StockFetcher Forums · Filter Exchange · Day Trading Modified Filter from previous Authors (noted in Post)<< >>Post Follow-up
selfhigh05
23 posts
msg #135877
Ignore selfhigh05
modified
5/12/2017 7:40:54 PM

Fetcher[
/* KEVINS CROCKPOT MODIFIED */

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

/*DETERMINE THE FREQUENCY THAT 5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{5_1wk, count(Long_Profit > .05, 5)}
set{5_2wkA, count(Long_Profit > .05, 10)}
set{5_2wk, 5_2wkA - 5_1wk}
set{5_3wkA, count(Long_Profit > .05, 15)}
set{5_3wk, 5_3wkA - 5_2wkA}
set{5_5wkA, count(Long_Profit > .05, 25)}
set{5_5wk, 5_5wkA - 5_3wkA}
set{5_8wkA, count(Long_Profit > .05, 40)}
set{5_8wk, 5_8wkA - 5_5wkA}
set{5_13wkA, count(Long_Profit > .05, 65)}
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, daily low - daily open}
set{Long_loss, wloop / daily open }

set{Loss_1wk, count(Long_Loss < -.05, 5)}
set{Loss_2wkA, count(Long_Loss < -.05, 10)}
set{Loss_2wk, Loss_2wkA - Loss_1wk}
set{Loss_3wkA, count(Long_Loss < -.05, 15)}
set{Loss_3wk, Loss_3wkA - Loss_2wkA}
set{Loss_5wkA, count(Long_Loss < -.05, 25)}
set{Loss_5wk, Loss_5wkA - Loss_3wkA}
set{Loss_8wkA, count(Long_Loss < -.05, 40)}
set{Loss_8wk, Loss_8wkA - Loss_5wkA}
set{Loss_13wkA, count(Long_Loss < -.05, 65)}
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*/
daily close is above 2
average volume(30) above 500000
date offset 1
sort column 7 descending
add column 5_2wkA
add column 5_3wkA
add column 5_5wkA
add column 5_8wkA
add column 5_13wkA
add column Loss_13wkA
add column Average Day Range(10)
add column Williams %R(14)
and average day range(100) is above 3%
and performance is above 2


and market market is not OTCBB
and market is not ETF
and apply to sector(Aerospace)
and apply to sector(Auto-Tires-Trucks)
and apply to sector(Basic Materials)
and apply to sector(Business Services)
and apply to sector(Computer and Technology)
and apply to sector(Conglomerates)
and apply to sector(Construction)
and apply to sector(Consumer Discretionary)
and apply to sector(Consumer Staples)
and apply to sector(Finance)
and apply to sector(Industrial Products)
and apply to sector(Medical)
and apply to sector(Oils-Energy)
and apply to sector(Retail-Wholesale)
and apply to sector(Transportation)
and apply to sector(Utilities)


set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }
set{x1, high - open}
set{Long_P, x1/open }
set{C1A, count(Long_P > .04 , 100)}
set{C2A, count(Long_P > .09, 100)}
set{C0010, C1A - C2A}
set{D1A, count(Long_P > .09 , 100)}
set{D2A, count(Long_P > .19, 100)}
set{D1020, D1A - D2A}
set{E1A, count(Long_P > .19 , 100)}
set{E2A, count(Long_P > .29, 100)}
set{E2030, E1A - E2A}
set{F1A, count(Long_P > .29 , 100)}
set{F2A, count(Long_P > .39, 100)}
set{F3040, F1A - F2A}
set{G1A, count(Long_P > .39 , 100)}
and add column daychg2
and add column C0010 {4_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G1A {40+}
and add column C1A {ttl}
]



Here is my current day or really more like swing trading filter. I modified the Graftonian Filter that was posted here:http://www.stockfetcher.com/forums2/Filter-Exchange/5-A-WEEK-FILTER-BASED-ON-TRO-S-CROCK-POT/81139/320

I also added in from this filter here to better help see the stocks overall pops over a period of 100 trading days.
http://www.stockfetcher.com/forums2/Filter-Exchange/Run-Forest-Run/56077/0

I use tradingview to view the charts on each stock since I started using it first. My settings are pretty simple I have a CCI, OBV, and fisher indicator but they are all lagging so really they dont help that much. The biggest help in finding good trending stocks is to use 1HR Renko bars set to ATR(100). From there I can see which stocks are trending up or down. I typically look for stocks that are early on in their trend and not already established. That doesnt mean you can't make money on a stock that has already been trending up for a few weeks but I would like to get one early so I can either get out with profit or better handle pull backs. I just started using this filter this week and I picked up these tickers with it at open on Monday. AA, LL, BANC, LITE, MITK, and FSLR. BANC is the only loser and I got very close to selling it today but I did not. I am still working on setting stop losses or I should say finding a good method on setting one. Right now I think I am going to evaluate each stock at night and determine if I should sell or not the next day depending on price action. I bought at open on Monday but this is a day traded filter so you can buy any stock at any time.

I have two version of this filter the one that is posted above called "high risk" and a "lower risk" one, code seen below. The only difference is just what its filtering out. The high risk doesn't restrict higher risk stocks while the lower one does.

please take a look and ask any questions and i will do the best to answer. If I am not mistake TRO=Holygrail=FOUR so he would know more about the bones of this then I would but I have put some time into it. (Also Kevin of course)

This is the code that is added to the "lower risk" filter:

and Williams %R(14) increasing past 1 days
and CCI(20) increasing past 1 days
and performance is above -0.01
and Loss_13wkA is below 3

selfhigh05
23 posts
msg #135879
Ignore selfhigh05
5/12/2017 7:54:27 PM


Replace the entire /*SCREEN FOR THE STRONGEST CANDIDATES*/ section with this and get a variation of the post from below. I havent had much time to test this guy out yet but at first glance appears to be decent once the stock bottoms out.

/*SCREEN FOR THE STRONGEST CANDIDATES*/
set{vol%, volume/average volume(10)}
daily close is above 2
average volume(30) above 500000
date offset
sort column 7 descending
add column 5_2wkA
add column 5_3wkA
add column 5_5wkA
add column 5_8wkA
add column 5_13wkA
add column Loss_13wkA
add column Aroon Oscillator(25)
add column Average Day Range(10)
add column Williams %R(14)
add column vol%
add column rsi (2)
and average day range(100) is above 1%
and performance is above -0.01
and rsi(2) is below 15
and vol% is below 1
and C0010 is above 9
and Loss_13wkA is below 5

http://www.stockfetcher.com/forums2/Filter-Exchange/the-best-0f-the-mm-manipulation/29525/-1/29549

StockFetcher Forums · Filter Exchange · Day Trading Modified Filter from previous Authors (noted in Post)<< >>Post Follow-up

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