faraway
16 posts
msg #136109
- Ignore faraway |
5/29/2017 10:13:45 PM
I spent 10 hrs today attempting to develop a momentum filter (I'm learning), only to find that SF is seemingly "creating" a variable I've never defined, and exhibiting some very strange behavior. In the filter below, If I uncomment /* set{r2,RSquared(close,60)} */ variable R2 appears with values I can't explain -- when I add column /RSquared(close,60)} I get the values I expect, but r2 never appears after assigning RSquared(close,60) to it. Add column r2 is replaced by R2 with strange values, even when I simply assign r2 to 1 (see my current version below). What's going on? Thanks for any help anyone can provide ...
set{shrs,75/ATR(20)}
set{cost, shrs*close}
set{slp,60 day slope of the close}
/* set{r2,RSquared(close,60)} */
set{r2, 1}
/* set{R2, 2} */
set{ranker, slp*RSquared(close,60)}
set{2bw,2*Bollinger Width(20) two days ago}
set{bwcnt,count(Bollinger Width(20) > 2bw, 30)}
set{subtr, ATR(20)/2}
set{atr_p,close-subtr}
RSquared(close,60) > 0.91
45 Day slope of the close is above 0
and RSquared(close,60) is above 0.89
and 60 day slope of ROC(15) is above 0
and close has been above EMA(20) for the past 20 days
and bwcnt < 1
and close is above 5.00
and average volume(30) is above 200000
and add column slp
and add column RSquared(close,60) {rsqr}
and add column r2
and add column ranker
and add column shrs
and add column cost
and add column atr_p
/* and add column Normalized Standard Deviation(35) {sd35} */
and sort column 6 descending
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four
5,087 posts
msg #136110
- Ignore four |
5/29/2017 10:26:03 PM
Perhaps,
Pivot Points (PP,R1,S1,R2,S2)
R2 is considered a Pivot Point.
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