StockFetcher Forums · Filter Exchange · THE BOLLINGER "SQUEEZE" EXPLAINED....<< 1 2 3 4 5 ... 6 >>Post Follow-up
FuriousThug
256 posts
msg #65620
Ignore FuriousThug
7/30/2008 11:22:29 PM

An example of what I mean from the short filter:

Fetcher[Show stocks where bollinger width(10) is at a 1 month low
do not draw bollinger width(10) 1 month low
do not draw bollinger diff(10)

Draw Bollinger bands(50,.20)
Draw Bollinger Bands(10,.10)
Draw 3-day slope of Bollinger bands(50,.20)
Draw parabolic Sar
Draw Linear Regression Indicator(20)
Draw Bollinger bands(10)

Draw COG(5,3)
Weekly RSI(2) is below Weekly RSI(2) 1-day ago
Draw Weekly RSI(2) line at 99
Draw Weekly RSI(2) line at 0
FI(2) is below FI(2) 1-day ago

NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

NORMALIZE RSI(2) */

set{RSval, INDPOSITION(RSI(2), 60) * 100}

NORMALIZE williams %r(2) */

set{wrval, INDPOSITION(williams %r(2), 60) * 100 }


DRAW THE MR CCIWLR CHART

and draw adval on plot wrval
and draw rsval on plot wrval

Draw Bearpower on plot Bullpower
Draw Bullpower line at 0
Draw MACD(4,8)
Draw Williams %R(20) line at -25
Draw Williams %R(2)

volume is above 300000
sort column 3 descending
chart-time 45-days
close is above 10


Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}
set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}
set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{mhis,indposition(macd(4,8) histogram,60)}
set{mhist,macd(4,8) histogram}
set{mhisb,days(mhist is above 0, 100)}
set{mhisa,days(mhist is below 0, 100)}
set{hstxhst, mhisa - mhisb}
set{var1,count(macd(4,8) histogram 1 day ago < macd histogram(4,8),1)}
set{mhisp,days(var1 < .5,100)}
set{var11,count(macd(4,8) histogram 1 day ago > macd histogram(4,8),1)}
set{mhisn,days(var11 < .5,100)}

set{ rsidownweek, count( Weekly RSI(2) is below Weekly RSI(2) 1 week ago, 1) }

ADD COLUMN SEPARATOR
add column sector
add column industry
ADD COLUMN SEPARATOR
add column rsidownweek
add column Weekly RSI(2)
add column Weekly RSI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
add column FI(2)
add column FI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR
add column BLxBL
add column BRxBR
ADD COLUMN SEPARATOR
add column mhisp
add column mhisn
add column hstxhst
ADD COLUMN SEPARATOR

apply to symlist(ELP)
]




WALLSTREETGENIUS
983 posts
msg #65622
Ignore WALLSTREETGENIUS
7/31/2008 12:18:13 AM

Thug -

Think of "COG" as a 5,3 stochastics. So yes, you want it pointing up. The reason I made it a "5,3", is to get the stochastics characteristic, but needed a sharper and quicker turning point in "COG." As you well know, a 5-day EMA will almost always keep you in the trend, and it wont let price get away.

For "shorting", I would add...[ COG(5,3) decreased 1-day ago ] along with the [ Weekly RSI(2) is below Weekly RSI(2) 1-day ago ] Also, don't overlook the power in "adval!" when it's starting to crooss below 75, or it's already well below 25, these are outstanding examples of stocks that will start to roll-over with the up above criteria.



- RIGGS -



WALLSTREETGENIUS
983 posts
msg #65623
Ignore WALLSTREETGENIUS
modified
7/31/2008 12:40:07 AM

This is what "I" use for "shorting" now, but only when I see that the market is about to fall.

===================================================


((( THEMIGHTYRIGGS BOLLINGER-SHORT FILTER )))

Fetcher[Show stocks where bollinger width(10) is at a 1 month low
do not draw bollinger width(10) 1 month low
do not draw bollinger diff(10)

Draw Bollinger bands(50,.20)
Draw Bollinger Bands(10,.10)
Draw 3-day slope of Bollinger bands(50,.20)
Draw parabolic Sar
Draw Linear Regression Indicator(20)
Draw Bollinger bands(10)

Draw COG(5,3) is decreasing 1-day
Weekly RSI(2) is below Weekly RSI(2) 1-day ago
Draw Weekly RSI(2) line at 99
Draw Weekly RSI(2) line at 0
Draw FI(2) line at 0
Draw Bearpower on plot Bullpower
Draw Bullpower line at 0

NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

NORMALIZE RSI(2) */

set{RSval, INDPOSITION(RSI(2), 60) * 100}

NORMALIZE williams %r(2) */

set{wrval, INDPOSITION(williams %r(2), 60) * 100 }


DRAW THE MR CCIWLR CHART

and draw adval on plot wrval
and draw rsval on plot wrval

volume is above 300000
sort column 3 descending
chart-time 45-days
close is above 6
offset 0

set{RSb,days(RSI(2) is above RSI(2) 1 day ago,100)}
set{RSa,days(RSI(2) is below RSI(2) 1 day ago,100)}
set{RSxRS, RSa - RSb}
set{WLb,days(Williams %R(2) is above Williams %R(2)
1 day ago,100)}
set{WLa,days(Williams %R(2) is below Williams %R(2)
1 day ago,100)}
set{WLxWL, WLa - WLb}

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}
set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}
set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{mhis,indposition(macd(4,8) histogram,60)}
set{mhist,macd(4,8) histogram}
set{mhisb,days(mhist is above 0, 100)}
set{mhisa,days(mhist is below 0, 100)}
set{hstxhst, mhisa - mhisb}
set{var1,count(macd(4,8) histogram 1 day ago < macd histogram(4,8),1)}
set{mhisp,days(var1 < .5,100)}
set{var11,count(macd(4,8) histogram 1 day ago > macd histogram(4,8),1)}
set{mhisn,days(var11 < .5,100)}

set{ rsidownweek, count( Weekly RSI(2) is below Weekly RSI(2) 1 week ago, 1) }

ADD COLUMN SEPARATOR
add column industry
ADD COLUMN SEPARATOR
add column adval
ADD COLUMN SEPARATOR
add column rsidownweek
add column Weekly RSI(2)
add column Weekly RSI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
add column RSXRS
add column WLXWL
ADD COLUMN SEPARATOR
add column BLxBL
add column BRxBR
ADD COLUMN SEPARATOR
add column mhisp
add column mhisn
add column hstxhst
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR
]






- WALLSTREETGENIUS -


elis58
11 posts
msg #65625
Ignore elis58
7/31/2008 5:58:43 AM


i have tradstation but didn't find there this indicator COG AND IF
where can i find them ?





WALLSTREETGENIUS
983 posts
msg #65627
Ignore WALLSTREETGENIUS
modified
7/31/2008 8:20:00 AM

i have tradstation but didn't find there this indicator COG AND IF
where can i find them ?
______________________

I used to use it at E-SIGNAL, but there are a few EOD trading software companies that offer it as well...

WEALTHLAB
SMARTRADER
NEOTICKER
NEUROSHELL TRADER
TECHNIFILTER PLUS



RIGGS






FuriousThug
256 posts
msg #65647
Ignore FuriousThug
modified
7/31/2008 6:26:00 PM

I wish all charts were this clear...my money's on a revisit to the 50dma. The question, though, is, while there are lots of clues here (e.g., capitulation selloff on 7/24; positive divergence on every indicator between 7/18 and 7/25; weekly RSI(2) turning up on the 28th), what does the COG(5) ticking down today tell us? That it's just another throwback? That it's entering consolidation phase?

Also, look at June 23. Directionally, everything is lined up for a big move. But positionally, RSI and WR are at/near the 25 mark...which, normally, might not be an ideal entry - the trappings of a late-stage base in its last runup? I guess the lesson is, no matter what the setup, always look at industry and volume...because I think only those would have been trumps (or support, depending on your perspective) to taking that trade.


Fetcher[Show stocks where bollinger width(10) is at a 1 month low
do not draw bollinger width(10) 1 month low
do not draw bollinger diff(10)

Draw Bollinger bands(50,.20)
Draw Bollinger Bands(10,.10)
Draw 3-day slope of Bollinger bands(50,.20)
Draw parabolic Sar
Draw Linear Regression Indicator(20)
Draw Bollinger bands(10)

Draw COG(5,3)
Weekly RSI(2) is above Weekly RSI(2) 1-day ago
Draw Weekly RSI(2) line at 99
Draw Weekly RSI(2) line at 0
FI(2) is above FI(2) 1-day ago

NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

NORMALIZE RSI(2) */

set{RSval, INDPOSITION(RSI(2), 60) * 100}

NORMALIZE williams %r(2) */

set{wrval, INDPOSITION(williams %r(2), 60) * 100 }


DRAW THE MR CCIWLR CHART

and draw adval on plot wrval
and draw rsval on plot wrval

Draw Bearpower on plot Bullpower
Draw Bullpower line at 0
Draw MACD(4,8)
Draw Williams %R(20) line at -75
Draw Williams %R(2)

volume is above 300000
sort column 3 descending
chart-time 45-days
close is above 10

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}
set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}
set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{mhis,indposition(macd(4,8) histogram,60)}
set{mhist,macd(4,8) histogram}
set{mhisb,days(mhist is above 0, 100)}
set{mhisa,days(mhist is below 0, 100)}
set{hstxhst, mhisa - mhisb}
set{var1,count(macd(4,8) histogram 1 day ago < macd histogram(4,8),1)}
set{mhisp,days(var1 < .5,100)}
set{var11,count(macd(4,8) histogram 1 day ago > macd histogram(4,8),1)}
set{mhisn,days(var11 < .5,100)}

set{ rsiupweek, count( Weekly RSI(2) is above Weekly RSI(2) 1 week ago, 1) }

ADD COLUMN SEPARATOR
add column sector
add column industry
ADD COLUMN SEPARATOR
add column rsiupweek
add column Weekly RSI(2)
add column Weekly RSI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
add column FI(2)
add column FI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR
add column BLxBL
add column BRxBR
ADD COLUMN SEPARATOR
add column mhisp
add column mhisn
add column hstxhst
ADD COLUMN SEPARATOR
apply to symlist(ATW)
]




FuriousThug
256 posts
msg #65648
Ignore FuriousThug
modified
7/31/2008 6:30:18 PM

And for some reason ATW is not showing up on the clickable filter...


EDIT: oops...date offset has been removed now

chetron
2,817 posts
msg #65655
Ignore chetron
7/31/2008 7:31:05 PM

debugged version....

same-o, same-o


Fetcher[

/* ((( THEMIGHTYRIGGS BOLLINGER-SHORT FILTER ))) */

Show stocks where bollinger width(10) is at a 1 month low
do not draw bollinger width(10) 1 month low
do not draw bollinger diff(10)

Draw Bollinger bands(50,.20)
Draw Bollinger Bands(10,.10)
Draw 3-day slope of Bollinger bands(50,.20)
Draw parabolic Sar
Draw Linear Regression Indicator(20)
Draw Bollinger bands(10)

Draw COG(5,3) is decreasing 1-day
Weekly RSI(2) is below Weekly RSI(2) 1-day ago
Draw Weekly RSI(2) line at 99
Draw Weekly RSI(2) line at 0
Draw FI(2) line at 0
Draw Bearpower on plot Bullpower
Draw Bullpower line at 0

/* NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

/* NORMALIZE RSI(2) */

set{RSval, INDPOSITION(RSI(2), 60) * 100}

/* NORMALIZE williams %r(2) */

set{wrval, INDPOSITION(williams %r(2), 60) * 100 }


/* DRAW THE MR CCIWLR CHART */

and draw adval on plot wrval
and draw rsval on plot wrval

volume is above 300000
sort column 3 descending
chart-time 45-days
close is above 6
offset 0

set{RSb,days(RSI(2) is above RSI(2) 1 day ago,100)}
set{RSa,days(RSI(2) is below RSI(2) 1 day ago,100)}
set{RSxRS, RSa - RSb}
set{WLb,days(Williams %R(2) is above Williams %R(2) 1 day ago,100)}
set{WLa,days(Williams %R(2) is below Williams %R(2) 1 day ago,100)}
set{WLxWL, WLa - WLb}

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}
set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}
set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{mhis,indposition(macd(4,8) histogram,60)}
set{mhist,macd(4,8) histogram}
set{mhisb,days(mhist is above 0, 100)}
set{mhisa,days(mhist is below 0, 100)}
set{hstxhst, mhisa - mhisb}
set{var1,count(macd(4,8) histogram 1 day ago < macd histogram(4,8),1)}
set{mhisp,days(var1 < .5,100)}
set{var11,count(macd(4,8) histogram 1 day ago > macd histogram(4,8),1)}
set{mhisn,days(var11 < .5,100)}

set{ rsidownweek, count( Weekly RSI(2) is below Weekly RSI(2) 1 week ago, 1) }

ADD COLUMN SEPARATOR
add column industry
ADD COLUMN SEPARATOR
add column adval
ADD COLUMN SEPARATOR
add column rsidownweek
add column Weekly RSI(2)
add column Weekly RSI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
add column RSXRS
add column WLXWL
ADD COLUMN SEPARATOR
add column BLxBL
add column BRxBR
ADD COLUMN SEPARATOR
add column mhisp
add column mhisn
add column hstxhst
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR

]



WALLSTREETGENIUS
983 posts
msg #65945
Ignore WALLSTREETGENIUS
modified
8/7/2008 11:28:47 AM

One way to decipher which stocks to choose from is by looking for the biggest differencial between weekly RSI(2) week to week on the "dashboard of this filter. Here's some examples for the offset date of 8/4/08 :...

AMD, GLBC, SIX-B, FUN, NSM, ABV, CI, SAPE, DAKT, ect...

Notice they all have at least a +10 spead between the current week to last week? Now look at the performance return at the hard right edge. Truely amazing isn't it! Obviously the bigger jump from (weekly) week-2-week can be the big difference maker.


((( THEMIGHTYSQUEEZE FILTER )))

Fetcher[Show stocks where bollinger width(10) is at a 1 month low
do not draw bollinger width(10) 1 month low
do not draw bollinger diff(10)

Draw Bollinger bands(50,.20)
Draw Bollinger Bands(10,.10)
Draw 3-day slope of Bollinger bands(50,.20)
Draw parabolic Sar
Draw Linear Regression Indicator(20)
Draw Bollinger bands(10)
Offset 8/4/08

Draw Williams %R(2)
Draw Projection Oscillator
Draw RSI(2)
Weekly RSI(2) is above Weekly RSI(2) 1-day ago
Draw Weekly RSI(2) line at 99
Draw Weekly RSI(2) line at 0

NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

NORMALIZE OBV(1) */

set{obval, INDPOSITION(OBV(1), 60) * 100}

NORMALIZE williams %R(2) */

set{wrval, INDPOSITION(williams %R(2), 60) * 100 }

Draw wrval line
Draw adval on plot wrval
Draw obval on plot wrval

Draw COG(5,3) line at 0
Draw Bearpower on plot Bullpower
Draw Bullpower line at 0
Draw MACD(4,8)

volume is above 100000
sort column 32 descending
chart-time 45-days
close is above 1

set{RSb,days(RSI(2) is above RSI(2) 1 day ago,100)}
set{RSa,days(RSI(2) is below RSI(2) 1 day ago,100)}
set{RSxRS, RSa - RSb}
set{WLb,days(williams %R(2) is above Williams %R(2)
1 day ago,100)}
set{WLa,days(Williams %R(2) is below Williams %R(2)
1 day ago,100)}
set{WLxWL, WLa - WLb}
set{POb,days(Projection Oscillator(14) is above Projection Oscillator(14) 1 day ago,100)}
set{POa,days(Projection Oscillator(14) is below Projection Oscillator(14) 1 day ago,100)}
set{POxPO, POa - POb}

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}
set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}
set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

SET{VMACDD,MACD(4,8) histogram}
set{mhis,indposition(macd(4,8) histogram,60)}
set{mhist,macd(4,8) histogram}
set{mhisb,days(mhist is above 0, 100)}
set{mhisa,days(mhist is below 0, 100)}
set{hstxhst, mhisa - mhisb}
set{var1,count(macd(4,8) histogram 1 day ago < macd histogram(4,8),1)}
set{mhisp,days(var1 < .5,100)}
set{var11,count(macd(4,8) histogram 1 day ago > macd histogram(4,8),1)}
set{mhisn,days(var11 < .5,100)}

ADD COLUMN SEPARATOR
add column industry
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR
add column adval
add column obval
ADD COLUMN SEPARATOR
add column Weekly RSI(2)
add column Weekly RSI(2) 1-day ago(1dayago)
ADD COLUMN SEPARATOR
add column RSXRS
add column WLXWL
add column POXPO
ADD COLUMN SEPARATOR
add column BLxBL
add column BRxBR
ADD COLUMN SEPARATOR
add column mhisp
add column mhisn
add column hstxhst
ADD COLUMN SEPARATOR
add column Vdbl
add column volpct
ADD COLUMN SEPARATOR
]





- WALLSTREETGENIUS -

deltason5
2 posts
msg #65998
Ignore deltason5
8/10/2008 12:10:37 AM


Hi Riggs. Thank you! Awesome.

StockFetcher Forums · Filter Exchange · THE BOLLINGER "SQUEEZE" EXPLAINED....<< 1 2 3 4 5 ... 6 >>Post Follow-up

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