davesaint86
726 posts
msg #134309
- Ignore davesaint86
modified |
2/14/2017 9:12:42 PM
I've been somewhat successful using this variant of one of Kevin's filters. I buy when the Slow Sto bottoms and rises, and at the same time the Inverse Fisher Transform will be rising. I want see the RSI(9) to be higher then the RSI(30). (See DFS) I sell when the Slow Sto touches 80 and or the Fisher Transform falls to 90 or below.
Since the Slo Sto on strong Stocks/Etfs does not always move down below the 20 and rises back up (See URA), what scan criteria can I put in my filter to find strong candidates like URA? Also, I do not understand why the filter below is not active in this thread.
Fetcher[
*WEEKLY PRICE FILTER*/
* your filter code goes below this line */
//*create threshold as a variable*/
symlist(iws,xly,xlp,xle,xlf,xlv,xli,xlb,xlre,xlk,xlu,schb,schc,schd,dfs,ura)
close above ema(30)
close above ema(50)
set{threshold, WEEKLY low 3 weeks ago}
/*close must be above threshold*/
set{BUY, count(close > threshold,1)}
set{SELL, count(close < threshold,1)}
//*create variables for graphical display*/
set{trigger, close}
set{price_osc, trigger - threshold}
set{Price_Osc_Bar,price_osc}
price above 0
draw Price_Osc_Bar
PlotType{Price_Osc_Bar,zerobar}
/*draw threshold and trigger on price plot*/
draw threshold on plot price
draw trigger on plot price
draw price line at threshold
draw price_osc line at 0
draw threshold on trigger plot
DRAW WEEKLY IFT(2,1)
DRAW WEEKLY IFT(2,1) LINE AT .90
DRAW WEEKLY IFT(2,1) LINE AT -.90
DRAW WEEKLY IFT(2,1) LINE AT 0
and draw RSI(30) line at 50
and Draw RSI(9) on plot RSI(30)
do not draw CCI(20)
draw weekly RSI(14)line at 50
draw weekly RSI(14)
do not draw EMA(10)
and draw weekly Slow Stochastic %K(5,1) line at 20.00 and draw weekly Slow Stochastic %K(5,1) line at 80.00
and draw weekly Slow Stochastic %K(5,1) line at 50.00
do not draw EMA(250)
add column Alpha_Score {Alpha}
add column Sharpe Ratio(63) {Sharpe}
add column separator
add column Sortino Ratio(63){Sortino}
add column separator
ADD COLUMN ROC(126,1) {6 mth %}
add column separator
ADD COLUMN ROC(63,1) {3 mth %}
add column separator
ADD COLUMN ROC(21,1) {1 mth %}
add column separator
add column weekly Slow Stochastic %K(5,1){Sto}
add column separator
add column atr(21) {Atr$}
add column separator
add column average day range (21){ADR%}
add column separator
add column BUY
add column separator
add column SELL
add column separator
add column price_osc{po}
add column separator
add column threshold{thold}
add column separator
add column weekly rsi(9) {RSI9}
add column separator
add column weekly rsi(30) {RSI30}
add column separator
add column WEEKLY IFT(2,1){IFT}
add column separator
add column Industry
do not draw ema(30)
do not draw ema(50)
and chart-display is weekly
and chart-time 2 year
sort column 5 descending
]
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