StockFetcher Forums · Filter Exchange ·  Stochastics 19/89 and Spider ETFs<< >>Post Follow-up
tmuesing
19 posts
msg #144388
Ignore tmuesing
modified
8/12/2018 11:20:51 AM

Here's a filter using Stochastics for entry/exit for the spider ETFs.
Modifications are welcomed.

Submit
Fetcher[
/* Spider ETFs, stochastics 19/89 */
symlist(EFA,QQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLK,XLP,XLU,XLV,XLY,XOP,XRT)

/* the triggers */
set{inn1, count(stochastic(12,3,3) %K crossed above 19,1)}
set{out1, count(stochastic(12,3,3) %K crossed below 89,1)}

/* calculating days in or out */
set{daysinn, days(inn1 > 0.5,200)}
set{daysout, days(out1 > 0.5,200)}
set{daysmin, MIN(daysinn,daysout)}
set{mmm, count(daysinn > daysout,1)}
set{nnn, mmm * -1}
set{inout1, daysmin * nnn}
set{ooo, count(daysinn <= daysout,1)}
set{inout2, daysinn * ooo}
set{inout, inout1 + inout2}

draw inn1
draw out1
draw MA(50)
draw Stochastic(12,3,3) %K line at 19
draw Stochastic(12,3,3) %D line at 89
add column inout
add column stochastic(12,3,3) %K
sort on column 5 descending
Chart-time is 1 year
]




StockFetcher Forums · Filter Exchange ·  Stochastics 19/89 and Spider ETFs<< >>Post Follow-up

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