StockFetcher Forums · Filter Exchange · Help Requested<< >>Post Follow-up
davesaint86
725 posts
msg #139039
Ignore davesaint86
11/2/2017 8:55:49 PM

I have most of this filter correct. I'm trying to weed in the RSI30 piece into the equation So buy would entail RSI30 above 4 and RSI4 above RSI9

Fetcher[symlist(ziv,xiv,vxx,vxz)

set{E4, rsi(4) - rsi(9)}


set{rsilong, count(E4 > 0,1)}
set{rsishort, count(E4 < 0,1)}
SET{RSITRIGGER,0}

set{RSI30, RSI(30) - 50}
set{CRSI_Bar, RSI30}
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI9, RSI(9) - 50}
set{RSI9_line, RSI9}
draw RSI9 on plot CRSI_Bar
set{RSI4, RSI(4) - 50}
set{RSI4_line, RSI4}
draw RSI4 on plot CRSI_Bar
draw rsilong on plot trigger
draw rsishort on plot trigger

set{var,ind(^vix,close)}
set{var1,ind(^vxv,close)}
set{ratio,var/var1}
draw ratio
draw ratio line at 1.1
draw ratio line at 1.08
draw ratio line at 0.92
draw ratio line at 0.9
add column separator
add column ratio
add column separator
add column rsilong {buy}
add column separator
add column rsishort {sell}
add column separator
add column RSI4
ADD COLUMN SEPARATOR
add column RSI9
add column separator
add column RSI30

add column separator

ADD COLUMN ROC(251,1) {1 yr %}
add column separator
ADD COLUMN ROC(126,1) {6 mth %}
add column separator
ADD COLUMN ROC(63,1) {3 mth %}
add column separator
ADD COLUMN ROC(21,1) {1 mth %}
add column separator
add column Upper Bollinger Bands(20,2.0) {Up-BB}
add column separator
add column lower Bollinger Bands(20,2.0) {Low-BB}
ADD COLUMN SEPARATOR
add column Slow Stochastics(5,1){Sto}
ADD COLUMN SEPARATOR
add column atr(21) {Atr}
add column separator
add column average day range (21){ADR%}

add column separator
add column RSI(2)

draw acceleration band(20)

do not draw MACD(12,26)
do not drawn line 0
do not draw MA(250)
do not draw MA(50)
do not draw EMA(250)
do not draw ema(10)

SORT COLUMN 5 deSCENDING
chart-time is 75 days
]



compound_gains
222 posts
msg #139041
Ignore compound_gains
11/3/2017 9:12:11 AM

Don't know if this is what you're aiming for...

set{rsilong1, count(E4 > 0,1)}
set{rsilong2, count(rsi(30) above 4, 1)}
set{rsilong3, count(rsi(4) above rsi(9), 1)}
set{rsilong4, rsilong1 + rsilong2}
set{rsilong5, rsilong4 + rsilong3}
set{rsilong, count(rsilong5 equals 3, 1)}

davesaint86
725 posts
msg #139049
Ignore davesaint86
11/3/2017 10:46:09 AM

Thanks Compound_Gains - I should have explained better what I'm looking for. Click on XIV look at the indicators August 14th and 15th. The filter is giving a buy signal for these two days. The RSI4 and RSI9 are under the RSI30 zero line. For a true buy signal they should be above the zero line. Better yet they should be above the RSI30 zero line plus 4. A long position should be when the RSI30 zero line is 4 or above and the RSI4 is above the RSI9. A little confusing but if you look at the indicators during that time and the price you will see what I mean. Thanks!

davesaint86
725 posts
msg #139059
Ignore davesaint86
11/3/2017 3:44:20 PM

This is somewhat close.

Fetcher[symlist(ziv,xiv,vxx,vxz)
set{E4, rsi(4) > rsi(9)}
set{rsilong1, count(E4 > 0,1)}
set{rsilong2, count(rsi(30) above 55, 1)}
set{rsilong3, count(rsi(4) above rsi(9), 1)}
set{rsilong4, rsilong1 + rsilong2}
set{rsilong5, rsilong4 + rsilong3}
set{rsilong, count(rsilong5 equals 3, 1)}
set{rsishort, count(rsilong5 less than 3, 1)}
SET{RSITRIGGER,0}


set{RSI30, RSI(30) - 50}
set{CRSI_Bar, RSI30}
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI9, RSI(9) - 50}
set{RSI9_line, RSI9}
draw RSI9 on plot CRSI_Bar
set{RSI4, RSI(4) - 50}
set{RSI4_line, RSI4}
draw RSI4 on plot CRSI_Bar
draw rsilong on plot trigger
draw rsishort on plot trigger

add column rsi(4)
add column rsi(9)
add column rsi(30)
add column rsilong
add column rsishort
]



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