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Filter Exchange · Bearish tripple
mistry
msg #33428
9/28/2004 11:24:40 PM

Hi Grass ,

The problem seems to be the relative timing of the events for MACD crossover, the Stochastics and the RSI(2) - They are not necssarily coincident.
As a matter of fact , I am an option trader too and looking for the same bear filter selection screen.

You might want to try and see if this filter will help, or combine the filter.
Sometime I see it better to not put to many conditions into the filter - KISS and let the visual inspection make the final call.

Fetcher [Set {MACDdelta, MACD fast line(12,26)-MACD slow line(12,26)}
Show stocks where MACD fast line(12,26) crossed below MACD slow line(12,26) within the last 3 day
and Average Volume(90) is above 50000
and close is between 5 and 250
and MACDdelta is greater than -0.15
and stock is optionable
and date offset is 0
]

the MACDdelta is a measure of the separation of the Fast and Slow lines after crossing and the 'force' of the down swing.


General Discussion · MACD Crossover with 'Good' Slope and wide separation
mistry
msg #33421
9/28/2004 11:46:02 AM

Thanks guys here is the filter now:

Fetcher[Set {MACDdelta, MACD fast line(12,26)-MACD slow line(12,26)}
Show stocks where MACD fast line(12,26) crossed above MACD slow line(12,26) within the last 1 day
and Average Volume(90) is above 50000
and close is between 5 and 250
and MACDdelta is greater than 0.15
and add column MACDdelta
and date offset is 0
]




General Discussion · MACD Crossover with 'Good' Slope and wide separation
mistry
msg #33403
9/26/2004 10:17:20 PM

When MACD Fast Line crosses over the Slow line , sometimes the filter produces many flatliners that have both lines crossing almost in the horizontal postion.

Anyone out there can suggest how I can look for a MACD crossover , Fast Line over slow line but the slope of the fast line is upwards and pointing in the 1 o'clock or 2 o' clock position, with the angular separation between the fast and slow line to be as large as possible (above 30 degrees).

I believe these will produce stocks that are the strongest movers.

Thanks
Nat


General Discussion · Need help constructing a new volatility filter,please
mistry
msg #33366
9/23/2004 10:09:13 PM

Hi Tim,

Not sure if this is the filter you want for weekly data ..

historical volatility(60,1) is above 40 and
weekly price between 20 and 200 and
average weekly volume is above 500000
Bollinger Oscillator crossed below -100 in last 1 week
and price is increasing in last 1 day
and draw Bollinger Bands(20)

You may need to play with the numbers a little.

Note that I added the line about price increasing .. this is to make sure that
the price is turning up positivley - however, this is no gurantee that it will continue upwards - it could drop again before coming back up.

Maybe you can explain why the weekly chart is more important and why not use daily data.

Good Luck
Nat


General Discussion · Need help constructing a new volatility filter,please
mistry
msg #33361
9/23/2004 9:04:04 AM

The actual filter:

historical volatility(60,1) is above 40 and
price between 20 and 200 and
average daily volume (30)is above 500000
Bollinger Oscillator crossed below -100 in last 1 day
and draw Bollinger Bands(20)


General Discussion · Need help constructing a new volatility filter,please
mistry
msg #33360
9/23/2004 8:59:47 AM

Hi Raven4ns

I thnk I know what you are looking for now ..
To find the stock at the bottom of the swing you need to look at Bollinger lines. These are one standard deviation away from the stock price, either higher or lower represented by the Upper and lower Bollinger Bands.
When the stock is at the bottom of its range its price should drop below the Bollinger Band, turn and tend to bounce back towards the middle of the bands at some future point. The upper and lower bands are the ranges of the swings.

So you need to add this line ..

Bollinger Oscillator crossed below -100 in last 1 day
and draw Bollinger Bands(20)

This will filter the top picks for you.





General Discussion · Price And Volume / Supply And Demand
mistry
msg #31372
3/11/2004 2:11:00 AM

I am interested in a defintion of buying and selling pressure using the concepts of Volume and Price, supply and demand.
What parameters or calulation would accurately reflect buying and selling pressure using volume and OHLC information ?




General Discussion · MACD Crossover with positive slope
mistry
msg #31177
2/23/2004 1:56:15 AM

Thanks xplorer - apolgies for a delayed reply.

I still did not get the line orinetation correct.

What is needed is to detect crossing of MACD lines but both lines pointing upwards towards the right.

Maybe values need to be used instead of the slope - after all, the slope represents a progressively higher value.

The idea is to detect the MACD crossing and then later detect stochastics crossover below 25 with fast line above slow line , getting ready for a surge in stock price. This should be coupled with an RSI above 50 to confirm this upward novement.

So we want:

1/ RSI(15) > 50
2/ Stochastics Crossover oocurring below 25
3/ MACD crossover with both lines upwards

Not sure whether it matters to have any of 1,2,3 occuring in a specfic order and how this can be scripted to ensure correct firing order.

I also want to draw EAM(8) and EMA(13) when I ahve a short list.

Sorry if these question are a bit basic .. still a newbie.

Thanks






General Discussion · MACD Crossover with positive slope
mistry
msg #31148
2/20/2004 10:34:10 AM

Hi XPlorer is there no way to look for the slope of MACD directly .. Your statement is showing slope for close.


General Discussion · MACD Crossover with positive slope
mistry
msg #31147
2/20/2004 10:32:26 AM

Yes I am looking for momentum trades. I want to see the MACD cross with positive slope on both fast and slow lines at a good angle and with increasing momentum. This is meant to provide a watch list for stocks about to move up.

Could you paste all the script lines needed . I am just starting out and not fully familiar with the syntax.


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