StockFetcher Forums · General Discussion · Is this a crash or a correction?<< 1 ... 18 19 20 21 22 >>Post Follow-up
Cheese
1,374 posts
msg #146197
- Ignore Cheese		 1/21/2019 2:22:18 PM

Fetcher[
/* Bull or Bear by Marty Chenard */
/* http://www.stocktiming.net/?p=3711 February 5, 2018 */
/* https://www.stockfetcher.com/forums/Filter-Exchange/Connors-TPS/146101/99999 */
/* bull when all three indices have rsi(30) > 50 */
/* bear when all three indices have rsi(30) < 50 */
/* deterioration when one or more indices have rsi(30) < 50 */
symlist(SPY,QQQ,IWM)
set{RSI30, RSI(30) - 50} /* davesaint86 */
set{CRSI_Bar, RSI30} /* davesaint86 */
draw CRSI_Bar /* davesaint86 */
PlotType{CRSI_Bar,zerobar} /* davesaint86 */
]
Cheese
1,374 posts
msg #146201
- Ignore Cheese		 1/21/2019 3:04:13 PM

Fetcher[
/* Bull or Bear by Marty Chenard */
/* http://www.stocktiming.net/?p=3711 February 5, 2018 */
/* https://www.stockfetcher.com/forums/Filter-Exchange/Connors-TPS/146101/99999 */
/* bull when all three indices have rsi(30) > 50 */
/* bear when all three indices have rsi(30) < 50 */
/* deterioration when one or more indices have rsi(30) < 50 */

symlist(SPY,QQQ,IWM)

set{RSI30, RSI(30) - 50} /* davesaint86 */
set{CRSI_Bar, RSI30} /* davesaint86 */
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI14, RSI(14) - 50} /* davesaint86 */
set{RSI14_line, RSI14}
draw RSI14 on plot CRSI_Bar
set{RSI7, RSI(7) - 50} /* davesaint86 */
set{RSI7_line, RSI7}
draw RSI7 on plot CRSI_Bar

add column rsi(30){rsi30=56?} /* davesaint86 */
add column rsi(14){rsi14=65?} /* davesaint86 */
add column rsi(7){rsi7=72?} /* davesaint86 */

/* davesaint86
If you see something like RSI(30) = 56, RSI(14) = 65 and RSI(7) is = 72,
the position will be 100% be in an uptrend.
*/
]
davesaint86
725 posts
msg #146202
- Ignore davesaint86
modified		 1/21/2019 3:26:29 PM

I forgot who developed the first part of this filter. I look at it frequently.

Fetcher[apply to symlist(spy,iwm,qqq,vxx)
set{vxxc, ind(vxx,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,5)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,5)}



set{riskon, count(vxvvxx > or = to vxxavg,1)}
set{riskof, count(vxvvxx < or = to vxxavg,1)}

set{risk_on, count(vxvvxx crossed above vxxavg,1)}
set{risk_of, count(vxvvxx crossed below vxxavg,1)}


draw ma(50)
draw ma(100)
draw ma(200)

draw vxvvxx on plot vxxavg
draw riskon
draw riskof


add column riskon{riskon=long_spy}
add column separator
add column riskof{riskoff=short_spy}
add column separator

/* Bull or Bear by Marty Chenard */
/* http://www.stocktiming.net/?p=3711 February 5, 2018 */
/* https://www.stockfetcher.com/forums/Filter-Exchange/Connors-TPS/146101/99999 */
/* bull when all three indices have rsi(30) > 50 */
/* bear when all three indices have rsi(30) < 50 */
/* deterioration when one or more indices have rsi(30) < 50 */

set{RSI30, RSI(30) - 50} /* davesaint86 */
set{CRSI_Bar, RSI30} /* davesaint86 */
draw CRSI_Bar /* davesaint86 */
PlotType{CRSI_Bar,zerobar} /* davesaint86 */
add column rsi(7)
add column rsi(14)
add column rsi(30)
chart-length 6 months]
karennma
8,057 posts
msg #146295
- Ignore karennma
modified		 1/28/2019 10:13:51 AM

moved


SAFeTRADE
646 posts
msg #146300
- Ignore SAFeTRADE		 1/28/2019 12:52:11 PM

Note: From CBOE website.

On September 18, 2017 the ticker symbol for the Cboe 3-Month Volatility Index was changed from “VXV” to “VIX3M”

I think I mentioned this when I posted this filter. It is the reason I added VIX3m in the calcs.
karennma
8,057 posts
msg #146307
- Ignore karennma		 1/29/2019 7:41:42 AM

@ davesaint86,

Instead of typing SPY, QQQ etc ... is there an easy way to run that filter using a watchlist?
davesaint86
725 posts
msg #146313
- Ignore davesaint86		 1/29/2019 3:13:27 PM

1. Create watchlist - add symbols.
2. Add watchlist name to filter

apply to watchlist(Name of Watchlist)
Cheese
1,374 posts
msg #146464
- Ignore Cheese		 2/7/2019 10:20:36 AM

karennma, a gentle reminder of this filter written by davesaint86 for you
======================================================

davesaint86
msg #140898 1/12/2018 1:59:26 PM

Here is the actual filter with everything in it Karen.

Submit
Fetcher[

apply to symlist(ddm,dgld,dwt,labd,mco,spgi,goog,v,ma,cboe,rpv,rpg,qqq,mdy,vea,tlt,jnk,ief,gdx,ita,pjp,robo,smh,slv,xib,agq,zsl,uco,sco,oil,ftec,sso,qld,mvv,ddm,tmf,eev,ziv,xiv,cure,ugaz,dgaz,uslv,dslv,uwt,dwt,labu,labd,soxl,soxs,rusl,nugt,dust,upro,tqqq,midu,udow,nvda,cme,schw,ice,eftc,ba,agg,cwi,spy,iwm,dgld,ugld,shy,qid,sds,sqqq,spxu,drn,drv)


draw Bollinger Bands(18,2)
and draw Slow Stochastic(14,3) Fast %K line at 20.00 and draw Slow Stochastic(14,3) Fast %K line at 80.00
and draw Slow Stochastic(14,3) Fast %K line at 50.00
and draw Slow Stochastic(5,1) Fast %K line at 20.00 and draw Slow Stochastic(5,1) Fast %K line at 80.00 and draw Slow Stochastic(5,1) Fast %K line at 50.00
draw ma(18)
draw ma(100)
draw ma(200)
set{E3,dma(8,-5),8)-cma(DMA(8,-5),8) }
set{Longposition, count(E3 > 0,1)}
set{Shortposition, count(E3 < 0,1)}
SET{TRIGGER,0}
draw Longposition on plot
draw Shortposition on plot
draw dma(8,-5),8)
draw cma(DMA(8,-5),8)


set{E4, TSI(5,5,9) - Smoothed TSI(5,5,9)}
set{TDLongposition, count(E3 > 0,1)}
set{TDShortposition, count(E3 < 0,1)}
SET{TDTRIGGER,0}
draw TSI(5,5,9)

set{E9, close above ma(18)}
set{DLongposition, count(E9 > 0,1)}
set{DShortposition, count(E9 < 0,1)}
SET{DTRIGGER,0}


set{CRS1, rsi(4),1)}
set{CRS2, rsi(9),1)}
set{CRS3, rsi(30),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}


set{CRS4, weekly rsi(4),1)}
set{CRS5, weekly rsi(9),1)}
set{CRS6, weekly rsi(30),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}

set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}


set{RSI30, RSI(30) - 50}
set{CRSI_Bar, RSI30}
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI9, RSI(9) - 50}
set{RSI9_line, RSI9}
draw RSI9 on plot CRSI_Bar
set{RSI4, RSI(4) - 50}
set{RSI4_line, RSI4}
draw RSI4 on plot CRSI_Bar

set{drsilong1, count(rsi(30) above 5, 1)}
set{drsilong2, count(rsi(4) above rsi(30), 1)}
set{drsilong3, count(rsi(9) above rsi(30), 1)}
set{drsilong4, drsilong1 + drsilong2}
set{drsilong5, drsilong4 + drsilong3}
set{drsilong, count(drsilong5 equals 3, 1)}
set{drsishort, count(drsilong5 less than 3, 1)}
SET{DRSITRIGGER,0}
draw drsilong on plot
draw drsishort on plot
set{IFT_Bar,IFT(4,1)}
draw IFT_Bar
PlotType{IFT_Bar,zerobar}
DRAW IFT(4,1)
DRAW IFT(4,1) LINE AT .50
DRAW IFT(4,1) LINE AT -.50
DRAW IFT(4,1) LINE AT 0





set{wrsi1, weekly rsi(4)}
set{wrsi2, weekly rsi(30)}
set{wrsi3, count(wrsi1 > wrsi2,1)}


set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}








set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{C-RS, CR1 + CRS126}

set{wsto, weekly Slow Stochastics(14,3)}
set{dsto, Slow Stochastics(14,3)}
set{wdsto, wsto + dsto}
set{CSTO, wdsto / 2}


set{TWRSI4, weekly RSI(4)}
set{TWRSI9, weekly RSI(9)}
set{TWRSI30, weekly RSI(30)}
set{TWRSI1, TWRSI4 + TWRSI9}
set{TWRSI2, TWRSI1 + TWRSI30}
set{A-WRSI, TWRSI2 / 3}

set{TDRSI4, RSI(4)}
set{TDRSI9, RSI(9)}
set{TDRSI30, RSI(30)}
set{TDRSI1, TDRSI4 + TDRSI9}
set{TDRSI2, TDRSI1 + TDRSI30}
set{A-DRSI, TDRSI2 / 3}






set{E10, close above Upper Bollinger Bands(18,2)}
set{BBLongposition, count(E10 > 0,1)}
set{BBShortposition, count(E10 < 0,1)}
SET{BBTRIGGER,0}


set{var,ind(^vix,close)}
set{var1,ind(^vxv,close)}
set{ratio,var/var1}

add column separator

add column BBLongposition{BBSell}
add column separator
add column Longposition {DMA8}
add column separator
add column TDLongposition{DTSI}
add column separator
add column drsilong {DRSI}
add column separator
add column DLongposition {MA18}
add column separator

add column wrsilong {WRSI}
add column separator
ADD COLUMN ROC(126,1) {6 mth %}
add column separator
ADD COLUMN ROC(63,1) {3 mth %}
add column separator
ADD COLUMN ROC(21,1) {1 mth %}
add column separator
add column C-RS
add column separator
add column Upper Bollinger Bands(18.2) {Up-BB}
add column separator
add column lower Bollinger Bands(18.2) {Low-BB}
ADD COLUMN SEPARATOR
add column weekly Slow Stochastics(14,3){wSto}
ADD COLUMN SEPARATOR
add column Slow Stochastics(14,3){dSto}
ADD COLUMN SEPARATOR
add column csto
ADD COLUMN SEPARATOR
add column A-WRSI
ADD COLUMN SEPARATOR
add column A-DRSI
ADD COLUMN SEPARATOR
add column c-rsi
ADD COLUMN SEPARATOR
add column IFT(4,1) {dift}
add column separator
add column weekly IFT(4,1) {wift}
add column separator

add column rsi(4){drsi4}
add column separator
add column rsi(9){drsi9}
add column separator
add column rsi(30){drsi30}
add column separator
add column RSI(2)
add column separator
add column ratio
add column separator
add column atr(21) {Atr}
add column separator
add column average day range (21){ADR%}



do not draw MACD(12,26)
do not drawn line 0
do not draw MA(250)
do not draw MA(50)
do not draw EMA(250)


SORT COLUMN 34 DESCENDING
chart-time is 75 days
]
SAFeTRADE
646 posts
msg #146467
- Ignore SAFeTRADE		 2/7/2019 2:09:18 PM

Change VXX to VXXB in filter and you will get Riskon and Riskoff to plot.

Fetcher[apply to symlist(spy,iwm,qqq,vxx)
set{vxxc, ind(vxxb,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,5)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,5)}



set{riskon, count(vxvvxx > or = to vxxavg,1)}
set{riskof, count(vxvvxx < or = to vxxavg,1)}

set{risk_on, count(vxvvxx crossed above vxxavg,1)}
set{risk_of, count(vxvvxx crossed below vxxavg,1)}


draw ma(50)
draw ma(100)
draw ma(200)

draw vxvvxx on plot vxxavg
draw riskon
draw riskof


add column riskon{riskon=long_spy}
add column separator
add column riskof{riskoff=short_spy}
add column separator

/* Bull or Bear by Marty Chenard */
/* http://www.stocktiming.net/?p=3711 February 5, 2018 */
/* https://www.stockfetcher.com/forums/Filter-Exchange/Connors-TPS/146101/99999 */
/* bull when all three indices have rsi(30) > 50 */
/* bear when all three indices have rsi(30) < 50 */
/* deterioration when one or more indices have rsi(30) < 50 */

set{RSI30, RSI(30) - 50} /* davesaint86 */
set{CRSI_Bar, RSI30} /* davesaint86 */
draw CRSI_Bar /* davesaint86 */
PlotType{CRSI_Bar,zerobar} /* davesaint86 */
add column rsi(7)
add column rsi(14)
add column rsi(30)
chart-length 6 months]
shillllihs
6,047 posts
msg #146469
- Ignore shillllihs		 2/7/2019 2:52:50 PM

It’s neat that everyone is providing these long/short market filters, but the only problem is they’re all slightly contradictory of each other. Anyone else kind of bemused by this?
StockFetcher Forums · General Discussion · Is this a crash or a correction?<< 1 ... 18 19 20 21 22 >>Post Follow-up

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