StockFetcher Forums · Stock Picks and Trading · Village Elder Short -Sell Filter discussions<< 1 ... 8 9 10 11 12 >>Post Follow-up
dtatu
113 posts
msg #151469
Ignore dtatu
3/26/2020 1:25:12 PM

Bravo to VE for the 100 trades STATS.
Thanks

Village Elder
230 posts
msg #151471
Ignore Village Elder
3/26/2020 3:26:36 PM

You're welcome. In my opinion this is how I would love to see EVERY filter that is proposed here vetted. I was motivated by KSK8 and how he approached things, but felt that he was not fully clear on the details of his filter, and my personal choice was to avoid compounding as it tends to artificially inflate results.

Too often I see filters that do not explain how they are to be used, or even if they are designed to be long or short in use. Almost never do I see clearly explained exit criteria.

Cheese
895 posts
msg #151474
Ignore Cheese
3/26/2020 3:35:04 PM

Thank you, VE

shillllihs
5,407 posts
msg #151477
Ignore shillllihs
3/26/2020 5:52:12 PM

Be careful on ETFs that show up many continue much higher before dropping. Was hoping I could use this but not consistent.

Village Elder
230 posts
msg #151479
Ignore Village Elder
3/26/2020 5:57:32 PM

Not consistent? The stats clearly argue otherwise, but okay. Don't use it then.

shillllihs
5,407 posts
msg #151480
Ignore shillllihs
modified
3/26/2020 6:39:49 PM

Did I say something wrong?
Tvix on feb 24th and March 16th spiked like from 50 to 130 and 570 to 880.
I wasn't trying to put it down, I was trying to find a benefit from it.

Ratilal.Haria@gmail.com
6 posts
msg #151482
Ignore Ratilal.Haria@gmail.com
3/26/2020 8:57:44 PM

Hi VE

I would like to thank you for sharing your ideas. On 24th, there were 19 matches from your filter. If you were to continue, how would have narrowed those 19 matches to about 5?

Thanks ... Ratilal

Village Elder
230 posts
msg #151483
Ignore Village Elder
3/26/2020 11:33:45 PM

Note: neither of those were selected on the days you listed. Not sure how you can criticize a filter for picks it didn’t make. If you can show that these trades were in fact selected I’ll change my comment.

shillllihs
5,407 posts
msg #151484
Ignore shillllihs
3/27/2020 1:22:31 AM

You are being sensitive, I said if one was to continue, be leery of ETFs.
I copied the filter thinking I can use it for ETFs but when I looked closer, it spooked me.


Ratilal.Haria@gmail.com
6 posts
msg #151516
Ignore Ratilal.Haria@gmail.com
3/27/2020 9:05:15 PM

Hi VE

Here is the filter I used to get the stocks for 24th March. Basically I added the "date offset is 3" to your
filter.

/*Define individual entry criteria*/
set{entry1, count(close above 3,1)}
set{entry2, count(close above close 1 day ago,1)}
set{entry3, count(volume above 1000000,1)}
set{entry4, count (roc(5,1) above 50,1)}
set{entry5, count(shares outstanding above 10,1)}

/*Now combine them into a single signal for today*/
set{entry6, entry1 * entry2}
set{entry7, entry6 * entry3}
set{entry8, entry7 * entry4}
set{entry, entry8 * entry5}

/*Pick candidates where all of the criteria are met for today AND for the first time in the last 10 days*/
count(entry above 0,1) equals 1
count(entry above 0,10) equals 1

add column roc(5,1)
sort on column 5 descending
ADD COLUMN SHARES OUTSTANDING

draw entry
draw roc(5,1) line at 50
chart-time is 21 days

/* get stocks for March 24th */
date offset is 3

And here is the filtered output (copies via csv output) (sorry for the messy output)

Symbol Last Chg(%) Vol CLOSE
ROC(5,1) OUTSTANDING Perf(%)
PLAY 15.65 57.13 15308000 139.66 30.57 -5.43
PFGC 22.27 19.92 3217000 92.65 117.18 15.63
OII 4.18 41.69 2229000 84.96 98.93 -8.61
HUD 4.79 25.07 1551900 80.75 92.39 3.55
TVTY 5.71 32.18 3350400 80.7 48.43 23.82
PENN 13.21 34.8 24792400 80.22 116.86 -10.9
RRGB 10.26 17.93 1838900 77.51 12.91 0.1
DBI 6.81 33.53 2095300 66.91 71.75 -9.99
EVRI 4.29 16.89 5088600 65.64 84.56 -22.38
EAT 13.85 30.41 4254700 61.42 37.41 -20.07
RHP 32.7 33.2 1897200 61 54.9 6.85
IOVA 32.14 34.99 5601500 60.86 126.5 0.06
BKD 3.13 40.99 6019800 57.29 184.26 4.47
SEAS 13.38 27.19 2984000 53.09 78.73 2.02
CTRE 14.91 9.39 1663900 52.92 95.47 4.63
SGMS 9.02 22.22 4117300 52.88 93.87 -7.54
RRR 8.71 15.52 3511300 51.22 117.29 14.01


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