StockFetcher Forums · Filter Exchange · Hull MA50 + momentim<< >>Post Follow-up
graftonian
1,089 posts
msg #147214
Ignore graftonian
4/5/2019 1:26:47 PM


Fetcher[
optionable
Average Volume(30) > 5000000

/*HULL MA50 */
set{slow1, cwma(close, 25)}
set{slow2, 2 * slow1}
set{slow3, cwma(close, 50)}
set{valslow, slow2 - slow3}
set{H50, cwma(valslow, 7)}
draw H50 on plot price
/**/
set{trigger1, count(close crossed above H50, 1)}
set{trigger2, count(slope of H50 > 0.1, 1)}
set{trigger3, count(StochRSI(5,5) > .8, 1)}
set{trigger4, trigger1 * trigger2}
set{trigger, trigger4 * trigger3}
trigger equals 1
draw trigger

draw StochRSI(5,5)
draw StochRSI(5,5) line at .8
add column 2 day slope of H50
sort on column 5 descending
]




Cheese
1,374 posts
msg #147233
Ignore Cheese
modified
4/6/2019 12:08:59 PM

Thank you for sharing your filters and ideas over the years.

The following may be a value added quick win.

Fetcher[


/* FOR ILLUSTRATIVE PURPOSE ONLY */

symlist(DIS,CRM) /* in March 2019 DIS and CRM got some false signals from the 4-trigger H50 */

/* HOW GRAFTONIAN's GUPPY WIDTHS COULD HELP AVOID false signals from the 4-TRIGGER Hull50 in March 2019 */


CHART-TIME 3 MONTHS
optionable
Average Volume(30) > 5000000

/*HULL MA50 */
set{slow1, cwma(close, 25)}
set{slow2, 2 * slow1}
set{slow3, cwma(close, 50)}
set{valslow, slow2 - slow3}
set{H50, cwma(valslow, 7)}
draw H50 on plot price
/**/
set{trigger1, count(close crossed above H50, 1)}
set{trigger2, count(slope of H50 > 0.1, 1)}
set{trigger3, count(StochRSI(5,5) > .8, 1)}
set{trigger4, trigger1 * trigger2}
set{trigger, trigger4 * trigger3}
/* trigger equals 1 */
draw trigger


draw StochRSI(5,5) line at .8
add column 2 day slope of H50
sort on column 5 descending


/* ******************************************************************** */

/*
https://www.stockfetcher.com/forums/General-Discussion/Interesting-Book-to-read-Daryl-Guppy-Trend-trading/134862/-1/134908
graftonian 3/13/2017 8:46:04 PM
*/

/* Guppy MMA */
market is not OTCBB
Average Volume(30) > 1000000
/* close between .50 and 10 */

/*short term emas*/
draw EMA(3)
draw EMA(5)
draw EMA(7)
draw EMA(9)
draw EMA(11)
draw EMA(13)
/*add a point for every pair "stacked right" */
set{SS35, count(EMA(3) > EMA(5),1)}
set{SS57, count(EMA(5) > EMA(7), 1)}
set{SS79, count(EMA(7) > EMA(9), 1)}
set{SS911, count(EMA(9) > EMA(11), 1)}
set{SS1113, count(EMA(11) > EMA(13), 1)}

set{ss1, SS35 + SS57}'
set{ss2, ss1 + SS79}
set{ss3, ss2 + SS911}
set{short_term_score, ss3 + SS1113}

/*long term emas*/
draw EMA(70)
draw EMA(60)
draw EMA(50)
draw EMA(40)
draw EMA(35)
draw EMA(30)

set{LS6070, count(EMA(60) > EMA(70), 1)}
set{LS5060, count(EMA(50) > EMA(60), 1)}
set{LS4050, count(EMA(40) > EMA(50), 1)}
set{LS3540, count(EMA(35) > EMA(40), 1)}
set{LS3035, count(EMA(30) > EMA(35), 1)}
set{LS1, LS6070 + LS5060}
set{LS2, LS1 + LS4050}
set{LS3, LS2 + LS3540}
set{long_term_score, LS3 + LS3035}

/*
draw long_term_score
draw short_term_score
*/
set{comp_score, long_term_score + short_term_score}

add column separator
add column short_term_score
add column long_term_score
add column comp_score
add column separator

/*trader/investor separation */
set{tisep, ema(13) - ema(30)}
set{tisep2, tisep / ema(30)}
set{tiseppct, tisep2 * 100}
add column tiseppct{TR_INV_SEP}

/* trader group width */
set{tgw, ema(3) - ema(13)}
set{tgw2, tgw / ema(13)}
set{trad_grp_width, tgw2 * 100}
add column trad_grp_width

/* investor group width */
set{igw, ema(30) - ema(70)}
set{igw2, igw / ema(70)}
set{inv_grp_width, igw2 * 100}
add column inv_grp_width
draw inv_grp_width
draw trad_grp_width on plot inv_grp_width
draw inv_grp_width line at 0

/* investor annualized slope percent */
set{iasp, slope of ema(50)}
set{iasp2, iasp / ema(50)}
set{iasp3, iasp2 * 25000}
add column iasp3

/* FILTER */
/* TO FIND BOTH GROUPS COMPRESSED */
/* trad_grp_width between -1 and 1 */
/* inv_grp_width between -1 and 1 */

do not draw comp_score
]



graftonian
1,089 posts
msg #147245
Ignore graftonian
4/8/2019 8:20:49 AM

Cheese,
Thanks for the analysis. Perhaps adding some code to flag Investor and Trader group width > 0 and increasing.
Graf

StockFetcher Forums · Filter Exchange · Hull MA50 + momentim<< >>Post Follow-up

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