StockFetcher Forums · Filter Exchange · Weekly CCI 50 with BB overlay Bearish Cross<< >>Post Follow-up
Stiv
6 posts
msg #106787
Ignore Stiv
6/26/2012 11:21:48 PM

This is a promising short screen. Set up weekly CCI with a Bollinger Band overly on the indicator. Look at different period CCI's. Screen for crosses below the median band on the CCI50 after being above the median band for previous 20 days.


Fetcher[/*FIRST SET THE CCI(10) AS A USER-DEFINED VARIABLE*/
SET{ WeeklyCCI10, weekly CCI(10)}

/*NOW GET THE MA(20) OF THIS VARIABLE*/
SET{weeklyCCI10MA20, CMA(WeeklyCCI10,20)}

/*NOW CALCULATE THE STDEV TO DETERMINE BOLLINGER BANDS*/
SET{weeklyCCI10STD20, CSTDDEV(weeklyCCI10,20)}
SET{weeklyCCI10DIFF, weeklyCCI10 - weeklyCCI10MA20}
SET{weeklyCCI10THRESHOLD, weeklyCCI10STD20 * 2}

SET{weeklyCCI10UPPERBAND, weeklyCCI10MA20 + weeklyCCI10THRESHOLD}
SET{weeklyCCI10MEDIANBAND,weeklyCCI10MA20}
SET{weeklyCCI10LOWERBAND, weeklyCCI10MA20 - weeklyCCI10THRESHOLD}

DRAW weeklyCCI10LOWERBAND ON PLOT weeklyCCI10
DRAW weeklyCCI10MEDIANBAND ON PLOT weeklyCCI10
DRAW weeklyCCI10UPPERBAND ON PLOT weeklyCCI10


/*FIRST SET THE CCI(20) AS A USER-DEFINED VARIABLE*/
SET{weeklyCCI20, weekly CCI(20)}

/*NOW GET THE MA(20) OF THIS VARIABLE*/
SET{weeklyCCI20MA20, CMA(weeklyCCI20,20)}

/*NOW CALCULATE THE STDEV TO DETERMINE BOLLINGER BANDS*/
SET{weeklyCCI20STD20, CSTDDEV(weeklyCCI20,20)}
SET{weeklyCCI20DIFF, weeklyCCI20 - weeklyCCI20MA20}
SET{weeklyCCI20THRESHOLD, weeklyCCI20STD20 * 2}

SET{weeklyCCI20UPPERBAND, weeklyCCI20MA20 + weeklyCCI20THRESHOLD}
SET{weeklyCCI20MEDIANBAND, weeklyCCI20MA20}
SET{weeklyCCI20LOWERBAND, weeklyCCI20MA20 - weeklyCCI20THRESHOLD}

DRAW weeklyCCI20LOWERBAND ON PLOT weeklyCCI20
DRAW weeklyCCI20MEDIANBAND ON PLOT weeklyCCI20
DRAW weeklyCCI20UPPERBAND ON PLOT weeklyCCI20

/*FIRST SET THE CCI(50) AS A USER-DEFINED VARIABLE*/
SET{weeklyCCI50, weekly CCI(50)}

/*NOW GET THE MA(30) OF THIS VARIABLE*/
SET{weeklyCCI50MA30, CMA(weeklyCCI50,30)}

/*NOW CALCULATE THE STDEV TO DETERMINE BOLLINGER BANDS*/
SET{weeklyCCI50STD30, CSTDDEV(weeklyCCI50,30)}
SET{weeklyCCI50DIFF, weeklyCCI50 - weeklyCCI50MA30}
SET{weeklyCCI50THRESHOLD, weeklyCCI50STD30 * 2}

SET{weeklyCCI50UPPERBAND, weeklyCCI50MA30 + weeklyCCI50THRESHOLD}
SET{weeklyCCI50MEDIANBAND, weeklyCCI50MA30}
SET{weeklyCCI50LOWERBAND, weeklyCCI50MA30 - weeklyCCI50THRESHOLD}

DRAW weeklyCCI50LOWERBAND ON PLOT weeklyCCI50
DRAW weeklyCCI50MEDIANBAND ON PLOT weeklyCCI50
DRAW weeklyCCI50UPPERBAND ON PLOT weeklyCCI50

show stocks where the weeklyCCI50 1 days ago has been above the weeklyCCI50MEDIANBAND 1 days ago for the last 20 days and the weeklyCCI50 crossed below weeklyCCI50MEDIANBAND in last 1 days and volume is greater than 100000 and not otcbb and chart display is weekly
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StockFetcher Forums · Filter Exchange · Weekly CCI 50 with BB overlay Bearish Cross<< >>Post Follow-up

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