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General Discussion · how to filter RSI that HASN'T hit new lows in the last week?
compound_gains
msg #133803
modified
1/18/2017 6:28:53 PM

Weekly filters need to be run at the end of a week (Saturday - Sunday) to get weekly results.

Fetcher[
close reached new 13 week low within past 1 week
count(rsi(15) reached new 13 week low within past 1 week, 1) equals 0
draw close 13 week low on plot price
draw rsi(15)
draw rsi(15) 13 week low on plot rsi(15)
add column rsi(15) 13 week low 1 week ago
add column rsi(15) 1 week low
]





General Discussion · Brain Fart
compound_gains
msg #133743
1/15/2017 8:15:58 AM

set{x1, Whatever your User Defined Variable is}
set{x, x1 10 week low}
add column x

Fetcher[
/*An example*/
set{x1, high + low}
set{x, x1 10 week low}
add column x
]




General Discussion · Long term turns - Momentum Shift
compound_gains
msg #133475
1/2/2017 8:07:01 PM

http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:sctr

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 · Another weekly trade filter
compound_gains
msg #132634
11/19/2016 2:32:33 PM

68% with an average 3.3% net gain per week. I paper traded the 5% model without success so I was obviously doing something really wrong if you're hitting 86% winners. Congratulations.

Filter Exchange · Another weekly trade filter
compound_gains
msg #132614
11/18/2016 1:57:22 PM

close above 3 - self explanatory
count(volume above 250000, 21) equals 21 - we are counting the stocks that had volume over 250K in the last 21 days
Volume has to be above 250000 each day of the past 21 days,
volume dropped more than 25% over the last 1 day - self explanatory
set{chk, high * 1.005} - entry price is the high price today times 1.005?
Yes
draw price line at chk on plot price - self explanatory
add column historical volatility(100) {hv100}

Questrade is the platform I use and I'm not aware of any screening functionality that would match this SF code.

Filter Exchange · Another weekly trade filter
compound_gains
msg #132488
11/13/2016 3:49:32 PM

By the by, last week was picture perfect.

Filter Exchange · Another weekly trade filter
compound_gains
msg #132487
11/13/2016 2:39:08 PM

Tugga82
a.) Can you explain the logic of the code/filter step by step if you don't mind?
I don't remember where, or I'd give credit, but I read a screen from somewhere that high volatility stocks that experience a sharp 1-day drop in volume can also experience a sharp volume reversal and price spike within a couple of days. Could be several reasons for that kind of volume pull-back. I just took the idea and worked with it.
b.) Are we trading the stocks with high volatility? Is that defined by the average daily range that they make here?
Yes, but I'm using historical volatility(100) as my volatility metric.
b.) Does this strategy have to be applied at the beginning of the week only? What are the variations there to enter the trade and will that change the hold time?
This system is designed as a 1-week, Monday to Friday window because that's the way I want to trade. You set the entry as a stop-limit order before Monday's open and it either hits or it doesn't. If it hits, then you use your trade management, but the trade is closed by the end of the week. I have no idea what the implications are for trading any other kind of time frame.
c.) Do you recommend holding the stock the entire week and what rules do you typically use to identify selling point?
Everyone needs to have their own trade management plan. My stops will change depending on how the trade is playing out, as will my exits. My plan is an initial stop loss of 6% if a trade hits and then adjust from there (up, never down). If a gain crosses 3% I'll often move to a breakeven stop to protect my capital. If a gain crosses 8% I'll often put in a 5% trailing stop and leave it. Any gain over 10% and I'll be seriously thinking about exiting. Again, any open trade is closed at some point on Friday.
d.) would it be okay to shortlist or even show stocks that have a price less than $10?
Don't know...you'd have to test it.

This is a set up that's easy to paper trade and I would suggest you do that for awhile before you put money on the line.

General Discussion · Filters not loading
compound_gains
msg #131568
9/28/2016 6:13:37 PM

Working fine @ 6:12 EST

Filter Exchange · A NEW ^VIX TRADING SYSTEM
compound_gains
msg #131434
9/22/2016 5:29:12 PM

http://seekingalpha.com/instablog/10211511-eli-mintz/3912076-like-a-feather-in-the-wind-vxx-and-contango

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