StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 31 32 33 34 35 ... 40 >>Post Follow-up
west12
4 posts
msg #70927
Ignore west12
1/24/2009 5:45:30 PM

New to this thread & have read about 30 posts on filling the GAP Filter , which is very interesting in concept. According to the instructions i want to trade GAP up or Down stocks with the stocks that gap up or down 80 % of the time correct.? If the filter returns me 4 stocks that GAPup or Down 80% of the time. Do i just monitor them in realtime & wait for a GAP up or Down or does this Filter perform this in realtime ?

west12
4 posts
msg #70939
Ignore west12
1/25/2009 3:52:20 PM

Rumpled One.


Interested in S*P ( ES futures stats) Do you have any ?

I trade with Fibonacci Retrachment lines & moving averages 50 & 200 EMA are my favorite on either 1 or 5 min. timeframes. Buying mostly when 50 or 20 EMA is above the 200 EMA & shortening when below the 200 EMA. Fairly consistent results.


Have you done an S& P filter on a 5 or 1min chart to see how many times moving averages, candle sticks , EMA 5,,20,50 cross the 200 EMA in a give period how predictable that can be. Just curious.

west12
4 posts
msg #70972
Ignore west12
1/26/2009 8:41:37 PM

Can anyone help answer my posts ?

Eman93
4,750 posts
msg #70975
Ignore Eman93
1/26/2009 10:50:48 PM

SF only has one day data, you can extract 4 price points for the day OPEN CLOSE HIGH and LOW, you have no way of knowing stat wise which one happens first the high or the low of the day....

TRO dose not use indicators...

I think he is on vacation..............

TheRumpledOne
6,529 posts
msg #71114
Ignore TheRumpledOne
1/31/2009 2:12:15 PM

Yes, I was away... 7 days no computer!!

I don't trade futures.

TheRumpledOne
6,529 posts
msg #71141
Ignore TheRumpledOne
2/3/2009 12:20:07 AM

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stratigf
43 posts
msg #71971
Ignore stratigf
3/4/2009 12:19:41 PM

Image and video hosting by TinyPic


Talk about filling some monster gaps.

TheRumpledOne
6,529 posts
msg #74094
Ignore TheRumpledOne
5/4/2009 8:35:48 PM

POP

TheRumpledOne
6,529 posts
msg #74195
Ignore TheRumpledOne
5/7/2009 2:04:13 PM

Fetcher[
/* TRO - FADING THE GAP STATISTICS FILTER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

symlist(fas,faz)

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]




johnpaulca
12,036 posts
msg #74722
Ignore johnpaulca
5/25/2009 10:22:12 PM

Found some great stats on Fading the Gap....enjoy.

http://www.mypivots.com/articles/articles.aspx?artnum=43&page=1

StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 31 32 33 34 35 ... 40 >>Post Follow-up

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