StockFetcher Forums · View by Author: macer (22 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 >> 
General Discussion · Perry Kaufman Efficiency Ratio
macer
msg #76753
7/23/2009 5:24:57 AM

have you got some way of testing this - im not sure if its working correctly

Fetcher[
set{CmC20, close minus close 20 days ago}

set{CmC1, close minus close 1 day ago}

set{absCmC1, abs(CmC1)}

set{absSum, sum(absCmC1,19)}

set{EffR, CmC20 divided by absSum}

close > 1
volume 6 week low > 200000

draw EffR
]



Filter Exchange · camarilla pivot help
macer
msg #66591
8/23/2008 12:52:39 PM

Try here

General Discussion · Help
macer
msg #66013
8/10/2008 4:07:15 PM

Is this what you want?

Fetcher[
days(close crossed below MA(150), 19) equals 18
close is below MA(150)
and Average Volume(90) is above 50000
and close is between 1 and 250
]



General Discussion · Beta
macer
msg #66010
8/10/2008 4:00:08 PM

Try

Fetcher[
beta between 1.5 and 2
add column beta
]



Filter Exchange · Relative Strength
macer
msg #63707
6/15/2008 9:08:59 AM

Cheers niko I appreciate your input - I'm gonna check out your MAX filter

macer

Filter Exchange · Relative Strength
macer
msg #63638
6/13/2008 7:17:16 PM

Niko,

I tend to concentrate on longer term trading (roughly a month hold period per trade). I am going to try trading pairs of stocks from the same sector at opposite ends of the RS scale.

eg. (Using your filter)

From the Telecommunications sector

Buy PCTI - PC-Tel, Inc.
and
Sell IDT - IDT Corp

With equal exposure to each.

Am I right in thinking that this will reduce the impact of overall market conditions on my account? - as the high RS stock will outperform the low RS stock in a bull market and vice-versa .

I am thinking of using one of the above RS calculations for this idea - which do you think is best suited to this?

Can you suggest any optimal entry points - to catch a strongly trending stocks?

macer

Filter Exchange · Relative Strength
macer
msg #63627
6/13/2008 12:44:09 PM

Niko and max,

In the musings & misgivings thread there was a conversation about relative strength not giving the full picture. Why not do something like:

Fetcher[
set{spx, ind(^spx,close)}
set{y, spx divided by spx 252 days ago}
set{z, close divided by close 252 days ago}
set{spxrs, z divided by y}

set{y1, spx divided by spx 126 days ago}
set{z1, close divided by close 126 days ago}
set{spxrs1, z1 divided by y1}

set{y2, spx divided by spx 63 days ago}
set{z2, close divided by close 63 days ago}
set{spxrs2, z2 divided by y2}

set{y3, spx divided by spx 21 days ago}
set{z3, close divided by close 21 days ago}
set{spxrs3, z3 divided by y3}

set{x1, spxrs + spxrs1}
set{x2, spxrs2 + spxrs3}
set{x3, x1 + x2}
set{ratio, x3 divided by 4}

draw ratio

add column ratio {1,3,6+12 month RS}
]



Is this a valid approach? What ya think?

(BTW I didnt want to post something slightly off subject so I started a new thread)

macer





General Discussion · Do you use DMA(25,5) ?!?
macer
msg #62246
5/6/2008 6:11:37 PM

I have notice the use/mention of a DMA(25,5) in a number of threads. Is there anyone who uses this regularly in their analysis?

What do you use it for?
Why are these parameters significant?
What other parameters do you use?

Fetcher[
low < 0.1% above DMA(25,5)
low < 0.1% below DMA(25,5)

Close > 1
Average Volume(30) > 1000000

add column count(+DI(14) > -DI(14),100)
sort column 5 descending
]



Filter is for demonstration only.

Filter Exchange · THE "ELDER-RAY" PULLBACKS!
macer
msg #61915
4/29/2008 3:30:37 AM

Thanks RIGGS, youíve made a convincing case for Elders book. I think Iíll check it out.

Filter Exchange · THE "ELDER-RAY" PULLBACKS!
macer
msg #61884
4/28/2008 12:47:17 PM

WALLSTREETGENIUS I really like the combined use of acceleration bands and Bollinger bands to find flag poles Ė thanks for sharing.

What is the best way to use Elder-ray indicator in general (and for the flag pole filter)?

Same question for the force index(2) indicator?


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