StockFetcher Forums · Filter Exchange · count<< >>Post Follow-up
ludowillems
111 posts
msg #149724
Ignore ludowillems
12/1/2019 12:16:31 PM

Dear members,
I look for candles where :high > ma(180) and low < ma(180).
The low of the day was below the MA and the High above the MA on that same day . That works.
Now I'd like the number of times this happenend in the last n days, and display a column with the results.
How do you formulate this?
Thanks for your time,
ludo


xarlor
581 posts
msg #149725
Ignore xarlor
12/1/2019 12:36:05 PM

Note: count limit is 100.

Fetcher[
close > 1

set{hi,count(high > ma(180),1)}
set{lo,count(low < ma(180),1)}
set{trigger,hi * lo}
trigger > 0

set{hits,count(trigger > 0,100)}

add column hits
draw ma(180)
sort column 5 descending
]



arenas
14 posts
msg #149728
Ignore arenas
12/1/2019 4:52:27 PM

Hello, Here is another scan when after a down trend a doji candlestick appears in an oversold Stochastic and the next day is a gap up. def down = if high[1] < low[1] and high[2] < low and high[3] < low [3] < 3 and high[4] < low and high[5] < low [5] then 1 else 0; def doji = if open[1] == close[1] then 1 else0; def stoch = if StochasticFast().OverSold[1] is true then 1 else 0; def gap = open > high[1] plot scan = if down and doji and stoch and gap then 1 else 0;

ludowillems
111 posts
msg #149737
Ignore ludowillems
modified
12/2/2019 5:34:33 AM

Thanks xarlor and arenas for your time.
I added my trigger conditions to the filter (found this code here on the forum). The final decision to enter could be the slope of the MA(180).
All I want is a green day after the trigger day !
I wonder if there is a way to backtest this ?
Fetcher[

show stocks where CCI(20) crossed above 0
and CCI(20) 2 days ago was below -100
and show stocks where volume above 500000
show stocks where average volume(30) is more than 500000
and show stocks where close above $5
close > ma(180)
open < ma(180)

set{hi,count(close > ma(180),1)}
set{lo,count(open < ma(180),1)}
set{trigger,hi * lo}
trigger > 0

set{hits,count(trigger > 0,220)}
add column hits
sort column 5 descending
]



PS: the filter works also with 220 days !?

ludowillems
111 posts
msg #149738
Ignore ludowillems
12/2/2019 7:57:13 AM

adding " 5 day slope of ma(180) > 0" eliminates some false signals.

Fetcher[


show stocks where CCI(20) crossed above 0
and CCI(20) 2 days ago was below -100
and show stocks where volume above 500000
show stocks where average volume(30) is more than 500000
and show stocks where close above $5
close > ma(180)
open < ma(180)
5 day slope of ma(180) > 0

set{hi,count(close > ma(180),1)}
set{lo,count(open < ma(180),1)}
set{trigger,hi * lo}
trigger > 0

set{hits,count(trigger > 0,220)}
add column hits
sort column 5 descending
]



xarlor
581 posts
msg #149749
Ignore xarlor
12/2/2019 12:02:23 PM

You're right, count limit is 252 (1 year in trading days). Change it to 253 or higher and it breaks.

Fetcher[
symlist(SPY)
set{var1,count(close > 1,100)}
set{var2,count(close > 1,101)}
set{var3,count(close > 1,252)}

add column var1
add column var2
add column var3
]



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