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This screen published as: sansMTR_avec_MTRdouxSPY_2

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 CAGRStandard
Deviation
Ulcer
Index
Exposure
Model0.00.00.00.0%
0.00.00.0100.0%
Other Holdings: 0
Update Cycle:21 days
From to .
Screen Description
GRP: Symbol List (show/hide)
DEFINE _critere = (-0.02555*[Rtn-6mo]/[ApR-21]) +(-0.21015*[Rtn-4mo]+[Rtn-3mo]+0.014*[Rtn-10d]-[Rtn-5d]*0.1755)/([ApR-21])
DEFINE _cri = ([apr-10]+0.583*[APR-5]-0.0115*[apr-3])
DEFINE _condition = !([MACD]< 0 AND [MACD]>[MACD-sig]+[APR-3]*0.28) and !([MACD]>0 AND [MACD]<[MACD-sig]-[APR-5]*0.435) and [RRS-10] > -98.25 and [-DI] > 1 and [APR-5]/[APR-63]>0.51 and [APR-10]/[APR-63]<1.8866 and [ATR-21]/[APR-63]< 2.441 and [$vol-21]>55000 and [_critere] > -4.7 and [_cri] > 0.89 and [APR-63]>0.6908 and [ATR-21] > 0.8775 and [ATR-21]< 6.70 and [Rtn-6mo]> -13 and [APR-10]> 0.64
WHERE ([ADX]+0.9785*[+DI])/[-DI] > 1.0315
WHERE [APR-10]/[APR-63] > 0.665
WHERE [ATR-21]/[APR-63] > 0.63
WHERE [EMA-5] < 1.2788*[sMA-200]
WHERE [Pct-Low] > 10.4
WHERE [Rtn-6mo] > [volaty-6mo]*3.645-205.5
WHERE [SMA-50] > 1.01*[SMA-200]
WHERE [_condition] = true
SORT desc [_critere]
MTR: SPY : !( [EMA-5]< 0.986*[sMA-30] and ([ADX]+0.9785*[+DI])/[-DI] < 1.12 and [RSI-14]< 40 and [RSf]< 55.5 and [Rtn-3d] < -0.5 ) and !([MACD]< 0 AND [MACD]>[MACD-sig]+[ApR-10]*0.397 and [EMA-5] < 0.9985*[sMA-30]) and !([MACD]>0 AND [MACD]<[MACD-sig]-[Apr-10]*0.154 and [RSI-14] > 59.45) and [EMA-5] < 1.114*[sMA-200]

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Screen Name: sansMTR_avec_MTRdouxSPY_2

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