StockFetcher Forums · Filter Exchange · History Repeats<< >>Post Follow-up
tomm1111
202 posts
msg #74128
- Ignore tomm1111		 5/6/2009 12:27:48 AM

This is the Short Cycle Indicator by Francisco Lorca published in April 2009 Futures magazine. The buy/sell criteria has been modified. This filter can be applied as a leading indicator. It is based on the equilibrium, ascent, and descent phases of the fourier square wave.

Buy when "sci" is below 0 and "stoch" equals 0. Sell when "sci" is above 0 and "stoch" equals 100. Sometimes it will take a day or two before it moves. Beware the inverse ETF's as they don't behave as well as individual securities.

Fetcher[
/* Short Cycle Indicator - LONG */
/* Francisco Lorca */

set{var,ema(26)}
set{var1,high 20 day low}
set{var2,low 20 day high}
set{var3,var - var1}
set{var4,var - var2}
set{var5,pow(var3,2)}
set{var6,pow(var4,2)}
set{topvar,var5 + var6}

set{mid1var,ema(26)/1000}

set{hat,ema(12) - ema(26)}
set{hat1,hat / ema(12)}
set{mid2var,hat1 * 100}

set{botvar,pow(close,2)}

set{calc,topvar / mid1var}
set{calc1,calc * mid2var}
set{sci,calc1/botvar}

draw sci

set{diff,sci - cema(sci,3)}

/* stoch */
set{value,diff}
set{clow,value 50 day low}
set{chigh,value 50 day high}
set{num,value - clow}
set{dnom,chigh - clow}
set{ccc3,num/dnom}
set{stoch,ccc3 * 100}

draw stoch

show stocks where the close is above 1
and volume is above 30000
and not otcbb

and stoch is below 0.01
and sci is below 0

add column sci
add column stoch
]




Fetcher[
/* Short Cycle Indicator - SHORT */
/* Francisco Lorca */

set{var,ema(26)}
set{var1,high 20 day low}
set{var2,low 20 day high}
set{var3,var - var1}
set{var4,var - var2}
set{var5,pow(var3,2)}
set{var6,pow(var4,2)}
set{topvar,var5 + var6}

set{mid1var,ema(26)/1000}

set{hat,ema(12) - ema(26)}
set{hat1,hat / ema(12)}
set{mid2var,hat1 * 100}

set{botvar,pow(close,2)}

set{calc,topvar / mid1var}
set{calc1,calc * mid2var}
set{sci,calc1/botvar}

draw sci

set{diff,sci - cema(sci,3)}

/* stoch */
set{value,diff}
set{clow,value 50 day low}
set{chigh,value 50 day high}
set{num,value - clow}
set{dnom,chigh - clow}
set{ccc3,num/dnom}
set{stoch,ccc3 * 100}

draw stoch

show stocks where the close is above 1
and volume is above 30000
and not otcbb

and stoch is above 99.9
and sci is above 0

add column sci
add column stoch
]
Eman93
4,750 posts
msg #74130
- Ignore Eman93		 5/6/2009 1:09:39 AM

What part of this filter makes it advanced? I have basic.......
tomm1111
202 posts
msg #74131
- Ignore tomm1111		 5/6/2009 2:00:56 AM

Eman,

Probably the cema "set{diff,sci - cema(sci,3)}", but not sure. Try this which is close to the original buy/sell criteria.

Fetcher[
/* Short Cycle Indicator - LONG */
/* Francisco Lorca */

set{var1,high 20 day low}
set{var2,low 20 day high}
set{var3,ema(26) - var1}
set{var4,ema(26) - var2}
set{var5,pow(var3,2)}
set{var6,pow(var4,2)}
set{topvar,var5 + var6}

set{mid1var,ema(26)/1000}

set{hat,ema(12) - ema(26)}
set{hat1,hat / ema(12)}
set{mid2var,hat1 * 100}

set{botvar,pow(close,2)}

set{calc,topvar / mid1var}
set{calc1,calc * mid2var}
set{sci,calc1/botvar}

draw sci

set{diffvar,sci 2 days ago}
set{diff,sci - diffvar}

/* stoch */
set{value,diff}
set{clow,value 50 day low}
set{chigh,value 50 day high}
set{num,value - clow}
set{dnom,chigh - clow}
set{ccc3,num/dnom}
set{stoch,ccc3 * 100}

draw stoch

show stocks where the close is above 1
and volume is above 30000
and not otcbb

and stoch is below 0.01
and sci is below 0

add column sci
add column stoch
]
jrbikes2
20 posts
msg #74133
- Ignore jrbikes2		 5/6/2009 2:13:59 AM

why do you not apply this to the otcbb?
tomm1111
202 posts
msg #74136
- Ignore tomm1111		 5/6/2009 2:38:30 AM

A carryover from past filters. A perceived way to reduce some risk. You can remove it from the scan.
Eman93
4,750 posts
msg #74170
- Ignore Eman93		 5/6/2009 7:22:34 PM

May need to get advanced........ it still wont work... thanks for your effort, dont water it down in order to use it in basic.

I will read up on the concept.
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