StockFetcher Forums · Filter Exchange · EMA Crossover<< >>Post Follow-up
roca1018
108 posts
msg #144990
Ignore roca1018
10/20/2018 12:37:32 PM

What is the statistically best EMA crossover on a daily chart for a buy or sell signal? If you combined this with 2 other indicators to confirm what would they be?

Rich

Mactheriverrat
2,172 posts
msg #144991
Ignore Mactheriverrat
modified
10/20/2018 2:48:51 PM

Ema(2) cross above ema(26)
and
Rsi(14) above the 50 line.





There are a lot of good crossover's and not every cross over will produce the same results.

-----------------------------------------------------------------------------------------------------------
draw ema(2)
draw ema(9)
draw ema(10)
draw ema(11)
draw ema(12)
draw ema(13)
draw ema(14)
draw ema(15)
draw ema(26)


draw ema(30)
draw ema(35)
draw ema(40)
draw ema(45)
draw ema(50)
/* rsi14xrsi14 is number of consecutive days rsi(14) above (+)/below(-) previous 50.00 */
set{rsi14rsi14b,days( rsi(14) is above 50.00 ,250)}
set{rsi14rsi14a,days( rsi(14) is below 50.00 ,250)}
set{rsi14xrsi14, rsi14rsi14a - rsi14rsi14b} and add column rsi14xrsi14 {rsi14_x_rsi14}
add column separator
/* 226 is number of consecutive days ema(2) above (+)/below(-) previous EMA(26) */
set{226b,days( ema(2) is above EMA(26) ,250)}
set{226a,days( ema(2) is below EMA(26) ,250)}
set{226, 226a - 226b} and add column 226 {226}

do not Draw 226
add column separator

Set{cntema2crossaboveema26,count( eMA(2) > eMA(26) ,1)}
draw cntema2crossaboveema26

Set{cntema2crossaboveema26b,count( eMA(2)< EMA(26) ,1)}

draw cntema2crossaboveema26b

draw rsi(14) line at 50.00

Set{cntrsi14above50line,count( rsi(14) > 50.00 1day ago,1)}
draw cntrsi14above50line

Set{cntrsi14above50lineb,count( rsi(14) < 50.00 1day ago,1)}

draw cntrsi14above50lineb

add column separator
------------------------------------------------------------------------------------------------------------

AMD above picture of around 155% gain. add in with the somewhat Guppy's MMA's.


bushynose
12 posts
msg #144998
Ignore bushynose
modified
10/22/2018 1:02:11 AM

http://www.pythonforfinance.net/2017/01/28/optimisation-of-moving-average-crossover-trading-strategy-in-python/
"So we can see from this that there seems to be a sweet spot around the top left of the plot, signifying the use of a short moving average of around 22 days and a long moving average of around 262 days may produce the best results"


http://etfhq.com/blog/2013/01/15/golden-cross-which-is-the-best/
"Moving average crossovers have proven themselves to be a powerful and effective form of technical analysis, however the so called “Golden Cross” of the 50 and 200 day SMA is far from the best. Our testing revealed that the EMA produces better results than the SMA and the best settings are that of a 13 / 48.5 EMA Crossover. "


irishpitbull
50 posts
msg #145541
Ignore irishpitbull
12/11/2018 2:17:30 PM

ema(5) crossed above ema(50)
price is greater than 20
Average Volume(30) is greater than 500000
MACD Fast Line(12,26,9) is above MACD Slow Line(12,26,9)
volume is above Average Volume(30)
volume is above Average Volume(50)
add column rsi(14)
draw rsi(14)
rsi(14) is below 60
add column rsi(14)
open is below close
close is above high 1 day ago
draw ema(9)
draw Upper Bollinger Band(15,2)
close is greater than high 1 day ago
close is greater than high 2 days ago
close is greater than high 3 days ago
close is greater than high 4 days ago
close is greater than high 5 days ago
close is above ema(65)
day change is greater than 1
ema(9) is above ma(20)
ema(26) is above ma(200)
ema(65) IS ABOVE MA(200)

snappyfrog
186 posts
msg #145545
Ignore snappyfrog
12/11/2018 9:21:02 PM

Clickable

Fetcher[
ema(5) crossed above ema(50)
price is greater than 20
Average Volume(30) is greater than 500000
MACD Fast Line(12,26,9) is above MACD Slow Line(12,26,9)
volume is above Average Volume(30)
volume is above Average Volume(50)
add column rsi(14)
draw rsi(14)
rsi(14) is below 60
add column rsi(14)
open is below close
close is above high 1 day ago
draw ema(9)
draw Upper Bollinger Band(15,2)
close is greater than high 1 day ago
close is greater than high 2 days ago
close is greater than high 3 days ago
close is greater than high 4 days ago
close is greater than high 5 days ago
close is above ema(65)
day change is greater than 1
ema(9) is above ma(20)
ema(26) is above ma(200)
ema(65) IS ABOVE MA(200)
]



StockFetcher Forums · Filter Exchange · EMA Crossover<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus