StockFetcher Forums · Filter Exchange · Could REALLY use some help from you Professionals !<< 1 2 >>Post Follow-up
skanaga14808
15 posts
msg #91994
Ignore skanaga14808
5/3/2010 5:18:49 PM

O.K., I've been watching all of you for over 2 years now from the "Bleachers". You all seem very good at what you do. (You must be or you wouldnt be here waisting your time right?) Anyway, I've come across this little filter here, put some minor polish on it, and the backtesting results i'm getting are eye opening if nothing else. Lets call it too good to be true perhaps?
I dont know how to post the backtesting results, otherwise they would be here too. So, any help and/or polish you can provide will be GREATLY appreciated. Thanks folks.....




[pattern is Bullish Three White Soldiers
and average volume(90) > 150000
and close is between 1 and 19
and PE < 20]


johnpaulca
12,036 posts
msg #92005
Ignore johnpaulca
5/3/2010 8:12:31 PM

Fetcher[
pattern is Bullish Three White Soldiers
and average volume(90) > 150000
and close is between 1 and 19
and PE < 20
]



skanaga14808
15 posts
msg #92035
Ignore skanaga14808
5/4/2010 11:14:01 AM

Thanks for making this "Clickable", I thought I did that when I posted it. Obviously did something wrong.

dwiggains
444 posts
msg #92038
Ignore dwiggains
5/4/2010 11:49:41 AM

You have to type the word

Fetcher

then your brackets [ ]

to make clickable

See ya
David

skanaga14808
15 posts
msg #92039
Ignore skanaga14808
5/4/2010 11:51:34 AM

Thanks David, I appreciate your help with this.

guymar
113 posts
msg #92041
Ignore guymar
modified
5/4/2010 12:15:02 PM

Chetron & Underworlds made these, 3 white soldiers (bullish) and three black crows, which he called 3 red soldiers (bearish) .....:

Fetcher[
/* UNDERWORLDS 1.0 WITH CHETRONISMS */
/* Three White Soldiers */

SET{VMAX,MAX(OPEN,CLOSE)}
SET{VMIN,MIN(OPEN,CLOSE)}
SET{VAR42,VMAX - VMIN}
SET{VAR43,CMA(VAR42,3)}
SET{VLB,COUNT(VAR42 ABOVE VAR43,3)}
VLB ABOVE .5


set{body2,Open 2 days ago}
Close 2 days ago is greater than Open 2 days ago
High 2 days ago is greater than Close 2 days ago
Open 2 days ago is greater than Low 2 days ago
Close 2 days ago is greater than body2

set{body1,Open 1 day ago}
Close 1 day ago is greater than Open 1 day ago
High 1 day ago is greater than Close 1 day ago
Open 1 day ago is greater than Low 1 day ago
Close 1 day ago is greater than body1

set{body,Open}
Close is greater than Open
High is greater than Close
Open is greater than Low
Close is greater than body

Open is greater than Open 1 day ago
Open is less than Close 1 day ago
Open 1 day ago is greater than Open 2 days ago
Open 1 day ago is less than Close 2 days ago
Close is greater than Close 1 day ago
Close 1 day ago is greater than Close 2 days ago

MACD Fast Line(12,26) is less than 0
Market is not OTCBB

draw MACD Fast Line(12,26)
draw MACD Slow Line(12,26) on plot MACD Fast Line(12,26)
draw RSI(14)
draw Momentum(10)
draw CEMA(Momentum(10),5) on plot Momentum(10)

do not draw body
do not draw body1
do not draw body2
]





the reverse??????????????

Fetcher[
/* UNDERWORLDS 1.0 WITH CHETRONISMS */
/* Three red Soldiers */

SET{VMAX,MAX(OPEN,CLOSE)}
SET{VMIN,MIN(OPEN,CLOSE)}
SET{VAR42,VMAX - VMIN}
SET{VAR43,CMA(VAR42,3)}
SET{VLB,COUNT(VAR42 ABOVE VAR43,3)}
VLB ABOVE .5


set{body2,Open 2 days ago}
Close 2 days ago < body2
low 2 days ago < Close 2 days ago
body2 < high 2 days ago
Close 2 days ago < body2

set{body1,Open 1 day ago}
Close 1 day ago < body1
low 1 day ago < Close 1 day ago
body1 < high 1 day ago
Close 1 day ago < than body1

set{body,Open}
Close < Open
low < Close
Open < high
Close < body

Open < Open 1 day ago
Open > Close 1 day ago
Open 1 day ago < Open 2 days ago
Open 1 day ago > Close 2 days ago
Close < Close 1 day ago
Close 1 day ago < Close 2 days ago

MACD Fast Line(12,26) > 0
Market is not OTCBB

draw MACD Fast Line(12,26)
draw MACD Slow Line(12,26) on plot MACD Fast Line(12,26)
draw RSI(14)
draw Momentum(10)
draw CEMA(Momentum(10),5) on plot Momentum(10)

do not draw body
do not draw body1
do not draw body2
]





skanaga14808
15 posts
msg #92042
Ignore skanaga14808
5/4/2010 12:20:41 PM

I was playing around with that a few days ago, I couldnt get it to work for me or display any results. It does look like a good filter though...

marine2
963 posts
msg #92081
Ignore marine2
5/5/2010 2:20:39 AM

To Scanaga and Guymar, you two did very well. I myself backtested them in a positive market environment and both your filters had very high marks. Thank you both for sharing.

guymar
113 posts
msg #92082
Ignore guymar
5/5/2010 2:48:24 AM

use in conjunction with McLellan oscillator positive. Three black crows should work well ... now ....

guymar
113 posts
msg #92083
Ignore guymar
5/5/2010 2:58:56 AM

If you want to backtest with the overall trend use the period 12th Feb - 20th April (in between McLellan osc. signals) use 10% Stop Loss, a 25% profit stop and a trailing stop loss of 20% and try this filter:

Fetcher[set {5periodhigh, CMA(high,5) }
set {5periodlow, CMA(low,5) }
set {35periodhigh, CMA(high,35) }
set {35periodlow, CMA(low,35) }
set {5periodavgdouble, 5periodhigh + 5periodlow }
set {35periodavgdouble, 35periodhigh + 35periodlow }
set {5periodavg, 5periodavgdouble / 2 }
set {35periodavg, 35periodavgdouble / 2 }
set {getosc, 5periodavg - 35periodavg}

draw getosc

set {Keltnerdelta, Upper Keltner Band(20,1.5)-Lower Keltner Band(20,1.5)}
set {KeltnerBW, Keltnerdelta/Center Keltner Band(20,1.5)}

Show stocks where getosc crossed above 0 where Bollinger width(20,2.0) is below KeltnerBW

draw KeltnerBW on plot Bollinger width(20,2.0)

sort column 10 descending

draw MACD Fast Line(12,26)
draw MACD Slow Line(12,26) on plot MACD Fast Line(12,26)
draw RSI(14)
draw Momentum(10)
draw CEMA(Momentum(10),5) on plot Momentum(10)

ADD COLUMN SEPARATOR
add column industry
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR
add column Weekly RSI(2)
add column Weekly RSI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
]



StockFetcher Forums · Filter Exchange · Could REALLY use some help from you Professionals !<< 1 2 >>Post Follow-up

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