StockFetcher Forums · Filter Exchange · Bottom Filter<< 1 2 3 4 >>Post Follow-up
KSK8
561 posts
msg #159041
- Ignore KSK8		 5/8/2022 9:26:23 PM

Here's one I forgot to release that was an addition to the Vix Fix filter. It makes for a great bottom fisher.

Fetcher[
offset is 20
market is NASDAQ
Average Volume(30) > 300000
Volume > 300000
Price > 10

set{x1, close 22 day high}
set{x2, x1-low}
set{x3, x2/x1}
set{wvf, x3*100}
set{x4, cstddev(wvf,20)}
set{sDev, 2*x4}
set{midline, cma(wvf,20)}
set{lowerBand, midline - sDev}
set{upperBand, midline + sDev}
set{rangeHigh50, wvf 50 day high}
set{rangeHigh, rangeHigh50 *0.85}
set{rangeLow50, wvf 50 day low}
set{rangeLow, rangeLow50 * 1.01}

draw wvf
PlotType{wvf,zerobar}
draw upperBand on plot wvf
draw rangeHigh on plot wvf
set{z1, count(COG(2) > COG(2) 1 day ago,1)}
set{z2, count(wvf reached a new 90 day high,1)}
set{z3, count(Williams %R(2) > Williams %R(2) 1 day ago,1)}
set{z4, count(Williams %R(2) is below -80,1)}
set{z5, z1+z2}
set{z6, z5+z3}
set{z7, z6+z4}
set{entry, count(z7 > 3,1)}

entry > 0
]



There's plenty of ways to improve it, but I don't have the time for it anymore .

I do know for a fact that John Ehlers's bandpass filter would make for a powerful combination. But SF doesn't seem to be motivated to make such code possible...




Nobody
404 posts
msg #159042
- Ignore Nobody
modified		 5/9/2022 10:15:08 AM

Oh Great SF King,

Your Highness for Peasant like me I get



"Your StockFetcher filter exceeds filter performance restrictions."
KSK8
561 posts
msg #159043
- Ignore KSK8		 5/9/2022 3:22:53 PM

$30sih dollars/month won't break the bank!

Fetcher[

offset is 20
market is NASDAQ
Average Volume(30) > 300000
Volume > 300000
Price > 10

set{x1, close 22 day high}
set{x2, x1-low}
set{x3, x2/x1}
set{wvf, x3*100}
set{x4, cstddev(wvf,20)}
set{sDev, 2*x4}
set{midline, cma(wvf,20)}
set{lowerBand, midline - sDev}
set{upperBand, midline + sDev}
set{rangeHigh50, wvf 50 day high}
set{rangeHigh, rangeHigh50 *0.85}
set{rangeLow50, wvf 50 day low}
set{rangeLow, rangeLow50 * 1.01}

draw wvf
PlotType{wvf,zerobar}
draw upperBand on plot wvf
draw rangeHigh on plot wvf
COG(2) > COG(2) 1 day ago
wvf reached a new 90 day high
Williams %R(2) > Williams %R(2) 1 day ago
Williams %R(2) is below -80
]
SAFeTRADE
646 posts
msg #159044
- Ignore SAFeTRADE
modified		 5/9/2022 3:43:43 PM

KSK8 I looked up the code for John Ehlers's bandpass and I cannot code that. I do not think even Stockfetcher as a platform can pull that off.

Glad you are back.

Safetrade



KSK8
561 posts
msg #159047
- Ignore KSK8		 5/10/2022 6:44:11 AM

Give this a glance: https://www.tradingview.com/script/VhiVgV90-Elhers-Super-Bandpass-Filter-by-Shizaru/

-Looks like he may have boiled down the complexity via Pinescript:

fast = input(40,title="Fast Length")
slow = input(60,title="Slow Length")
a1 = 5/fast
a2 = 5/slow

PB = (a1-a2)*close + (a2*(1-a1)-a1*(1-a2))*close[1] + ((1-a1)+(1-a2))*nz(PB[1]) - (1-a1)*(1-a2)*nz(PB[2])
RMSa = sum(PB*PB,50)
RMSplus = sqrt(RMSa/50)
RMSminus = -RMSplus

I would deduce all the lines of code are feasible to create in SF except for "PB".
If you or anyone else can figure out how "PB" is coded, then we may have successfully introduced one of the most powerful cycle indicators from the mind of John F Ehlers .

In fact, it would probably deserve it's own thread.


Mactheriverrat
3,157 posts
msg #159049
- Ignore Mactheriverrat		 5/10/2022 11:12:37 AM

Wallmans aka muddy fast k again back when he was here was a good bottom filter. Using the fast k number at its lowest was a way of finding the lowest number
Nobody
404 posts
msg #159052
- Ignore Nobody		 5/11/2022 9:44:21 AM

KSK8

Thank you... Indeed it shall break the bank for a poor student like me. Thank you
xarlor
587 posts
msg #159054
- Ignore xarlor		 5/11/2022 9:59:20 AM

The problem with writing this in SF is the lack of looping capability. I took a stab at it and the results are not correct. Still, I'm posting it here in case someone wants to debug, improve, or point out where my logic is wrong.

Fetcher[
sp500

set{fast,40}
set{slow,60}
set{a1,5/fast}
set{a2,5/slow}

set{PB1a,a1 - a2}
set{PB1b,PB1a * close}
set{PB1b_1,PB1a * close 1 day ago}
set{PB1b_2,PB1a * close 2 days ago}

set{PB2a,1 - a1}
set{PB2b,a2 * PB2a}
set{PB2c,1 - a2}
set{PB2d,a1 * PB2c}
set{PB2e,PB2b - PB2d}
set{PB2f,PB2e * close 1 day ago}
set{PB2f_2,PB2e * close 2 days ago}
set{PB2f_3,PB2e * close 3 days ago}

set{PBt,PB1b + PB2f}
set{PBt1,PB1b_1 + PB2f_2}
set{PBt2,PB1b_2 + PB2f_3}

set{PB3a,PB2a + PB2c}
set{PB3b,PB3a * PBt1}

set{PB4a,PB2a * PB2c}
set{PB4b,PB4a * PBt2}

set{PBsum1,PBt + PB3b}
set{PB,PBsum1 - PB4b}

set{RMSa1,PB * PB}
set{RMSa,RMSa1 + 50}

set{RMSplus1,RMSa / 50}
set{RMSplus,pow(RMSplus1,0.5)}
set{RMSminus,1 - RMSplus}

draw PB
draw RMSplus on plot PB
draw RMSminus on plot PB

add column separator
add column PB
add column RMSplus
add column RMSminus

chart-time 1 year
]
KSK8
561 posts
msg #159056
- Ignore KSK8		 5/11/2022 5:54:19 PM

xarlor,

I think the square root and power function are correct, it's just that 'nz' function which is the culprit...

In terms of figuring it out, this pinescript explanation may be of merit: https://www.tradingview.com/pine-script-reference/v3/#fun_nz

If I was a pinescript wiz I'd be better versed with figuring it out..Sadly I'm not...






KSK8
561 posts
msg #159057
- Ignore KSK8		 5/11/2022 5:54:52 PM

Mac,

'Fast %K(14) < 10' is likely a smart addition to the filter, but, I believe there may be a more optimal parameter.

......... I'd advocate for it to be thrown into a Stratasearch !

-assuming that program still exists!


StockFetcher Forums · Filter Exchange · Bottom Filter<< 1 2 3 4 >>Post Follow-up

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