StockFetcher Forums · Filter Exchange · Connor combined?<< >>Post Follow-up
calhawk01
135 posts
msg #101575
- Ignore calhawk01		 7/11/2011 10:54:53 PM

Hi, i'm trying to combine 2 filters:

filter 1)

Close above 5
Average volume(50) > 500000
close > ma(200)
close < ma(10)
rsi(2) one day ago below 2
rsi(2) below 1

OR

filter 2)

Close above 5
Average volume(50) > 500000
close > ma(350)
close < ma(30)
rsi(2) one day ago below 2
rsi(2) below 1

I'm trying to combine both filters so that i can backtest them together... But i cant even get the first set of data correct: Here is what i have so far..

close above 5
average volume(50) > 500000
SET{LONG1, COUNT(CLOSE > MA(200),1)}
SET{LONG2, COUNT(CLOSE < MA(5),1)}
set{long3, count(close > ma(350),1)}
Set{long4, count(close < ma(30),1)}
Set{1, long1 * long2}
Set{2, long3 * 4}
Set{3, long1 * 2}
3 above .5

draw ma(200)
draw ma(10)
draw ma(300)
draw ma(30)
Kevin_in_GA
4,599 posts
msg #101583
- Ignore Kevin_in_GA		 7/12/2011 8:26:13 AM

http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=93830&qrid=
calhawk01
135 posts
msg #101594
- Ignore calhawk01		 7/12/2011 2:52:09 PM

lol I was actually on that yesterday. And that's how i came up with the top version. But cannot seem to put it together!
Kevin_in_GA
4,599 posts
msg #101598
- Ignore Kevin_in_GA		 7/12/2011 3:47:03 PM

close above 5
average volume(50) > 500000
SET{LONG1, COUNT(CLOSE > MA(200),1)}
SET{LONG2, COUNT(CLOSE < MA(5),1)}
set{long3, count(close > ma(350),1)}
Set{long4, count(close < ma(30),1)}
Set{1, long1 * long2}
Set{2, long3 * 4}
Set{3, long1 * 2}
3 above .5

Do not use numbers as user-defined variable names.

Also, the lines in bold are incorrect.

Try this

Fetcher[

close above 5
average volume(50) > 500000
SET{LONG1, COUNT(CLOSE > MA(200),1)}
SET{LONG2, COUNT(CLOSE < MA(5),1)}
set{long3, count(close > ma(350),1)}
Set{long4, count(close < ma(30),1)}
Set{var1, long1 * long2}
Set{var2, long3 * long4}
Set{var3, var1 + var2}
var3 above .5

]
calhawk01
135 posts
msg #101601
- Ignore calhawk01		 7/12/2011 6:52:16 PM

Thank you Kevin! You the best!
calhawk01
135 posts
msg #101603
- Ignore calhawk01		 7/12/2011 8:12:24 PM

So...


close above 5
average volume(50) > 500000
rsi(2) one day ago below 2
rsi(2) below 1
SET{LONG1, COUNT(CLOSE > MA(200),1)}
SET{LONG2, COUNT(CLOSE < MA(5),1)}
set{long3, count(close > ma(350),1)}
Set{long4, count(close < ma(30),1)}
Set{var1, long1 * long2}
Set{var2, long3 * long4}
Set{var3, var1 + var2}
var3 above .5


optionsavenger
7 posts
msg #101606
- Ignore optionsavenger		 7/13/2011 12:18:30 AM

Kevin would you happen to have a filter that I could use that would tell me when to go long or short the spy on an intra day bases. Thanks for all you do for us, I enjoy glimming your knowledge, keep it up you have a fan.
duke56468
683 posts
msg #101608
- Ignore duke56468		 7/13/2011 10:31:03 AM

Here is one of Kevins Market indicator filters

Fetcher[
/*THE FOUR HORSEMEN - OVERALL MARKET INDICATORS*/

/*SET ADVANCING - DECLINING STOCKS ON NYSE AS A VARIABLE AND CREATE A MOVING AVERAGE OSCILLATOR*/
set{var1, ind(^advn,close)}
set{var2, ind(^decn,close)}
set{var3a, var1 - var2}
set{AD_19, CEMA(var3a,19)}
set{AD_39, CEMA(var3a,39)}
set{AD_McClellan, AD_19 - AD_39}
set{AD_summation, sum(AD_McClellan,40)}

/*SET NYSE ADVANCING VOLUME / DECLINING VOLUME RATIO AS SECOND VARIABLE AND CREATE A SIMILAR OSCILLATOR*/
set{var3,ind(^nvlu,close)}
set{var4,ind(^nvld,close)}

set{advancing_volume, sum(var3,10)}
set{declining_volume, sum(var4,10)}
set{volume_oscillator, advancing_volume / declining_volume}

/*SET NEW HIGHS - NEW LOWS AS THIRD INDICATOR*/
set{newh,ind(^hign,close)}
set{newl,ind(^lown,close)}
set{range, newh + newl}
set{newhighs_minus_newlows,newh-newl}
set{HighLow_osc, newhighs_minus_newlows / range}

/*SET SPX VIX BID / ASK RATIO AS A VARIABLE AND CREATE A 10 PERIOD EMA*/
set{VIXbid,ind(^vvvb,close)}
set{VIXask,ind(^vwa,close)}
set{VIXratio, VIXbid / VIXask}
set{trigger_line, CEMA(VIXratio,10)}

/*DEFINE VIX OSCILLATOR AROUND ZERO*/
set{VIX_oscillator, VIXratio / trigger_line}

draw AD_McClellan line at 0
draw AD_Summation line at 0
draw volume_oscillator line at 1
draw newhighs_minus_newlows line at 0
draw VIX_oscillator line at 1
draw day position(0.5,30) on plot price


add column AD_McClellan {McClellan Oscillator}
add column AD_Summation {Summation Index}
add column volume_oscillator {up/down volume 10 day ratio}
add column newhighs_minus_newlows {new highs - new lows}
add column VIX_oscillator {VIX bid-to-ask oscillator}

symlist(spy)
chart-time is 6 months
]
calhawk01
135 posts
msg #101635
- Ignore calhawk01		 7/14/2011 3:47:20 PM

Kevin, what am I doing wrong here?

Fetcher[ average volume(65) > 500000

SET{LONG1, COUNT(CLOSE > MA(200),1)}
SET{LONG2, COUNT(CLOSE < MA(5),1)}
set{long3, count(close > ma(350),1)}
Set{long4, count(close < ma(30),1)}
Set{long5, count(rsi(2) one day ago below 2,1)}
Set{long6, count(rsi(2) below 1,1)}
Set{var1, long1 * long2}
Set{var2, long3 * long4}
Set{var3, var1 + var2}
Set{var4, long5 + long6}
Set{var5, var3 * var4}
Var5 above .5

Close above 5
set{dollar, close * average volume(65)}
dollar > 1000000
add column average volume(65)
]



The results should be combined results of:

price > 5
average volume(65) > 500000
rsi(2) one day ago below 2
rsi(2) below 1
close above ma(200)
close below ma(10)
close above ma(350)
close below ma(30)

Thanks
Kevin_in_GA
4,599 posts
msg #101638
- Ignore Kevin_in_GA		 7/14/2011 6:39:34 PM

Kevin, what am I doing wrong here?

You are adding instead of multiplying - use the * to require BOTH criteria to be true. Look at what I did here


Fetcher[ average volume(65) > 500000

SET{LONG1, COUNT(CLOSE > MA(200),1)}
SET{LONG2, COUNT(CLOSE < MA(5),1)}
set{long3, count(close > ma(350),1)}
Set{long4, count(close < ma(30),1)}
Set{long5, count(rsi(2) one day ago below 2,1)}
Set{long6, count(rsi(2) below 1,1)}
Set{var1, long1 * long2}
Set{var2, long3 * long4}
Set{var3, long5 * long6}
set{var4, var1*var3}
set{var5, var2 * var3}
Set{var6, var4 + var5}
Var6 above .5

Close above 5
set{dollar, close * average volume(65)}
dollar > 1000000
add column average volume(65)
]
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