| StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER | << 1 ... 14 15 16 17 18 ... 40 >>Post Follow-up |
| jimhbutton 104 posts msg #58536 - Ignore jimhbutton |
12/26/2007 6:57:51 PM TRO, You wrote: "The SF debugging only checks up to 10 SET STATEMENTS if I remember correctly. You can add the statements back in now that your filter works." Thanks for that last sentence. If you didn't clue me in I would have been waiting for the upgrade till the polar caps melted. Here's the filter that you requested: Fetcher[/*Day-to-Day Potential Profit Streak Filter*/ Average Volume more than 100000 shares set{P-1, high - close 1 day ago} set{P-2, high 1 day ago - close 2 days ago} set{P-3, high 2 days ago - close 3 days ago} set{P-4, high 3 days ago - close 4 days ago} set{P-5, high 4 days ago - close 5 days ago} set{P-6, high 5 days ago - close 6 days ago} set{P-7, high 6 days ago - close 7 days ago} set{P-8, high 7 days ago - close 8 days ago} set{P-9, high 8 days ago - close 9 days ago} set{P-10, high 9 days ago - close 10 days ago} set{P-11, high 10 days ago - close 11 days ago} set{P-12, high 11 days ago - close 12 days ago} set{P-13, high 12 days ago - close 13days ago} set{P-14, high 13 days ago - close 14 days ago} set{Avg-14, CMA(P-1, 14)} set{P-up, count(P-1 > 0, 1)} set{P-up-Streak, days(P-up equal 0, 100)} set{Hi, high - open} /* DISPLAY COLUMNS */ add column Open add column High add column Low add column separator add column Close Yesterday add column separator add column P-1 add column P-2 add column P-3 add column P-4 add column P-5 add column P-6 add column P-7 add column P-8 add column P-9 add column P-10 add column P-11 add column P-12 add column P-13 add column P-14 add column separator add column Avg-14 add column separator add column P-up-Streak add column separator /* SELECTION CRITERIA */ /* SORT CRITERIA */ SYMLIST(Type Specific Stocks Here) SORT COLUMN 28 DESCENDING /* COMMENTS: */ LAST, %Chg, Vol, OPEN, HIGH, LOW = Today's Stats CLOSE = Yesterday's Closing Price P-1 thru P-14 = Potential Profit (Close-to-High) starting Today (P-1) and regressing thru 14 days ago (P-14) AvgP = Average Profit of past 14 days p-up-streak = # of days in a row that the stock has been profitable, i.e. above zero. Note: This value can be varied by changing the zero (to .1, .2, etc.) in the following formula that was listed above, i.e., set{P-up, count(P-1 > 0, 1)} ] Thanks for all your advice TRO. jim |
| chetron 2,817 posts msg #58545 - Ignore chetron |
12/26/2007 8:42:07 PM clickable /* COMMENTS: LAST, %Chg, Vol, OPEN, HIGH, LOW = Today's Stats CLOSE = Yesterday's Closing Price P-1 thru P-14 = Potential Profit (Close-to-High) starting Today (P-1) and regressing thru 14 days ago (P-14) AvgP = Average Profit of past 14 days p-up-streak = # of days in a row that the stock has been profitable, i.e. above zero. Note: This value can be varied by changing the zero (to .1, .2, etc.) in the following formula that was listed above, i.e., set{P-up, count(P-1 > 0, 1)} */ |
| TheRumpledOne 6,529 posts msg #58550 - Ignore TheRumpledOne modified |
12/27/2007 12:26:21 AM Nice work. Now just make AAPL juice!! Just made one change: set{P-up, count(P-1 > .50, 1)} Compare that to the original :) |
| jimhbutton 104 posts msg #58553 - Ignore jimhbutton |
12/27/2007 8:21:30 AM "Just made one change: set{P-up, count(P-1 > .50, 1)} Compare that to the original :)" Nice change. That makes it more self-explanatory. Again, kudos for getting the ball rolling (and offshoots growing) with the awesome gap-up filters. |
| rmenghani 10 posts msg #58602 - Ignore rmenghani modified |
12/29/2007 6:26:12 AM TRO- Your work is legendary. I had a question in regards to your "buy close, sell next day open filter" - if you first filter out for stocks that are trending MACD higher or maybe have a bullish MACD crossover, do you get a higher % of gap ups? And, vice-versa for gap-downs? In addition, it makes sense to me that if the general market (the nasdaq composite, for example) is "bullish," that the major stocks will tend to gap up more. And vice-versa, if the nasdaq is in a bearish trend (as defined by MACD), stocks will tend to gap down more. I know you're against indicators, but does using a mechanical indicator improve results any? Thanks and keep up the good work. |
| TheRumpledOne 6,529 posts msg #58606 - Ignore TheRumpledOne |
12/29/2007 10:34:05 AM TRO- Your work is legendary. I had a question in regards to your "buy close, sell next day open filter" - if you first filter out for stocks that are trending MACD higher or maybe have a bullish MACD crossover, do you get a higher % of gap ups? And, vice-versa for gap-downs? In addition, it makes sense to me that if the general market (the nasdaq composite, for example) is "bullish," that the major stocks will tend to gap up more. And vice-versa, if the nasdaq is in a bearish trend (as defined by MACD), stocks will tend to gap down more. I know you're against indicators, but does using a mechanical indicator improve results any? Thanks and keep up the good work. ===================================================== 1) I am NOT against indicators. It is just that some people think the indicators are going to drive the price when it's the other way around. Once you are in a trade, ALL THAT MATTERS IS PRICE! I don't care what rsi(2), ema(5), ma(200), macd(12,26,9), etc... say, the only thing that determines profit/loss is PRICE. 2) The STATISTICS filters are just that, STATISTIC FILTERS. All they do is report on what a stock did IN THE PAST. It just makes sense (cents) to me to trade stocks that statistically move the most. The FADING THE GAP STATISTICS FILTER displays the statistics for filling the gap. This trading system was around long before you and I. All I did was apply statistics to the idea to identify which stocks fill the gap most often. 3) Feel free to modify any filter and test your MACD idea. But I am not looking for gap ups/downs, I am looking for gap fillers! |
| TheRumpledOne 6,529 posts msg #61121 - Ignore TheRumpledOne modified |
4/5/2008 11:39:16 AM What you can make by trading ONE stock. Note this is buying at the close and selling the next day. If you are NOT greedy, you could "print" a $50 or $100 bill just about everyday trading 1,000 shares. |
| TheRumpledOne 6,529 posts msg #61125 - Ignore TheRumpledOne modified |
4/5/2008 12:07:05 PM For those with larger accounts, WLT looks profitable. I "discovered" WLT using my FINDING THE NEXT NTRI filter. |
| TheRumpledOne 6,529 posts msg #62614 - Ignore TheRumpledOne |
5/14/2008 6:27:01 PM POP |
| money123 19 posts msg #62773 - Ignore money123 |
5/18/2008 7:56:14 PM to mr.rumple sir your honor, when is a good time to run the filter to get the best results, before, after or during the market thanks |
| StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER | << 1 ... 14 15 16 17 18 ... 40 >>Post Follow-up |
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