StockFetcher Forums · View by Author: compound_gains (183 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 19 >> 
Filter Exchange · 1 month low filter
compound_gains
msg #147908
5/23/2019 9:02:38 PM

Fetcher[
Show stocks where high reached a new 1 year high within the last 2 weeks
and cma(high,6) has been decreasing for the last 2 days
and cma(low,2) was lower 1 day ago
and cma(low,2) is increasing for the last 1 day
and draw cma(low,2)
close has been above ma(50) for the last 10 days


and Average Volume(90) is above 500000
and price is between 10 and 500
and draw ma(10)
and draw ma(20)
and draw ma(50)

and stock is optionable
]



General Discussion · 3 down days followed by 1 up da
compound_gains
msg #109131
12/5/2012 3:06:51 PM

Essentially the same thing...

Fetcher[/*This is very generic. You need to add whatever other parameters you want (price, volume, etc.)*/
close 3 days ago below close 4 days ago
close 2 days ago below close 3 days ago
close 1 day ago below close 2 days ago
close above close 1 day ago
]



Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)
compound_gains
msg #132653
11/21/2016 9:40:59 AM

By my calculation, trading the top listed stock each week has a 57% success rate YTD and a return on capital of -28%. This is based on the original long only filter on page 1 and doesn't factor in slippage or commissions. Maybe a basket of stocks (top 3, 4 or 5), using the short filter as well, or some heavy duty filter tweaking produces better results. Don't know. Or maybe my calculations are just wrong, but I did a manual weekly check, so I don't think I'd be that far off something that's producing a profit.

https://www.dropbox.com/s/60aqafhdwap4drx/5%25%20WEEKLY%20YTD%202016.xlsx?dl=0

Filter Exchange · 52 week high friday trade
compound_gains
msg #120365
6/2/2014 3:12:21 PM

A quick filter for eyeballing results...

Fetcher[
not etf
not otcbb
close 2 days ago between 3 and 25
count(volume > 150000, 60) 2 days ago equals 60
set{chk, close / 52 week high}
chk 2 days ago >= .97
add column chk
sort column 5 descending
set{op, open 1 day ago / close 2 days ago}
add column op
set{hgh1, high 1 day ago / close 2 days ago}
set{day2, open / close 2 days ago}
add column op
add column hgh1
add column day2
]



1. Start on a Tuesday and then you can skip back a week at a time, adjusting for holiday days here and there, to get an idea of results.
2. Even using the price and volume controls I did you have a lot of hits each week (550+), so how would you narrow that down to the best prospects?
3. Using a descending sort on "chk" which puts stocks at their 52 week high at the top, the returns look to be pretty small. What gave you the impression this had some potential?


Filter Exchange · 52 week high friday trade
compound_gains
msg #120373
6/3/2014 2:50:48 PM

Fetcher[not etf
not otcbb
close 2 days ago between 3 and 25
count(volume > 150000, 60) 2 days ago equals 60
set{chk, close / high 52 week high}
chk 2 days ago >= .97
add column chk
sort column 5 descending
set{op, open 1 day ago / close 2 days ago}
add column op
set{hgh1, high 1 day ago / close 2 days ago}
set{day2, open / close 2 days ago}
add column op
add column hgh1
add column day2
]



Are we talking
Fetcher[add column high 52 week high]

or
Fetcher[add column close 52 week high]

?

Either way, still too many hits to work with and the returns don't look to be anything worth writing home about. JMO

Filter Exchange · 52 wk low reversal filter
compound_gains
msg #136936
7/21/2017 9:31:50 AM

Fetcher[
close below 10
close 1 day ago reached new 52 week low
close above close 1 day ago
]



General Discussion · A bug? Learn why shows there are 6000+ matching results but no one shows
compound_gains
msg #125711
10/21/2015 8:27:57 PM

Fetcher[set{ap, high + close}
set{ap1, low + ap}
set{ap2, ap1 / 3}

set{esa, cema(ap2, 10)}
set{absv1, ap2 - esa}
set{absv, abs(absv1)}
set{d, cema(absv, 10)}
set{ciup, ap2 - esa}
set{cibot, 0.015 * d}

set{ci, ciup / cibot}

cema(ci, 21) is above 0
cema(cema(ci, 21),4) is above 0

/*display something*/
add column ci
]



General Discussion · A bug? Learn why shows there are 6000+ matching results but no one shows
compound_gains
msg #125744
10/22/2015 6:08:45 PM

Don't know what you're doing then. The script I gave returns 5,797 stocks tonight.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
compound_gains
msg #130886
9/5/2016 8:15:19 PM

Nice work Kevin, as always. If someone was going to trade this I'd be inclined to look at VIX options, perhaps three months out, deep-in-the-money, calls or puts depending on whether you're going long or short. IMO, and I think it's largely substantiated, the VIX-related ETNs (VXX, VXZ, TVIX, XXV, XIV) tend to be a curse on investors, especially if you're looking to go long, and don't particularly reflect VIX movement for several different reasons.

Filter Exchange · A NEW ^VIX TRADING SYSTEM
compound_gains
msg #131036
9/9/2016 8:12:32 PM

Churn is the curse of options, as it has been for the past 40 odd days with SPY and VIX.

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