StockFetcher Forums · Filter Exchange · Who can help with this simple filter?<< >>Post Follow-up
Aktienfahnder
36 posts
msg #41602
- Ignore Aktienfahnder		 2/27/2006 10:43:37 AM

Hi, I recently created this simple filter with very good results - however, I would like to improve it a little - in order to have a lower draw-down. Who can help? I appreciate it, thx.

one day ago Chande Momentum Oscillator(20,9) was below -50 for last 7 days
and today price gained more than 10%
TheRumpledOne
6,411 posts
msg #41648
- Ignore TheRumpledOne		 2/28/2006 10:01:13 PM

Fetcher[
/* Dollar stocks Dynamic Support/Resistance with TRADE PLANNER DISPLAY */

/* PRICE POSITION PERCENT DISPLAY */

/* enter your Upper Limit criteria */
set{UpperLim, High 10 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 10 week Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / LowerLim}

set{HiOp,high - open}
set{OpLo, open - low}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl, CCa - CCb}

set{HHb,days(High is above High 1 day ago,100)}
set{HHa,days(High is below High 1 day ago,100)}
set{HixHi, HHa - HHb}

set{LLb,days(Low is above Low 1 day ago,100)}
set{LLa,days(Low is below Low 1 day ago,100)}
set{LoxLo, LLa - LLb}

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

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

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{RChg, count( UpperLim equal UpperLim 1 day ago, 1 ) }
set{SChg, count( LowerLim equal LowerLim 1 day ago, 1 ) }

/* Volatility Direction Filter Display */

set{BBDiff, Upper Bollinger Band(20) - Lower Bollinger Band(20) }

set{BBDb,days(BBDiff is above BBDiff 1 day ago,100)}
set{BBDa,days(BBDiff is below BBDiff 1 day ago,100)}
set{BBTrend, BBDa - BBDb}

set{ATRb,days(ATR(14) is above ATR(14) 1 day ago,100)}
set{ATRa,days(ATR(14) is below ATR(14) 1 day ago,100)}
set{ATRTrend, ATRa - ATRb}
/* column display */

add column HiOp
add column OpLo

add column BallOn
add column UpperLim {Resist}
add column LowerLim {Support}

add column RChg
add column SChg

AND ADD COLUMN BBTrend
AND ADD COLUMN ATRTrend

/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price


/* Trade Planner Filter Display - Simple */

/* commented out...
set{ iAccountSize , 25000 }
set{ iPercentRisk, .02}
set{ iMarginMult , 1}
set{ iMaxDrawDownPct, .05}
set{ iEntryPrice , close}

set{ iShares, 0 }
set{ iProtectiveStop , 0}

set{ iTargetPrice , 0}
set{ iRewardRatio , 2}

set{ xMaxDollars, iAccountSize * iMarginMult }

set{ xTradeRisk, xMaxDollars * iPercentRisk }

set{ xShares , xMaxDollars / iEntryPrice }

set{ xShareRisk , xTradeRisk / xShares }

set{ xStop , iEntryPrice - xShareRisk }

set{ xtp, xShareRisk * iRewardRatio }
set{ xTarget , xtp + iEntryPrice }

add column xShares
add column xStop
add column xTarget
add column xTradeRisk

...commented out... */

and add column clxcl
and add column VlXvl
and add column Vdbl

add column HixHi
add column LoxLo

add column Bullpower
add column Bearpower
add column BLxBL
add column BRxBR

/* Selection Criteria */

one day ago Chande Momentum Oscillator(20,9) was below -50 for last 7 days
and today price gained more than 10%

add column industry

Sort column 7 ascending
]



Just buy when BALLON is low!

HTH.

MAY ALL YOUR FILLS BE COMPLETE.
Aktienfahnder
36 posts
msg #41655
- Ignore Aktienfahnder		 3/1/2006 2:48:33 AM

Thx to you, TheRumbledOne - thatīs a lot of work that you have done there. Nice and interesting. I will try it out! Greetings from Germany!
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