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Filter Exchange · Need help with filter
selfhigh05
msg #135338
4/8/2017 9:15:36 AM

evidently I had to do this to get it to work correctly:

set{var100,open+high}
set{var200,low+close}
set{var300,var100+var200}
set{ohlc4,var300/4}
set{ohlc5,ohlc4 one day ago}
set{ohlc6,ohlc4-ohlc5}
add column ohlc4
add column ohlc4 one days ago
add column ohlc5
and ohlc6 is above .1

Filter Exchange · Need help with filter
selfhigh05
msg #135337
4/7/2017 8:57:29 PM

For some reason this is still returning results that are less than .10, what am I doing wrong here?

set{var100,open+high}
set{var200,low+close}
set{var300,var100+var200}
set{ohlc4,var300/4}
add column ohlc4
add column ohlc4 one days ago
and ohlc4 is .10 above ohlc4 one days ago

I am looking for ohlc4 that is greater than .10 than the day before. I am getting results that are less than .1 apart.

Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)
selfhigh05
msg #134713
3/2/2017 7:19:52 PM

The rules are to run scan over weekend and buy Monday at open. I am going to paper trade this for a few weeks. I want to see if I can further weed out the bad ones based on Premarket activity and maybe waiting 7-10 minutes after open to see which direction its going. These things are going to be tested to see if I can find better trading.

Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)
selfhigh05
msg #134711
3/2/2017 6:44:51 PM

I made some tweaks to further narrow down the choices to remove stocks that dont have momentum in days prior to open on Monday. I think the results are great, take a look. Sort by performance and not reward.

Fetcher[
/*MEASURE THE DIFFERENCE FROM WEEKLY OPEN TO WEEKLY HIGH*/
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }

/*DETERMINE THE FREQUENCY THAT 5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{5_1wk, count(Long_Profit > .05,1)}
set{5_4wk, count(Long_Profit > .05,4)}
set{5_8wk, count(Long_Profit > .05,8)}

/*APPLY WEIGHTING FACTORS*/
set{var1,5_4wk*0.5} /*WEIGHT 4 WK AVERAGE AT 2X*/
set{var2,5_8wk*0.125} /*WEIGHT 8 WK AVERAGE AT 1X*/

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE (MAX SCORE = 3)*/
set{reward,var1+var2}

/*DETERMINE THE RISK OF TRIPPING A 10% STOP LOSS*/
set{wloss, weekly open - weekly low}
set{max_loss, wloss / weekly open}

/*DETERMINE THE FREQUENCY THAT A 10% STOP LOSS IS TRIPPED OVER MULTIPLE TIME FRAMES*/
set{loss_1wk, count(max_loss > .10,1)}
set{loss_4wk, count(max_loss > .10,4)}
set{loss_8wk, count(max_loss > .10,8)}

/*APPLY WEIGHTING FACTORS*/
set{var11,loss_4wk*0.5} /*WEIGHT 4 WK AVERAGE AT 2X*/
set{var21,loss_8wk*0.125} /*WEIGHT 8 WK AVERAGE AT 1X*/

/*CREATE A WEIGHTED SUMMATION OF RISK (MAX SCORE = 3)*/
set{risk,var11+var21}
set{performance,reward/risk}

add column performance
add column reward {reward}
add column risk {risk}
add column 5_4wk {4 wk reward}
add column loss_4wk {4 wk risk}
add column 5_8wk {8 wk reward}
add column loss_8wk {8 wk risk}

/*SCREEN FOR THE STRONGEST CANDIDATES*/
weekly open is above 1
average volume(90) above 500000
and reward is greater than 2.0

and draw 5_1wk
and draw loss_1wk on plot 5_1wk
and do not draw reward

sort column 4 descending

chart-display is weekly
and market is not OTCBB
and Connors RSI(3,2,100) has been increasing past 1 days
and CCI(20) has been increasing past 1 days
and Fisher Transform(10) has been increasing past 1 days
and volume is above 100000
and close is above EMA(6)
and close one days ago is above EMA(6) 1 days ago
and close two days ago is above EMA(6) 2 days ago
and close three days ago is above EMA(6) 3 days ago
]



Filter Exchange · Tradingview CCI coded OBV filter by Lazybear
selfhigh05
msg #134689
3/1/2017 6:02:57 PM

Here is the manual EMA formula:

EMA [today] = (Price [today] x K) + (EMA [yesterday] x (1 K))

Where:

K = 2 (N + 1)
N = the length of the EMA
Price [today] = the current closing price
EMA [yesterday] = the previous EMA value
EMA [today] = the current EMA value

Filter Exchange · Tradingview CCI coded OBV filter by Lazybear
selfhigh05
msg #134688
3/1/2017 6:01:22 PM

I might have figured out what I need to do just don't know how to do it. Can someone help me with getting a formula for the EMA of OBV for a six bar period?

EMA(OBV,6)

Any help will be greatly appreciated.

Filter Exchange · Tradingview CCI coded OBV filter by Lazybear
selfhigh05
msg #134596
2/26/2017 3:51:23 PM

too bad I cant post a pic of what it looks like but the goal of what I am trying to accomplish is capturing when the OBV crosses EMA. Thanks for the try.

Filter Exchange · Tradingview CCI coded OBV filter by Lazybear
selfhigh05
msg #134580
2/25/2017 3:55:38 PM

Does anyone have a clue on how to calculate this in SF? I am not necessarily interested in getting the CCI coded on the OBV line I am only really interested in the OBV line and when it crosses above the EMA line.

I want to be able to search for stocks that have its OBV above the EMA line. I don't see or fully understand how he gets the EMA number relative to the OBV number. Any help would be appreciated, thanks.

//
// @author LazyBear
//
study("CCI coded OBV", shorttitle="CCIOBV_LB")
src = close
length = input(20, minval=1, title="CCI Length")
threshold=input(0, title="CCI threshold for OBV coding")
lengthema=input(13, title="EMA length")
obv(src) =>
cum(change(src) > 0 ? volume : change(src) < 0 ? -volume : 0*volume)

o=obv(src)
c=cci(src, length)
plot(o, color=c>=threshold?green:red, title="OBV_CCI coded", linewidth=2)
plot(ema(o,lengthema), color=orange, linewidth=2)

Filter Exchange · To Mike Tranz- Your filter & my Alzheimers
selfhigh05
msg #134437
2/21/2017 1:37:11 PM

care to share the filter?

Filter Exchange · Breakout Trading Filter - GREAT RESULTS!
selfhigh05
msg #134418
2/20/2017 7:51:14 AM

That was shillllihs code from another post, I was asking him which ETF filter he was referring to below, I should have included his reply for better clarity.

shillllihs
2,732 posts
msg #134400
- Ignore shillllihs 2/18/2017 6:19:52 PM

Leveraged ETFs seem to behave very well with my revised ETF filter.

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