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General Discussion · Sometimes the most Simplest charts work the best
Mactheriverrat
msg #96251
9/13/2010 11:50:37 PM

Thanks
CMA looks good but IMHO the MACD will turn before MA's will


IMHO
the StochRSI can be a precede as to when the MACD will have a Bull crossover as in LGL
LGL StochRSI(14,14) is crossed above 0.30 on 9-8 and the MACD Bull crossed over on 9-9


Then again there is no Holy grail Filter BUT

http://stockcharts.com/h-sc/ui?s=LGL&p=D&yr=0&mn=5&dy=0&id=p24542542041

http://www.stockfetcher.com/cgi-bin/popquote.pl?sym=LGL&id=3802124&period=3m&did=8949

Bottom line is I changed both the average and volume greater than to both 25000

-----------------------------
Show stocks where MACD slow line(12,26) cross over
MACD fast line(12,26)
and Average Volume(30) is above 25000
and volume is greater than 25000
and price is between 1 and 80

and to see StochRSI(14,14) is crossed above 0.30
---------------------------------------------------------------------
show stocks where the StochRSI(14,14) is crossed above 0.30 and draw RSI(14)
and close is between 1 and 20
and average volume(30) is above 20000
and Volume has been increasing above average
and Close-to-open gap is above 0
Draw MA (13)
Draw MA (50)
------------------------------------------------------------------
draw cma(low,7)
draw cma(close,2)

I guess everyone has their preferences
All Paul Kangus woud say "Wishing all of you the best of good buys"
http://www.youtube.com/watch?v=FuAOf3l0-7g


General Discussion · Sometimes the most Simplest charts work the best
Mactheriverrat
msg #96234
9/13/2010 2:59:59 PM

Sometimes the most simplest charts work the best! One can add this and that to a filter flood it down with Indicators and Measures. To me simplest charts works the best.


Show stocks where MACD slow line(12,26) cross over
MACD fast line(12,26)
and Average Volume(30) is above 50000
and volume is greater than 50000
and price is between 1 and 80


---------------------------------------------
also add the below on another filter and look back a day or two ago on both filter and see where the money is flowing.
and Close-to-open gap is above 0

---------------------------------------------
http://www.forexinterval.com/2009/08/forex-macd.html


General Discussion · Dates of checking a filter not backtesting
Mactheriverrat
msg #96208
9/13/2010 12:23:16 AM

Say I have a filter and I want to look at from say 07-06-2010 to 08-09-2010 to see what were the returns were from 7-1 to 8-9

can this be done

Filter Exchange · Play the low crossover
Mactheriverrat
msg #96186
9/11/2010 4:08:30 PM

Date off of 6 which makes it 9-1-10
Top 10 returns
TQQQ up 12.39%
TMV UP 11.10%
UPRO UP 8.46%
BGU UP 8.41%
QLD Up 8.51%
MWJ UP 8.00%
FAS UP 7.55%
ERX UP 7.25%
TBT UP 6.91%

Most of the top 10 start with good volume but then start falling off futher into the semi-rally. Most are getting up to 3/4 of their resistance lines. As there are more players get into safe havens here when the market turns south again.
Add
Draw support(65,10,1)
Draw resistance(65,10)
to see support and resistance lines

Backtesting Support · navigating between Backtesting, Watch lists, and Filters
Mactheriverrat
msg #96169
9/10/2010 11:31:46 PM

To me there is no one filter that is the Holy Grail that works great all the time.

One of my filters is below:
Show stocks where the MACD Histogram(12,26,9) is increasing the last 2 days below 0
and close is between 2 and 20
and Slow Stochastics Fast %K(10) crossed above 20
show stocks where the PVO(10,100) has been increasing last 7 days
I did a back test 7-6-10 to 8-9-10 and the results were:
7/6/2010 to 8/9/2010 85% wins 15% loss 5.45:1 win/loss ration 2.83 risk/reward 192.26%ROI
another backtest
2/12/2010 to 4/26/2010 69%wins 29%loss 2.38:1 win / loss ratio 5.04risk/reward 232.04% ROI
So each filter does different when the Bulls are making a semi-run up.
To me when the market goes south play the bear's
http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=96013&qrid=
another filer someone posted called "Interesting - VXX and SPY ratio accurately calls recent tops and bottoms"
-----------------------------------------------------
SET{SPY, IND(SPY,CLOSE)}
SET{VXX, IND(VXX,CLOSE)}
SET{RATIO, VXX / SPY}
SET{RATIOMA13, CMA(RATIO,13)}
SET{VXX_LONG, COUNT(RATIO ABOVE RATIOMA13,1)}
SET{SP500_LONG, COUNT(RATIO BELOW RATIOMA13,1)}
SET{TRIGGER,0}

DRAW RATIO ON PLOT RATIOMA13

DRAW VXX_LONG ON PLOT TRIGGER
DRAW SP500_LONG ON PLOT TRIGGER

SYMLIST(SPY,VXX)

ADD COLUMN SP500_LONG
ADD COLUMN VXX_LONG
-----------------------------------------------






Bulls in charge
11-06-09
to
1-20-10

Bears in charge
1-21-10
to
2-11-10

Bulls take back over
2-12-10
to
4-26-10

Bears back in again
4-27-10
to
6-7-10

Bull takeover
6-8-10
to
6-20-10

Bear trap
6-21-10
to
7-5-10

Bull summer rally
7-6-10
to
8-9-10

Bears late summer take over
8-10-10
to
8-31-10


Sept back to School, Football rally
9-1-10
to
?



Backtesting Support · Back testing times when Bulls or Bears are running the show
Mactheriverrat
msg #96022
9/5/2010 6:25:00 PM

I have found that when back testing Filters that I get better Bull results when I break the down as to if the Bulls or the Bears are in charge.

Using
http://stockcharts.com/h-sc/ui?s=$NYSI&p=D&yr=0&mn=10&dy=0&id=p08254711198

Bulls in charge
11-06-09
to
1-20-10

Bears in charge
1-21-10
to
2-11-10

Bulls take back over
2-12-10
to
4-26-10

Bears back in again
4-27-10
to
6-7-10

Bull takeover
6-8-10
to
6-20-10

Bear trap
6-21-10
to
7-5-10

Bull summer rally
7-6-10
to
8-9-10
Using bottom Psar filter
http://forums.stockfetcher.com/sfforums/?q=view&fid=1010&tid=47011
in this rally I got I got: 9/5/2010 7/6/2010 8/9/2010 74% wins 26% loss 2.84:1 2.31 ROI 156.61%

Bears late summer take over
8-10-10
to
8-31-10


Sept back to School, Football rally
9-1-10
to
?






Filter Exchange · Play the low crossover
Mactheriverrat
msg #96016
9/4/2010 6:18:31 PM

One could also call this the Bulls vs Bears Filter.

Play the Bulls when the Bulls are in charge then switch to Bears when the Bears are in charge.

http://stockcharts.com/h-sc/ui?s=$NYSI&p=D&yr=0&mn=10&dy=0&id=p82873713095

Filter Exchange · MACD histogram filter?
Mactheriverrat
msg #95112
7/26/2010 7:28:29 PM

Thanks Kevin


Filter Exchange · MACD histogram filter?
Mactheriverrat
msg #95110
7/26/2010 6:12:19 PM

Looking for how to write the MACD histogram filter from BELOW the 0 zero line. The MACD histogram starts trending up again from a drown trend towards the zero line.

StockFetcher 2.0 Beta · Search end with list not charts
Mactheriverrat
msg #95076
modified
7/25/2010 2:42:14 AM

never mind

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