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Filter Exchange · just another good filter
shelupinin
msg #37948
9/14/2005 4:53:08 AM

yepher, how did you do all those reports http://yepher.com/~yepher/shelupinin_05091200/report.html ?

Alex




Filter Exchange · just another good filter
shelupinin
msg #37947
9/14/2005 4:33:54 AM

to ssmike123: it's for long. sometimes every filter shows poor result, there is no exclusion, for last 2 day performance is really poor, but since this filter use rsi(3)<3 then after that condition stock will either go up very well or go down also very well, so the strategy to use this filter is "cut the looser, let the winners run", I guess 1-2% stop loss is OK.
Alex


General Discussion · favorite filter
shelupinin
msg #37926
9/13/2005 3:44:37 AM

My favorite:
Fetcher[set{dif,close - open}
set{diff2,dif / open}
set{prc, diff2 * 100}
set{raz,count(prc is above 5, 20)}
raz > 2
and rsi(2) is below 10
and P/E is above 30
and price is above 1
and volume is above 50000
]


Alex


Filter Exchange · just another good filter
shelupinin
msg #37915
9/12/2005 11:06:53 AM

below is just another example of filter for swing trading, 1-5 days holding period
Fetcher[
set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}
set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}
set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}
set{dif,close - open}
set{dif2,dif / open}
set{prc, dif2 * 100}
set{tim,count(prc is above 3, 40)}
tim > 2
rsi(3) is below 3
and cxm50 is below 20
and wrxwr is above -20
and e13xe26 is below -20
and price is above 1
and volume is above 50000
]


Alex



Filter Exchange · just another good filter
shelupinin
msg #37887
9/9/2005 3:35:22 AM

glider, just run filter and put "buy order" before marker open, it will be executed 9.30 a.m. next day, I guess the good idea for exit is to set 2% stop loss if stock moves down, and just sell it in 1-2 days if it goes up, what's all...try to backtest this filter with "cut the looser, let the winners run" strategy, I mean to backtest with 1-2% stop loss, 1-2 days holding period and no profit stop...
yepher, thanks for hint, I didn't know what. There are soo many "hidden" SF features which only few people know... How to know them all? Who knows about "opcl%" SF function?
Alex


Filter Exchange · just another good filter
shelupinin
msg #37859
9/8/2005 4:05:03 AM

This filter for swing trading, 1-5 days holding period
Fetcher[set{dif,close - open}
set{dif2,dif / open}
set{prc, dif2 * 100}
set{tim,count(prc is above 5, 40)}
tim > 2
and rsi(3) is below 3
and price is above 1
and average volume(30) is above 50000
]


Alex



General Discussion · Best tech man/woman on the forum?
shelupinin
msg #37843
9/7/2005 9:41:55 AM

by the way, about competition.... I guess it would be nice to start some competition here between filter performance .... Everybody may post own best filter according to backtesting and we'll see which one is best...seeing other's filters is good way to get fresh ideas about filter creation...
just my $0.02
Alex



Filter Exchange · Need help writing a filter for stocks like JDSU
shelupinin
msg #37832
9/6/2005 7:14:32 AM

see "flat horizontal channel" at "general discussion"


Filter Exchange · simple bottom fishing filter
shelupinin
msg #37816
9/5/2005 10:11:05 AM

just another example of "bottom fishing", but "fish" is floating to the surface
Fetcher[price dropped more than 30 % over the last 15 days
and close is above close 1 day ago
and close is above open
and price is above 1
and average volume(30) is above 50000
]


try to backtest with 1% stop loss, no profit stop and 1 day holding period
Alex



Filter Exchange · rsi(3)<3 tweaked
shelupinin
msg #37809
9/4/2005 3:53:43 PM

Hi!
below is just another filter based on rsi(3)<3, it uses some ideas from one of TheRumpedOne's filters
Fetcher[rsi(3) is below 3
and cxm50 is below 0
and wrxwr is above 0
and e13xe26 is below -20
and price is above 1
and average volume(30) is above 50000


set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}

and add column E13xE26 {E13xE26}
add add column WRxWR
and add column CxM50
add add column rsi(2)
add add column weekly rsi(2)

and draw RSI(2)
and draw ema(5)
and draw Williams %R(10)
and draw Parabolic SAR
and draw +di(14)
and draw -di(14)
and draw adx(14)
and draw di(14) difference
]


shows more than 300% ROI
Alex


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