StockFetcher Forums · Filter Exchange · How to add (improve) code for volume drying up?<< >>Post Follow-up
Radiomuse
288 posts
msg #84026
Ignore Radiomuse
12/8/2009 12:24:57 PM

This is based on a filter someone else created, I think the thread and original filter was called Bollinger Extremist Short Finder. I like the idea and trying to tweak it (and then create a long version). Stocks trading above an extreme BB, maybe add another indicator to emphasize the short-term overbought condition (have RSI>70 in there for now), but trying to figure out a better way to filter for volume drying up in the last few days - and maybe signal the stock is primed for reversal?

Any suggestions/comments?

Fetcher[close is between 15 and 100
and volume(60) is above 300000
and price has been increasing for the last 5 days
and close is above the upper bollinger band(20,2.0) the last 3 days
and draw bollinger bands(20,3)
and draw bollinger bands(20,2)
and draw bollinger bands(20,1)
and RSI(10) is above 70
and average volume(2) is less than average volume(5)
add column average volume(2) {vol2}
add column average volume(5) {vol5}
]



dwiggains
444 posts
msg #84063
Ignore dwiggains
12/8/2009 6:15:56 PM

Hi
I added a little to your filter

Fetcher[
close is between 15 and 100
and volume(60) is above 300000
and price has been increasing for the last 5 days
and close is above the upper bollinger band(20,2.0) the last 3 days
and draw bollinger bands(20,3)
and draw bollinger bands(20,2)
and draw bollinger bands(20,1)
and RSI(10) is above 70
and average volume(2) is less than average volume(5)
add column average volume(2) {vol2}
add column average volume(5) {vol5}
set {V, average volume (2) / average volume (5)} add column V and sort column 7 ascending
]



See ya
david

Radiomuse
288 posts
msg #84071
Ignore Radiomuse
12/8/2009 10:59:55 PM

Thanks David - good stuff!

StockFetcher Forums · Filter Exchange · How to add (improve) code for volume drying up?<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.