StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 ... 30 31 32 33 34 ... 37 >>Post Follow-up
T_Charp13
35 posts
msg #133856
- Ignore T_Charp13		 1/23/2017 6:44:50 PM

What is exactly the "sortnum"? Do you also sort them by that or the numbers of wins or do you go through them all and see which one has the best chart? I assume that you sort of do all 3 but just curious on what you put more weight on (logical answer would be chart but still curious). Thanks.
graftonian
1,089 posts
msg #133857
- Ignore graftonian
modified		 1/23/2017 7:58:20 PM

set{sort01, win_count - loss_count}
set{x, gray_count / 2}
set{sortnum, sort01 - x}
add column sortnum
sort on column 9 descending

So "sortnum" is just wins - losses - 1/2 ties( those between win and lose, the gray area)
So, what's better, 12 wins and 1 loss, or 12 wins and 2 ties?
T_Charp13
35 posts
msg #133858
- Ignore T_Charp13		 1/24/2017 8:14:49 AM

Gotcha, so it's a score out of 13. But then again, how confident are you that if a stock with a score of 12 will go up the next week ... I guess that's where the chart comes in.
graftonian
1,089 posts
msg #133861
- Ignore graftonian		 1/24/2017 11:37:39 AM

Anybody playing "by the rules" of Kevins Page 1 filter? Nice 12% gap up this morniing open on IDXG.
graftonian
1,089 posts
msg #133919
- Ignore graftonian		 1/27/2017 12:08:59 PM

If anyone is interested, below are the Jan 20 picks as of noon Jan 27. It should cut and paste into XL. Let me know if it works.

Symbol week_open Last performance reward risk Perf(%) wkly_gain max_loss
AKAO AKAO, 18.2 17.55 12.33 2.85 0.23 -10.77 0.77 -14.23
NM AKAO,NM, 2 2 3.52 2.85 0.81 -1.5 10.00 -4.00
SINO AKAO,NM,SINO, 3.2 3.19 2.96 2.85 0.96 -11.6 0.94 -13.44
BCEI AKAO,NM,SINO,BCEI, 2.9 3.01 1.45 2.85 1.96 -15.61 6.90 -12.76
SID AKAO,NM,SINO,BCEI,SID, 3.84 3.77 18.00 2.77 0.15 0.27 6.51 -1.82
TGB AKAO,NM,SINO,BCEI,SID,TGB, 1.29 1.26 3.43 2.77 0.81 15.08 16.28 -1.55
GLBS AKAO,NM,SINO,BCEI,SID,TGB,GLBS, 11.2 9.7 1.22 2.77 2.27 2.06 11.61 -33.04
NIHD AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD, 3 3 8.75 2.69 0.31 1.67 1.67 -8.33
UEC AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC, 1.57 1.54 11.33 2.62 0.23 9.09 15.92 -4.46
IMGN AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN, 2.4 2.43 1.79 2.62 1.46 0 7.08 -3.75
ELGX AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX, 6.03 6.1 2.78 2.46 0.88 8.36 14.76 -1.82
HCLP AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP, 19.3 19.3 10.17 2.35 0.23 4.15 5.18 -3.47
GPL AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL, 1.8 1.8 0.00 2.35 0 -3.33 5.00 -6.11
SALT AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT, 7.45 7.55 29.50 2.27 0.08 -5.96 2.68 -6.04
SCO AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO, 34 33 14.75 2.27 0.15 -0.03 0.12 -6.32
CENX AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO,CENX, 13.65 13.75 9.83 2.27 0.23 8.65 18.97 -1.83
NAK AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO,CENX,NAK, 2.78 2.63 2.57 2.27 0.88 9.51 24.10 -2.88
OPGN AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO,CENX,NAK,OPGN, 1.19 1.18 2.19 2.27 1.04 2.54 11.76 -3.36
SGY AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO,CENX,NAK,OPGN,SGY, 8.53 8.64 1.40 2.27 1.62 -17.01 15.94 -16.65
SKLN AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO,CENX,NAK,OPGN,SGY,SKLN, 2.3 2.3 1.04 2.27 2.19 -1.74 3.48 -10.00
AKS AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO,CENX,NAK,OPGN,SGY,SKLN,AKS, 9.67 9.52 0.00 2.27 0 -15.44 6.10 -18.30
AKAO,NM,SINO,BCEI,SID,TGB,GLBS,NIHD,UEC,IMGN,ELGX,HCLP,GPL,SALT,SCO,CENX,NAK,OPGN,SGY,SKLN,AKS,,


nibor100
1,097 posts
msg #133940
- Ignore nibor100		 1/29/2017 11:08:45 AM

@graftonian,
When I paste that whole batch of text into XL each line ends up in one cell requiring Text to Columns to break it up into columns. However, because of the extra cumulative list of symbols in each line duplicating the symbol the numerical data applies to, further action would be required to line up the numerical data with the appropriate headers.

It can be read diagonally...

Ed S.



graftonian
1,089 posts
msg #133965
- Ignore graftonian		 1/30/2017 12:26:16 PM

Good morning
All 10 of Kevins Crockpot opened below the descending 15 minute 13 EMA. the first to cross above the 13 EMA was NM (my first choice last night). Put in a limit buy at 1.87, but didn't get a fill until 1.91. And there it sits as I type.



graftonian
1,089 posts
msg #133988
- Ignore graftonian		 1/31/2017 1:20:08 PM

I have pretty well re-written the filter. The change was an attempt to explore a more complex
weighted summation. Instead of using the 4 and 13 week periods, I have included 1, 2, 3, 5,
8, and 13 week periods (fibonacci numbers are magic, aren't they?). Sorting on Reward - Risk
minimizes failures, significantly reduces wins. Any ideas? Also, anyone know of a way to sort the
filter by last weeks sort criteria, whatever that may be? That would make back-testing much easier.
I welcome your suggestions.

Fetcher[
/* KEVINS CROCKPOT MODIFIED */

/*MEASURE THE DIFFERENCE FROM WEEKLY OPEN TO WEEKLY HIGH*/
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }

/*DETERMINE THE FREQUENCY THAT 5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{5_1wk, count(Long_Profit > .05, 1)}
set{5_2wkA, count(Long_Profit > .05, 2)}
set{5_2wk, 5_2wkA - 5_1wk}
set{5_3wkA, count(Long_Profit > .05, 3)}
set{5_3wk, 5_3wkA - 5_2wkA}
set{5_5wkA, count(Long_Profit > .05, 5)}
set{5_5wk, 5_5wkA - 5_3wkA}
set{5_8wkA, count(Long_Profit > .05, 8)}
set{5_8wk, 5_8wkA - 5_5wkA}
set{5_13wkA, count(Long_Profit > .05, 13)}
set{5_13wk, 5_13wkA -5_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{var1, 5_1wk * 1.0}
set{var2, 5_2wk * 0.50}
set{var3, 5_3wk * 0.333}
set{var5, 5_5wk * 0.20}
set{var8, 5_8wk * 0.125}
set{var13, 5_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{reward5, var1 + var2}
set{reward4, reward5 + var3}
set{reward3, reward4 + var5}
set{reward2, reward3 + var8}
set{reward, reward2 + var13}
add column reward

/*DITTO FOR LOSS*/
set{wloop, weekly low - weekly open}
set{Long_loss, wloop / weekly open }

set{Loss_1wk, count(Long_Loss < -.10, 1)}
set{Loss_2wkA, count(Long_Loss < -.10, 2)}
set{Loss_2wk, Loss_2wkA - Loss_1wk}
set{Loss_3wkA, count(Long_Loss < -.10, 3)}
set{Loss_3wk, Loss_3wkA - Loss_2wkA}
set{Loss_5wkA, count(Long_Loss < -.10, 5)}
set{Loss_5wk, Loss_5wkA - Loss_3wkA}
set{Loss_8wkA, count(Long_Loss < -.10, 8)}
set{Loss_8wk, Loss_8wkA - Loss_5wkA}
set{Loss_13wkA, count(Long_Loss < -.10, 13)}
set{Loss_13wk, Loss_13wkA - Loss_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{loss1, loss_1wk * 1.0}
set{loss2, loss_2wk * 0.50}
set{loss3, loss_3wk * 0.333}
set{loss5, loss_5wk * 0.20}
set{loss8, loss_8wk * 0.125}
set{loss13, loss_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{risk5, loss1 + loss2}
set{risk4, risk5 + loss3}
set{risk3, risk4 + loss5}
set{risk2, risk3 + loss8}
set{risk, risk2 + loss13}
add column risk

set{performance, reward - risk}
add column performance

/*SCREEN FOR THE STRONGEST CANDIDATES*/
weekly open is above 1
average volume(90) above 500000
/*daily howgozit code*/
set{wkly_gain01, weekly high - weekly open}
set{wkly_gain02, wkly_gain01 / weekly open}
set{wkly_gain, wkly_gain02 * 100}
add column separator
add column weekly open{week_open}
add column separator
add column wkly_gain
set{max_loss01, weekly low - weekly open}
set{max_loss02, max_loss01 / weekly open}
set{max_loss, max_loss02 * 100}
add column max_loss
add column separator

plottype{5_1wk,zerobar}
draw 5_1wk
plottype{loss_1wk, zerobar}
draw loss_1wk
do not draw reward
chart-display is weekly
chart-time is 1 year
sort on column 7 descending
]
pthomas215
1,251 posts
msg #133996
- Ignore pthomas215		 1/31/2017 7:30:31 PM

Graftonian, that is a great filter. I took a stab at adding MACD related data to try to determine probability of a swing trade run. sorted it by performance. If I have completely destroyed your great filter, my sincere apologies. Take a look at CBL, 3 month view. Look for the MACD (3,6) crossing above the MACD EMA (9) at a decent slope, combined with the price in the chart above the yellow d1 line with the yellow line sloping downward. I have found when this happens, it is a good candidate for a swing trade.

Fetcher[
/* KEVINS CROCKPOT MODIFIED */

/*MEASURE THE DIFFERENCE FROM WEEKLY OPEN TO WEEKLY HIGH*/
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }

/*DETERMINE THE FREQUENCY THAT 5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{5_1wk, count(Long_Profit > .05, 1)}
set{5_2wkA, count(Long_Profit > .05, 2)}
set{5_2wk, 5_2wkA - 5_1wk}
set{5_3wkA, count(Long_Profit > .05, 3)}
set{5_3wk, 5_3wkA - 5_2wkA}
set{5_5wkA, count(Long_Profit > .05, 5)}
set{5_5wk, 5_5wkA - 5_3wkA}
set{5_8wkA, count(Long_Profit > .05, 8)}
set{5_8wk, 5_8wkA - 5_5wkA}
set{5_13wkA, count(Long_Profit > .05, 13)}
set{5_13wk, 5_13wkA -5_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{var1, 5_1wk * 1.0}
set{var2, 5_2wk * 0.50}
set{var3, 5_3wk * 0.333}
set{var5, 5_5wk * 0.20}
set{var8, 5_8wk * 0.125}
set{var13, 5_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{reward5, var1 + var2}
set{reward4, reward5 + var3}
set{reward3, reward4 + var5}
set{reward2, reward3 + var8}
set{reward, reward2 + var13}
add column reward

/*DITTO FOR LOSS*/
set{wloop, weekly low - weekly open}
set{Long_loss, wloop / weekly open }

set{Loss_1wk, count(Long_Loss < -.10, 1)}
set{Loss_2wkA, count(Long_Loss < -.10, 2)}
set{Loss_2wk, Loss_2wkA - Loss_1wk}
set{Loss_3wkA, count(Long_Loss < -.10, 3)}
set{Loss_3wk, Loss_3wkA - Loss_2wkA}
set{Loss_5wkA, count(Long_Loss < -.10, 5)}
set{Loss_5wk, Loss_5wkA - Loss_3wkA}
set{Loss_8wkA, count(Long_Loss < -.10, 8)}
set{Loss_8wk, Loss_8wkA - Loss_5wkA}
set{Loss_13wkA, count(Long_Loss < -.10, 13)}
set{Loss_13wk, Loss_13wkA - Loss_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{loss1, loss_1wk * 1.0}
set{loss2, loss_2wk * 0.50}
set{loss3, loss_3wk * 0.333}
set{loss5, loss_5wk * 0.20}
set{loss8, loss_8wk * 0.125}
set{loss13, loss_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{risk5, loss1 + loss2}
set{risk4, risk5 + loss3}
set{risk3, risk4 + loss5}
set{risk2, risk3 + loss8}
set{risk, risk2 + loss13}
add column risk

set{performance, reward - risk}
add column performance

/*SCREEN FOR THE STRONGEST CANDIDATES*/
weekly open is above 2
average volume(90) above 2000000
/*daily howgozit code*/
set{wkly_gain01, weekly high - weekly open}
set{wkly_gain02, wkly_gain01 / weekly open}
set{wkly_gain, wkly_gain02 * 100}
add column separator
add column weekly open{week_open}
add column separator
add column wkly_gain
set{max_loss01, weekly low - weekly open}
set{max_loss02, max_loss01 / weekly open}
set{max_loss, max_loss02 * 100}
add column max_loss
add column separator

plottype{5_1wk,zerobar}
draw 5_1wk
plottype{loss_1wk, zerobar}
draw loss_1wk
do not draw reward

chart-time is 1 year
sort on column 11 descending
set{f, 3 + 1}
set{s, 6 + 1}
set{fastcoef, 2.00 / f}
set{slowcoef, 2.00 / s}

set{ema3, ema(3)}
set{ema6, ema(6)}

set{a, ema3 * fastcoef}
set{b, ema6 * slowcoef}
set{c, a - b}
set{d, fastcoef - slowcoef}
set{e, c / d}
set{e_ema, cema(e,6)}
set{cls, close}


draw e_ema on plot price
draw e on plot price
draw d1 on plot price
draw price line at d1

set{a1,1 - fastcoef}
set{a2, a1 * ema3}
set{b1,1 - slowcoef}
set{b2, b1 * ema6}
set{c1, a2 - b2}
set{c2, 0 - c1}
set{d1, c2 / d}
draw d1 on plot price
price above d1 line

add column e{mfastline}
add column e_ema{mslowline}
add column d1{zeroline}

draw macd(3,6,9)
performance > 1
do not draw performance ]
T_Charp13
35 posts
msg #133997
- Ignore T_Charp13		 1/31/2017 9:07:25 PM

Great filter and hopefully you get the thumbs up from graphtonian. What is the blue Line(d1)?
StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 ... 30 31 32 33 34 ... 37 >>Post Follow-up

StockFetcher Tools
Filter Editor
My Filters
Watch Lists
Chart+
Find Similar Stocks
Shared Lists
Popular Resources
StockFetcher Forums
Indicator List
Filter Phrases
Examples
Site Search
Sector/Industry List
Usage Guide
Support
Contact Us
Support Home

Subscriber
Subscriber Benefits
Settings
Chart
Results
MyFilters
*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.•Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.