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BAR - 3 Higher Highs
H>Ref(H,-1) AND Ref(H,-1)>Ref(H,-2) AND Ref(H,-2)>Ref(H,-3)
BAR - Gap Up
GapUp()
BAR - Gap Down
GapDown()
BAR - 3 Lower Lows & Reversal H
L>Ref(L,-1) AND Ref(L,-1)<Ref(L,-2) AND Ref(L,-2)<Ref(L,-3) AND Ref(L,-3)<Ref(L,-4)
BAR - 3 Lower Lows
L<Ref(L,-1) AND Ref(L,-1)<Ref(L,-2) AND Ref(L,-2)<Ref(L,-3)
BAR - 5 Lower Lows
L<Ref(L,-1) AND Ref(L,-1)<Ref(L,-2) AND Ref(L,-2)<Ref(L,-3) AND
Ref(L,-3)<Ref(L,-4) AND Ref(L,-4)<Ref(L,-5)
BAR - H > Yesterday's H
H>Ref(H,-1)
BAR - Inside Day
HIGH < Ref(HIGH,-1) AND LOW > Ref(LOW,-1)
Price and Volume Breakout
Shows stocks where the price increased 5% and the volume is 50% above a 50-day moving average. Rank results by % change in price, then check the volume.
· CLOSE
· Ref(CLOSE,-1)
· ROC(CLOSE,1,percent)
· VOLUME
· Mov(VOLUME,50,EXPONENTIAL)
· ((VOLUME - Mov(VOLUME,50,EXPONENTIAL)) /Mov(VOLUME,50,EXPONENTIAL)) * 100
· **When(colC >= 5) AND When(colD >= colE*1.5)
Moving Average Crossover---Bullish
This is a 10 and 30 day moving average crossover search. Results close to 0 pinpoint the crossover.
- CLOSE
- Mov(CLOSE,30,EXPONENTIAL)
- ((CLOSE-Mov(CLOSE,30,EXPONENTIAL)) /Mov(CLOSE,30,EXPONENTIAL)) * 100
- ((CLOSE-Mov(CLOSE,10,EXPONENTIAL)) /Mov(CLOSE,10,EXPONENTIAL)) * 100
- **When(colA > colB)
Higher Closes
Shows stocks which have closed higher on successive days.
· CLOSE
· CLOSE -1
· CLOSE -2
· **When(colA,>,colB) AND When(colB,>,colC)
MACD Crossover Buy Signal
Shows those stocks where an MACD crossover has been signalled. The search returns 1 for Ok and 0 for not ok.
· CLOSE
· MACD()
· Ref(MACD(),-1)
· Mov(MACD(),9,EXPONENTIAL)
· Ref(Mov(MACD(),9,EXPONENTIAL),-1)
· ((MACD() - Mov(MACD(),9,EXPONENTIAL)) /Mov(MACD(),9,EXPONENTIAL)) * 100
· **Cross( MACD(), Mov(MACD(),9,EXPONENTIAL))
Moving Average Crossover---Bullish
This is a 10 and 30 day moving average crossover search. Results close to 0 pinpoint the crossover.
- CLOSE
- Mov(CLOSE,30,EXPONENTIAL)
- ((CLOSE-Mov(CLOSE,30,EXPONENTIAL)) /Mov(CLOSE,30,EXPONENTIAL)) * 100
- ((CLOSE-Mov(CLOSE,10,EXPONENTIAL)) /Mov(CLOSE,10,EXPONENTIAL)) * 100
- **When(colA > colB)
Three Inside Days
Inside days suggest a volatility compression and often precede strong breakouts. Search returns 1 for ok and 0 for not ok
- Inside()
- Inside()-1
- Inside()-2
Performance Daily
Stocks sorted on % gains over 1, 2, 3, 4, and 5 days. Rank results for the selected day. Good for finding breakout stocks.
· CLOSE
· ROC(CLOSE,1,percent)
· ROC(CLOSE,2,percent)
· ROC(CLOSE,3,percent)
· ROC(CLOSE,4,percent)
· ROC(CLOSE,5,percent)
Range High
Looks for out of range move where the close equals the high. Suggests more buying pressure.
The search returns 1 for Ok and 0 for not ok.
· BigWhite()
· CLOSE
High Volume
Displays those where volume is above the 100 day moving average.
The search returns 1 for Ok and 0 for not ok.
- VOLUME
- Mov(VOLUME,100,EXPONENTIAL)
- ((VOLUME - Mov(VOLUME,100,EXPONENTIAL))
- /Mov(VOLUME,100,EXPONENTIAL)) * 100
- When(colA,>,colB)
2.5 * ATR Trailing Stop Loss
For Long:
HHV(H - 2.5*ATR(5),10)
For Short:
LLV(L + 2.5*ATR(5),10)
Furthermore, it may be beneficial to dynamically adjust the number of lookback periods in the HHV() or the LLV()
Bullish Engulfing Pattern
ColA: CLOSE
Filter BarsSince(EngulfingBear())<=5 AND BarsSince(ROC(C,60,%)>15)<=5 AND BarsSince(Stoch(9,1)>90)<=5
Filter enabled Yes
Periodicity Daily
Records required 1300
Bearish Engulfing Pattern
Col A: CLOSE
Filter BarsSince(EngulfingBull())<=5 AND BarsSince(ROC(C,60,%)<-15)<=5 ANDBarsSince(Stoch(9,1)<10)<=5
Filter enabled Yes
Periodicity Daily. Records required 1300
Up 20% on Double Average Volume
Col A: CLOSE
Col B:ROC(C,5,%)
Filter ROC(C,5,%)>=20 AND Mov(V,5,S)>=(2*Ref(Mov(V,60,S),-5))
Filter enabled Yes
Periodicity Daily
Records required 1300
Down 20% on Double Average Volume
Col A: CLOSE
Col B: ROC(C,5,%)
Filter ROC(C,5,%)<=-20 AND Mov(V,5,S)>=(2*Ref(Mov(V,60,S),-5))
Filter enabled Yes
Periodicity Daily
Records required 1300
Cross Above 200 MA on Twice Average Volume
Filter (C>Mov(C,200,S) AND Ref(C,-5)<Ref(Mov(C,200,S),-5)) AND C>5 AND V>Mov(V,200,S)*2
Crossing Below 200 Day MA on Double Average Volume
Filter (C<Mov(C,200,S) AND Ref(C,-5)>Ref(Mov(C,200,S),-5)) AND C>5 AND V>Mov(V,200,S)*2
Gain By %
Col A: CLOSE
Col B: ROC(C,5,%)
Filter: (ROC(C,5,%)>10 OR ROC(C,5,%)<-10) AND C>5
Filter enabled: Yes
Biggest Losers
Col A: CLOSE
Col B: ROC(C,5,%)
Filter: (ROC(C,5,%)>10 OR ROC(C,5,%)<-10) AND C>5
Filter enabled: Yes
RSI Divergence
{RSI(9) DIVERGENCE BUY:}
If(RSI(9) >= HHV(RSI(9),19) AND CLOSE <HHV(CLOSE,19), 1,0) OR
If(CLOSE <= LLV(CLOSE,19) AND RSI(9) > LLV(RSI(9),19), 1,0)
{RSI(9) DIVERGENCE SELL:}
If(CLOSE >= HHV(CLOSE,19) AND RSI(9)<HHV(RSI(9),19),1,0) OR
If(RSI(9) <= LLV(RSI(9),19) AND CLOSE > LLV(CLOSE,19),1,0)
{You can substitute any formula for the "RSI(9)"}
Another RSI Divergence Exploration
{A simple exploration filter formula for finding a bullish divergence
between the RSI and the price is shown below. To find a bearish divergence,
replace > with <. The differences in the trough function was found through
an optimization routine and they may not be the best values for your
application.}
Ref(RSI(14),-1)>Trough(1,RSI(14),.8)
AND
Ref(CLOSE,-1)<Trough(1,CLOSE,.2)
52 Week Hi-Lo Exploration
ColA: {Close}C;
ColB: {52-week High} HighestSince(1, (DayOfMonth()=08 AND Month()=05
AND Year()=1998), H);
ColC: {52-week Low} LowestSince(1, (DayOfMonth()=08 AND Month()=05 AND
Year()=1998), L);
{Choose one of these filters}
{Filter 1:} ColA >= (0.9*(ColB))
{Filter 2:} ColB >= 2*ColC
{If you want both the conditions to be satisfied in the same query, just
join the two filters by the AND operator:}
Filter: (ColA >= (0.9*(ColB)) AND ColB >= ColC)
{One problem with the 52-wk High and 52-wk Low formula--every day you've got
to change the values for dayofmonth(), Month() and Year() functions. The
formula given above assumes that you would be running the query on May 07,
1998. Change the values of the above functions accordingly.}
FIND RSI ABOVE 80
Col A: RSI(14)
Filter colA>=80
Filter enabled Yes
Periodicity Daily
Records required 18
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