StockFetcher Forums · Filter Exchange · /* MPs RSIWRL DISPLAY */ | << 1 2 3 4 5 ... 7 >>Post Follow-up |
TheRumpledOne 6,411 posts msg #37201 - Ignore TheRumpledOne |
7/31/2005 1:05:43 PM FROM CORSINO "RumpledOne In the past you have criticized posters for using versions of the RSI(2) filter and loosely referring to it as "their" filter. Now I notice that you are taking credit , on BNG,for the RSIWRL filter for MP'system by writing "I wrote the filter" . I realize that you crave attention, but don't you think you are taking a little too much credit ? The real truth is that MP concocted the system on Prophet.com , I wrote a simple filter to scan for stocks, and as you are prone to do, added a display to the filter. THAT IS NOT WRITING THE FILTER. " The more I thought about it, the more I realized just how far off you are on this! Here's your attempt: That just has 2 of the 4 pieces to the display. My display: 1) shows ALL OF THE PIECES of the RSIWLR analyzer... RSI(2), A/D, WILLIAMS%(10) and Momentum(12) 2) My RSIWLR DISPLAY will work with all filters. All you have to drop in the selection part of the code and you get the RSIWLR dispaly. 3) I created the RSIWLR column that adds up the matches so you can see how many "hits" per stock. You this column is sorted so the stocks with the most hits pop to the top. I never claimed to invent the RSIWLR system. Your RSIWLR "filter" just selected stocks, it didn't display or analyze the results. So Corsino, I think you are WAY OFF BASE HERE. If you think my RSIWLR FILTER DISPLAY is just "bells and whistles", so be it. But I did write the filter and that's a fact. |
TheRumpledOne 6,411 posts msg #37202 - Ignore TheRumpledOne |
7/31/2005 2:16:20 PM I made an improvement or two... 1) added the WARM column, so you know when a stock is getting warmer. Actually it's an acronym for Williams, Accumulation, RSI, Momentum. WARM where: W is williams %r(10), 1 = up, 0 = down A is accumulation distribution, 1 = up, 0 = down R is RSI(2), 1 = up, 0 = down M is momentum(12), 1 = up, 0 = down WARM ==== 1111 means all four indicators going up 0 means all four indicators going up 10 means rsi(2) going up, and the others going down 101 means accumulation distribution and momentum(12) going up but williams %r(10) and rsi(2) going down. 2) I added the crossover counts for each indicator. The count is the number of consecutive days the indicator has been above (+) or below (-) zero. 3) I added the daily/weekly bollinger band and linear regression crossovers. xBB/xWBB: 1 = High crossed above Upper Bollinger Band(20), 2 = close above Upper Bollinger Band(20), 0 = no cross, -2 = close below lower Bollinger Band(20), -1 = Low crossed below lower Bollinger Band(20) */ /* xLR/xWLR: 1 = High crossed above Top Linear Regression Line(60), 2 = close above Top Linear Regression Line(60), 0 = no cross, -2 = close below Bottom Linear Regression Line(60), -1 = Low crossed below Bottom Linear Regression Line(60) */ 4) I added columns to indicate if the indicator is at a 60 day low: column wr60D = 1 when Williams %R(10) is at a 60 day low, otherwise 0. column accd60D = 1 when accumulation distributionis at a 60 day low, otherwise 0. column rsi60D = 1 when rsi(2) is at a 60 day low, otherwise 0. column momo60D = 1 when momentum(12)is at a 60 day low, otherwise 0. You may want to tweak the 60 day low... maybe it should be different for each indicator. Yes, I guess some people may think this is just "bells and whistles" but I know most of you will see the value of this display. People see WHAT THEY WANT TO SEE! MAY ALL YOUR FILLS BE COMPLETE. |
TheRumpledOne 6,411 posts msg #37204 - Ignore TheRumpledOne |
7/31/2005 3:01:19 PM FINISHING TOUCHES! This is about as close as it gets until someone figures out the period www.prophet.net is using for accumulation distribution. The following lines plot a/d, momentum and williams %r on a scale of 0 - 100: set{adrng, accumulation distribution 100 day high - accumulation distribution 100 day low} set{adpct, adrng * .02} set{adcon, accumulation distribution - accumulation distribution 100 day low} set{adval, adcon / adpct } set{morng, momentum(12) 100 day high - momentum(12) 100 day low} set{mopct, morng * .02} set{mocon, momentum(12) - momentum(12) 100 day low} set{moval, mocon / mopct } set{wrval, Williams %R(10) + 100} Now we can sort/select based on these values. Now that we have all the raw data we need, in the form we need it, it's time to write selection criteria based on those values. TO BE CONTINUED... MAY ALL YOUR FILLS BE COMPLETE. |
TheRumpledOne 6,411 posts msg #37206 - Ignore TheRumpledOne |
7/31/2005 4:06:57 PM Looks like I needed to multiply by .01 instead of .02... Thanks Cegis! Now all YOU have to do is select the appropriate values for the columns. MAY ALL YOUR FILLS BE COMPLETE. |
cegis 235 posts msg #37208 - Ignore cegis |
7/31/2005 4:31:17 PM Glad to help! C |
TheRumpledOne 6,411 posts msg #37214 - Ignore TheRumpledOne |
7/31/2005 7:59:19 PM Ok, time to get to work. First we will find A/D and RSI(2) moving together and upturn from the bottom. MAY ALL YOUR FILLS BE COMPLETE. |
TheRumpledOne 6,411 posts msg #37216 - Ignore TheRumpledOne |
7/31/2005 8:29:43 PM |
TheRumpledOne 6,411 posts msg #37217 - Ignore TheRumpledOne |
7/31/2005 9:04:33 PM These may look the same but they are not! I am giving you an example for each of the trade types. Due to set statement limitations, you have to sort each column or make 4 versions, one for each cross over. Such a bummer because I could do a column like the trend column. Another alternative is to download to an EXCEL spreadsheet and you can sort on more than one column. Another alternative is to select pairs of crossover like WxA equal 1 and WxM equal 1 WxA equal 1 and RxM equal 1 RxA equal 1 and RxM equal 1 RxA equal 1 and WxM equal 1 |
TheRumpledOne 6,411 posts msg #37218 - Ignore TheRumpledOne |
7/31/2005 9:10:09 PM Of course, I have to give an example of using my old favorite RSI(2) < 1. The most important thing to remember is THIS IS AN ANALYZER TOOL. You can use any selection criteria you want and this display will analyze the selections using MP's RSIWRL method. It will help you weed out the losers. MAY ALL YOUR FILLS BE COMPLETE. MAY ALL YOUR FILLS BE COMPLETE. |
corsino 259 posts msg #37224 - Ignore corsino |
8/1/2005 9:41:22 AM RumpedOne Several days ago I agreed, in private e-mails, not to conduct a feud similar to what you and MP are doing. However, I was under the mistaken impression that you would do likewise. However I see that you continue to "badmouth" me. ButI have better things to do............... Adios Amigos.... |
StockFetcher Forums · Filter Exchange · /* MPs RSIWRL DISPLAY */ | << 1 2 3 4 5 ... 7 >>Post Follow-up |
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