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Filter Exchange · importing csv files
mahkoh
msg #100282
4/16/2011 4:16:11 PM

I recently created a csv file of stocks with high institutional ownership using finviz.com. I open the file in excel, copy the column that contains the symbols and paste these symbols into the symlist of a filter in SF.
Now if I want the filter to work I need to manually add a comma after every symbol in the symlist.
I believe there must be an easier way to do this, after all csv stands for "comma seperated value"?
Can anyone help me out? I use excel starter that came with my computer but would not mind switching to Open Office if my version of excel doen't support this.

Filter Exchange · FADING THE GAP STATISTICS FILTER
mahkoh
msg #100004
3/30/2011 5:25:01 PM

The modified TRO filter I posted on jan 23 shows the average gap in percent in the column MA absgap. However this average consists of both gaps up and gaps down and I have not yet figured out whether it is possible to seperate them.

Filter Exchange · THEE ABSOLUTE ((( BOTTOM ))) FILTER!
mahkoh
msg #99939
3/27/2011 2:49:28 PM

StockStalker
msg #99660
- Ignore StockStalker
modified 3/14/2011 4:40:30 PM

mahkoh,
so that means the filter is already sorted the best way possible? if i understand you correctly?

StockStalker

I haven't figured this out yet myself. What I noticed is that this filter generates stocks that are in a bottoming process. I am specifically interested in those that are done bottoming and moving up. What I do is download the csv file and make a symlist out of it for another filter that I run the next day. Something like :"show stocks where close is above the high 1 day ago" or " show stocks where close is 2 % above the open". That will leave you with the ones that are moving up.


Filter Exchange · /* THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/
mahkoh
msg #99920
modified
3/26/2011 6:23:32 PM

Maybe this modified fading the gap filter is indeed more suited to trade gaps overnight

Fetcher[
/* gap fill statistics */
CLOSE between 5 and 99
AVERAGE VOLUME(90) ABOVE 500000
CMA(absgap,30) above 1
absgap 30 day high below 30



set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgapz, abs(Xgapped)}
set{absgapx,absgapz/close 1 day ago}
set{ absgap,absgapx*100}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gapup100f
set {filluppct , gapup100f/gappedup100}
an add column filluppct

and add column gapfilled

and add column gappeddn100
and add column gapdn100f
set {filldnpct , gapdn100f/gappeddn100}
an add column filldnpct


and add column cma(absgap, 30)
and add column absgap 30 day high
and add column industry
/* SELECTION CRITERIA */


/* SORT CRITERIA */

SORT COLUMN 15 DESCENDING

set{gapratio , gappedup100/gappeddn100}
add column gapratio
]



The gapratio tells you how many times the stock gapped up for every gap down during the last 100 days. Filldnpct tells you your chances of getting out at breakeven in case it does gap down. If you want to be "market neutral" you can as well select a few with a low gapratio to short at the close. In that case Filluppcnt is the column to look at for your chances if it does gap up.

absgap- 6 weekhigh is also a column to watch, this is the highest gap during the last 30 days. A large gap up or down ofcourse will have an impact on your average gap column.

There's one thing I would like to adjust in this filter: The MA(absgap30) column shows the average gap in % during the last 30 days. This value however is the average value of gaps up and gaps down. I would like to have 2 seperate columns for the up and down gaps. If anyone has ideas on how to accomplish this I would appreciate it.








Filter Exchange · /* THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/
mahkoh
msg #99886
modified
3/25/2011 5:48:35 PM

TRO I'm trying to get a grasp of this strategy. If I understand correctly you sell at the open if it gaps up and if it gaps down the odds are strongly in your favor that at some point during the day it will trade near your entry and you can exit at least at breakeven.
It might be an idea to have a column that tells you which of the candidates has the best record of gapping up since this is where you make your money. And another one, maybe even more important, in case the stock gaps down, at which point the odds are no longer in your favor that it will move back up to your entry point. This would be helpful in selecting the place for a stop-loss. The first column isn't that difficult, I could borrow that from your fading the gap filter, but the latter is a bigger challenge that goes beyond my coding skills. Do you think that can be done?
And if not, would you give us some insight on where you would want to place a stop-loss? (assuming you use one)

Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms
mahkoh
msg #99745
3/17/2011 6:24:45 PM

I agree that SPX-VIX paints a far more clearer picture then SPY-VXX. Action in VXX has just been pathetic eversince its inception.

Filter Exchange · THEE ABSOLUTE ((( BOTTOM ))) FILTER!
mahkoh
msg #99645
3/13/2011 4:28:20 PM

Stock stalker,

The top three lines are the whole filter, the rest are things to sort by.
I haven't found the setting that delivers just winners but I did notice that once the price gets above the previous day's high you have a good chance that it is going to be one.







Filter Exchange · Volume Strength Filter producing a Contradiction
mahkoh
msg #99387
2/24/2011 6:50:22 AM

Not sure whether this is what you are looking for but it does work

Fetcher[
set {VolStrength1, Avg Vol(10)}
set {VolStrength2, Volume / VolStrength1}
set {VolStrength, VolStrength2*100}
add column VolStrength {VOL-STRENGTHl}
show stocks where VolStrength has been above 250 for 1 week
draw VolStrength
]



Filter Exchange · * * * close / open * * *
mahkoh
msg #99341
2/22/2011 4:37:19 PM

I believe placing a buy stop just above the previous day's high is a sensible entry point and have tried to code this into backtesting without success. I used " price above high 1 day ago ", any of you have a clue as to what the proper code would be?

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
mahkoh
msg #99339
2/22/2011 4:15:34 PM

ROC 401K filter directed me back to IWM, so I sold MOO at market close on Friday. This morning I decided to not rush into IWM but stash the cash in SLV. Just for fun I decided to add SLV to the symlist and run the filter and guess what..


Fetcher[
symlist(iwm,vwo,vnq,moo,agg,tlt,uup,slv,gld)

add column weekly roc(13,1) {3 month performance}
sort on column 5 descending
]







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