StockFetcher Forums · Filter Exchange · Kaufman Efficiency Ratio<< >>Post Follow-up
tomm1111
202 posts
msg #75018
- Ignore tomm1111
modified		 6/5/2009 12:52:54 AM

The following filter is Perry Kaufman's Efficiency Ratio at 20 and 10 day periods. Follow the link for more information written by Price Headley at bigtrends.

http://www.bigtrends.com/blog/tags/Efficiency-Ratio/


Fetcher[
/* Kaufman Efficiency Ratio */
/* 20 Period, 10 Period Moving Average */
set{var,high + low}
set{var1,var/2}

set{var2,var1 20 days ago}
set{var3,var1 - var2}

set{var4,var1 1 day ago}
set{var5,abs(var1 minus var4)}

set{var6,sum(var5,20)}

set{var7,var3 / var6}
set{ker,var7 * 100}

set{mv_avg,cma(ker,10)}

draw ker
draw mv_avg on plot ker

show stocks where close is above 1
and volume is above 100000

add column ker
]




Fetcher[
/* Kaufman Efficiency Ratio */
/* 10 Period, 5 Period Moving Average */
set{var,high + low}
set{var1,var/2}

set{var2,var1 10 days ago}
set{var3,var1 - var2}

set{var4,var1 1 day ago}
set{var5,abs(var1 minus var4)}

set{var6,sum(var5,10)}

set{var7,var3 / var6}
set{ker,var7 * 100}

set{mv_avg,cma(ker,5)}

draw ker
draw mv_avg on plot ker

show stocks where close is above 1
and volume is above 100000

add column ker
]
chetron
2,817 posts
msg #75027
- Ignore chetron		 6/5/2009 6:51:37 AM

FOR THE BASICS....

mv_avg IS THE EXCEEDER..... = )

Fetcher[

/* Kaufman Efficiency Ratio */
/* 10 Period, 5 Period Moving Average */
set{var,high + low}
set{var1,var/2}

set{var2,var1 10 days ago}
set{var3,var1 - var2}

set{var4,var1 1 day ago}
set{var5,abs(var1 minus var4)}

set{var6,sum(var5,10)}

set{var7,var3 / var6}
set{ker,var7 * 100}

set{mv_avg,cma(ker,5)}

draw ker

show stocks where close is above 1
and volume is above 100000

add column ker
]
mktmole
325 posts
msg #106182
- Ignore mktmole		 5/10/2012 5:58:05 PM

Updated Active Trader May 2012.

Question: In the filter below, Is there a way to add the "highest" values of "ker30 and ker10+5" and display ?

Fetcher[/* Kaufman Efficiency Ratio */
/* 10 Period, 5 Period Moving Average */
set{var,high + low}
set{var1,var/2}

set{var2,var1 10 days ago}
set{var3,var1 - var2}

set{var4,var1 1 day ago}
set{var5,abs(var1 minus var4)}

set{var6,sum(var5,10)}

set{var7,var3 / var6}
set{ker,var7 * 100}

set{mv_avg,cma(ker,5)}

draw EffR and add column effr{KEF30}
draw ker and add column KER{KER10_and_5}

and ker above 0
and effr above 0

close > 1
volume 6 week low > 200,000

set{both, ker + effr}
and add column both{KER_and_EFFR}
and sort column 7 descending
and draw EMA(2) and draw EMA(8)
and close above MA(200)

ker30 ker10+5]
mktmole
325 posts
msg #106186
- Ignore mktmole		 5/10/2012 9:49:37 PM

thats better, here we go.
Fetcher[

/* Kaufman Efficiency Ratio */
/* 10 Period, 5 Period Moving Average */
set{var,high + low}
set{var1,var/2}
set{var2,var1 10 days ago}
set{var3,var1 - var2}
set{var4,var1 1 day ago}
set{var5,abs(var1 minus var4)}
set{var6,sum(var5,10)}
set{var7,var3 / var6}
set{ker,var7 * 100}
set{mv_avg,cma(ker,5)}
draw ker
and add column ker{ker10and5}

set{CmC30, close minus close 30 days ago}
set{CmC1, close minus close 1 day ago}
set{absCmC1, abs(CmC1)}
set{absSum, sum(absCmC1,19)}
set{EffR, CmC30 divided by absSum}
close > 1
volume 6 week low > 200000
and add column EffR{KER30}
set{both, EffR + ker}
and add column both{KER_30_10_5}
and close above ma(200) and draw ema(8) and draw ema(2)
and sort column 7 descending]
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