StockFetcher Forums · Filter Exchange · Triple Momentum ROC<< 1 ... 3 4 5 6 7 >>Post Follow-up
glgene
616 posts
msg #72902
Ignore glgene
3/18/2009 6:57:07 PM

Chetron,

Sorry, but there must be something slightly wrong with your latest scripting on doing a 13-day EMA of price, and then smoothing that with ROC(21). Why do I say that?


XLF went up 10.06% today. Broke above its 50-day MA, saw its RSI(14) go from 55.79 yesterday to 62.54 today, and saw its xroc go from 11.49 yesterday to 50.98 today.

Yet, it still doesn't hit your 100 line. It's at 99.88

??????

Zack



chetron
2,817 posts
msg #72903
Ignore chetron
3/18/2009 7:40:02 PM

= )

glgene
616 posts
msg #72904
Ignore glgene
3/18/2009 7:43:03 PM

=) ??

Maybe 100 is a sell instead of a buy? If 100 is a sell, then what is a buy?

?????

chetron
2,817 posts
msg #72915
Ignore chetron
3/19/2009 7:09:18 AM

I WAS THINKING MORE THIS....


Fetcher[



/* INTRADAY */
/* TACHIKAWA */
/* BUY */

SET{VAR1,ROC(5) + ROC(15)}
SET{xroc,ROC(25) + VAR1}

SET{xroc_osc,INDPOSITION(xroc,60) * 100}

DRAW xroc_osc
ADD COLUMN xroc_osc

XROC_OSC ABOVE 1
XROC_OSC 1 DAY AGO BELOW 1
XROC_OSC 2 DAY AGO ABOVE 10

CLOSE ABOVE .1
VOLUME ABOVE 1000000

]



glgene
616 posts
msg #72947
Ignore glgene
3/19/2009 7:06:53 PM

Chetron,

Your latest idea may have merit, but as you said a few messages back, there is no consistency with any number that may fire as the appropriate buy/sell signals. Have you since come up with any numbers?

In the meantime, do you see any possibility of finishing the task of creating a smoothed ROC (as decribed before; 2 steps)? That would be preferable to me, since that idea came from the book mentioned -- saying it would provide better returns than simply using the "xroc" crossover as the buy/sell signal.

I welcome your input and scripting -- past, present, and future!

Zack



chetron
2,817 posts
msg #72952
Ignore chetron
3/19/2009 9:42:25 PM

i'm tapped......

Fetcher[
SET{VEMA13,EMA(13) 21 DAY AGO}
SYMLIST(QQQQ)
SET{VAR11,EMA(13) - VEMA13}
SET{my_smroc1321,VAR11 / VEMA13}

DRAW my_smroc1321 LINE AT 0
]



glgene
616 posts
msg #72954
Ignore glgene
3/19/2009 10:54:10 PM

Thanks, again, Chetron

Your help with my progress has been invaluable. Without your assistance, I would have gotten nowhere.

I'll keep plugging away at it. I'll share my final idea with you. It will probably be ROC (of some kind) coordinated with a secondary signal. Just got to figure out the best one for me that makes sense.

How did you become so proficient with SF scripting? I've seen your work elsewhere on this msg. system. You're GOOD!

Zack

chetron
2,817 posts
msg #72960
Ignore chetron
3/20/2009 6:53:46 AM

FROM READING ALL TRO'S AND MANY OTHERS FOLKS THAT HAVE BEEN CODING.

chetron
2,817 posts
msg #73216
Ignore chetron
modified
4/2/2009 6:48:18 AM

MAYBE....

Fetcher[


/* CHETRON INTERPETS BILL WILLIAMS MFI MACD 5/34/5 */

SET{VAR8,HIGH - LOW}
SET{BW_MFI,VAR8 / VOLUME}
SET{BW_MFI_MA5,CMA(BW_MFI,5)}
SET{BW_MFI_MA34,CMA(BW_MFI,34)}
SET{BW_MFI_OSC,BW_MFI_MA5 - BW_MFI_MA34}
SET{BW_MFI_MACD,CMA(BW_MFI_OSC,5)}
SET{MY_ROC,BW_MFI_OSC - BW_MFI_MACD}

DRAW MY_ROC
DRAW BW_MFI_OSC
DRAW BW_MFI_MACD ON PLOT BW_MFI_OSC

*******************

SET{VAR1,ROC(5) + ROC(15)}
SET{xroc,ROC(25) + VAR1}

BW_MFI_OSC ABOVE 0 LAST 3 DAY
XROC CROSSED ABOVE 0
CLOSE ABOVE .1
VOLUME ABOVE 1000000


]




OR...............

Fetcher[



/* CHETRON INTERPETS BILL WILLIAMS MFI MACD 5/34/5 */

SET{VAR8,HIGH - LOW}
SET{BW_MFI,VAR8 / VOLUME}
SET{BW_MFI_MA5,CMA(BW_MFI,5)}
SET{BW_MFI_MA34,CMA(BW_MFI,34)}
SET{BW_MFI_OSC,BW_MFI_MA5 - BW_MFI_MA34}
SET{BW_MFI_MACD,CMA(BW_MFI_OSC,5)}
SET{MY_ROC,BW_MFI_OSC - BW_MFI_MACD}

DRAW MY_ROC
DRAW BW_MFI_OSC
DRAW BW_MFI_MACD ON PLOT BW_MFI_OSC

*******************

SET{VAR1,ROC(5) + ROC(15)}
SET{xroc,ROC(25) + VAR1}

BW_MFI_OSC ABOVE 0 LAST 3 DAY
XROC 1 DAY AGO BELOW XROC
XROC 1 DAY AGO ABOVE XROC 2 DAY AGO
XROC 3 DAY AGO BELOW XROC 2 DAY AGO
XROC 4 DAY AGO ABOVE XROC 3 DAY AGO

CLOSE ABOVE .1
VOLUME ABOVE 1000000


]



chetron
2,817 posts
msg #79532
Ignore chetron
9/17/2009 8:06:32 PM

EMAN, YOU LOOKING FOR THIS?

StockFetcher Forums · Filter Exchange · Triple Momentum ROC<< 1 ... 3 4 5 6 7 >>Post Follow-up

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