Novo Trading System
Mais uma vez solicito aos leitores que assim demonstrem interesse, que comentem e testem os vários sistemas aqui deixados.
The Coiled Spring
Características
The Screening Tool
Ou
Mais uma vez solicito aos leitores que assim demonstrem interesse, que comentem e testem os vários sistemas aqui deixados.
The Coiled Spring
Market Type
• Bullish: strongly trending markets
• Bullish: weakly trending markets
• Range-bound markets
Definition: The coiled spring gets its name from
the narrowing range the stock trades in over the
last seven to twenty trading days as shares consolidate
at or near its new high. This range can
trade sideways or it can downtrend slightly, but it
should not be trading at an upward angle. The
key to the pattern is that the trading range, in
general, is getting tighter and tighter.
Características
• Note that in this setup we pay no attention to
indicators. This is a pure pattern play. All we
need are the two moving averages, the 20 MA
and the 50 MA, and some trendlines.
• Use the moving averages to determine that the
stock is weakly or strongly uptrending (see preceding
definition).
• Draw in trendlines over the top and bottom of
the coiled spring. It should form a triangular
shape of some kind due to the narrowing trading
range of the coil but should not be angled
upward.
• It is essential that the coiled spring last at least
seven but no more than 20 trading days. It is also
essential that no part of the coil extend to or
beyond the 50 MA. It can pass over the 20 MA,
but not the 50 MA.
• Buy signal: The coiled spring itself puts the stock
on the shortlist. A break of the trendline drawn
over the tops of this coil marks the buy signal. A
close below the lower trendline negates the coiled
spring, and so we delete it from our watch list.
The Screening Tool
• For the last market close:
• All stocks with . . .
• 60-day simple moving average of volume for today
is greater than 500,000.
• 60-day simple moving average of close for today
is greater than 10.
• Daily close for today is greater than or equal to
daily open for today.
• Daily high for today is less than or equal to
daily high for five days ago.
• Daily low for today is greater than or equal to
daily low for five days ago.
• 20-day simple moving average of close for today
is greater than 50-day simple moving average of
close for today times 1.08.
Ou
• For the last market close:
• All stocks with . . .
• 60-day simple moving average of volume for today
is greater than 500,000.
• 60-day simple moving average of close for today
is greater than 10.
• 50-day simple moving average of close for today
is less than 20-day simple moving average of
close for today.
• Daily Average Directional Index (ADX) line
(14) for today is less than daily ADX line (14)
for 20 days ago times 0.41.
1 comentário:
Este algoritmo é uma versão alterada de um bullish engulfing, pelo menos é isso que parece. Testei varias maneiras de implementar o algoritmo, que basicamente procura flags de baixa em tenderia bullish. O problema é que a condição que tens que diz que o valor do low de hoje tem de ser superior ao valor de low de há 5 dias atrás não tem muita lógica pois assim não permites ou pelo menos restringes o comportamento da flag de baixa. Sendo assim, ajustei algumas coisinhas para tentar melhorar, do meu ponto de vista, essa condição mas os resultados não me parecem muito promissores... pelo menos do ponto de vista técnico... mas espero pela tua análise! :)
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indicator1 = Average[60](close)
c1 = (indicator1 >= 5.0)
indicator2 = Average[60](Volume)
c2 = (indicator2 >= 500000.0)
c3 = (close > open)
HighPoint = HIGHEST[5](high)
Advance = HighPoint - high
c4 = (0 < Advance)
diference1= HIGHEST[5](high) - LOWEST[5](low)
diference2=high-low
c7=diference1<3*diference2
LowPoint = LOWEST[5](low)
Advance2 =Average[5](low) - (LowPoint)
c5 = (0 < Advance2)
indicator3 = Average[20](close)
indicator4 = Average[50](close)
c6 = (indicator3 >= (indicator4*(1.08)))
indicator5 = Average[5](close)
c8 = (indicator5 <= (indicator3))
criteria = Volume
SCREENER[c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7 and c8] (criteria AS "Volume")
************************************
Cumprimentos
Jorge Cardoso
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