StockFetcher Forums · General Discussion · Filtering with Weekly Exponential Moving Averages<< >>Post Follow-up
gwood704
13 posts
msg #36580
Ignore gwood704
6/30/2005 1:58:26 PM

Does anybody know how to create a filter based upon weekly moving averages as opposed to just daily moving averages?

For example, we can do an sort for stocks where the 50 dema is above its 200 dema, but the same doesn't appear to work with weekly moving averages, so far as I can tell.

If anyone knows how to use weekly moving averages, I'd be appreciative of your sharing. Thank you.


TheRumpledOne
6,411 posts
msg #36590
Ignore TheRumpledOne
6/30/2005 8:46:10 PM

YOU HAVE TO CLICK ON THE MAGNIFYING GLASS ICON!!

Fetcher[
/* Basic Filter for newbies and old pros - WEEKLY AVERAGES*/

set{E36b,days(weekly ema(3) is above weekly ema(6),100)}
set{E36a,days(weekly ema(3) is below weekly ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(weekly ma(50) is above weekly ma(200),100)}
set{E50200a,days(weekly ma(50) is below weekly ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(weekly ema(13) is above weekly ema(26),100)}
set{E1326a,days(weekly ema(13) is below weekly ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above weekly ema(5),100)}
set{E5a,days(close is below weekly ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above weekly ma(50),100)}
set{E50a,days(close is below weekly ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above weekly ma(200),100)}
set{E200a,days(close is below weekly ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 5) }
set{DMIBuy, count( di(14) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(14) Difference crossed below 0, 5) }
set{DMISellX, count( di(14) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

and add column VolCnt
and add column Vdbl
and add column volpct

and add column HiOp
and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell


close above 1
volume above 1000000

sort column 16 descending


and draw Parabolic SAR
and draw +di(14)
and draw -di(14)
and draw adx(14)
and draw di(14) difference

]



I took this BASIC FILTER and adding WEEKLY in front of all the ema's and ma's

Sorted descending on the ma50xma200 column so the ones crossing above pop to the top.

Is this what you needed?

MAY ALL YOUR FILLS BE COMPLETE.


gwood704
13 posts
msg #36631
Ignore gwood704
7/2/2005 10:54:03 AM

RumpledOne:

Thanks for reviewing my question. Do you have a filter that's very basic, without the SAR, RSI and other parameters?

I'm just looking for a screen that scans for stocks having:

50 week exponential moving average is above 100 week exponential moving average

and

100 week exponential moving average is above 200 week exponential moving average

Thank you.


TheRumpledOne
6,411 posts
msg #36653
Ignore TheRumpledOne
7/2/2005 4:59:57 PM

LOL... you can take out whatever you want...

YOU HAVE TO CLICK ON THE MAGNIFYING GLASS ICON!!

Fetcher[
/* Basic Filter for newbies and old pros - WEEKLY AVERAGES*/

set{E36b,days(weekly ema(3) is above weekly ema(6),100)}
set{E36a,days(weekly ema(3) is below weekly ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(weekly ema(50) is above weekly ema(200),100)}
set{E50200a,days(weekly ema(50) is below weekly ema(200),100)}
set{M50xM200, E50200a - E50200b}

set{E50100b,days(weekly ema(50) is above weekly ema(100),100)}
set{E50100a,days(weekly ema(50) is below weekly ema(100),100)}
set{M50xM100, E50100a - E50100b}

set{E100200b,days(weekly ema(100) is above weekly ema(200),100)}
set{E100200a,days(weekly ema(100) is below weekly ema(200),100)}
set{M100xM200, E100200a - E100200b}



set{E1326b,days(weekly ema(13) is above weekly ema(26),100)}
set{E1326a,days(weekly ema(13) is below weekly ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above weekly ema(5),100)}
set{E5a,days(close is below weekly ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above weekly ema(50),100)}
set{E50a,days(close is below weekly ema(50),100)}
set{CxM50, E50a - E50b}

set{E100b,days(close is above weekly ema(100),100)}
set{E100a,days(close is below weekly ema(100),100)}
set{CxM100, E100a - E100b}

set{E200b,days(close is above weekly ema(200),100)}
set{E200a,days(close is below weekly ema(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 5) }
set{DMIBuy, count( di(14) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(14) Difference crossed below 0, 5) }
set{DMISellX, count( di(14) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

and add column VolCnt
and add column Vdbl
and add column volpct

and add column HiOp
and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM100
and add column CxM200

and add column M50xM100
and add column M100xM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell


close above 1
volume above 1000000

sort column 16 descending


and draw Parabolic SAR
and draw +di(14)
and draw -di(14)
and draw adx(14)
and draw di(14) difference

weekly ema(50) above weekly ema(100)
weekly ema(100) above weekly ema(200)
]




What's the reason you don't want the other indicators? If you don't understand them, it's time to learn!

I figured out the Parabolic SAR after Noah posted it. I read the link, more than once, reread his post, googled Parabolic SAR and now understand how to use it. It's not that difficult.

We are trading with REAL MONEY. It behooves us to learn all we can and master that which works for us.

So if you don't like a column or two, just delete the ADD COLUMN lines for the "offending" columns. But I just use the same basic filter and modify it for people's requests. It's easy for me and it shows that you don't have to reinvent the wheel each time. Not to mention, if you have a standard display it is faster to read and analyze the data.

Answer a question for me please...

What do YOU look at if not some of the columns of the basic filter?

Perhaps I can learn something for you.

MAY ALL YOUR FILLS BE COMPLETE.

p.s.

Fetcher[
weekly ema(50) above weekly ema(100)
weekly ema(100) above weekly ema(200)
add column weekly ema(50)
add column weekly ema(100)
add column weekly ema(200)
]



Perhaps that'll make you happy.


StockFetcher Forums · General Discussion · Filtering with Weekly Exponential Moving Averages<< >>Post Follow-up

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