garberc
13 posts
msg #76429
- Ignore garberc |
7/14/2009 3:55:25 PM
Can anyone decifer this one into SF terms?
From the MetaStock Trading System....
((MP()-Mov(MP(),14,S)) /(1.5*Stdev(Abs(Mov( MP()-Mov(MP() ,14,S),14,S)),14)))*100
Here the adjusted large typo is than in the extra average:
"Mean deviation of absolute values of the average numerator over p periods
Basically: yesterday's 14 period CCI is greater than -250 and today's 14 period CCI is less than -250
System Explanation: Buy when the Moving Average crosses up through the CCI and sell on the reverse condition.
========================================
Could this be used with the WSE Fibonacci CCI ?
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chetron
2,817 posts
msg #76439
- Ignore chetron |
7/14/2009 9:14:14 PM
as far as basically.............
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garberc
13 posts
msg #76476
- Ignore garberc |
7/15/2009 12:57:05 PM
Thanks. I am trying to add some precision to the Fibonacci CCI screen.
Also, I am attempting to write my first screen denoting the CCI(20) crossing upwards across the CCI(100) where the CCI(100) is above 0. I prefer this over the 3xcci.
Since I am trying to locking the long term trend, I am brainstorming other factors that might be useful such as momentum, mass index, or OBV rising. I am trying to find longer trends. I wonder if EMA's, trendline supports, triangle ascending, wedge ups could be useful?
Thoughts and ideas are welcome.
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garberc
13 posts
msg #76479
- Ignore garberc
modified |
7/15/2009 1:16:48 PM
show stocks where the 25 day slope of the RSI(15) is below -0.50
and price is above 5
and OBV is rising
and Show stocks where the CCI(20) has been above the CCI(100) for the last 5 days
and draw CCI(20) on plot CCI(100)
and draw CCI(100) line at 100
and draw CCI(100) line at 0
and drawCCI(100) line at -100
I like how the RSI trendline points out trend changes. I need to filter out some of these stocks trending downward.
How could I track the CCI(20) dipping below and then reentering above the CCI(100)?
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chetron
2,817 posts
msg #76494
- Ignore chetron
modified |
7/15/2009 6:37:39 PM
PLEASE REMEMBER THAT FOR AN INDICATOR TO FIND "LONGER" TRENDS, 1ST THOSE "LONGER" TRENDS NEED TO EXIST, VERY, VERY IMPORTANT. = )
ONCE YOU FIND A "LONGER" TREND, DOESN'T GUARANTY THAT THAT TREND WILL CONTINUE.
CLICKABLE..
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chetron
2,817 posts
msg #76495
- Ignore chetron |
7/15/2009 7:08:54 PM
I AM NOT SURE THE RSI TRENDLINE IS REALLY POINTING OUT THE TREND SO MUCH.....
HOW ABOUT......
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chetron
2,817 posts
msg #76498
- Ignore chetron |
7/15/2009 7:31:01 PM
and....
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garberc
13 posts
msg #76541
- Ignore garberc |
7/16/2009 11:55:34 AM
OK thanks again. It's food for thought.
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billrider321
70 posts
msg #76708
- Ignore billrider321
modified |
7/21/2009 2:03:42 PM
this is a good find and some twist in an effort to improve
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garberc
13 posts
msg #76748
- Ignore garberc |
7/22/2009 7:46:55 PM
Great job.
Back to chetron's formulation. Would you define each value briefly? SET{VPLAYS,VRSIBRKDN + VRSIBRKUP}
Also, i notice that where there is frequently a dramatic upturn after two VRSIBRKUP(s) appear, and price is trending down, and RSI bottoms out. Anyway to highlight or identify stocks that have this occur?
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