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General Discussion · I FINALLY FIGURED IT OUT...
mistlethrush
msg #52484
6/24/2007 9:37:46 PM

TRO,
Thanks for popping this one back to the top -- a good read. I've often thought that a skillful trader could choose a stock at random, and through a combination of timing, positioning, direction, and $ mgmt.; he (or she for our sisters out there) can turn a profit. Obviously a quality stock makes it easier to accomplish, but the real trick is strategy -- not stock picking.

Cheers,
/MT

General Discussion · Secret Colorado Oil Discovery
mistlethrush
msg #52183
6/12/2007 1:45:54 PM

Sounds a bit over-hyped to me -- typical sales pitch for a tout rag. However, it is well known that the Uinta Plateau (in Utah, Colo, Wyo) has massive amounts of oil shale (not a secret by any means), but legal obstacles have kept anyone from getting at it on a productive scale. The article is rather long and I ddin't read the whole thing.

/MT

General Discussion · ? about bullish stocks...
mistlethrush
msg #52182
6/12/2007 1:37:19 PM

That's a rather general request, however have a rummage in the Filter Exchange forum -- there's tons of good stuff in there (esp. from TRO)

/MT (a skinny Englishman)

Filter Exchange · historical volatility help
mistlethrush
msg #52157
6/11/2007 3:58:11 PM

Nice improvement. However, it is sorted on Volume. I wonder if you would consider one of the other columns a better indicator of the strength of the signal. What do you think?

/MT

Filter Exchange · Moving Average Channel help
mistlethrush
msg #52156
6/11/2007 3:44:27 PM

Is this what you're looking for:

Fetcher[
High < CMA(Low,8)
draw CMA(High,10) plot on price
]



General Discussion · Filter woes...
mistlethrush
msg #52087
6/8/2007 4:37:02 PM

I'm trying to run the following filter and get a message saying that it 'exceeds filter performance restrictions'. I don't know why. The line that triggers it is:

ent_ind > 0

ent_ind is set a few lines up and evaluates to 1 or 0. Plus, ent_ind will display in a column (if I delete the offending line so it will run) and it's always 1 or 0. Can anyone tell me what I'm doing wrong -- nothing seems to strange? Here's the code (try it yourself -- do you get the same error, or is it just me?):

Fetcher[
set {mp1, High + Low}
set {mp, mp1 / 2}
set {short_ema, CEMA(mp,5)}
set {long_ema, CEMA(mp,34)}
set {ao, short_ema - long_ema}

set {ao_1, ao 1 day ago}
set {ao_2, ao 2 days ago}
set {pu1, count(ao > ao_1,1)}
set {pu2, count(ao_2 > ao_1,1)}
set {pu3, count(ao_1 > 0,1)}
set {pu_top1, ao + ao_2}
set {pu_top, pu_top1 / 2}
set {depth, pu_top - ao_1}
set {e1, pu1 * pu2}
set {ent_ind, e1 * pu3}

average volume (20) > 250000 and
close > 3 and
ent_ind > 0
]



Cheers,
MT

Filter Exchange · Ichimoku charting
mistlethrush
msg #52068
modified
6/8/2007 12:46:41 AM

I developed a filter that produces Ichimoku Charts, and identifies securities where the Tenkan_Sen line crosses the Kijun_Sen line in an upward direction -- indicating a buy signal. It also identifies the strength of the signal based on the location of the crossover relative to the Kumo (cloud).

Columns:
buy_ind - indicates strength of the buy signal based location of crossover. 3 - Very Strong (crossover occurs above the Kumo), 2 - Good Buy signal (crossover occurs within the Kumo), 1 - Fair buy signal (crossover occurs below Kumo).

above - for Very Strong buys (buy_ind of 3), this column indicates how high above the kumo the crossover occured. The values are normalized to a percent to eliminate errors of scale in price range. This column is sorted in a descending order to float all Very Strongs to the top and rank by delta between crossover and Kumo (presuming the greater the delta the stronger the buy). This column is irrelevant for buy_ind 2 or 1.

Plots:
All relevant lines are plotted on the price chart (Tenkan_Sen, Kijun_Sen, Senkou Span A, Senkou Span B). I would have liked to shade the kumo (range between Senkou Spans A & B), however don't think it's possible -- drag.

Issues:
1) Anyone know how to shade a range on the plots? I doubt it, but thought I'd ask.
2) Chikou Span is not included in the project. I don't find it terribly useful, and couldn't figure out how to code it (plots median prices for x number of days in the future. For example, on May 15, would show the median price for May 30. Obviously, the line genrated stops short of current date minus whatever x is -- unless it really can see into the future ;-)). If someone has any thought on how to accomplish this -- jump in.
3) Any suggestions for improvement, anyone else with Ichimoku charting code to share?

At last, the code:

Fetcher[/* Crap minimizer */
Average Volume (20) > 250000 and
close > 3.5 and

/* Tenkan-Sen line (Conversion Line) */
set {tshi, High 7 day High}
set {tslo, Low 7 day Low}
set {ts1, tshi+tslo}
set {Tenkan_Sen, ts1 / 2}

/* Kijun-Sen line (Base Line) */
set {kshi, High 22 day High}
set {kslo, Low 22 day Low}
set {ks1, kshi+kslo}
set {Kijun_Sen, ks1 / 2}

/* Senkou Span A line (Base Line) */
set {tshi2, High 7 day High 22 days ago}
set {tslo2, Low 7 day Low 22 days ago}
set {ts12, tshi2+tslo2}
set {ts2, ts12 / 2}
set {kshi2, High 22 day High 22 days ago}
set {kslo2, Low 22 day Low 22 days ago}
set {ks12, kshi2+kslo2}
set {ks2, ks12 / 2}
set {ssa1, ts2+ks2}
set {Senkou_A, ssa1 / 2}

/* Senkou Span B line */
set {ssbhi, High 22 day High 22 days ago}
set {ssblo, Low 22 day Low 22 days ago}
set {ssb1, ssbhi+ssblo}
set {Senkou_B, ssb1 / 2}

/* Tenkan_Sen relative to Kumo */
set {tsa1, max(Senkou_A, Senkou_B)}
set {tsa2, count(Tenkan_Sen > tsa1,1)}
set {tsa3, min(Senkou_A, Senkou_B)}
set {tsa4, count(Tenkan_Sen < tsa3,1)}

/* Strength Factor */
set {f1, Tenkan_Sen - tsa1}
set {f2, f1 / tsa1}
set {f3, f2 * 100}
set {f4, f3 * tsa2}

/* Strong Buy - Tenkan_Sen above Kumo */
set {strong, tsa2}

/* Weak Buy - Tenkan_Sen below Kumo */
set {weak, 0 - tsa4}

/* Establish Buy Indicator */
set {buy_ind_a, 2+strong}
set {buy_ind, buy_ind_a+weak}

draw Tenkan_Sen on plot price
draw Kijun_Sen on plot price
draw Senkou_A on plot price
draw Senkou_B on plot price

/* establish a crossover occurred */
Tenkan_Sen crossed above Kijun_Sen

add column buy_ind
add column f4 {above}
sort column 6 descending
]



Cheers (Boro forever),
Mistlethrush

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