StockFetcher Forums · Filter Exchange · Help Buff Moving average or Volume Weighted MA<< 1 2 >>Post Follow-up
tomm1111
202 posts
msg #117325
- Ignore tomm1111		 12/11/2013 12:28:19 AM

Here is a version I wrote a few years ago (for advanced subscription). I haven't conducted any backtesting on this filter. I've adjusted some of the parameters from the article in Futures magazine.

Fetcher[
set{var,vma(20) - ma(20)}
set{var1,vma(5) / ma(5)}
set{var2,cma(volume,5) / cma(volume,20)}
set{var3,var * var1}
set{vpci,var2 * var3}

draw vpci
draw cma(vpci,5) on plot vpci

add column vpci

show stocks where close above 1
and volume above 100000


set{spybb,vpci}
set{bbvMA10,CMA(spybb,25)}
set{bbvSD,cstddev(spybb,25)}
set{bbvSD10,1.5 * bbvSD}
set{bbvBOLU,bbvMA10 + bbvSD10}
set{bbvBOLD,bbvMA10 - bbvSD10}

draw spybb
draw bbvbold on plot spybb
draw bbvbolu on plot spybb
draw bbvma10 on plot spybb

/*and adx(7) is above 20
and spybb crossed above bbvbold

draw obv(8)*/

set{qvar,ema(26)}
set{qvar1,high 20 day low}
set{qvar2,low 20 day high}
set{qvar3,qvar - qvar1}
set{qvar4,qvar - qvar2}
set{qvar5,pow(qvar3,2)}
set{qvar6,pow(qvar4,2)}
set{topvar,qvar5 + qvar6}

set{mid1var,ema(26)/1000}

set{hat,ema(12) - ema(26)}
set{hat1,hat / ema(12)}
set{mid2var,hat1 * 100}

set{botvar,pow(close,2)}

set{calc,topvar / mid1var}
set{calc1,calc * mid2var}
set{sci,calc1/botvar}

/*draw sci*/
set{diff,sci - cema(sci,3)}

add column sci

set{qspybb,sci}
set{qbbvMA10,CMA(qspybb,9)}
set{qbbvSD,cstddev(qspybb,9)}
set{qbbvSD10,2 * qbbvSD}
set{qbbvBOLU,qbbvMA10 + qbbvSD10}
set{qbbvBOLD,qbbvMA10 - qbbvSD10}

set{mmm,qspybb - qbbvbold}
set{nnn,qbbvbolu - qbbvbold}
set{ccc,mmm/nnn}
set{qbbperc,ccc * 100}

draw qbbperc

add column qbbperc
]
StockFetcher Forums · Filter Exchange · Help Buff Moving average or Volume Weighted MA<< 1 2 >>Post Follow-up

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