SP-500

Saturday, November 28, 2009

RAW Breakout Filter SF

/*RAW Breakout Filter*/
set{hw60,count(weekly high below weekly CWMA(PP,60,1),1)}
set{lw60,count(weekly low above weekly CWMA(PP,60,1),1)}
set{hw30,count(weekly high below weekly CWMA(PP,30,1),1)}
set{lw30,count(weekly low above weekly CWMA(PP,30,1),1)}
set{hw20,count(weekly high below weekly CWMA(PP,20,1),1)}
set{lw20,count(weekly low above weekly CWMA(PP,20,1),1)}
set{hw12,count(weekly high below weekly CWMA(PP,12,1),1)}
set{lw12,count(weekly low above weekly CWMA(PP,12,1),1)}
set{hw10,count(weekly high below weekly CWMA(PP,10,1),1)}
set{lw10,count(weekly low above weekly CWMA(PP,10,1),1)}
set{hw6,count(weekly high below weekly CWMA(PP,6,1),1)}
set{lw6,count(weekly low above weekly CWMA(PP,6,1),1)}
set{hw4,count(weekly high below weekly CWMA(PP,4,1),1)}
set{lw4,count(weekly low above weekly CWMA(PP,4,1),1)}
hw60 equals 0 and lw60 equals 0 and
hw30 equals 0 and lw30 equals 0 and
hw20 equals 0 and lw20 equals 0 and
hw12 equals 0 and lw12 equals 0 and
hw10 equals 0 and lw10 equals 0 and
hw6 equals 0 and lw6 equals 0 and
hw4 equals 0 and lw4 equals 0 and
Not OTCBB and volume above 250000 and
average volume(20) above 250000 and
add column weekly high {W high} and
add column weekly low {W low} and
add column weekly CWMA(PP,30,1) {cwma30} and
add column weekly CWMA(PP,13,1) {cwma13}
and draw Bollinger Bands(20)
show stocks where market is not ETF
and Average Volume(50) is above 150000
and close is between 0.5 and 12
and Not OTCB

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