StockFetcher Forums · Filter Exchange · WSE Fibonacci CCI<< 1 2 >>Post Follow-up
chetron
2,817 posts
msg #75584
Ignore chetron
modified
6/18/2009 6:42:36 AM

VERY NICE, TOMM

MAYBE...

Fetcher[


/* DEAD WEIGHT FILTER*/
/* 5 Period Hull Moving Average with a WMA(2) Crossover */
set{fast1,cwma(close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}
set{mvavg,cwma(fastavg,2)}

set{hull_diff,fastavg - mvavg}

draw fastavg on plot price
draw mvavg on plot price
draw hull_diff

set{var1,cci(8) + cci(13)}
set{var2,var1 + cci(21)}
set{3xcci,var2 / 3}

add column 3xcci
CLOSE ABOVE OPEN
close above 1
volume above 500000
sort column 5 descending
3xcci is above 150
3xcci 1 DAY AGO ABOVE 3xcci
and average day range (20) is greater than 10%
and do not draw average day range (20)

]




LONG????????


Fetcher[

/* LITE WEIGHT FILTER */
/* 5 Period Hull Moving Average with a WMA(2) Crossover */
set{fast1,cwma(close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}
set{mvavg,cwma(fastavg,2)}

set{hull_diff,fastavg - mvavg}

draw fastavg on plot price
draw mvavg on plot price
draw hull_diff

set{var1,cci(8) + cci(13)}
set{var2,var1 + cci(21)}
set{3xcci,var2 / 3}

add column 3xcci
CLOSE ABOVE CLOSE 1 DAY AGO
close above 1
volume above 100000
sort column 5 AScending
3xcci is BELOW -150
3xcci 1 DAY AGO BELOW 3xcci
and average day range (20) is greater than 10%
and do not draw average day range (20)

]



tomm1111
202 posts
msg #75617
Ignore tomm1111
6/19/2009 2:55:16 AM

Chetron, Nice conversion on the long filter. The following increases the hit rate some.

Fetcher[

/* LITE WEIGHT FILTER */
/* 5 Period Hull Moving Average with a WMA(2) Crossover */
set{fast1,cwma(close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}
set{mvavg,cwma(fastavg,2)}

set{hull_diff,fastavg - mvavg}

draw fastavg on plot price
draw mvavg on plot price
draw hull_diff

set{var1,cci(8) + cci(13)}
set{var2,var1 + cci(21)}
set{3xcci,var2 / 3}

add column 3xcci
CLOSE ABOVE CLOSE 1 DAY AGO
close above 1
volume above 100000
sort column 5 AScending
3xcci is BELOW -150
3xcci 1 DAY AGO BELOW 3xcci
and average day range (20) is greater than 6%
and do not draw average day range (20)

]



chetron
2,817 posts
msg #75619
Ignore chetron
6/19/2009 6:46:35 AM

thanx tomm

StockFetcher Forums · Filter Exchange · WSE Fibonacci CCI<< 1 2 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.