StockFetcher Forums · Filter Exchange · bollinger bands<< 1 ... 19 20 21 22 23 >>Post Follow-up
__fetcheruser123
msg #43135
- Ignore __fetcheruser123		 4/23/2006 1:00:55 AM

Where can one find the muddy filter that people are talking about in this post??? It seems very interesting.


TheRumpledOne
6,529 posts
msg #43863
- Ignore TheRumpledOne
modified		 5/18/2006 4:31:46 PM

POP to the top!

The original:

Fetcher[
SHOW STOCKS WHERE CLOSE HAS BEEN DECREASING OVER THE LAST 3 DAYS AND AVERAGE VOLUME(90) IS ABOVE 100000 AND CLOSE above 1.00 AND PRICE TOUCHED LOWER BOLLINGER BAND(20)
]
add1186
8 posts
msg #46672
- Ignore add1186		 8/30/2006 9:29:22 AM

To the RumpledOne....your 3/23/2006 post refers to a "UPPER BOLLINGER PIERCED BY WHITE CANDLE" filter. I have searched extensively for this filter even using your suggestion that it might be in a TxTrapper post but have not yet found it. Would you be kind enough to point me in the right direction?
Thanks


TheRumpledOne
6,529 posts
msg #46673
- Ignore TheRumpledOne
modified		 8/30/2006 9:58:00 AM

Fetcher[
/* White Candle Piercing Upper Bollinger Band */

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}

set{E13b,days(close is above ema(13),100)}
set{E13a,days(close is below ema(13),100)}
set{CxE13, E13a - E13b}


set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}


set{HiOp,high - open} set{OpLo, open - low}

set{Cx5a, count(close crossed above ema(5),1) - count(close crossed below ema(5),1)}

set{Cx5b, count(close above ema(5),1) - count(close below ema(5),1)}

set{Cx5, Cx5a + Cx5b}



set{Cx13a, count(close crossed above ema(13),1) - count(close crossed below ema(13),1)}

set{Cx13b, count(close above ema(13),1) - count(close below ema(13),1)}

set{Cx13, Cx13a + Cx13b}

set{x1326a, count(ema(13) crossed above ema(26),1) - count(ema(13) crossed below ema(26),1)}


set{x1326b, count(ema(13) above ema(26),1) - count(ema(13) below ema(26),1)}

set{x1326, x1326a + x1326b}

set{xBB1, count(HIGH crossed above the upper bollinger band (20),1) - count(LOW crossed below the lower bollinger band (20),1)}

set{xBB2, count(close above the upper bollinger band (20),1) - count(close below the lower bollinger band (20),1)}

set{xBB, xBB1 + xBB2}

set{xLR1, count(HIGH crossed above the top linear regression line(60),1) - count(LOW crossed below the bottom linear regression line(60),1)}

set{xLR2, count(close above the top linear regression line(60),1) - count(close below the bottom linear regression line(60),1)}

set{xLR, xLR1 + xLR2}




/* set{v, average volume(8)} */

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdays, days(vck < 2, 100)}

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{dojix, close - open}
set{doji,days(dojix equal 0,100)}

set{BTSize, min(open, close) - low}
set{BT1, BTSIZE / min(open, close)}
set{BTpct, BT1 * 100}

set{ZVol, count(volume below 1 , 100)}
set{ZVolD, days(volume below 1 , 100)}


/* Momentum Days since last CrossOver */

set{MoMoX, days(momentum(2) below

cma(momentum(2),20), 100) - days(momentum(2)

above cma(momentum(2),20), 100)}


/* Momentum Days since CrossOver of Zero line

*/

set{MoMoZ, days(momentum(2) below 0, 100) -

days(momentum(2) above 0,100)}

/* Momentum Trend */

set{MoMoD1, momentum(2) 1 day ago}
set{MoMoT, days(momentum(2) below MoMoD1, 100) - days(momentum(2) above MoMoD1, 100)}




and add column volpct


/*
and add column VolUp
and add column VolDn
*/

and add column VolCnt
and add column Vdays {Vdbl}
and add column VolZ

and add column ZVol
and add column ZVolD

and add column Trend



and add column doji

and add column CxC {CxC_}
and add column CxE5 {CxE5}
and add column CxE13 {CxE13}
and add column E13xE26 {E13xE26}

/* and add column Cx5 {C_x_5} */
/* and add column Cx13{C_x_13} */
/* and add column x1326 */


and add column xBB {BBx}
and add column xLR {LRx}

set{CEH, count(close equal high,1)}
add column CEH {CeqH}
set{OEL, count(open equal low,1)}
add column OEL {OeqL}



and add column MoMoX
and add column MoMoZ
and add column MoMoT

/*
and add column RSI(2) 5 day low
and add column RSI(2) 13 day low
and add column RSI(2) 26 day low
and add column RSI(2) 50 day low
and add column RSI(2) 200 day low
*/

and sort column 4 descending

bollinger Width(20,2) reached a new 6 month low within the last 5 days
and close above open
and close above the upper bollinger band (20)
and open below the upper bollinger band (20)
]




/* ************** Begin documentation
Trend = xyz.00
where x = 1 for 10 day uptrend, 0 for 10 day downtrend
where y = 1 for 60 day uptrend, 0 for 60 day downtrend
where z = 1 for 200 day uptrend, 0 for 200 day downtrend

doji is number of days since last doji (Open = Close)

pd2345 and pd6789 are POSITIVE DIVERGENCE indicators... 1000 for pd2345 is a 2 day pos div, 100 is 3 day, 10 is 4 day and 1 is 5 day... ditto for pd6789

nd2345 and nd6789 are NEGATIVE DIVERGENCE indicators... should be obvious to the reader!

CxC is number of consecutive days close above (+)/below(-) previous close

volup is number of consecutive days volume increasing

Vdays is the number of consecutive days volume doubled or more

btsize is bottom tail size (close - low)

pct1, pct2, pct5 is number of days out of last 100 days the stock went up 1,2,5 pct from the open price.. can use for exits!!

p1l is High - Open (for going long)

p1s is Open - Low (for going short)

rr is the rsi(2) low indicator if 200 then current rsi(2) is at a 200 day low, 50 = 50 day low, etc...

streak is the number of consecutive days rsi(2) < 1

Cx5 is 1 when close crossed above ema(5) BUY!, -1 when crossed below - don't buy!

Cx13 is 1 when close crossed above ema(13), -1 when crossed below

x1326 is 1 when ema(13) crossed above ema(26) BUY!, -1 when crossed below - don't buy!

/* xBB:
1 = High crossed above Upper Bollinger Band(20),
2 = close above Upper Bollinger Band(20),
0 = no cross,
-2 = close below lower Bollinger Band(20),
-1 = Low crossed below lower Bollinger Band(20) */

/* xLR:
1 = High crossed above Top Linear Regression Line(60),
2 = close above Top Linear Regression Line(60),
0 = no cross,
-2 = close below Bottom Linear Regression Line(60),
-1 = Low crossed below Bottom Linear Regression Line(60) */

************** End documentation */



HTH.




mantis2k4
20 posts
msg #46846
- Ignore mantis2k4		 9/11/2006 11:18:32 AM

I'm sure many of us have used this system in one form or another in different market conditions over the years. I was just wondering if anyone has made serious money doing so, or lost their life savings, or are just paper trading. Share your story! I look forward to finding out how this system really fairs in the market.


nikoschopen
2,824 posts
msg #46851
- Ignore nikoschopen		 9/11/2006 4:19:41 PM

Uhmm, here's a variation on the theme of Muddy's BB setup:

Fetcher[
count(upper bollinger band(17) above upper bollinger band(17) 1 day ago,20) above 10
price touched lower keltner band(7)
set{hammer,count(close above open,1) * count(open above Day Position(0.50,1),1)}
hammer above 0

price above 5
avgvol(17) above 300000

draw Keltner band(7)
do not draw hammer
chart-time is 6 months
]



P.S. In my mind, BB is nearly worthless by itself. Once you couple it with the Keltner channel, however, it becomes a different breed.
luc1grunt
622 posts
msg #46852
- Ignore luc1grunt		 9/11/2006 5:30:26 PM

Muddy Combined with RSI2 (and a couple mods from myself)...make consistent profits. July and August were rough and I seldom used them those two months.

For the one's I have chosen, they have performed very well. I would not use the scan results for automated trades though. Also, I don't touch anything that does less than a million shares a day, so that alone eliminates quite a few. Backtests are tough because the "pop" may be large, but short lived. Many times the "pop" is itraday only then it closes with a small gain then dies the next day. Just my $.02
kearsigirl
3 posts
msg #47582
- Ignore kearsigirl		 10/22/2006 8:55:05 PM

could you include the basic set up for this filter. I am still learning how to do it and not sure how to set it up. Thanks! I am looking forwad to 71% :) I understand the concept jsut never been good at setting up formulas!
VousDeux
17 posts
msg #47832
- Ignore VousDeux		 11/5/2006 8:23:06 PM

Just thought I'd add my two-cents worth to this thread.

I've been very impressed with the results of the original Muddy, as well as a few of the variations. I would like to thank everyone who has contributed to this method. The whole learning process has been a real eye-opener.

Here is a variation I have been playing around with that seems to work very well when the market is in an uptrend:

Fetcher[set{tailTop,high-open}
set{tailBottom,close-low}
set{tailDiff,tailBottom-tailTop}
show stocks where tailDiff is above 0.1
and 60 day slope of close is above 0
and close has been decreasing over the last 3 days
and close is between 1 and 10
and open is above lower bollinger band(20)
and low is below lower bollinger band(20)
and count(close above open,3) is below 1.1
and fast stochastics fast %K(5) is below 35
and fast stochastics fast %K(5) increasing for the last 1 days
and average volume(90) is above 100000]



I'm sure a number of you will recognize several of the parts.

Thanks again :)

P.S. Does anyone know if Muddy has a favorite charity?
wallman
299 posts
msg #47836
- Ignore wallman		 11/6/2006 1:02:08 AM

Hi Vous
It's great to hear the MM and variations are still being played,they are still my main trading method along with a couple of great(for me)things i came up with during my recent 16 month break from everyday trading,forums,etc. I had to take a breather after 43 years and it was good

We had a great group over there on the SF/MM board a couple of years ago,and I'd also like to thank everyone involved that contributed to that group

Maybe one day it'll get started up again and we can share ideas,that's how it all got started in the first place

P.S. , My favorite charity would be your local animal shelter,nothing much,just old blankets,dry cat/dog food,stuff like that
Thanks, Muddy



StockFetcher Forums · Filter Exchange · bollinger bands<< 1 ... 19 20 21 22 23 >>Post Follow-up

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