domingo, 19 de outubro de 2008

The Bullish Divergence - Posição Longa


Cá ficam as regras para um novo screener para quem estiver interessado e também souber criar um screener no prorealtime com estas condições.

THE BULLISH DIVERGENCE
Market Type This setup is best used in:
• Range-bound markets
• Bullish: weakly trending markets
• Bearish: weakly trending markets

The Screening Tool
The following screen inputted into
Stockcharts.com’s stock screener will identify potential
bullish divergence candidates:
• 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 low for yesterday is less than daily low for
20 days ago.
• Daily low for yesterday is less than daily low for
three days ago.
• Daily MACD histogram (12,26,9) for today is
greater than daily MACD histogram (12,26,9)
for 15 days ago.
• Daily CCI (20) for today is greater than daily
CCI (20) for 15 days ago.
• Daily RSI (5) for today is greater than daily RSI
(5) for 15 days ago.
• 50-day simple moving average of close for today
is greater than 200-day simple moving average of
close for today.
• Daily open for today is less than daily close for
today.

Entretanto se alguém puder colocar aqui o screener eu depois adiciono as regras extra, para a confirmação do setup.

Já encontrei algumas acções deste género e os ganhos são de facto tentadores. Embora me pareça um pouco arriscado as regras extra asseguram bastante fiabilidade no trade.

Abraço
JP

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