StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 25 26 27 28 29 ... 33 >>Post Follow-up
jackmack
334 posts
msg #113001
- Ignore jackmack		 4/26/2013 11:07:25 PM

Kevin
Okay - thank you - I was not aware that there potentially needed to be changes and or adjustments over time.
I will leave it alone

jsheetz
23 posts
msg #113031
- Ignore jsheetz		 4/29/2013 11:39:33 AM

Kevin, just want to express my thanks and gratitude for this filter! You're the man.
jackmack
334 posts
msg #113042
- Ignore jackmack		 4/30/2013 8:46:56 AM

Interesting
My e-mail version of the combined filter from page 2 shows no EXIT last night but in the filter right now it is present.
Anyone else get (or see) that?
Kevin_in_GA
4,599 posts
msg #113044
- Ignore Kevin_in_GA		 4/30/2013 10:06:05 AM

it is not present if you use the filter from pg 22 (which correctly uses the ^SPX rather than the SPY). I noticed that the SPY version had en exit signal last night, but the ^SPX version did not. I advised Pangolin D subscribers to take no action today.
tomm1111
202 posts
msg #113079
- Ignore tomm1111
modified		 5/1/2013 11:26:20 PM

I might be mistaken but I believe the volume based indicators, such as Chaikin Money Flow, will not work with ^SPX in stockfetcher. Therefore, SPY should be used for CMF. If this is inaccurate please advise. Thanks.
bman99
6 posts
msg #113085
- Ignore bman99		 5/2/2013 8:05:05 AM

I am not sure I have your answer but I did run each of the filters and they have different results.

The Composite SPX index filter (pg 22) shows a composite score of 1 with just one item checked (arup6div which is the aroon up indicator). And, the cmf14div indicator (Chaikan money flow) is NOT checked.

However, the Composite SPY filter from the second page shows a composite score of 2 with two items checked. (arup6div - aroon is checked). But, the cmf14div (Chaikan Money Flow) IS checked.

Thus, there is a difference and you may be right about Chaikan. Hopefully others can shed more light. Thanks.
mahkoh
1,065 posts
msg #113094
- Ignore mahkoh		 5/2/2013 3:42:27 PM

You are corrct regarding the CMF filter. As SF does not have volume data on indices the CMF filter will not trigger


1. Money Flow Multiplier = [(Close - Low) - (High - Close)] /(High - Low)

2. Money Flow Volume = Money Flow Multiplier x Volume for the Period

3. 20-period CMF = 20-period Sum of Money Flow Volume / 20 period Sum of Volume

This filter uses SPY for the CMF filter:

Fetcher[


SYMLIST(SPY)


add column ind(^SPX, close 10 day high)

/*CODING FOR DIVERGENCE BETWEEN MA(3) AND CHAIKIN MONEY FLOW*/

SET{CMF14DOWN, COUNT(CMF(14) BELOW CMF(14) 7 DAYS AGO,1)}
SET{CMF14DOWN2, COUNT(CMF(14) DROPPED MORE THAN 2% OVER THE LAST 7
DAYS,1)}

SET{MA3UP1, COUNT(MA(3) ABOVE MA(3) 7 DAYS AGO,1)}
SET{MA3UP1_2, COUNT(MA(3) GAINED MORE THAN 2% OVER THE LAST 7 DAYS,1)}

SET{DIV1A, CMF14DOWN * MA3UP1}
SET{DIV2A, CMF14DOWN2 + MA3UP1_2}
SET{DIV3A, COUNT(DIV2A ABOVE 0.5,1)}
SET{CMF14DIV, DIV1A*DIV3A}

ADD COLUMN CMF14DIV


/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE STOCHASTIC MOMENTUM
INDICATOR*/

SET{SMI11down, COUNT(ind(^SPX,SMI(3,6,6)) below ind(^SPX,SMI(3,6,6)) 11 days ago,1)}
SET{SMI11down7, COUNT(ind(^SPX,SMI(3,6,6)) DROPPED MORE THAN 7% OVER THE LAST 11
DAYS,1)}

SET{MA3UP2, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 11 days ago,1)}
SET{MA3UP2_7, COUNT(ind(^SPX,MA(3)) gained MORE THAN 7% OVER THE LAST 11 DAYS,1)}

SET{DIV1B, SMI11down * MA3UP2}
SET{DIV2B, SMI11DOWN7 + MA3UP2_7}
SET{DIV3B, COUNT(DIV2B ABOVE 0.5,1)}
SET{SMI11DIV, DIV1B*DIV3B}

ADD COLUMN SMI11DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE WILLIAMS %R INDICATOR*/

SET{WLR12down, COUNT(ind(^SPX,WILLIAMS %R(14)) below ind(^SPX,WILLIAMS %R(14)) 12 days ago,1)}
SET{WLR12down1, COUNT(ind(^SPX,WILLIAMS %R(14)) DROPPED MORE THAN 1% OVER THE LAST
12 DAYS,1)}

SET{MA3UP3, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 12 days ago,1)}
SET{MA3UP3_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 1% OVER THE LAST 12 DAYS,1)}

SET{DIV1C, WLR12down * MA3UP3}
SET{DIV2C, WLR12DOWN1 + MA3UP3_1}
SET{DIV3C, COUNT(DIV2C ABOVE 0.5,1)}
SET{WLR12DIV, DIV1C * DIV3C}

ADD COLUMN WLR12DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE +DI INDICATOR*/
SET{PDI10down, COUNT(ind(^SPX,PDI(10)) below ind(^SPX,PDI(10)) 8 days ago,1)}
SET{PDI10down10, COUNT(ind(^SPX,PDI(10)) DROPPED MORE THAN 10% OVER THE LAST 8 DAYS,1)}

SET{MA3UP4, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 8 days ago,1)}
SET{MA3UP4_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 10% OVER THE LAST 8 DAYS,1)}

SET{DIV1D, PDI10down * MA3UP4}
SET{DIV2D, PDI10DOWN10 + MA3UP4_1}
SET{DIV3D, COUNT(DIV2D ABOVE 0.5,1)}
SET{PDI10DIV, DIV1D * DIV3D}

ADD COLUMN PDI10DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE AROON UP INDICATOR*/

SET{ARUP6down, COUNT(ind(^SPX,AROON UP(6)) below ind(^SPX,AROON UP(6)) 4 days ago,1)}
SET{ARUP6down4, COUNT(ind(^SPX,AROON UP(6)) DROPPED MORE THAN 4% OVER THE LAST 4 DAYS,1)}

SET{MA3UP5, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 4 days ago,1)}
SET{MA3UP5_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 4% OVER THE LAST 10 DAYS,1)}

SET{DIV1E, ARUP6down * MA3UP5}
SET{DIV2E, ARUP6DOWN4 + MA3UP5_1}
SET{DIV3E, COUNT(DIV2E ABOVE 0.5,1)}
SET{ARUP6DIV, DIV1E * DIV3E}

ADD COLUMN ARUP6DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE LINEAR REGRESSION SLOPE*/

SET{LRS8down, COUNT(ind(^SPX,LRS(8)) below ind(^SPX,LRS(8)) 10 days ago,1)}
SET{LRS8down10, COUNT(ind(^SPX,LRS(8)) DROPPED MORE THAN 10% OVER THE LAST 10 DAYS,1)}

SET{MA3UP6, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 10 days ago,1)}
SET{MA3UP6_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 10% OVER THE LAST 10 DAYS,1)}

SET{DIV1F, LRS8down * MA3UP6}
SET{DIV2F, LRS8DOWN10 + MA3UP6_1}
SET{DIV3F, COUNT(DIV2F ABOVE 0.5,1)}
SET{LRS8DIV, DIV1F * DIV3F}

ADD COLUMN LRS8DIV





/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE Q-STICK INDICATOR*/

SET{QST12down, COUNT(ind(^SPX,QSTICK(12)) below QST(12) 12 days ago,1)}
SET{QST12down2, COUNT(ind(^SPX,QSTICK(12)) DROPPED MORE THAN 2% OVER THE LAST 12 DAYS,1)}

SET{MA3UP7, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 12 days ago,1)}
SET{MA3UP7_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 2% OVER THE LAST 12 DAYS,1)}

SET{DIV1G, QST12down * MA3UP7}
SET{DIV2G, QST12DOWN2 + MA3UP7_1}
SET{DIV3G, COUNT(DIV2G ABOVE 0.5,1)}
SET{QST12DIV, DIV1G * DIV3G}

ADD COLUMN QST12DIV





/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE RSI INDICATOR*/

SET{RSI10down, COUNT(ind(^SPX,RSI(10)) below ind(^SPX,RSI(10)) 12 days ago,1)}
SET{RSI10down3, COUNT(ind(^SPX,RSI(10)) DROPPED MORE THAN 3% OVER THE LAST 12 DAYS,1)}

SET{MA3UP8, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 12 days ago,1)}
SET{MA3UP8_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 3% OVER THE LAST 12 DAYS,1)}

SET{DIV1H, RSI10down * MA3UP8}
SET{DIV2H, RSI10DOWN3 + MA3UP8_1}
SET{DIV3H, COUNT(DIV2H ABOVE 0.5,1)}
SET{RSI10DIV, DIV1H * DIV3H}

ADD COLUMN RSI10DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE RMI INDICATOR*/

SET{RMI82down, COUNT(ind(^SPX,RMI(8,2)) below ind(^SPX,RMI(8,2)) 12 days ago,1)}
SET{RMI82down1, COUNT(ind(^SPX,RMI(8,2)) DROPPED MORE THAN 1% OVER THE LAST 12 DAYS,1)}

SET{MA3UP9, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 12 days ago,1)}
SET{MA3UP9_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 1% OVER THE LAST 12 DAYS,1)}

SET{DIV1I, RMI82down * MA3UP9}
SET{DIV2I, RMI82DOWN1 + MA3UP9_1}
SET{DIV3I, COUNT(DIV2I ABOVE 0.5,1)}
SET{RMI82DIV, DIV1I * DIV3I}

ADD COLUMN RMI82DIV




/*CODING FOR DIVERGENCE BETWEEN ind(^SPX,MA(3)) AND THE STOCHASTICS %D INDICATOR*/

SET{STD325down, COUNT(ind(^SPX,FULL STOCHASTICS %D(3,2,5)) below ind(^SPX,FULL STOCHASTICS %D(3,2,5)) 11 days ago,1)}
SET{STD325down2, COUNT(ind(^SPX,FULL STOCHASTICS %D(3,2,5)) DROPPED MORE THAN 2% OVER THE LAST 11 DAYS,1)}

SET{MA3UP10, COUNT(ind(^SPX,MA(3)) above ind(^SPX,MA(3)) 11 days ago,1)}
SET{MA3UP10_1, COUNT(ind(^SPX,MA(3)) gained MORE THAN 2% OVER THE LAST 11 DAYS,1)}

SET{DIV1J, STD325down * MA3UP10}
SET{DIV2J, STD325DOWN2 + MA3UP10_1}
SET{DIV3J, COUNT(DIV2J ABOVE 0.5,1)}
SET{STD325DIV, DIV1J * DIV3J}

ADD COLUMN STD325DIV

set{x,cmf14div + smi11div}
set{x1,x + wlr12div}
set{x2,x1 + pdi10div}
set{x3,x2 + arup6div}
set{x4,x3 + lrs8div}
set{x5,x4 + qst12div}
set{x6,x5 + rsi10div}
set{x7,x6 + rmi82div}
set{comp,x7 + std325div}
add column comp
draw comp


set{exit1, count(ind(^SPX, close) reached a new 10 day high,1)}
set{exit2, count(ind(^SPX,ROC(15,1)) is below ind(^SPX,ROC(15,1)) 10 day high,1)}
set{exit, exit1 * exit2}

ADD COLUMN EXIT
draw exit
]
amar635
5 posts
msg #113110
- Ignore amar635
modified		 5/3/2013 12:51:58 PM

Kevin,

Filter can be used for any stock or it is only for ETF or only for SPY

Regards
Ajk
Kevin_in_GA
4,599 posts
msg #113112
- Ignore Kevin_in_GA		 5/3/2013 2:56:45 PM

Only for the ^SPX. Substituting other stocks or ETFs using these specific settings will likely result in losing money.
amar635
5 posts
msg #113114
- Ignore amar635
modified		 5/3/2013 3:04:09 PM

Could you please provide any filter program that I can use to filter the stocks. I am new to Stock Fetcher ..
i am struggling to understand the product ..

If possible, could u please provide some details for the filter also. (I meant hot it will work).


I will really appreciate your help

Regards
ajk
StockFetcher Forums · Filter Exchange · TRADING DIVERGENCES ON THE S&P 500<< 1 ... 25 26 27 28 29 ... 33 >>Post Follow-up

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