StockFetcher Forums · General Discussion · help me to create my filter<< >>Post Follow-up
d27283
19 posts
msg #63209
Ignore d27283
6/1/2008 7:05:49 PM

Maybe one of you radically awesome trade wizards will write my filter for me. It wants to reflect the ema as follows:
1. When the 39 MA is moving up buy when the 3 MA crosses up over the 13 MA. and/or when the 3 MA crosses above the 39 MA.. When the 13 MA crosses above the 39 MA consider adding to your long position. Exit and stand aside when the 3 crosses back below the 13 MA..

2. When the 39 MA is moving down sell short when the 3 MA crosses below the 13 MA. and/or when the 3 MA crosses below the 39 MA.. When the 13 MA crosses below the 39 MA consider adding to your short position. Exit and stand aside when the 3 MA crosses back up over the 13 MA.
Thanks in advance
Vincent


chetron
2,817 posts
msg #63214
Ignore chetron
modified
6/1/2008 9:10:21 PM

WORK IN PROGRESS.

ADD COLUMN AND PLAYS...
add draw mas

Fetcher[


/* TACHIKAWA */

SET{39UP,COUNT(MA(39) 1DAY AGO < MA(39),1)}

SET{3XA13,COUNT(MA(3) CROSSED ABOVE MA(13),1)}
SET{3XA39,COUNT(MA(3) CROSSED ABOVE MA(39),1)}
SET{MACROSSA,3XA13 + 3XA39}

SET{39DN,COUNT(MA(39) 1DAY AGO > MA(39),1)}

SET{3XB13,COUNT(MA(3) CROSSED BELOW MA(13),1)}
SET{3XB39,COUNT(MA(3) CROSSED BELOW MA(39),1)}
SET{MACROSSB,3XB13 + 3XB39}

SET{PLAYS,MACROSSB + MACROSSA}

draw ma(3)
draw ma(13)
draw ma(39)

DRAW 3XA13
DRAW 3XA39 ON PLOT 3XA13
DRAW 3XB13
DRAW 3XB39 ON PLOT 3XB13
DRAW 39UP
DRAW 39DN ON PLOT 39UP

ADD COLUMN 3XA13
ADD COLUMN 3XA39
ADD COLUMN 3XB13
ADD COLUMN 3XB39

VOLUME > 1000000
CLOSE > .3
PLAYS > .5
DO NOT DRAW PLAYS
SORT COLUMN 5 DESCENDING

]



d27283
19 posts
msg #63215
Ignore d27283
6/1/2008 10:56:43 PM

thanks a lot chetron, i couldn't do that in a thousand years. I'm just starting out and trying to settle on a simple set of rules before throwing my whole $500 bank roll at the market. awesome work

chetron
2,817 posts
msg #63216
Ignore chetron
modified
6/1/2008 11:04:57 PM

you are very welcome





Fetcher[




/* TACHIKAWA */

SET{39UP,COUNT(MA(39) 1DAY AGO < MA(39),1)}

SET{3XA13,COUNT(MA(3) CROSSED ABOVE MA(13),1)}
SET{3XA39,COUNT(MA(3) CROSSED ABOVE MA(39),1)}
SET{MACROSSA,3XA13 + 3XA39}

SET{39DN,COUNT(MA(39) 1DAY AGO > MA(39),1)}

SET{3XB13,COUNT(MA(3) CROSSED BELOW MA(13),1)}
SET{3XB39,COUNT(MA(3) CROSSED BELOW MA(39),1)}
SET{MACROSSB,3XB13 + 3XB39}

SET{PLAYS,MACROSSB + MACROSSA}

draw ma(3)
draw ma(13)
draw ma(39)

DRAW 3XA13
DRAW 3XA39 ON PLOT 3XA13
DRAW 3XB13
DRAW 3XB39 ON PLOT 3XB13
DRAW 39UP
DRAW 39DN ON PLOT 39UP

ADD COLUMN 3XA13
ADD COLUMN 3XA39
ADD COLUMN 3XB13
ADD COLUMN 3XB39

VOLUME > 1000000
CLOSE > .3
39up > .5
close 1 day ago below ma(3) 1 day ago
low above low 1 day ago
close below high 3 day high 1 day ago
low 1 day ago below low 2 day ago
close above open
ma(3) above ma(39)
DO NOT DRAW PLAYS
SORT COLUMN 5 DESCENDING



]



d27283
19 posts
msg #63278
Ignore d27283
6/2/2008 11:08:23 PM

hi chetron again thanx for your work on my filter, i wonder if you might help me to better understand whats happening with it, sort of in general terms. what are your thoughts as you put it together. I could really use some help on setting up the backtester to reflect the trading rules in my post?

chetron
2,817 posts
msg #63281
Ignore chetron
modified
6/3/2008 6:56:39 AM

it's a crossover filter. you buy/buy to cover when it crosses above and sell/short when it crosses below.

i am not good with the backtester. i find writing filters easier. the backtester is too Convoluted. what i do like to do is draw the events on the chart and validate the filter that way.


Fetcher[






/* TACHIKAWA */

SET{VHH21,COUNT(HIGH 2 DAY AGO BELOW HIGH 1 DAY AGO,1)}
SET{VHH10,COUNT(HIGH BELOW HIGH 1 DAY AGO,1)}
SET{VHI,VHH21 * VHH10}

SET{VLL21,COUNT(LOW 2 DAY AGO ABOVE LOW 1 DAY AGO,1)}
SET{VLL10,COUNT(LOW ABOVE LOW 1 DAY AGO,1)}
SET{VLO,VLL21 * VLL10}


SET{39UP,COUNT(MA(39) 1DAY AGO < MA(39),1)}

SET{3XA13,COUNT(MA(3) CROSSED ABOVE MA(13),1)}
SET{3XA39,COUNT(MA(3) CROSSED ABOVE MA(39),1)}
SET{MACROSSA,3XA13 + 3XA39}

SET{39DN,COUNT(MA(39) 1DAY AGO > MA(39),1)}

SET{3XB13,COUNT(MA(3) CROSSED BELOW MA(13),1)}
SET{3XB39,COUNT(MA(3) CROSSED BELOW MA(39),1)}
SET{MACROSSB,3XB13 + 3XB39}

SET{PLAYS,MACROSSB + MACROSSA}

draw ma(3)
draw ma(13)
draw ma(39)

DRAW 3XA13
DRAW 3XA39 ON PLOT 3XA13
DRAW VHI ON PLOT VLO

DRAW 3XB13
DRAW 3XB39 ON PLOT 3XB13

DRAW 39UP
DRAW 39DN ON PLOT 39UP

ADD COLUMN 3XA13
ADD COLUMN 3XA39
ADD COLUMN 3XB13
ADD COLUMN 3XB39

VOLUME > 1000000
CLOSE > .3
PLAYS > .5
39UP ABOVE .5
DO NOT DRAW PLAYS

SORT COLUMN 5 DESCENDING



]



d27283
19 posts
msg #63320
Ignore d27283
6/3/2008 11:57:45 PM

Hi Chetron, the trading rules i understand. You created a bunch of what looks like Greek to me but apparently it returns some useful charts at the bottom of the page. How do you read the spikes and crosses, values in the right column? Thanks for all your help, maybe i can teach you guitar in return?

chetron
2,817 posts
msg #63326
Ignore chetron
6/4/2008 8:01:00 AM

IT'S JAPANESE, NOT GREEK. LOL.

AS FOR THE DRAWING....

3XA13 IS A SPIKE WHEN MA(3) CROSSES ABOVE MA(13)
3XA39 IS A SPIKE WHEN MA(3) CROSSES ABOVE MA(39)
39UP IS A 1 WHEN INCREASING (UP TRENDISH)

X = CROSSOVER
B = BELOW
ETC........

AS FOR THE COLUMNS

YOU CAN SORT ON YOUR FAVORITE PLAYS (CROSSOVERS/TRENDS)




d27283
19 posts
msg #63345
Ignore d27283
6/4/2008 3:28:22 PM

It's begining to make sence...scary. I entered a trade this morning based the the returns (lscc) and I am using the same MA's on a per 1 min chart.
Any ideas on a confirming indicator? I've added the RSI and changed the smoothing to (2) ?

chetron
2,817 posts
msg #63351
Ignore chetron
6/4/2008 6:52:30 PM

nope. just follow your plan. good luck.





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