jackmack
334 posts
msg #113910
- Ignore jackmack |
6/5/2013 11:02:27 AM
I found this filter on TMF board and tried contacting the author but no reply.
I do not have a premium subscription but was wondering if someone wouldn't mind running it since I can't and advising what the results were - additionally if there was a way to create a like version that could be run without being a premium subscriber?
It is for ETF selection on a rolling monthly basis with additional look backs for criteria selection - pretty slick just from the looks of it - anyway here it is;
/*symlist (DBC,DBA,EWZ,GLD,ILF,SHV,IEV,EPP,IWM,EWJ,SPY,EZA,EWM)*/
/*market is etf*/
price is above 15
volume is above 200000
set {a, price}
set {b, price 50 days ago}
set {c, price 225 days ago}
set {d, a divided by b}
set {e, b divided by c}
set {f, log(d)}
set {g, log(e)}
set {h, f multiplied by 5.04}
set {i, g multiplied by 1.44}
set {j, h plus i}
set {k, j multiplied by 100}
k is above k 5 days ago /* to ensure a short term upswing */
add column k /* for printing and sorting purposes*/
draw k /* for charting purposes */
Please advise
Thank you
Cheers
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