TheRumpledOne
6,411 posts
msg #35995
- Ignore TheRumpledOne |
5/13/2005 7:36:03 PM
I have been studying momentum the past few weeks.
Here's some code that you can add to your own filters or if you use the selection criteria run as a stand alone filter.
When the Momentum line crosses above the ZERO line that is a bullish signal.
Also when the Momentun line crosses above the Momentum Average line, that is bullish.
Of course, add your own price and volume selection criteria.
MAY ALL YOUR FILLS BE COMPLETE.
Note: You know how much I like RSI(2), so I gave Momentum(2) a shot.
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corsino
259 posts
msg #36100
- Ignore corsino |
5/24/2005 11:41:38 AM
Does anybody have a momentum filter that backtests well ?
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bomber
1 posts
msg #36102
- Ignore bomber |
5/24/2005 5:23:21 PM
I have been follwing the Parabolic SAR and appears to work well for specific stocks or indexes and QQQQ. A filter with the Parabolic SAR going bullish (below price) or bearish (above price) along with MACD and ? could be a great filter.
Just using a simple Parabolic SAR filter works well, but further screening would make it more manageable with less stocks. Anyone with the knowledge to help would be appreciated.
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mystiq
650 posts
msg #75468
- Ignore mystiq |
6/15/2009 8:01:42 PM
..for a falling momentum..would the code be reversed?
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chetron
2,817 posts
msg #75477
- Ignore chetron |
6/15/2009 10:45:12 PM
THE REVERSE.....
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Eman93
4,750 posts
msg #75478
- Ignore Eman93 |
6/15/2009 11:03:28 PM
I have been looking into this:
Chande Momentum Oscillator(5,5) < -99
for dip buying..... it seems to work well with uptrending stocks....
I dont have a filter built around it yet.....
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SFMc01
358 posts
msg #75638
- Ignore SFMc01 |
6/19/2009 10:58:05 AM
Does anyone have a momentum filter or loss of momentum filter that they like to use for trading the next day?
Respectfully, with no offense to anyone, but I have not found the above two filters to be very effective when I have tested them using a detailed strategy on TradeStation.
Thank you.
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johnpaulca
12,036 posts
msg #75653
- Ignore johnpaulca |
6/19/2009 1:13:57 PM
Here is a simple momo filter that I use.
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mystiq
650 posts
msg #75671
- Ignore mystiq |
6/20/2009 2:14:18 AM
CHETRON- for /* Momentum Days since last CrossOver of the Average Line*/ the value returned is "-3.00" ...what does this represent? (-.-) ----->MoMox
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mystiq
650 posts
msg #75672
- Ignore mystiq |
6/20/2009 2:22:20 AM
johnpaulca - how would you reverse the momentum : ? (-.-)
Show stocks where close is above lower Bollinger band(12,0.1) for the last 20 days
Average volume(3) > 500000
close is above 1
optionable
::I combine both ideas for a complete momentum filter::
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