StockFetcher Forums · Filter Exchange · EMA Crossover<< >>Post Follow-up
Adrian
2 posts
msg #148330
Ignore Adrian
7/2/2019 5:43:40 AM

Hi, I m new in SF. I would like to know how to configure the following scenarios:

1) EMA(4) Cross above EMA(9) and EMA(12) form 1 point, then EMA(4) cross above EMA21 in the same day, EMA(4) crossover EMA(30) in the next day.

2) 2 days ago, EMA(4) EMA(9) EMA(12) EMA(21) EMA(30) are cross above each other within the same candlestick body. For example, 2 days ago, EMA(4) crossover EMA(12), EMA(9) and EMA(21) are either above or below EMA(4) but they appear within the same candlestick body.

3) how to filter out the stock moving narrow range of Bollinger band for 2 months, then the day that Bollinger band expands 5% either up or down.

Thank you very much for your kindly help.
Adrian

xarlor
75 posts
msg #148337
Ignore xarlor
modified
7/2/2019 1:45:00 PM

Fetcher[
/* EMA(4) Cross above EMA(9) and EMA(12) form 1 point, then EMA(4) cross above EMA21 in the same day, EMA(4) crossover EMA(30) in the next day. */

close > 5
average volume(30) > 100000

ema(4) 1 day ago crossed above ema(9) 1 day ago
ema(4) 1 day ago crossed above ema(12) 1 day ago
ema(4) 1 day ago crossed above ema(21) 1 day ago
ema(4) crossed above ema(30)
]



Fetcher[
/* 2 days ago, EMA(4) EMA(9) EMA(12) EMA(21) EMA(30) are cross above each other within the same candlestick body. For example, 2 days ago, EMA(4) crossover EMA(12), EMA(9) and EMA(21) are either above or below EMA(4) but they appear within the same candlestick body. */

close > 5
average volume(30) > 100000

ema(4) 2 days ago crossed above ema(12) 2 days ago
ema(4) 2 days ago between open 2 days ago and close 2 days ago
ema(9) 2 days ago between open 2 days ago and close 2 days ago
ema(12) 2 days ago between open 2 days ago and close 2 days ago
ema(21) 2 days ago between open 2 days ago and close 2 days ago
ema(30) 2 days ago between open 2 days ago and close 2 days ago

draw ema(4)
draw ema(9)
draw ema(12)
draw ema(21)
draw ema(30)
]



Fetcher[
/* moving narrow range of Bollinger band for 2 months, then the day that Bollinger band expands 5% either up or down. */

market not etf
close > 5
average volume(30) > 500000

Bollinger Width(20) 1 day ago < 0.05 for past 40 days

set{var1,Upper Bollinger Band(20) - Lower Bollinger Band(20)}
set{var2,var1 1 day ago}
set{var3,var1/var2}
set{var4,count(var3 >= 1.05,1)}
set{var5,count(var3 <= 0.95,1)}
set{var6,var4 + var5}
var6 > 0

sort column 7 descending

add column var1
add column var2
add column var3
add column var4
add column var5
add column var6

draw Lower Bollinger Band(20)
draw Upper Bollinger Band(20)
]



Adrian
2 posts
msg #148346
Ignore Adrian
7/2/2019 9:12:34 PM

Hi, xarlor,

Thank you very much.
How do I do the backtest for it?
May you kindly advise?

Thanks.
Adrian

xarlor
75 posts
msg #148347
Ignore xarlor
7/2/2019 11:27:08 PM

No backtester here on SF. Best you can do is hit the back arrow on each filter to see the past performance. Others may offer some backtesting sites or software.

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

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