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Filter Exchange · Help with Simple Filter
compound_gains
msg #156142
modified
3/14/2021 11:42:14 AM

Sloppy of me to miss the volume and price...

Fetcher[
not otcbb
not etf
not amex
volume above 1000000
close between 15 and 1000
count(close below ma(400), 44) equals 44
historical volatility(40,1) below 45
historical volatility(40,1) above 28
historical volatility(100,1) below 55
add column historical volatility(40,1) {hv40}
optionable
]



General Discussion · How can I change this Guppy filter to avoid performance restrictions?
compound_gains
msg #155991
3/1/2021 11:44:42 AM

You could try...

count(l_width below 20,3) above 0

...to see if that makes any difference

General Discussion · Shorting with a PUT buy
compound_gains
msg #155503
1/30/2021 3:51:52 PM

I think if you check you will find that your definition of delta is incorrect...
https://www.investopedia.com/articles/optioninvestor/03/021403.asp#:~:text=Key%20Takeaways,gamma%2C%20theta%2C%20and%20vega.

General Discussion · Shorting with a PUT buy
compound_gains
msg #155496
1/30/2021 12:48:20 PM

IMO it depends on how much you want to spend, risk tolerance and your expectations for the underlying stock/ETF. My core trade is ATM about 30 days out, but I might go 1-2 strikes ITM if the option is cheap enough. I don't do it often, but if the ATM price is too expensive for position sizing I might go to the nearest strike ATM plus or minus the underlying ATR(14) * 1.5 depending on whether it's a call or put.

Filter Exchange · Help with Filter
compound_gains
msg #155284
1/12/2021 6:52:52 PM

Fetcher[
/*Within the last 8 trading days close was 5% below EMA (17) and price is above EMA (17) and exchange is not ETF and market is not OTCBB and market is not AMEX and price is above 15 and average volume (100) is above $1M and historical volatility is between 10 and 80 and optionable*/

optionable
not etf
not otcb
not amex
close above 15
set{x1, volume * close} /*average volume(100) is volume only, not a dollar value*/
set{dollarvol, cma(x1, 100)}
dollarvol above 1000000
count(close more than 4.99% below ema(17), 8) above 0
close above ema(17)
historical volatility(100) between 10 and 80 /*Length of HV can be changed to what you want*/
add column historical volatility(100) {hv100}
sort column 5 descending
]



General Discussion · $ Volume
compound_gains
msg #154571
11/7/2020 11:07:01 AM

Fetcher[
/*Dollar volume 1 day ago*/

set{dv, volume 1 day ago * close 1 day ago}
add column dv
]



Filter Exchange · Using this for potential runners
compound_gains
msg #153791
8/29/2020 7:29:04 AM

5-day backtest using three possible entry points. Lots of rockets. You could likely build a nice system just trading the highest scoring stock each day.

Fetcher[
not otcbb
show stocks where the ma(9) 5 days ago is within 10 percent of ma(34) 5 days ago
draw ma(9) on plot price
draw ma(34) on plot price
price 5 days ago > lri(40) 5 days ago
price 5 days ago between .5 and 70

average volume (40) 5 days ago > 100000
set{myOSCillator, EMA(4) - EMA(23)}
draw myoscillator
set{var1, ema(10) - ema (3)}
draw var1 on plot myoscillator
draw lri (100)
Set{myosc20,CMA(myoscillator,20)}
set{SD,cstddev(myoscillator,20)}
set{SD20,2 * SD}
set{BOLU,myosc20 + SD20}
set{BOLD,myosc20 - SD20}
set{VBW,BOLU - BOLD}
set{myosc2, myoscillator}
set{diff, myoscillator - var1}
draw myosc2
draw bolu on plot myosc2
draw bold on plot myosc2
set{buyosc, myoscillator crossed above var1}
draw buyosc


set{z%, close/ ema(20)}



set{alpha, relative strength(SPY,20) + relative strength(SPY,63)}
set{alphaAV, cema(alpha, 17)}
DRAW ALPHA
draw alphaAV on plot alpha

draw rsi(2)
Set{Prsi9,CMA(RSI(2),9)}
draw prsi9 on plot rsi(2)



set{H, high 12 weeks ago - low 12 weeks ago}
set{C, close 12 week ago}
set{m4,H * 1.1}
set{m4a, m4 / 2}
set{H4, m4a + C}
set{m3,H * 1.1}
set{m3a, m3 / 4}
set{H3, m3a + C}
set{m2,H * 1.1}
set{m2a, m2 / 6}
set{H2, m2a + C}
set{m1,H * 1.1}
set{m1a, m1 / 12}
set{H1, m3a + C}
set{n1, H * 1.1}
set{n1a, n1 / 12}
set{L1, C - n1a}
set{n2, H * 1.1}
set{n2a, n1 / 6}
set{L2, C - n2a}
set{n3, H * 1.1}
set{n3a, n1 / 4}
set{L3, C - n3a}
set{n4, H * 1.1}
set{n4a, n1 / 2}
set{L4, C - n4a}
draw price line at H4
draw price line at H3
draw price line at H2
draw price line at H1
draw price line at L1
draw price line at L2
draw price line at L3
draw price line at L4

set{H10, high 24 weeks ago - low 24 weeks ago}
set{C10, close 24 week ago}
set{m41,H10 * 1.1}
set{m4a1, m41 / 2}
set{H41, m4a1 + C10}
set{m31,H10 * 1.1}
set{m3a1, m31 / 4}
set{H31, m3a1 + C10}
set{m21,H10 * 1.1}
set{m2a1, m21 / 6}
set{H21, m2a1 + C10}
set{m11,H10 * 1.1}
set{m1a1, m11 / 12}
set{H11, m3a1 + C10}
set{n11, H10 * 1.1}
set{n1a1, n11 / 12}
set{L11, C10 - n1a1}
set{n21, H10 * 1.1}
set{n2a1, n11 / 6}
set{L21, C10 - n2a1}
set{n31, H10 * 1.1}
set{n3a1, n11 / 4}
set{L31, C10 - n3a1}
set{n41, H10 * 1.1}
set{n4a1, n11 / 2}
set{L41, C10 - n4a1}
draw price line at H41
draw price line at H31
draw price line at H21
draw price line at H11
draw price line at L11
draw price line at L21
draw price line at L31
draw price line at L41



set{X, high}
set{Y, low }
set{Z, close}
set{a, X + Y}
set{J, a + z}
set{piv, j / 3}


set{pma3, cema(piv, 3)}
set{pma9, cema(piv, 9)}
set{my_macd, pma3 - pma9}
set{MACMA, cema(my_macd, 6)}
set{signal, cema(my_macd,1)}
set{zero, 0}
draw my_macd
draw signal on plot my_macd
draw MACMA on plot my_macd
draw zero on plot my_macd
set{PMA6, cma(piv, 6)}
set{PMA22, cma(piv, 22)}
draw PMA6 on plot price
draw pma22 on plot price

set{Xpma22, count(price crossed above pma22 from below, 1 )}


set{AD1, close - low}
set{AD2, High - close}
set{AD3, High - low}
set{EQ1, AD1 - AD2}
set{EQ2, EQ1 / AD3}
set{EQ3, EQ2 * volume}
set{ACDST, sum(EQ3(22),22) / 22}
set{ACUMDISTAV, cema(ACDST, 6)}
draw acdst
draw acumdistav on plot acdst


set{sum1, buyosc + z%}
set{sum2, sum1 + alpha}
set{SCORE, sum2 + xpma22}
add column SCORE 5 days ago
set{hgh, high 5 day high / open 4 days ago}
add column hgh
set{cl, close / open 4 days ago}
add column cl
add column separator
chart-length is 3 months
set{z1, count(high 4 days ago above high 5 days ago, 1)}
set{z2, count(low 4 days ago below high 5 days ago, 1)}
set{z3, z1 + z2}
set{hit, count(z3 equals 2, 1)}
add column hit
set{ent, high 5 days ago}
set{hgh2, high 5 day high / ent}
add column hgh2
add column separator
set{a1, high - open}
set{a2, open - low}
set{a3, abs(a1 - a2)}
set{a4, a1 + a2}
set{a5, a4 - a3}
set{a6, a5 / 2}
set{a7, cma(a6, 10)}
set{a8, a7 5 days ago}
set{ent2, open 4 days ago + a8}
set{hit2, count(high 4 days ago above ent2, 1)}
add column hit2
set{hgh3, high 5 day high / ent2}
add column hgh3
sort column 5 descending
draw price line at ent2 on plot price
]



Filter Exchange · This is where it gets frustrating
compound_gains
msg #150203
1/9/2020 10:26:44 AM

It is not a fix. All my filter does is show you the hits for each condition set and highlights that your down candle condition very rarely hits, which means that your requirement for all three conditions to hit will very rarely be met.

Filter Exchange · This is where it gets frustrating
compound_gains
msg #150200
1/9/2020 9:25:58 AM

Your filter is too restrictive and it looks like your down candle condition is the biggest choking point.

Fetcher[
/* DOWN TREND */
set{x1, count(close 4 days ago below open 4 days ago, 1)}
set{x2, count(close 4 days ago above close 3 days ago, 1)}
set{x3, x1 + x2}
set{dtrend, count(x3 equals 2, 1)}

/* DOWN CANDLE */
set{x4, count(close 3 days ago more than 5% below open 3 days ago, 1)}
set{x5, count(low 3 days ago above high 2 days ago, 1)}
set{x6, x4 + x5}
set{dcndle, count(x6 equals 2, 1)}

/* FIND THE DOJI */
set{x7, count(close 2 days ago equals open 2 days ago, 1)}
set{x8, count(high 2 days ago above close 2 days ago, 1)}
set{x9, count(low 2 days ago below close 2 days ago, 1)}
set{x10, x7 + x8}
set{x11, x10 + x9}
set{ftdoji, count(x11 equals 3, 1)}

set{tot1, dtrend + dcndle}
set{tot, tot1 + ftdoji}

add column dtrend
add column dcndle
add column ftdoji
add column tot

sort column 8 descending
]



Filter Exchange · Filter tweak
compound_gains
msg #150030
12/27/2019 10:06:28 PM

Nice indeed! I made some serious money with this filter
===================================================
In one day?? This has to be bull-sheet near its finest because the timing wouldn't even work for being just lucky.


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