StockFetcher Forums · View by Author: mahkoh (1,059 messages) ·  [ Display By: Date / Subject ]<< 1 ... 102 103 104 105 106 >> 
General Discussion · option volume
mahkoh
msg #98703
1/22/2011 3:41:42 PM

www.livevol.com gives away free trials for a limited time. I do not know how long the trial lasts, I do know that signing up for real is pricey. You could also start following twitterers like optionradar and tradeticket on www.stocktwits.com

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
mahkoh
msg #98656
1/19/2011 5:42:14 PM

401K filter says replace IWM with MOO

General Discussion · TRO Fade the gaps for next week
mahkoh
msg #98622
1/17/2011 4:57:22 PM

Nice extra touch, the avg % move after gapping.

Filter Exchange · BEAR FILTER HELP
mahkoh
msg #98620
modified
1/17/2011 4:14:43 PM

As I see it the filter above looks for stocks that are short term oversold (rsi < 10) and which have been up over 5 % three times or more during the last 20 trading days. The opposite would be down 5 % three times or more during this period and overbought.

Fetcher[
set{ClOp,close - open}
set{x1,clop / open}
set{pct, x1 * 100}
set{y,count(pct is below -5, 20)}
y > 2
and rsi(2) is above 90
and price is above 5
and volume is above 100000
]



Personally I wouldn't rush into shorting everything this filter comes up with.

Filter Exchange · SF 2.0 CHART Question
mahkoh
msg #98611
1/16/2011 3:26:23 PM

Fetcher[
set {range1, High + Low}
set {true_range, range1 / 2}
set {body1, Open + Close}
set {real_body, body1 / 2}
set {close1, close}
set {TStrength, close - real_body}
Show stocks where close > real_body
and real_body > true_range
add column close1
add column real_body
add column true_range
add column TStrength
sort column TStrenght descending

draw close1 on plot real_body
]



One question: Sorting the TStrength value sets all the stocks with high $ value on top. Should you not do something like divide Tstrength by the close to get a more relative value ?

General Discussion · Drawing price line using a variable
mahkoh
msg #98494
1/7/2011 6:50:07 PM

Sorry I cannot help you but this post has finally got my pivot filter with lines on the chart working. Thanks a lot!

Fetcher[
symlist (spy)


set{mh,high 22 day high 5 days ago}
set{ml ,low 22 day low 5 days ago}
set{cl ,close 5 days ago}

and draw price line at mr1
and draw price line at mr3
and draw price line at mr2
and draw price line at ms3
and draw price line at ms2
and draw price line at mpp
and draw price line at ms1

set{mp1,cl + mh}
set{mp,mp1 + ml}
set{mpp,mp/3}

set{mr1x,mpp*2}
set{mr1,mr1x - ml}
set{ms1,mr1x - mh}

set{mrange,mh - ml}
set{mr2,mpp + mrange}
set{ms2,mpp - mrange}

set{m2r,mrange*2}
set{mr3,mpp + m2r}
set{ms3,mpp - m2r}

and add column ms3
and add column ms2
and add column ms1
and add column mpp
and add column mr1
and add column mr2
and add column mr3
]







General Discussion · draw pivot lines
mahkoh
msg #98467
1/6/2011 2:19:50 PM

duke56468
msg #98462
- Ignore duke56468 1/6/2011 12:37:22 PM

mahkoh .....How are you using this filter? Thx


Duke, it is not really a filter. I paste it into the global filter under "settings". Now if I use one of my filters with the global filter the pivot values appear as columns above the chart and I can see whether the stock is trading near pivot support or resistance. Suppose a filter comes up with some stocks that may bounce, I would pick those that are close to pivot support. When filtering for stocks to short I prefer the ones that are trading near pivot resistance.

I found that the date offset does not really work, so I use the filter below and every day add one to the days ago. Manually offseting the date has also made it possible to add the weekly pivots, otherwise those would be affected by the "static" date offset.

Fetcher[
set{mh,high 22 day high 4 days ago}
set{ml,low 22 day low 4 days ago}
set{cl,close 4 days ago}


set{mp1,cl + mh}
set{mp,mp1 + ml}
set{mpp,mp/3}

set{mr1x,mpp*2}
set{mr1,mr1x - ml}
set{ms1,mr1x - mh}

set{mrange,mh - ml}
set{mr2,mpp + mrange}
set{ms2,mpp - mrange}

set{m2r,mrange*2}
set{mr3,mpp + m2r}
set{ms3,mpp - m2r}

set{wp, weekly high 1 week ago + weekly low 1 week ago}
set{wp1,weekly close 1 week ago + wp}
set{wpp, wp1/3}

set{wr1x,wpp*2}
set {wr1,wr1x-weekly low 1 week ago}
set {ws1,wr1x-weekly high 1 week ago}

set{range,weekly high 1 week ago - weekly low 1 week ago}
set {wr2,wpp + range}
set {ws2,wpp - range}

set {2r,range*2}
set {wr3,wpp + 2r}
set{ws3,wpp - 2r}

and add column ws3
and add column ws2
and add column ws1
and add column wpp
and add column wr1
and add column wr2
and add column wr3

and add column ms3
and add column ms2
and add column ms1
and add column mpp
and add column mr1
and add column mr2
and add column mr3
]



During the weekends I use the filter below which shows next week's weekly pivots.

Fetcher[
set{mh,high 22 day high 0 days ago}
set{ml,low 22 day low 0 days ago}
set{cl,close 0 days ago}


set{mp1,cl + mh}
set{mp,mp1 + ml}
set{mpp,mp/3}

set{mr1x,mpp*2}
set{mr1,mr1x - ml}
set{ms1,mr1x - mh}

set{mrange,mh - ml}
set{mr2,mpp + mrange}
set{ms2,mpp - mrange}

set{m2r,mrange*2}
set{mr3,mpp + m2r}
set{ms3,mpp - m2r}

set{wp, weekly high + weekly low}
set{wp1,weekly close + wp}
set{wpp, wp1/3}

set{wr1x,wpp*2}
set {wr1,wr1x-weekly low}
set {ws1,wr1x-weekly high}

set{range,weekly high - weekly low}
set {wr2,wpp + range}
set {ws2,wpp - range}

set {2r,range*2}
set {wr3,wpp + 2r}
set{ws3,wpp - 2r}

and add column ws3
and add column ws2
and add column ws1
and add column wpp
and add column wr1
and add column wr2
and add column wr3

and add column ms3
and add column ms2
and add column ms1
and add column mpp
and add column mr1
and add column mr2
and add column mr3
]



I would have liked to draw the values as horizontal lines but don't think that is possible. It would likely blur the chart anyway.
It does use up a lot of the columns that are at your disposal.








General Discussion · Online Brokerages
mahkoh
msg #98383
modified
1/3/2011 3:08:26 PM

Pitt, I wonder what you mean with 8-10 delta? Is it 0.08 to 0.10 delta value in IB columns?
I have been trading condors for a while but found that you if have some winners you only need one loser to get back to zero.

Oh and one point for IB: You can withdraw funds once a month without being charged a fee.

General Discussion · Variance on Opening Prices
mahkoh
msg #98349
1/1/2011 8:04:04 AM

As far as I know freestockcharts works only with quotes from BATS exchange, this will likely be less reliable.
Did you use Ninja Trader linked to IB or with Kinetic data?
I once had an issue over a quote with a broker and they said the Bloomberg Terminal on Bloomberg.com is the one that is considered accurate.

Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms
mahkoh
msg #98320
12/30/2010 11:00:49 AM

Well, VXX back down and ROC turned south just before touching zero. I am thinking of combining this filter with the 401K filter (PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS). If the VXX/SPY filter tells you to go long SPY, run the 401K and buy what that filter advises.

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