I believe there is a bug with the CEMA filter. At first glance BFreshour's filter looked to good to be true. I believe there's good reason for this. Try plotting RSI(2) along with the following three plots:

cema(rsi(2),3)
cema(rsi(2),4)
cema(rsi(2),5)

First observation...a plot of a ema of RSI(2) should lag more than RSI(2). Second observation...did you notice that both the 3 and 4 period ema's turn before RSI(2) itself? However, the 5 period ema of RSI(2) seems to be behaving properly. I plan on bringing this to the attention of Tom. Makes you wonder how many other indicators on Stockfetcher are flawed!
BFreshour
139 posts
msg #38949
- Ignore BFreshour		 11/17/2005 9:06:45 AM

maxreturn, yes the filter does seem to good to be true which is why I posted it after realizing that the calculation for the CEMA of RSI(2) for the current day is off. The filter does work fine as a 'day behind' indicator. Thanks for analyzing the problem more.
BFreshour
139 posts
msg #38950
- Ignore BFreshour		 11/17/2005 9:22:06 AM

I can't figure out how to resolve the EMA issue, it must be a SF problem.
drew9
171 posts
msg #38957
- Ignore drew9		 11/17/2005 3:09:44 PM

I really thought we had the holy grail here for a moment! Something must have been messed up on SF last night with the calculations as every turning point was predicted. Today everything lags one day. Must have had "r" somehow skewed to the right by a day cause it sure was pretty. Anyway, still a very nice filter.

Drew
BFreshour
139 posts
msg #38958
- Ignore BFreshour		 11/17/2005 3:17:38 PM

Yes, imagine my lust days ago when I found it. The error was fixed this morning and had to do with CEMA function.

Oh well, still a decent filter. I think using EMA crossovers of RSI may eventually net us a very good filter.
TheRumpledOne
6,411 posts
msg #38962
- Ignore TheRumpledOne		 11/18/2005 8:15:08 AM

Fetcher[stock is optionable
average volume(100) above 250000
close above 2

set{vx, volume / average volume(100)}
set{%vol, vx * 100}
add column %vol

set{r3,cema(RSI(2),3)}
set{r13,cema(RSI(2),13)}
and draw r3
and draw r13 on plot r3

/* modifications below this line */

r3 crossed above r13
volume above 1000000

set{hiop, high - open}
add column hiop

sort column 6 ascending

]



I changed r to r3 and s to r13.

Looks like it is working now.

MAY ALL YOUR FILLS BE COMPLETE.
alf44
2,025 posts
msg #38964
- Ignore alf44		 11/18/2005 12:15:36 PM

...if you insert THIS volume syntax :

--------------------

set{avgVol_100, Average Volume(100)}
set{VolA, Volume / avgVol_100}
set{VolB, VolA - 1}
set{%Vol_incr/decr, VolB * 100}

--------------------

...into the filter that is posted here on this thread you will get the actual % increase/decrease of today's Volume versus the Average Volume(100) ! They obviously BOTH give you the same info...but, this method shows the exact "percentage" of Volume increase/decrease in positive or negative numbers !

The filter would then become :

-------------------

Fetcher[stock is optionable
average volume(100) above 250000
close above 2

set{avgVol_100, Average Volume(100)}
set{VolA, Volume / avgVol_100}
set{VolB, VolA - 1}
set{%Vol_incr/decr, VolB * 100}

add column %Vol_incr/decr {%vol_i/d}

set{r3,cema(RSI(2),3)}
set{r13,cema(RSI(2),13)}
and draw r3
and draw r13 on plot r3

/* modifications below this line */

r3 crossed above r13
volume above 1000000

set{hiop, high - open}
add column hiop

sort column 6 ascending]



---------------------

Just a different way (and for me a clearer way) of displaying the %change in Volume vs Avg. Volume !


Regards,

alf44





TheRumpledOne
6,411 posts
msg #39028
- Ignore TheRumpledOne		 11/22/2005 11:51:41 AM

The filter we have been tweaking returns lots of buy open sell fast winners!

Alf... use my STOCK DASHBOARD on this filter for all the "bells and whistles".

MAY ALL YOUR FILLS BE COMPLETE.
TheRumpledOne
6,411 posts
msg #39029
- Ignore TheRumpledOne		 11/22/2005 11:59:42 AM

Fetcher[
stock is optionable
average volume(100) above 250000
close above 2

set{vx, volume / average volume(100)}
set{%vol, vx * 100}
add column %vol

set{r3,cema(RSI(2),3)}
set{r13,cema(RSI(2),13)}
and draw r3
and draw r13 on plot r3

/* modifications below this line */

r3 crossed above r13
volume above 1000000



sort column 9 ascending


/* STOCK DASHBOARD DISPLAY 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, 5) }
set{DMIBuy, count( di(14) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(14) Difference crossed below 0, 5) }
set{DMISellX, count( di(14) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}

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

and add column HiOp
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

add column WRxWR

and draw RSI(2)
and draw ema(5)

and draw Williams %R(10)

and draw Parabolic SAR
and draw +di(14)

and draw -di(14)
and draw adx(14)
and draw di(14) difference

]
StockFetcher Forums · Filter Exchange · Calculating RSI(2)<< 1 2 3 >>Post Follow-up

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