StockFetcher Forums · Filter Exchange · MACD volatility<< >>Post Follow-up
straken
469 posts
msg #91049
Ignore straken
4/11/2010 6:33:38 PM

Doing some short signal volatility analysis of macd on different time frames...
Any thoughts? Ideas?

Fetcher[
set{himac, MACD(3,5,1) 3 day high}
set{lomac, MACD(3,5,1) 3 day low}
set{mr5, himac - lomac}
add column mr5

set{himac2, MACD(3,5,1) 10 day high}
set{lomac2, MACD(3,5,1) 10 day low}
set{mr10, himac2 - lomac2}
add column mr10

set{r5, mr10 / mr5}
and add column r5

show stocks where price is above 5
optionable
volume > 1000000
and r5 > 25
and r5 reached a new 3 day high
]



chetron
2,817 posts
msg #91052
Ignore chetron
4/11/2010 7:37:28 PM

maybe...

Fetcher[

set{himac, MACD(3,5,1) 3 day high}
set{lomac, MACD(3,5,1) 3 day low}
set{mr5, himac - lomac}
add column mr5

set{himac2, MACD(3,5,1) 10 day high}
set{lomac2, MACD(3,5,1) 10 day low}
set{mr10, himac2 - lomac2}

add column mr10

set{r5, mr10 / mr5}
set{var1,r5 3 day high}
set{var2,var1 - r5}
set{var3,count(close above open,1)}
set{var4,count(var2 above 20,1)}
set{vss,var3 * var4}

add column r5

draw var1 on plot r5

macd(3,5,1) below 0
vss above .5
optionable
volume > 1000000

]



straken
469 posts
msg #91062
Ignore straken
4/11/2010 10:23:00 PM

Nice! Thanks Chet.

StockFetcher Forums · Filter Exchange · MACD volatility<< >>Post Follow-up

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