kossvet
147 posts
msg #150931
- Ignore kossvet |
2/26/2020 8:33:38 PM
I would like to write a filter showing MA divergence.
Where the space between MA(5) and ma(10) is increasing
and the space between ma(10) and ma(20) is increasing.
A perfect example of what I'm trying to describe can be found by observing the chart of SAVA.
Between the months of Nov 2019 and Dec 2019.
The moving averages are starting to separate exactly how I would like.
Nothing huge, or distorted.
Just smooth inclination of all moving averages.
I use MA(5), Ma(10), Ma(20), Ma(50), Ma(100), Ma(200)
I stumbled on to this stock in October, not following any filter.
Then it exploded upward. I've been trying ever since to duplicate this performance.
I also stumbled on to CLSD, and GNPX. Both of these stocks were played without the aid of a filter.
Both stocks completely exploded upward.
What I have gleaned from these stocks graphs, are long consolidation periods, within a tight range.
then the moving averages start to separate, this is the time to make a commitment.
Any help would be greatly appreciated.
Robert
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kossvet
147 posts
msg #150932
- Ignore kossvet |
2/26/2020 8:43:00 PM
Also codx, which absolutely exploded today, had the same symmetry in it's graph.
Long tight consolidation period, followed by a smooth separation between the moving averages.
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Cheese
1,374 posts
msg #150933
- Ignore Cheese |
2/26/2020 8:54:04 PM
Robert,
I remember that graftonian had a Guppy filter that also pursued something similar.
Maybe Mactheriverrat had something, too.
You may want to search graf's good works:
https://www.stockfetcher.com/sfforums/?q=byuser&author=graftonian
In the meantime, I wrote this code for you.
Maybe better coders will come along.
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Cheese
1,374 posts
msg #150934
- Ignore Cheese |
2/26/2020 9:10:13 PM
graftonian's works on WIDTHs and discussion with Mactheriverrat can be found here:
https://www.stockfetcher.com/forums/General-Discussion/Interesting-Book-to-read-Daryl-Guppy-Trend-trading/134862/-1/134908
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Cheese
1,374 posts
msg #150936
- Ignore Cheese |
2/26/2020 9:17:42 PM
How your four stocks would look with graftonian's WIDTHs fillter
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kossvet
147 posts
msg #150938
- Ignore kossvet |
2/26/2020 9:36:16 PM
Cheese thanks for the quick response. I'm gonna spend sometime with the filters, and try to understand the
the methodology. If by chance I figure it out exactly, I will definitely share it with the board.
Thanks again
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xarlor
587 posts
msg #150940
- Ignore xarlor |
2/26/2020 10:35:55 PM
kossvet, I concur with the others here. graft's work on Guppy filters embodies the theory you stumbled upon.
As for your specific request, here it is in its minimalist form. Change the 10 days to any other length to suit your needs.
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kossvet
147 posts
msg #150953
- Ignore kossvet |
2/27/2020 4:03:33 PM
Xalor thanks for the (help) reply.
I still need to include a long consolidation period in the filter.
This filter and Cheeses are very close.
How can you write the filter to include the long tight consolidation period?
I have been trading recently these low priced pharma stocks.
All of them had the same setup.
Just like Sava from Nov 2019 to Dec 2019.
I have found these stocks by chance.
But they all took off, from a long tight consolidation pattern.
Here are some of my most recent winners.
SAVA, GNPX, SNGX, CLSD, APTO, AQST, CYCN, to name a few.
I also have some losers that I did not mention.
I set aside 10k, just for these type stocks.
Over the last 4 months 10K turned into 22k including losers.
So there is something to this exact setup.
My hold period was always less than a month.
Sold some of them to early, SAVA especially comes to mind.
Can we put our heads together, and get this filter exact, and share it with the board
Thanks for your effort Cheese and Xalor
Robert
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xarlor
587 posts
msg #150963
- Ignore xarlor |
2/27/2020 8:58:57 PM
I took another whack at it. It's not perfect, but a lot closer. The recent correction makes near-term hits pointless as everything is tanking this week. I suggest jumping back a month to look at potential performance.
I'm looking for an average true range to be really small for 30 days. Then a volume explosion twice as much as the average of the previous 5 days while breaking into a new 3-month high. Finally, rising MAs along with their expansion away from each other.
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kossvet
147 posts
msg #150965
- Ignore kossvet |
2/27/2020 9:44:27 PM
Xalor
The first stock VXRT was exactly what I was looking for. I believe you might have it.
The set up was exactly what I have been looking at.
Can't thank you enough, God Bless.
I have been trying for over a month to write this filter, and you just bang it out.
Very impressive.
Any candidates this filter highlights, I will be sure to share with everyone.
Thanks again.
Robert
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