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Filter Exchange · Need advice on Bollinger Width
jimvin
msg #153482
8/9/2020 1:33:21 AM

...you might also try adding the "ttm squeeze" to the models above and playing with the results...

set{momo,cema(momentum(16),5)}
add column momo
draw momo
plottype{momo,zerobar}


Filter Exchange · DARVAS BOX
jimvin
msg #153347
modified
8/1/2020 2:29:02 PM

Link to Darvas' book; downloadable in PDF format (virus free; no login, no subscription required...):

http://0104.nccdn.net/1_5/2d1/36f/0ee/How-I-Made-2-Million-in-the-Stock-Market_klse2u.pdf


Filter Exchange · Win Rate
jimvin
msg #152612
6/11/2020 9:55:57 PM

Leaving out the big boys from previous generations (Jesse Livermore, Nicholas Darvas) the fairly recent crop of BMOCs (yes, the vast majority are dudes) have a win rate of around 60%. (I did a study of the win-records of the heavy-weights in grad' school 20 years ago). I bested them in the 6-months before the 2000 mega-meltdown, but that was living in the Land of Oz.
Since then I've come close to 80% in short sprints of a few months, but as the last 2-days show, its very difficult to sustain that record over any significant stretch of time....
Validea Capitol Management, an investment firm HQ'd at Tyson's Corner (Va.) offers "A Digital Advisor that Invests Using the Strategies of Wall Street Legends"; you might check with them to see their win-rate baseline.
(Disclosure: I have neither an account, nor employment history with that organization, nor any other interaction with them other than noticing the building they reside in when, on rare occasion, I visit the near--by shopping mall).
In any case, I wish you luck in your quest; please keep us posted on the resutls -




Filter Exchange · McGinley Dynamic Indicator
jimvin
msg #152541
modified
6/7/2020 2:50:46 PM

"...never give in, never give in, never, never, never, never-in nothing, great or small, large or petty - never give in except to convictions of honour and good sense." - Winston Churchill

So, with that admonition in mind, here's a site with 2 coding examples to chose from:

https://www.tradingview.com/scripts/mcginley/

...and one from ninja trader that is downloadable.

https://ninjatraderecosystem.com/user-app-share-download/mcginley-dynamic-indicator/

Disclosure: I haven't tried any of these and can't write code with a flame thrower held to my head, so these examples are for informational purposes only...

Filter Exchange · McGinley Dynamic Indicator
jimvin
msg #152535
modified
6/7/2020 10:00:22 AM

Downloadable version here;

https://www.mql5.com/en/code/20179

...and detailed information on its use here:

https://www.dittotrade.academy/guides/mt4-indicators-guide/using-mt4s-mcginley-dynamic-indicator-to-generate-trading-signals/

Filter Exchange · Very Simple Stoch Filter for the current market. But.....
jimvin
msg #151941
4/27/2020 10:47:04 PM

Since ADX is the favored filter for refining selections, I suggest refining the tracking by breaking the picks into 2 groups: those above (25+) and those stocks identified above and below (24-) the suggested minimum to see how each set performs...

Filter Exchange · Very Simple Stoch Filter for the current market. But.....
jimvin
msg #151907
4/25/2020 11:29:45 PM

Many thanks to (Mr. or Ms.) Schumacher and (the same appellation as appropriate) Snappyfrog for their efforts; I'll give the modified model a fair shot for a while and report on results...

Filter Exchange · Very Simple Stoch Filter for the current market. But.....
jimvin
msg #151898
4/25/2020 12:03:52 AM

First, thanks.

Fetcher[slow stochastics crossed above 20
fast stochastics is above slow stochastics
price is between 0.5 and 10
average volume(20) is above 250000
close is above open
]



Next, is there a secondary confirmation that you use to winnow down the candidates, for example, confirmation of an upward move by 2 consecutive days of gains...?

Filter Exchange · SUPER NOVA BULLISH...PLEASE COMMENT FREELY
jimvin
msg #151171
3/11/2020 8:43:17 PM

Since comments are free...(although sometimes leading to flames)..I added some of my preferred parameters. Now let the flaming begin...

Fetcher[show stocks where market is not otcbb
market is not etf
price is between 2 and 20
avgvol(30) above 300000

close gained less than 9 percent over the last 5 days
and price is between 2 and 20
average day range is above 8

set{w%m, weekly atr(8)/ weekly ma(8)}
and w%M above 0.09
and w%M below 0.3
and add column w%m

set{ DayChg1 , close - close 5 days ago }
set{ DayChg2 , DayChg1 / close 5 days ago }
Set{ 5DayPctGain, DayChg2 * 100}
add column 5DayPctGain
and sort column 5 descending
Set{5DaysAgoPrice, close 5 days ago}
and add column 5DaysAgoPrice
]




Filter Exchange · My Version of Steve Primo Strategy 8 Filter (Long Only)
jimvin
msg #148563
7/17/2019 8:40:53 PM

Comments...not criticisms...for what they're worth:
1st Comment: Well...it isn't the longest filter ever posted, but it's a good runner up.
2nd Comment: Looks promising, but given the simple rules to follow, there's a LOT of additional data shown; ("SORT COLUMN 30 DESCENDING" kind of points to that).
3rd Comment: Difficult to read the details even when I view the charts individually; cutting the time to 30 days helps a lot after getting the movement overview.
4th Comment: If this works, you'll save us a lot of money; Steve-a-rino's courses aren't cheap.
5th Comment: Of course, Thanks!


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