Kevin_in_GA
4,599 posts
msg #89221
- Ignore Kevin_in_GA |
3/6/2010 8:02:42 PM
Why not just use the moving average function?
Example
set{custommovingav, CMA(indicator of choice,10)}
this would give you a 10 day MA of that indicator
or you can simply set up columns as part of the filter
add column indicator
add column indicator 1 day ago
and so on. Each one will also export in the .csv file
you can also use the slope function if all you care about is the value crossing 0:
add column slope of indicator
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pirate67
99 posts
msg #89230
- Ignore pirate67 |
3/7/2010 12:29:36 AM
Thanks for your answers. Allow me to clarify what I am looking for.
My indicator is the var8 below. After applying the filter to a watch list like the Investors Business Daily 100, I will get 100 different values for var8 in a column. I want to average these on a daily basis and then see if there is a relationship that I can use as a market direction indicator.
I have been experimenting with this indircator and found that it is very useful as a primary screen. Readings of 9 and above on individual stocks have a high probability of gains of around 10% in 2-15 days.
set{dsc, count(double stochastic(10,3) below 10,1)}
set{dlwr, count(close below close one day ago, 5)}
set{adxp,+DI(7)}
set{adxn,-DI(7)}
set{adxpc, count(adxp crossed above adxn, 3)}
set{accdis, count(accumulation distribution above accumulation distribution one day ago, 2)}
set{lrisc, count(slope of LRI(5) > 0,1)}
set{pvtc, count(slope of pvt > 0,1)}
set{ccic, count(CCI(14) is below -100, 1)}
set{rsi2c, count(rsi(2) below 10,3)}
set{cogc, count(cog(5) crossed above 0 from below, 3)}
set{var1, dsc + dlwr}
set{var2, var1 + rsi2c}
set{var3, var2 + adxpc}
set{var4, var3 + cogc}
set{var5, var4 + accdis}
set{var6, var5 + lrisc}
set{var7, var6 + pvtc}
set{var8, var7 + ccic}
add column var8
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