StockFetcher Forums · View by Author: (146 messages)  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 15 >> 
Filter Exchange · Back-test this filter please
msg #155355
1/18/2021 5:25:58 PM

If there are no volunteers, you can cut out these lines:

close > 5
average(30) day volume above 500000

(the current version offers no hits) and use the Fetcher "Filter Performance" tool to check it,

Here are the results as of today using the default 68-day Change Offset setting:

1 days -16.98%
2 days -7.5%
3 days -1.11%
4 days -12.88%
5 days -9.59%
23 days -16.4%
48 days 21.52% 5
to current day 32.24%

Filter Exchange · Squeez Filter
msg #154241
10/8/2020 9:53:49 PM


Go to YouTube and do a search for "ttm squeeze."

You'll find a number of informative videos; some linked to specific racing platforms (thinkorswim), others generic.

All are applicable to this type of charting.

Filter Exchange · Need advice on Bollinger Width
msg #153482
8/9/2020 1:33:21 AM might also try adding the "ttm squeeze" to the models above and playing with the results...

add column momo
draw momo

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

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

Filter Exchange · Win Rate
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
msg #152541
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:

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

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
msg #152535
6/7/2020 10:00:22 AM

Downloadable version here;

...and detailed information on its use here:

Filter Exchange · Very Simple Stoch Filter for the current market. But.....
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.....
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.....
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...?

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