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Filter Exchange · 1 month low filter
pa247
msg #147744
modified
5/9/2019 9:52:42 AM

@bushynose .. nice job adding those stats!
Do you or anyone know how to make the labels on the plot show something besides “var1, var2, etc”

Is it possible to label as buy or sell,etc?

Thanks

Never mind.... I figured it out!

Filter Exchange · A Little Help TRO
pa247
msg #147392
4/15/2019 12:20:49 PM

Hi,

I wonder if someone can help me with this as im still learning and this is beyond my capabilities at this point. Im trying to set up a filter that will be specific for options btw.

Im using this TTM filter but dont want it to show anything unitl The Squeeze (the period of low volatility) lasts at least 6 trading days. and...

Once that occurs, the stock is on alert and once the squeeze is broken (once the stock moves out of the tight range), measure the one-day change. and.....

If the 1-day momentum (1-day change) is positive and also above 1%, it is triggered as a Bull Squeeze. If the positive move is less than 1%, then the trigger is not turned on. or.....

* If the 1-day momentum (1-day change) is negative by any amount, it is triggered as a Bear Squeeze.

so nothing actually shows up on the chart till the above happens. And using these exact triggers.

use the 20 day simple moving average (SMA) and 10 day SMA for the 'true range' (TR) create the Keltner Channels and use a 2 ATR range (2*ATR)
use the 20 day simple moving average (SMA) to create the Bollinger Bands.

Or possible point me in the right direction if this already exists.

thank you



Filter Exchange · A simple EMA cross.
pa247
msg #147523
4/25/2019 10:51:36 AM

Since I’m new and learning..... what cheese said!

Filter Exchange · A simple EMA cross.
pa247
msg #147535
4/25/2019 1:40:42 PM

@Graftonian, what does 242 candidates mean in your notation?

Filter Exchange · Almost got my TMF filter working but need one more thing fixed. Help please.
pa247
msg #148043
modified
6/4/2019 4:13:31 PM

So this is the Twiggs Money Flow filter that Ive been working on as my first project to try and learn SF. I think Ive almost got it except for the last 2 bits I need. here is the code and a chart that explains where its not working the way I think it should. Any help is appreciated!

Fetcher[ /* Twiggs Money Flow indicator was developed by Colin Twiggs for incrediblecharts to improve Chaikin Money Flow (CMF). The main idea behind the TMF indicator is to evaluate volume (money flow) as bullish or as bearish based on a close price location. Chaikin Money Flow uses CLV (Close Location Value) to do it. Twigs Money Flow, on the other hand, uses TR (True Range). Another main difference is that CMF uses cumulative volume (sum of volumes over specified period) and the TMF applies Moving average to the volume. */

not etf
not otcbb
close > 1
optionable


/* Calculate Highest High (HH) and Lowest Low (LL)
LL = minimum(current low or previous close)
HH = maximum(current High or previous close) */
set{LL, min(low, close)}
set{HH, max(high, close)}

/* calculate Range = (Close - LL) / (HH - LL) * 2 - 1 ) */
set{R1, Close - LL}
set{R2, HH - LL}
set{R3, R1 / R2}
set{R4, R3 * 2}
set{R5, R4 - 1} /* R5 = Range */

/* Calculate Range Volume
RangeV = EMA (Volume * Range) */
set{range1, volume * R5}
set{rangeV, CEMA(range1,21)}

/* Calculate TMF = RangeV / EMA(Volume) * 100 */
set{tmf1, cEMA(volume,21)}
set{tmf2, tmf1 * 100}
set{tmf, rangeV / tmf2}
add column tmf

/* so this next line is where Im trying to limit the number of stocks and isnt working right */
tmf crossed above 0.001

draw CEMA(tmf,21) line at 0
draw ema(13)

/* (Apply EMA to TMF as second signal line) TMF Signal Line = EMA(TMF) */
set{tmfsignal, CEMA(tmf,21)}

/* and this next line is a further limit that isnt working right either */
tmfsignal crossed above 0.001 2 days ago
]



If you look at this chart you can see where its not correct.


Filter Exchange · Almost got my TMF filter working but need one more thing fixed. Help please.
pa247
msg #148063
6/6/2019 12:55:02 PM

@mahkoh - thank you for the R1 being the pivot symbol. Didnt realize that.

@mac - I havent tried the wwekly ema(13) but will definitely look at it.

@graftonian - thank you help with the R1 also. I tried how you suggested but it still isnt coming out right.

what Im trying to do is get a signal when tmf first crosses the zero line from below .....And.... then get a confirmation signal from tmfsignal when it also crosses the zero line from below, usually a few days later.

Ive also tried
tmf crossed above 0.001 3 days ago

........ and .....
tmf crossed above 0.001 from below 3 days ago


set{tmfsignal, CEMA(tmf,21)}
tmfsignal crossed above 0.0001 2 days ago

....... and ........

TMFsignal crossed above tmf 1 day ago
sort on column 5 descending



Filter Exchange · Almost got my TMF filter working but need one more thing fixed. Help please.
pa247
msg #148086
6/8/2019 4:36:33 PM

@bushynose.... I dont understand what the var *1000 does. Can you explain please?

@graftonian.... I was actually looking at that ascending triangle and fiddling with it so that may be the answer.

thank you both
Paula

General Discussion · Am I calculating the HV correctly?
pa247
msg #147450
modified
4/18/2019 4:47:33 PM

Hi,

If I use this in my filter, is it the correct code for calculating the Historical Vol for 30 days and for one year?
thanks

set {HistVol30,Historical Volatility(30,1) 30 days ago }
set {HistVolYr,Historical Volatility(30,1) one year ago }
add column HistVol30
add column HistVolYr

General Discussion · Am I calculating the HV correctly?
pa247
msg #147458
4/19/2019 3:05:38 PM

thanks for info. This is what I have so far but I cant get the plots on the chart to go on top of each other instead of seperate. Can someone tell me where its wrong? Thanks

Fetcher[set{HVtoday, Historical Volatility(30,1) 0 days ago }
set{HV30, Historical Volatility(30,1) 30 days ago }
set{HV6month, Historical Volatility(30,1) 180 days ago }
set{HVyear, Historical Volatility(30,1) 365 days ago }

add column HVtoday
add column HV30
add column HV6month
add column HVYear

draw Hvol
draw HVtoday on plot Hvol
and draw HV30 on plot Hvol
and draw HV6month on plot Hvol
and draw HVYear on plot Hvol

market is NASDAQ 100
optionable
sort column 5 descending
]



General Discussion · Am I calculating the HV correctly?
pa247
msg #147464
4/20/2019 9:07:00 AM

Thank you!

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