StockFetcher Forums · Filter Exchange · EMA 3/20 Combo<< >>Post Follow-up
davesaint86
725 posts
msg #154558
- Ignore davesaint86		 11/5/2020 1:46:23 PM

Another filter - modify as needed. The gist of the filter is a 3/20 ema crossover.

Fetcher[apply to symlist(gld,mdy,qqq,vgt,fdn,rpv,tlt,ief,shy,jnk,slv,wiz,arkk,arkf,schb,scz,usmv,efav,spdw,splv,iwp,iws,mgk,spy,euo,vpu,uvxy,robo,xlp,vht,vcr,tmf,vht,cost,sgol,gldm,xlp,spy,xlc,xly,xlp,xle,fdn,xlv,xlf,xli,xlb,xlre,xlu,xlk,slv,gld,shy,tlt,ief,jnk,tbf)


Set{RS1, csto + c-rsi}
Set{RS, rs1 / 2}

draw ema(3)
draw ema(20)
draw ema(50)
set{E15, ema(3) - ema(20)}
set{EMA3/20Longposition, count(E15 > 0,1)}
set{EMA3/20Shortposition, count(E15 < 0,1)}
draw EMA3/20Longposition on plot
draw EMA3/20shortposition on plot

draw Bollinger bands(18,2.0)
set{E31, price above Upper Bollinger Bands(18,2)}
set{ABLongposition, count(E31 > 0,1)}
set{ABShortposition, count(E31 < 0,1)}
SET{ABSTRIGGER,0}
set{E35, price below Lower Bollinger Bands(18,2)}
set{BBLongposition, count(E35 > 0,1)}
set{BBShortposition, count(E35 < 0,1)}
SET{BBSTRIGGER,0}


set{CRS1, rsi(5),1)}
set{CRS2, rsi(8),1)}
set{CRS3, rsi(21),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}

set{CRS4, weekly rsi(5),1)}
set{CRS5, weekly rsi(8),1)}
set{CRS6, weekly rsi(21),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}
set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}
set{RSI21, RSI(21) - 50}
set{CRSI_Bar, RSI21}
PlotType{CRSI_Bar,zerobar}

set{RSI8, RSI(8) - 50}
set{RSI8_line, RSI8}


set{RSI5, RSI(5) - 50}
set{RSI5_line, RSI5}



set{drsilong1, count(rsi(21) above 1, 1)}
set{drsilong2, count(rsi(5) above rsi(21), 1)}
set{drsilong3, count(rsi(8) above rsi(21), 1)}
set{drsilong4, drsilong1 + drsilong2}
set{drsilong5, drsilong4 + drsilong3}
set{drsilong, count(drsilong5 equals 3, 1)}
set{drsishort, count(drsilong5 less than 3, 1)}
SET{DRSITRIGGER,0}


set{wrsi1, weekly rsi(5)}
set{wrsi2, weekly rsi(21)}
set{wrsi3, count(wrsi1 > wrsi2,1)}
set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}


set{TWRSI5, weekly RSI(5)}
set{TWRSI8, weekly RSI(8)}
set{TWRSI21, weekly RSI(21)}
set{TWRSI1, TWRSI5 + TWRSI8}
set{TWRSI2, TWRSI1 + TWRSI21}
set{A-WRSI, TWRSI2 / 3}
set{TDRSI5, RSI(5)}
set{TDRSI8, RSI(8)}
set{TDRSI21, RSI(21)}
set{TDRSI1, TDRSI5 + TDRSI8}
set{TDRSI2, TDRSI1 + TDRSI21}
set{A-DRSI, TDRSI2 / 3}
set{LongRSI21Trend,count(RSI(21) > 49 ,1)}
set{LongRSI,count(RSI8 > RSI21 ,1)}
draw LongRSI on plot
set{ShortRSI,count(RSI8 < RSI21 ,1)}
draw ShortRSI on plot


set{LongRSI5,count(RSI5 above the 0 line ,1)}
set{ShortRSI5,count(RSI5 below the 0 line ,1)}
set{LongRSI8,count(RSI8 above the 0 line ,1)}
set{LongRSI21,count(RSI21 above the 0 line ,1)}



draw rsi(5)
draw rsi(5) line at 50
draw rsi(5) line at 30
draw rsi(5) line at 70

draw LongRSI5 on plot
draw ShortRSI5 on plot


set{wsto, weekly Slow Stochastics(14,3)}
set{dsto, Slow Stochastics(14,3)}
set{wdsto, wsto + dsto}
set{CSTO, wdsto / 2}

set{E5, price above ema(3)}
set{D5Longposition, count(E5 > 0,1)}
set{D5Shortposition, count(E5 < 0,1)}
SET{D5TRIGGER,0}

set{E10, price above ema(20)}
set{D10Longposition, count(E10 > 0,1)}
set{D10Shortposition, count(E10 < 0,1)}
SET{D10TRIGGER,0}

set{E27, price above ema(50)}
set{D20Longposition, count(E27 > 0,1)}
set{D20Shortposition, count(E27 < 0,1)}
SET{D20TRIGGER,0}

set{E25, price above ema(100)}
set{D100Longposition, count(E25 > 0,1)}
set{D100Shortposition, count(E25 < 0,1)}
SET{D100TRIGGER,0}

set{E28, price above ema(200)}
set{D200Longposition, count(E28 > 0,1)}
set{D200Shortposition, count(E28 < 0,1)}
SET{D200TRIGGER,0}
SET{TI42, MA(4) / MA(42)}

draw vxvvxx on plot vxxavg
draw eriskon
draw eriskoff
set{vxxc, ind(vxx,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,7)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,7)}

set{eriskon, count(vxvvxx > or = to vxxavg,1)}
set{eriskoff, count(vxvvxx < or = to vxxavg,1)}

set{erisk_on, count(vxvvxx crossed above vxxavg,1)}
set{erisk_off, count(vxvvxx crossed below vxxavg,1)}
set{ervar, vxvvxx - vxxavg}

add column rs
add column separator
add column ti42
add column separator
add column sharpe ratio(21){SR}
add column separator
add column eriskon {Risk-On}
add column separator
add column longrsi {RSI(8/21)-Long}
add column separator
add column shortrsi {RSI(8/21)-Short}
add column separator
add column ema3/20Longposition {ema 3/20}
add column separator
add column ema(3)
add column separator
add column ema(20)
add column separator
add column ABLongposition{a-u-bb}
add column separator
add column BBShortposition{a-l-bb}
add column separator
add column D5Longposition {ema3}
add column separator
add column D10Longposition {ema20}
add column separator
add column D20Longposition {ema50}
add column separator
add column D100Longposition {ema100}
add column separator
add column D200Longposition {ema200}
add column separator
add column LongRSI5 {rsi(5)-Long}
add column separator
add column ShortRSI5 {rsi(5)-Short}
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 slow Stochastic(14,3) Fast %K {Fast%K}
add column slow Stochastic(14,3) Slow %D {Slow%D}
add column separator
add column slow Stochastic(14,3) Fast %K 2 day ago {Fast%K-2}
add column slow Stochastic(14,3) Slow %D 2 day ago {Slow%D-2}
add column separator
add column slow Stochastic(14,3) Fast %K 3 day ago {Fast%K-3}
add column slow Stochastic(14,3) Slow %D 3 day ago {Slow%D-3}
add column separator


add column atr(14) {Atr}
add column separator
add column average day range (14){ADR%}
add column separator
add column rsi(2)
draw macd(8,17,5)
and draw Slow Stochastic(14,3) Fast %K line at 20.00 and draw Slow Stochastic(14,3) Fast %K line at 80.00 and draw Slow Stochastic(14,3) Fast %K line at 50.00

SORT COLUMN 5 DESCENDING
CHART-TIME IS 120 days
]
davesaint86
725 posts
msg #154559
- Ignore davesaint86		 11/5/2020 1:48:55 PM

I would personally take 1/2 off the table on a MACD cross or RSI5 cross.

Cheese
1,374 posts
msg #154599
- Ignore Cheese		 11/11/2020 11:45:04 AM

davesaint86 11/5/2020 1:48:55 PM
I would personally take 1/2 off the table on a MACD cross or RSI5 cross.
==========================================================================

@ davesaint86

THANK YOU for the filter and the tips on how to trade it..

Your filter packs so much value info, I had to spend quite a bit of time walking thriugh it.

I think of it both as
a cockpit full of instruments to warn about potential headwinds and turbulence, and as
a balanced score card of potential short-term opportunities and longer-term underlying trend.
davesaint86
725 posts
msg #154600
- Ignore davesaint86		 11/11/2020 12:11:57 PM

Thanks Cheese. Forget to state you can also sell at the upper Bollinger Band.
Cheese
1,374 posts
msg #154601
- Ignore Cheese		 11/11/2020 12:19:01 PM

Thanks again, dave
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