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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
]







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.

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