| StockFetcher Forums · Filter Exchange · 90% chance to make 1% | << 1 2 3 >>Post Follow-up |
| moqual - Ignore moqual modified |
2/10/2008 5:06:33 PM LONG FILTER shows gaps, gap fills, last 5 days long profit, last 5 days short profit, 25 day short above 1%, long above 1%, etc last column RR is risk/reward of going long |
| moqual - Ignore moqual modified |
2/10/2008 5:10:23 PM SHORT At the top of the list is KMX: out of the last 25 days, 23 days produced 1% short, but only 12 days produced 1% long, so your RR is 1.92 Short at the open the last 5 days produced: 4.1%, 4.2%, 5.2%, 10.4%, 3.9% Long at the open the last 5 days produced: 0.6%, 2.5%, 0%, 0%, 0% |
| welliott111 - Ignore welliott111 |
2/10/2008 6:43:54 PM Kudos for the filter dude! I'm "evolving" into a stats guy myself and this is very helpful. Any more ideas or info, keep it coming |
| ham1198 - Ignore ham1198 |
2/12/2008 12:17:02 PM ...please find some intderesting stats here: http://blog.afraidtotrade.com/gap-fade-stats-for-january/ |
| lawdawguw - Ignore lawdawguw |
2/14/2008 10:38:37 PM Great filter, but it needs a bit of explanation. Could we talk? contact me at michaelbutler(at)tradewithoutemotion.com Great stuff |
| moqual - Ignore moqual modified |
2/15/2008 2:17:39 PM Sure I will email you Hey folks take a look at KMX since I created this thread 5 days ago Sell short at the open for the last 5 days: 10.9%, 3%, 2.4%, 5.4%, 4.7% RR is now 2.09 |
| bkhurana43 - Ignore bkhurana43 |
2/16/2008 8:38:43 AM Hi Moqual Option Investors will find your filters quite amazing. However, supporting documentation will help a great deal lot. How do you go about selecting the right underlying from the list produced for Short or Long trading? Please describe some selection criteria. I would prefer an email from you. bkk@eicat.ca Regards Bob |
| moqual - Ignore moqual modified |
2/16/2008 9:40:39 PM Look for the highest RR or the highest 1% column. Using the short filter: There are three stocks (WM, SPWR, FED) showing 25 in the s>1% column , meaning these stocks have produced over 1% short profit every single day for the last 5 weeks. There are 10 stocks that produced over 2% 22 out of 25 days I'll email you as well in case you have more questions |
| traderrmr - Ignore traderrmr |
2/19/2008 7:02:28 AM Congrats on this filter. I would like to here more on how you select your trades. I wonder how the general market direction effects the results. The general market weighs on the outcome of daily stock movements. Do you monitor the general market direction before you take longs or short gaps? Thanks and look forward to seeing more of your work |
| TheRumpledOne - Ignore TheRumpledOne |
2/19/2008 12:54:51 PM It's nice to see people are finally "getting it" when it comes to stats. |
| StockFetcher Forums · Filter Exchange · 90% chance to make 1% | << 1 2 3 >>Post Follow-up |