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Filter Exchange · Need help with code
olathegolf
msg #105845
4/6/2012 10:33:26 PM

Fetcher[
symlist(TNA,TZA)
set{x,close/ma(5)}
add column x
]



Filter Exchange · Winning Strategy
olathegolf
msg #105569
3/20/2012 11:04:12 PM

Leavamit,

Nice filter. I tweaked it a bit to include liquidity criteria over 3 time periods. Min $/day set at $5M for each period. There are fewer hits but returns are still very good.

.........................................

Exit Setup
Stop Loss: N/A
Profit Stop: 2%
Trailing Stop Loss: N/A
Minimum Holding Days: 1
Maximum holding days: 3

Advanced Options
Selection Method: select by volume descending
Entry Price: close
Conditional Entry: No
Exit Price: open
Maximum Trades Per Day: 3
Maximum Open Positions: 3
Maximum Selected Stocks: 3
Close all OPEN positions: Yes

Fetcher[
stocks are not OTCBB
Stocks are not etf
Bollinger Width Oscillator(5,2) below -50 in last day
Day Position(0.05,1) below day position 3 days ago
do not draw day position (-1.00,5)
do not draw day position
set{liquidity1,average volume(90) * open}
set{liquidity2,average volume(30) * open}
set{liquidity3,average volume(10) * open}
liquidity1 > 5000000
liquidity2 > 5000000
liquidity3 > 5000000
and draw apo(5,2) > 0.085
and draw cmf(5) below 0 within last 3
and mass index(12) < 26.5
rsi(2) crossed below 1 within last 5 days
]




Test started on 12/31/2001 ended on 12/31/2003, covering 504 days
Filter used:
Trade Statistics
There were 149 total stocks entered. Of those, 149 or 100.00% were complete and or 0.00% were open.
Of the 149 completed trades, 128 trades or 85.91%resulted in a net gain.
Your average net change for completed trades was: 2.27%.
The average draw down of your approach was: -7.68%.
The average max profit of your approach was: 9.63%
The Reward/Risk ratio for this approach is: 4.12
Annualized Return on Investment (ROI): 409.14%, the ROI of ^SPX was: -2.07%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 128 times or 85.91% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 21 times or 14.09% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
Trade Statistics
There were 70 total stocks entered. Of those, 70 or 100.00% were complete and or 0.00% were open.
Of the 70 completed trades, 57 trades or 81.43%resulted in a net gain.
Your average net change for completed trades was: 0.93%.
The average draw down of your approach was: -6.26%.
The average max profit of your approach was: 6.54%
The Reward/Risk ratio for this approach is: 1.86
Annualized Return on Investment (ROI): 149.70%, the ROI of ^SPX was: 6.12%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 56 times or 80.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 14 times or 20.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/30/2005 ended on 12/31/2007, covering 502 days
Filter used:
Trade Statistics
There were 80 total stocks entered. Of those, 80 or 100.00% were complete and or 0.00% were open.
Of the 80 completed trades, 63 trades or 78.75%resulted in a net gain.
Your average net change for completed trades was: 1.79%.
The average draw down of your approach was: -6.53%.
The average max profit of your approach was: 8.82%
The Reward/Risk ratio for this approach is: 2.80
Annualized Return on Investment (ROI): 295.02%, the ROI of ^SPX was: 8.39%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 62 times or 77.50% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 18 times or 22.50% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/28/2007 ended on 12/30/2009, covering 505 days
Filter used:
Trade Statistics
There were 241 total stocks entered. Of those, 241 or 100.00% were complete and or 0.00% were open.
Of the 241 completed trades, 191 trades or 79.25%resulted in a net gain.
Your average net change for completed trades was: 1.94%.
The average draw down of your approach was: -9.10%.
The average max profit of your approach was: 9.84%
The Reward/Risk ratio for this approach is: 2.26
Annualized Return on Investment (ROI): 317.32%, the ROI of ^SPX was: -11.68%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 187 times or 77.59% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 54 times or 22.41% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/31/2009 ended on 12/30/2011, covering 504 days
Filter used:
Trade Statistics
There were 152 total stocks entered. Of those, 152 or 100.00% were complete and or 0.00% were open.
Of the 152 completed trades, 127 trades or 83.55%resulted in a net gain.
Your average net change for completed trades was: 1.46%.
The average draw down of your approach was: -6.24%.
The average max profit of your approach was: 7.85%
The Reward/Risk ratio for this approach is: 2.27
Annualized Return on Investment (ROI): 245.13%, the ROI of ^SPX was: 5.70%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 122 times or 80.26% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 30 times or 19.74% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Filter Exchange · 469% from 3/1/2007 to 2/29/2012
olathegolf
msg #105232
3/3/2012 10:55:13 AM

What are your entry and exit rules?
Need to define under Backtesting - Exit and Advanced Options.


General Discussion · POLITICS GOES HERE
olathegolf
msg #104990
2/15/2012 12:59:53 PM

In my Inbox:

The Government Wants to Steal Your 401k
By Teeka Tiwari - Creator: ETF Master Trader

4.3 Trillion dollars sits in our nation's 401k Retirement Plans. Itís too big a temptation for the Federal government to ignore, and we may be on the verge of a full scale attack against our citizens' privately held wealth.

I'll get to the details of that in a moment. For the benefit of our foreign readers, a 401k is a retirement plan. The advantage of a 401k is that all money put into it can be taken as a tax deduction against your income. So, in effect, the government subsidizes a good portion of your retirement savings. This is one of the greatest gifts the Federal government has ever given us, because our money is allowed to compound completely tax free!

Now it's not all gravy -- you can't touch this money until you are 59 1/2, and when you start pulling money out you are taxed at ordinary income levels. This is regardless of whether your gains came from long term capital gains or dividend income. At this time, ordinary income rates are, generally speaking (depending upon your tax bracket), higher than capital gains rates and dividend income rates.

So the government gets their money in the end, which is why these are considered tax deferred plans, not tax free plans.

The advantage for the saver to contributing to a 401k is that contributions are tax deductible, meaning they get to grow their money for decades without the relentless performance drag of having to pay capital gains and dividend income tax each year.

This means that the government is providing you with an ongoing interest free loan for the life of your 401k. This "loan" allows you to compound more money... faster... for free. You are using other peoples' money (OPM) -- in this case the government's money -- to boost your gains.

For years this has been a phenomenal wealth creation tool for everyday Americans, but this great gift could be under serious threat.


The Unions Want Your Money

The unions have a problem: They have massive pension obligations that are woefully under funded. Some reports indicate that their pension funds are only 62% funded, with total shortfalls approaching $165 billion.

Their approach is to convince the government to take custody of ALL 401k assets and effectively nationalize them into a government guaranteed annuity that will pay about 3%. That's a rate that will guarantee that you lose money after inflation.

One of the largest contributors to the Obama cause is the Services Employees International Union (SEIU). They are the "face" organization behind this plan to centralize America's savings into "Guaranteed Retirement Accounts" (GRA's).

Now, guess where those 4 trillion 401k dollars will end up being invested?

The recipient of all this largesse will be US treasuries. This is a triple win for the Obama administration, the Federal government, and the unions:

The unions get to bail out their under funded pension funds by delivering guaranteed returns which, as measly as they are, are better than zero returns. The democrats get to return the favor back to the unions for their long term support. And the Federal government gets to use our money to help fund the federal deficit.

The sales pitch being used is that this should be done to save Americans from the "emotional ups and downs" of the stock market! How galling is that?

But even if this nationalization effort fails to pass, savers are still being assaulted by the Obama administration.

Let me explain...

In the most recent budget, the President is proposing restricting the amount of money investors can put into 401k's! The President's administration apparently feels that the best way forward is to PUNISH SAVERS!

Not only that, but we also saw that the President wants to boost dividend taxes from the current 15% to a whopping 40%! The actual top bracket with the inclusion of the Obama Care tax will be 43.5%. Oh, but don't worry, because this is just for those evil blood suckers making $250k a year.

Let me tell you something, depending upon where you live, $250k is not a lot of money. Even if you live in a low cost area of the country, $250k does not make you one of the glittering rich.

You might not be rich right now, but it is every American's right to strive to become rich if they so desire. That's a big part of the American dream -- work hard, build a business, live beneath your means and enjoy the fruits of your labor. It is precisely that striving for personal greatness that makes our entire country great.

Why should the entire nation be held to the standards of people who can't make good decisions for themselves? It is not only wrong, but it is destructive to our way of life. We are a people that firmly believe in the right to determine the direction of our own lives. We don't need a bunch of narrow minded Washington pukes telling us what's good for us.

It is not unimaginable that this legislation will pass, because crazier things have happened in our country's history. For instance, back in 1933 under Executive Order 6102, all privately held gold was confiscated by the US government.

You were compelled to sell your gold to the Federal Reserve for $20 an ounce under penalty of 10 years in prison. The Federal Reserve then promptly sold the bulk of the gold for $35 an ounce to the Europeans while pocketing the difference.

What's to say that they won't do the same thing with our 401ks?


General Discussion · how to filter out stocks with little price movement
olathegolf
msg #104970
2/13/2012 11:10:51 PM

Fetcher[
/*Count the Number of Occurrences Exceeeding the Target Rise or Target Fall*/
Average Volume(30) above 500000
Close above 5
set{HO,High - Open}
set{OL,Open - Low}
set{HOratio,HO / Open}
set{OLratio,OL / Open}
set{TargetRise,0.02}
set{TargetFall,0.02}
set{HOcount,count(HOratio above TargetRise,90)}
set{OLcount,count(OLratio above TargetFall,90)}
Add column HOcount
Add column OLcount
Sort column 5 descending
]



General Discussion · how to filter out stocks with little price movement
olathegolf
msg #104969
2/13/2012 10:45:44 PM

Fetcher[
/*Count the Number of Occurrences in the Last 90 Days where the Daily Range Exceeds the Range% Criteria*/
Average Volume(90) above 200000
Close above 5
set{DR%Target,5}
set{kountaboveDR%,count(Day Range above DR%Target,90)}
add column kountaboveDR%
sort column 5 descending
]



General Discussion · POLITICS GOES HERE
olathegolf
msg #104903
2/10/2012 2:12:51 PM

"idolize the few and hate the many." Really? I'm not seeing that one.

General Discussion · WISHLIST FOR STOCKFETCHER IN 2012
olathegolf
msg #104160
1/2/2012 12:16:01 PM

2. Introduce a DATE function that would let users call back to a specific date in filters rather than having to update "offset" or "days ago" functions every day.
---------------------
I believe this is available.

Syntax:
date offset 10/20/2011

General Discussion · Is a bottom in?
olathegolf
msg #102833
10/5/2011 11:00:46 PM

Take a look at the MACD(12,26,9) on the monthly S&P500 charts. Crossovers pretty accurately call the longer term trend. A good opportunity for the shorts.

Filter Exchange · PEG Ratio formula
olathegolf
msg #100451
modified
4/28/2011 2:17:21 AM

Fetcher[
set{var1,ROE last 3 months minus ROE}
set{var2, var1 divided by ROE}
set{var3, PE ratio divided by var2}
add column var3
show stocks where var3 is above 0

volume(60) above 300000
sort column 5 descending
]



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