StockFetcher Forums · Filter Exchange · Parabolic Sar<< 1 2 >>Post Follow-up
marine2
852 posts
msg #141162
Ignore marine2
1/19/2018 12:52:43 AM

Has anyone tried and backtested a reliable Parabolic Sar Filter? If so, could you please show me the filter so I can try it? Thank you. Btw, I need the filter to show the beginning of an uptrend. Thank you.

Cheese
397 posts
msg #141165
Ignore Cheese
1/19/2018 9:50:52 AM

Over the years, alf44 and Kevin_in_GA have posted their choice Parabolic Sar parameters.
Good luck with your search.

marine2
852 posts
msg #141167
Ignore marine2
1/19/2018 11:28:36 AM

Thank you Cheese in getting back to me. Just wondering if Alf44 has left SF? I see Kevin has left us now and we all hate seeing great filter engineers leave us. I am sure others hopefully will step up and take his place as others who have left before Kevin opening the door for Kevin to show us his work. Hopefully we all will have a great New Year 2018.

pthomas215
1,251 posts
msg #141168
Ignore pthomas215
1/19/2018 11:33:26 AM

Fetcher[ rsi(2) 1 day ago below 1
volume above 1000000
price between 1 and 90
sort column 21 descending

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

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

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below 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 ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


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

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


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

]



Cheese
397 posts
msg #141170
Ignore Cheese
1/19/2018 11:40:49 AM

hi marine2,

you may want to ask sF whether alf44 has left.

from my own notes, at one time Kevin favored Parabolic SAR(0.08,0.01). This is before Ai SS NN
For Kevin's more current parameters, please check his Ai SS NN threads.

Good luck trading

Cheese
397 posts
msg #141172
Ignore Cheese
1/19/2018 11:55:31 AM

marine2,

This link has good Parabolic SAR info from both Kevin_in_GA(0.08,0.01) and alf44( 0.055, 0.34)

https://www.stockfetcher.com/forums/Filter-Exchange/The-RED-LIGHT-GREEN-LIGHT-Trading-System/117390/20

Good luck

johnpaulca
12,034 posts
msg #141173
Ignore johnpaulca
1/19/2018 12:00:29 PM

alf44 left a long time ago

marine2
852 posts
msg #141174
Ignore marine2
modified
1/19/2018 12:02:31 PM

Thank you Cheese. And a thanks to PThomas in providing his filter on the Paroblic SAR.

marine2
852 posts
msg #141175
Ignore marine2
1/19/2018 12:03:15 PM

Thanks John.

shillllihs
4,550 posts
msg #141176
Ignore shillllihs
1/19/2018 12:11:45 PM

You know that feeling that Par. looks so ez and you wish it was, but it's not?
You can improve your chances by filtering for Par. moves that have failed 2 or 3 times in a row, thus eliminating some of the fails. You can whip a filter like that up, can't you PT.

StockFetcher Forums · Filter Exchange · Parabolic Sar<< 1 2 >>Post Follow-up

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