StockFetcher Forums · View by Author: tmuesing (19 messages) ·  [ Display By: Date / Subject ]<< 1 2 >> 
Filter Exchange · stochastics signal with backtest
tmuesing
msg #149440
modified
10/27/2019 5:37:11 PM

bye

Filter Exchange · stochastics signal with backtest
tmuesing
msg #149338
10/14/2019 5:16:02 PM

Submit
Fetcher[/* The stochastics INN signal backtest */
/* XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX */

/*getting the riff raff out */
market is not otcbb
close > 1 for the last 21 days
volume 21 day low > 500000
average day range(21) > 1
do not draw average day range(21)

/* stochastics INN signal */
set{stoc, slow stochastic(7,4,3) %D}
set{innsto1, count(2 day slope stoc > 0,1)}
set{innsto2, count(stoc > 20,1)}
set{innsto, innsto1 * innsto2}
draw slow stochastic(7,4,3) %D
draw innsto

/* XXXXXXXXXXXXXXXXXXXXXXXX THE BACKTEST XXXXXXXXXXXXXXXXXXXXXXXXXXXX */
/* calculate the daily profit */
set{c2c1, close / close 1 day ago}
set{c2c2, c2c1 - 1}
set{daily%, c2c2 * 100}
/* The IN Signal */
set{biginn, count(innsto 1 day ago > 0.5,1)}
set{inday%, daily% * biginn}
/* calculate profit for last 251 days(1 year) */
/* daily % gains, of the in days only, added together */
set{inday1, CMA(inday%,251)}
set{profittotal%, inday1 * 251}

set{zzzz,0}
draw inday% on plot zzzz

/* the real profit % over 251 days */
set{real1, close / close 251 days ago}
set{real2, real1 - 1}
set{realprofit%, real2 * 100}

/* monthly(21 day) gain/loss */
set{profit21day%, SUM(inday%,21)}
set{xxxx,0}
draw profit21day% 251 day low on plot xxxx
draw profit21day% 251 day high on plot xxxx

add column separator
add column daily%
add column inday%
add column biginn
add column separator
add column profittotal%
add column realprofit%
add column profit21day%
sort on column 10 descending

]




Filter Exchange · test
tmuesing
msg #149333
modified
10/14/2019 12:53:24 PM

end

Filter Exchange ·  Stochastics 19/89 and Spider ETFs
tmuesing
msg #144388
modified
8/12/2018 11:20:51 AM

Here's a filter using Stochastics for entry/exit for the spider ETFs.
Modifications are welcomed.

Submit
Fetcher[
/* Spider ETFs, stochastics 19/89 */
symlist(EFA,QQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLK,XLP,XLU,XLV,XLY,XOP,XRT)

/* the triggers */
set{inn1, count(stochastic(12,3,3) %K crossed above 19,1)}
set{out1, count(stochastic(12,3,3) %K crossed below 89,1)}

/* calculating days in or out */
set{daysinn, days(inn1 > 0.5,200)}
set{daysout, days(out1 > 0.5,200)}
set{daysmin, MIN(daysinn,daysout)}
set{mmm, count(daysinn > daysout,1)}
set{nnn, mmm * -1}
set{inout1, daysmin * nnn}
set{ooo, count(daysinn <= daysout,1)}
set{inout2, daysinn * ooo}
set{inout, inout1 + inout2}

draw inn1
draw out1
draw MA(50)
draw Stochastic(12,3,3) %K line at 19
draw Stochastic(12,3,3) %D line at 89
add column inout
add column stochastic(12,3,3) %K
sort on column 5 descending
Chart-time is 1 year
]




General Discussion · MACD time condition
tmuesing
msg #144387
8/12/2018 10:32:16 AM


add for the last 3 weeks

weekly MACD Slow Line(12,26,9) is above weekly MACD Fast Line(12,26,9) for the last 3 weeks

General Discussion · Dr.Elder kangaroo tail filter needed
tmuesing
msg #144001
modified
7/2/2018 4:35:54 PM

happy filtering!

General Discussion · Dr.Elder kangaroo tail filter needed
tmuesing
msg #143997
modified
7/2/2018 4:21:14 PM

Maybe this "Candle Parts Filter" will help you.

Submit
Fetcher[

/* CANDLE PARTS % */
market is not otcbb
close > 5 for the last 10 days
close < 500 for the last 10 days
average volume (10) > 1000000

set{range, high - low}
set{ctop, MAX(open, close)}
set{cbot, MIN(open, close)}

/* top tail */
set{ccc, high - ctop}
set{ddd, ccc / range}
set{TopTail%, ddd * 100}

/* body */
set{eee, ctop - cbot}
set{fff, eee / range}
set{CandleBody%, fff * 100}

/* bottom tail */
set{ggg, cbot - low}
set{hhh, ggg / range}
set{BottomTail%, hhh * 100}

/* pick your size */
set{x3, CandleBody% * 3}
BottomTail% > x3

add column separator
add column high
add column ctop
add column cbot
add column low
add column separator
add column TopTail%
add column CandleBody%
add column BottomTail%
add column separator
sort on column 13 descending
do not draw TopTail%
do not draw CandleBody%
do not draw BottomTail%
draw MA(50)

]



Public Filter List · Powerful TREND REVERSAL/SELL signal
tmuesing
msg #143674
modified
5/26/2018 11:32:38 AM

Submit
Submit
Fetcher[
/* shorts***********
Show stocks where Close dropped more than .05% percent over the last 1 day
and open is more than .10% above the high 1 day ago
and close is below the open 1 day ago
and high reached a new 1 week high
and volume is 20% above average volume (10)
and volume is above 500000
and close is above 2
*/
/* longs */
Show stocks where Close gained more than .05% percent over the last 1 day
and open is more than .10% below the low 1 day ago
and close is above the open 1 day ago
and low reached a new 1 week low
and volume is 20% above average volume (10)
and volume is above 500000
and close is above 2



]




Public Filter List · Powerful TREND REVERSAL/SELL signal
tmuesing
msg #143673
modified
5/26/2018 11:30:43 AM

easily turned into a buy filter!

Public Filter List · Powerful TREND REVERSAL/SELL signal
tmuesing
msg #143672
modified
5/26/2018 10:36:00 AM

next

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