StockFetcher Forums · Filter Exchange · Quick Look Weekly Filter<< 1 2 >>Post Follow-up
davesaint86
725 posts
msg #144444
Ignore davesaint86
8/20/2018 11:42:15 AM

Fetcher[

apply to symlist(rpv,qqq,fdn,iau,iwp,iwm,veu,idv,ief,spy,tlt,agg,mub,pcy,shy,cwb,hyg)

set{E3, close above weekly ema(3)}
set{EMA3Longposition, count(E3 > 0,1)}
set{EMA3Shortposition, count(E3 < 0,1)}
SET{EMA3TRIGGER,0}

set{E5, close above weekly ema(5)}
set{EMA5Longposition, count(E5 > 0,1)}
set{EMA5Shortposition, count(E5 < 0,1)}
SET{EMA5TRIGGER,0}

set{E8, close above weekly ema(8)}
set{EMA8Longposition, count(E8 > 0,1)}
set{EMA8Shortposition, count(E8 < 0,1)}
SET{EMA8TRIGGER,0}

set{E10, close above weekly ema(10)}
set{EMA10Longposition, count(E10 > 0,1)}
set{EMA10Shortposition, count(E10 < 0,1)}
SET{EMA10TRIGGER,0}

set{E12, close above weekly ema(12)}
set{EMA12Longposition, count(E12 > 0,1)}
set{EMA12Shortposition, count(E12 < 0,1)}
SET{EMA12TRIGGER,0}

set{E15, close above weekly ema(15)}
set{EMA15Longposition, count(E15 > 0,1)}
set{EMA15Shortposition, count(E15 < 0,1)}
SET{EMA15TRIGGER,0}

set{E30, close above weekly ema(30)}
set{EMA30Longposition, count(E30 > 0,1)}
set{EMA30Shortposition, count(E30 < 0,1)}
SET{EMA30TRIGGER,0}

set{E35, close above weekly ema(35)}
set{EMA35Longposition, count(E35 > 0,1)}
set{EMA35Shortposition, count(E35 < 0,1)}
SET{EMA35TRIGGER,0}

set{E40, close above weekly ema(40)}
set{EMA40Longposition, count(E40 > 0,1)}
set{EMA40Shortposition, count(E40 < 0,1)}
SET{EMA40TRIGGER,0}

set{E45, close above weekly ema(45)}
set{EMA45Longposition, count(E45 > 0,1)}
set{EMA45Shortposition, count(E45 < 0,1)}
SET{EMA45TRIGGER,0}


set{E60, close above weekly ema(60)}
set{EMA60Longposition, count(E60 > 0,1)}
set{EMA60Shortposition, count(E60 < 0,1)}
SET{EMA60TRIGGER,0}

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

and draw Slow Stochastic(5,1) Fast %K line at 20.00 and draw Slow Stochastic(5,1) Fast %K line at 80.00 and draw Slow Stochastic(5,1) Fast %K line at 50.00 nd draw CCI (20) line at -100.00
and draw CCI (20) line at 100.00 and draw CCI (20) line at 50
and draw CCI (20) line at 10

DRAW IFT(4,1)
DRAW IFT(4,1) LINE AT .80
DRAW IFT(4,1) LINE AT .50
DRAW IFT(4,1) LINE AT 0


set{CRS1, rsi(7),1)}
set{CRS2, rsi(14),1)}
set{CRS3, rsi(30),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}


set{CRS4, weekly rsi(7),1)}
set{CRS5, weekly rsi(14),1)}
set{CRS6, weekly rsi(30),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}
set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}
set{RSI30, RSI(30) - 50}
set{CRSI_Bar, RSI30}
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI14, RSI(14) - 50}
set{RSI14_line, RSI14}
draw RSI14 on plot CRSI_Bar
set{RSI7, RSI(7) - 50}
set{RSI7_line, RSI7}
draw RSI7 on plot CRSI_Bar
set{drsilong1, count(rsi(30) above 5, 1)}
set{drsilong2, count(rsi(7) above rsi(30), 1)}
set{drsilong3, count(rsi(14) above rsi(30), 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(7)}
set{wrsi2, weekly rsi(30)}
set{wrsi3, count(wrsi1 > wrsi2,1)}
set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}

set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{C-RS, CR1 + CRS126}

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

set{TWRSI7, weekly RSI(7)}
set{TWRSI14, weekly RSI(14)}
set{TWRSI30, weekly RSI(30)}
set{TWRSI1, TWRSI7 + TWRSI14}
set{TWRSI2, TWRSI1 + TWRSI30}
set{A-WRSI, TWRSI2 / 3}

set{TDRSI7, RSI(7)}
set{TDRSI14, RSI(14)}
set{TDRSI30, RSI(30)}
set{TDRSI1, TDRSI7 + TDRSI14}
set{TDRSI2, TDRSI1 + TDRSI30}
set{A-DRSI, TDRSI2 / 3}


draw Force Index(13)
draw Force Index(13) line at 0


add column separator
add column EMA3Longposition {wema3}
add column separator
add column EMA5Longposition {wema5}
add column separator
add column EMA8Longposition {wema8}
add column separator
add column EMA10Longposition {wema10}
add column separator
add column EMA12Longposition {wema12}
add column separator
add column EMA15Longposition {wema15}
add column separator
add column EMA30Longposition {wema30}
add column separator
add column EMA35Longposition {wema35}
add column separator
add column EMA40Longposition {wema40}
add column separator
add column EMA45Longposition {wema45}
add column separator
add column EMA60Longposition {wema60}
add column separator


ADD COLUMN ROC(126,1) {6 mth %}
add column separator
ADD COLUMN ROC(105,1) {5 mth %}
add column separator
ADD COLUMN ROC(84,1) {4 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 C-RS
add column separator
add column weekly Slow Stochastics(14,3){wSto}
ADD COLUMN SEPARATOR
add column Slow Stochastics(14,3){dSto}
ADD COLUMN SEPARATOR
add column csto
ADD COLUMN SEPARATOR
add column A-WRSI
ADD COLUMN SEPARATOR
add column A-DRSI
ADD COLUMN SEPARATOR
add column c-rsi
ADD COLUMN SEPARATOR

add column rsi(7){drsi7}
add column separator
add column rsi(14){drsi14}
add column separator
add column rsi(30){drsi30}
add column separator
add column weekly rsi(7){wrsi7}
add column separator
add column weekly rsi(14){wrsi14}
add column separator
add column weekly rsi(30){wrsi30}
add column separator

do not draw MACD(12,26)
do not drawn line 0
draw weekly ema(3)
draw weekly ema(5)
draw weekly ema(8)
draw weekly ema(10)
draw weekly ema(12)
draw weekly ema(15)
draw weekly ema(30)
draw weekly ema(35)
draw weekly ema(40)
draw weekly ema(45)
draw weekly ema(60)

draw Average Volume(30)
SORT COLUMN 44 DESCENDING
chart-display is weekly
chart-time is 2 years


]



jimvin
173 posts
msg #144448
Ignore jimvin
8/20/2018 11:54:31 PM

Dude!

I can't comment on the value of the filter, but you've got a badge of honor for having beaten TRO for length...and that's no short achievement - .

SFMc01
358 posts
msg #144450
Ignore SFMc01
8/21/2018 8:25:56 AM

davesaint86: Respectfully, I believe that when posting a filter such as this, you should offer some comments about your purpose and what we might consider doing with it.

Cheese
1,374 posts
msg #144453
Ignore Cheese
modified
8/21/2018 10:48:37 AM

davesaint86, thank you for the power tool. It's like a screwdriver set with multiple drill bits in the handle.
I've changed the symlist to monitor sector rotation.

Fetcher[

/* Filter by davesaint86 */
/* https://www.stockfetcher.com/forums/Filter-Exchange/Quick-Look-Weekly-Filter/144444 */

/* apply to symlist(rpv,qqq,fdn,iau,iwp,iwm,veu,idv,ief,spy,tlt,agg,mub,pcy,shy,cwb,hyg) */
SYMLIST(XLC,XLB,XLE,XLF,XLI,XLK,XLP,XLRE,XLU,XLV,XLY,SPY,QQQ,IWM,DIA)


set{E3, close above weekly ema(3)}
set{EMA3Longposition, count(E3 > 0,1)}
set{EMA3Shortposition, count(E3 < 0,1)}
SET{EMA3TRIGGER,0}

set{E5, close above weekly ema(5)}
set{EMA5Longposition, count(E5 > 0,1)}
set{EMA5Shortposition, count(E5 < 0,1)}
SET{EMA5TRIGGER,0}

set{E8, close above weekly ema(8)}
set{EMA8Longposition, count(E8 > 0,1)}
set{EMA8Shortposition, count(E8 < 0,1)}
SET{EMA8TRIGGER,0}

set{E10, close above weekly ema(10)}
set{EMA10Longposition, count(E10 > 0,1)}
set{EMA10Shortposition, count(E10 < 0,1)}
SET{EMA10TRIGGER,0}

set{E12, close above weekly ema(12)}
set{EMA12Longposition, count(E12 > 0,1)}
set{EMA12Shortposition, count(E12 < 0,1)}
SET{EMA12TRIGGER,0}

set{E15, close above weekly ema(15)}
set{EMA15Longposition, count(E15 > 0,1)}
set{EMA15Shortposition, count(E15 < 0,1)}
SET{EMA15TRIGGER,0}

set{E30, close above weekly ema(30)}
set{EMA30Longposition, count(E30 > 0,1)}
set{EMA30Shortposition, count(E30 < 0,1)}
SET{EMA30TRIGGER,0}

set{E35, close above weekly ema(35)}
set{EMA35Longposition, count(E35 > 0,1)}
set{EMA35Shortposition, count(E35 < 0,1)}
SET{EMA35TRIGGER,0}

set{E40, close above weekly ema(40)}
set{EMA40Longposition, count(E40 > 0,1)}
set{EMA40Shortposition, count(E40 < 0,1)}
SET{EMA40TRIGGER,0}

set{E45, close above weekly ema(45)}
set{EMA45Longposition, count(E45 > 0,1)}
set{EMA45Shortposition, count(E45 < 0,1)}
SET{EMA45TRIGGER,0}


set{E60, close above weekly ema(60)}
set{EMA60Longposition, count(E60 > 0,1)}
set{EMA60Shortposition, count(E60 < 0,1)}
SET{EMA60TRIGGER,0}

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

and draw Slow Stochastic(5,1) Fast %K line at 20.00 and draw Slow Stochastic(5,1) Fast %K line at 80.00 and draw Slow Stochastic(5,1) Fast %K line at 50.00 nd draw CCI (20) line at -100.00
and draw CCI (20) line at 100.00 and draw CCI (20) line at 50
and draw CCI (20) line at 10

DRAW IFT(4,1)
DRAW IFT(4,1) LINE AT .80
DRAW IFT(4,1) LINE AT .50
DRAW IFT(4,1) LINE AT 0


set{CRS1, rsi(7),1)}
set{CRS2, rsi(14),1)}
set{CRS3, rsi(30),1)}
set{CCRS1, CRS1 + CRS2}
set{CCRS2, CCRS1 + CRS3}
set{CCRS3, CCRS2 /3}


set{CRS4, weekly rsi(7),1)}
set{CRS5, weekly rsi(14),1)}
set{CRS6, weekly rsi(30),1)}

set{WCRS1, CRS4 + CRS5}
set{WCRS2, WCRS1 + CRS6}
set{WCRS3, WCRS2 /3}
set{CWRSI1, CCRS3 + WCRS3}
set{C-RSI, CWRSI1 /2}
set{RSI30, RSI(30) - 50}
set{CRSI_Bar, RSI30}
draw CRSI_Bar
PlotType{CRSI_Bar,zerobar}
set{RSI14, RSI(14) - 50}
set{RSI14_line, RSI14}
draw RSI14 on plot CRSI_Bar
set{RSI7, RSI(7) - 50}
set{RSI7_line, RSI7}
draw RSI7 on plot CRSI_Bar
set{drsilong1, count(rsi(30) above 5, 1)}
set{drsilong2, count(rsi(7) above rsi(30), 1)}
set{drsilong3, count(rsi(14) above rsi(30), 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(7)}
set{wrsi2, weekly rsi(30)}
set{wrsi3, count(wrsi1 > wrsi2,1)}
set{wrsilong, count(wrsi3 equals 1, 1)}
set{wrsishort, count(wrsi3 less than 1, 1)}

set{CRS21, ROC(21,1)}
set{CRS63, ROC(63,1)}
set{CRS126, ROC(126,1)}
set{CR1, CRS21 + CRS63}
set{C-RS, CR1 + CRS126}

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

set{TWRSI7, weekly RSI(7)}
set{TWRSI14, weekly RSI(14)}
set{TWRSI30, weekly RSI(30)}
set{TWRSI1, TWRSI7 + TWRSI14}
set{TWRSI2, TWRSI1 + TWRSI30}
set{A-WRSI, TWRSI2 / 3}

set{TDRSI7, RSI(7)}
set{TDRSI14, RSI(14)}
set{TDRSI30, RSI(30)}
set{TDRSI1, TDRSI7 + TDRSI14}
set{TDRSI2, TDRSI1 + TDRSI30}
set{A-DRSI, TDRSI2 / 3}


draw Force Index(13)
draw Force Index(13) line at 0


add column separator
add column EMA3Longposition {wema3}
add column separator
add column EMA5Longposition {wema5}
add column separator
add column EMA8Longposition {wema8}
add column separator
add column EMA10Longposition {wema10}
add column separator
add column EMA12Longposition {wema12}
add column separator
add column EMA15Longposition {wema15}
add column separator
add column EMA30Longposition {wema30}
add column separator
add column EMA35Longposition {wema35}
add column separator
add column EMA40Longposition {wema40}
add column separator
add column EMA45Longposition {wema45}
add column separator
add column EMA60Longposition {wema60}
add column separator


ADD COLUMN ROC(126,1) {6 mth %}
add column separator
ADD COLUMN ROC(105,1) {5 mth %}
add column separator
ADD COLUMN ROC(84,1) {4 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 C-RS
add column separator
add column weekly Slow Stochastics(14,3){wSto}
ADD COLUMN SEPARATOR
add column Slow Stochastics(14,3){dSto}
ADD COLUMN SEPARATOR
add column csto
ADD COLUMN SEPARATOR
add column A-WRSI
ADD COLUMN SEPARATOR
add column A-DRSI
ADD COLUMN SEPARATOR
add column c-rsi
ADD COLUMN SEPARATOR

add column rsi(7){drsi7}
add column separator
add column rsi(14){drsi14}
add column separator
add column rsi(30){drsi30}
add column separator
add column weekly rsi(7){wrsi7}
add column separator
add column weekly rsi(14){wrsi14}
add column separator
add column weekly rsi(30){wrsi30}
add column separator

do not draw MACD(12,26)
do not drawn line 0
draw weekly ema(3)
draw weekly ema(5)
draw weekly ema(8)
draw weekly ema(10)
draw weekly ema(12)
draw weekly ema(15)
draw weekly ema(30)
draw weekly ema(35)
draw weekly ema(40)
draw weekly ema(45)
draw weekly ema(60)

draw Average Volume(30)
SORT COLUMN 44 DESCENDING
chart-display is weekly
chart-time is 2 years


]




davesaint86
725 posts
msg #144455
Ignore davesaint86
8/21/2018 11:49:54 AM

SFMc01 – Fair enough. In my opinion the value is looking at the table. If you scan from left to right you see the faster weekly EMAs moving to the slower EMAs. The more 1’s the better. If the first three moving averages are showing 0’s and the rest of them are showing ones this tells me at that point in time that we are in short-term pullback. If the first three moving averages are showing 1’s and the rest 0’s this tells me the position is a short-term uptrend and a long-term trend has not been established. Rest of the table contains look back periods and relative strength (CSTO = Daily Slow Sto + Weekly Slow Sto, / 2). (CRSI = Three Daily RSI Lengths + Three Weekly RSI Lengths / 2).

shillllihs
6,047 posts
msg #144459
Ignore shillllihs
8/21/2018 3:00:32 PM

I really tried but seems highly inconsistent.

Mactheriverrat
3,157 posts
msg #144467
Ignore Mactheriverrat
8/21/2018 8:55:14 PM

Let me just throw this out there.
A filter with more or less the Guppy MMA's , Bollinger Bands 20 , Bollinger width with line at 6 month low. A EMA(4) cross EMA(9) as the trigger.
Chart display is daily
And every stock that's posted in this thread.

As for me the less Indicators the better as they are just lagging Indicators or background noise anyway.

Now I know people have different filters and different ways of trading and there 100's if not 1000's of ways to trade. One can post a filter and it will be change 100 times before you know it. To me simple is simple .
IMHO!

Submit
Fetcher[


apply to symlist(rpv,qqq,fdn,iau,iwp,iwm,veu,idv,ief,spy,tlt,agg,mub,pcy,shy,cwb,hyg,XLC,XLB,XLE,XLF,XLI,XLK,XLP,XLRE,XLU,XLV,XLY,SPY,QQQ,IWM,DIA,BRZU, BZQ)
draw Upper Bollinger Band(20,2)
draw Bollinger Width(20,2.0) line at 6 month low

draw ema(4)
draw ema(10)
draw ema(11)
draw ema(12)
draw ema(13)
draw ema(14)
draw ema(15)
draw ema(17)


draw ema(30)
draw ema(35)
draw ema(40)
draw ema(45)
draw ema(50)

* 49 is number of consecutive days ema(4) above (+)/below(-) previous EMA(9) */
set{49b,days( ema(4) is above EMA(9) ,250)}
set{49a,days( ema(4) is below EMA(9) ,250)}
set{49, 49a - 49b} and add column 49 {49}
do not Draw 49







Set{cntema4crossaboveema9,count( eMA(4) > eMA(9) ,1)}
draw cntema4crossaboveema9

Set{cntema4crossaboveema9b,count( eMA(4)< EMA(9) ,1)}

draw cntema4crossaboveema9b






]



davesaint86
725 posts
msg #144469
Ignore davesaint86
8/21/2018 9:03:43 PM

Not bad Mac!

dtatu
143 posts
msg #144510
Ignore dtatu
8/26/2018 3:42:27 PM

Any decent EXIT strategy linked to these systems, guys?

Mactheriverrat
3,157 posts
msg #144512
Ignore Mactheriverrat
8/26/2018 7:16:15 PM

@davesaint86
Thanks


@dtatu
Exit - How about when the ema(4) cross below ema(9) or price cross below ema(9).

StockFetcher Forums · Filter Exchange · Quick Look Weekly Filter<< 1 2 >>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.