StockFetcher Forums · View by Author: mahkoh (1,059 messages) ·  [ Display By: Date / Subject ]<< 1 ... 102 103 104 105 106 >> 
Filter Exchange · THEE ABSOLUTE ((( BOTTOM ))) FILTER!
mahkoh
msg #99190
2/17/2011 5:56:16 PM

This is the Chetron debugged version for optionable stocks with decent volume so that most should have a reasonable spread. It did pick NVDA and GLW yesterday.

Fetcher[


/* ((( THEMIGHTYRIGGS ABSOLUTE BOTTOM FILTER ))) */

Weekly Williams %R(2) is above Weekly Williams %R(2) 1-day ago
and Weekly Williams %R(2) is below Weekly williams %R(2) 2-day ago
and Weekly RSI(2) is below Weekly RSI(2) 1-day ago

Draw Bollinger bands(50,.20)
Draw Bollinger Bands(10,.10)
Draw 3-day slope of Bollinger bands(50,.20)
Draw parabolic Sar
Draw Linear Regression Indicator(20)
Draw Bollinger bands(10)

Draw COG(5,3)
Draw Weekly RSI(2) line at 99
Draw Weekly RSI(2) line at 0
Draw FI(2) line at 0

/* NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

/* NORMALIZE RSI(2) */

set{RSval, INDPOSITION(RSI(2), 60) * 100}

/* NORMALIZE williams %r(2) */

set{wrval, INDPOSITION(williams %r(2), 60) * 100 }


/* DRAW THE MR CCIWLR CHART */

and draw adval on plot wrval
and draw rsval on plot wrval

Draw Bearpower on plot Bullpower
Draw Bullpower line at 0
Draw MACD(4,8)
Draw VMACDD line at 0
Draw Williams %R(20) line at 0
Draw Williams %R(20) line at -75

volume is above 100000
sort column 29 descending
chart-time 45-days
stock is optionable
Average Volume(30) above 1000000
close above 15
offset 3

set{WRSb,days(weekly RSI(2) is above weekly RSI(2) 1 day ago,100)}
set{WRSa,days(weekly RSI(2) is below weekly RSI(2) 1 day ago,100)}
set{WRSxWRS, WRSa - WRSb}
set{WWLb,days(weekly williams %R(2) is above weekly Williams %R(2) 1 day ago,100)}
set{WWLa,days(weekly Williams %R(2) is below weekly Williams %R(2) 1 day ago,100)}
set{WWLxWWL, WWLa - WWLb}

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}
set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}
set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{RSb,days(RSI(2) is above RSI(2) 1 day ago,100)}
set{RSa,days(RSI(2) is below RSI(2) 1 day ago,100)}
set{RSxRS, RSa - RSb}
set{WLb,days(Williams %R(2) is above Williams %R(2) 1 day ago,100)}
set{WLa,days(Williams %R(2) is below Williams %R(2) 1 day ago,100)}
set{WLxWL, WLa - WLb}

SET{VMACDD,MACD(4,8) histogram}
set{mhis,indposition(macd(4,8) histogram,60)}
set{mhist,macd(4,8) histogram}
set{mhisb,days(mhist is above 0, 100)}
set{mhisa,days(mhist is below 0, 100)}
set{hstxhst, mhisa - mhisb}
set{var1,count(macd(4,8) histogram 1 day ago < macd histogram(4,8),1)}
set{mhisp,days(var1 < .5,100)}
set{var11,count(macd(4,8) histogram 1 day ago > macd histogram(4,8),1)}
set{mhisn,days(var11 < .5,100)}

ADD COLUMN SEPARATOR
add column industry
ADD COLUMN SEPARATOR
add column adval
ADD COLUMN SEPARATOR
add column WRSXWRS
add column WWLXWWL
add column weekly RSI(2)
add column weekly Williams %R(2)
ADD COLUMN SEPARATOR
add column RSXRS
add column WLXWL
ADD COLUMN SEPARATOR
add column BLxBL
add column BRxBR
ADD COLUMN SEPARATOR
add column mhisp
add column mhisn
add column hstxhst
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR
]







General Discussion · Trade statistics breakdown
mahkoh
msg #99138
2/15/2011 2:03:49 PM

Bagsby, I'm getting curious. Would you care to share your "is this the one" filter?

Filter Exchange · IPO and Bankruptcy ReListing Filter!
mahkoh
msg #98935
2/6/2011 11:28:10 AM

I do not really see anything wrong. Today your first scan gives 801 results and your second 17. Your third filter is designed to return results that are true for both filters and it does indeed return 17.
I want to thank you for this filter though, it really comes in handy when using Interactive Brokers with Ninja Trader 7. For some reason NT7 does not read IB's exchange information and one has to manually import stock symbols for the different exchanges and assign them in NT7. Your filter allows me to create a list of new symbols every once in a while and add them to the database.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
mahkoh
msg #98928
2/5/2011 1:24:21 PM

Both 401K and the variation with ROC say: "sell IWM, buy MOO".

General Discussion · ROI(%) = 4,372,537%
mahkoh
msg #98899
2/4/2011 3:29:16 AM

Well done, Tony. Looking forward to the results.

Filter Exchange · Option Buyers
mahkoh
msg #98794
1/29/2011 6:57:29 PM

I have recently stumbled upon TRO's Bollinger/Keltner squeeze filter and believe this may be suitable for straddles. The filter's results should have lost some implied volatility as they have been trading in a narrow range. Once they break out rising IV will provide wind in the back for the option.

The thread and filter are to be found here:
http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=45538&qrid=&isiframe&isiframe=

Filter Exchange · Option Buyers
mahkoh
msg #98792
1/29/2011 5:22:49 PM

Offsetting your filter until a couple of weeks back does not really convince me that buying calls on the results will be profitable. To narrow down the results however may I suggest you paste this in your filter:

symlist(AA,ABX,AEM,AFL,AIG,AKAM,AKS,AMAT,AMD,AMGN,AMR,AMZN,ANF,AUY,AXP,BAC,BAX,BIDU,BMY,BP,BRCM,BX,CAM,
CAT,CHK,CIEN,CIT,CMCSA,CNX,COF,COP,CREE,CSCO,CVS,CX,DE,DELL,DOW,DTV,DVN,EBAY,EMC,F,FCX,GE,GG,
GILD,GNW,GPS,HAL,HBC,HD,HIG,HK,HOG,HPQ,IBM,INTC,IWM,JCP,JDSU,JNPR,JPM,KFT,KGC,LCC,LEN,LVS,M,MBI,
MGM,MON,MOS,MRVL,MS,MSFT,MU,NEM,NFLX,NLY,NVDA,ORCL,PBR,QCOM,QQQQ,RIG,RIMM,S,SD,SFI,SLB,SLW,
SNDK,SPY,STEC,STI,SU,T,TGT,TIVO,UNH,V,VALE,VLO,VVUS,VZ,WFC,WFMI,WFT,WHR,WYNN,X,XOM,YHOO,ZION)

These are some stocks that have relatively tight spreads for the near the money options.


General Discussion · video - Jim Rogers and inflation
mahkoh
msg #98789
modified
1/29/2011 3:15:45 PM

He sounds more out of breath than I've ever heard him before, hope it's because he had to run to make it in time for the interview.

Filter Exchange · FADING THE GAP STATISTICS FILTER
mahkoh
msg #98715
modified
1/23/2011 3:03:14 PM

Here is a modified MTC filter that can be used for the "buy at the close-sell at the open filter"
After all when playing this strategy I would not at all be interested in whether the gap is to be filled or not, the edge would be that the stock has a statistical tendency to gap up more often than to gap down. Run the filter and sort the gapratio column descending. The higher the better, sort ascending for "short at the close-cover at the open" strategy.

Note that MAabsgap(30) and absgap-6weekhigh are in percentage in this filter. The columns filluppct and filldnpct should officially be multiplied by 100 but I never bothered.

Fetcher[
/* gap fill statistics */
CLOSE between 3 and 35
AVERAGE VOLUME(90) ABOVE 1000000
CMA(absgap,30) above 0.8
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}
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
]









Filter Exchange · FADING THE GAP STATISTICS FILTER
mahkoh
msg #98705
1/22/2011 6:51:31 PM

Funny that there are 37 pages of posting without anyone coming up with this approach to the filter!
A thing to consider though: When selling at the open the spread can be quite large unless you trade highly liquid stocks. I used settings that look for stocks between 5 and 50 and avg 30 day volume above 3 million. The highest gappedup returned is 72 times out of 100, which would hardly qualify as a candidate in the regular use of the filter.
As a matter of fact when using the filter this way wouldn't you prefer stocks that gapped up but tend to NOT fill the gap afterwards?

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