StockFetcher Forums · View by Author: snappyfrog (185 messages) ·  [ Display By: Date / Subject ]<< 1 ... 5 6 7 8 9 ... 19 >> 
Filter Exchange · Alpha Filter based on Ron Groenke Visions V
snappyfrog
msg #146556
2/13/2019 10:11:10 PM

SAFeTRADE, from what I understand Ron only would want to "take action" when ta equals 1 and there has been 3 up days. So, I have added the following lines so as not to have to look through 500 hits:

ta > .99
up > 2.99

Average Volume(30) > 1000000
volume > 1000000
close is between 3 and 50
optionable
close > ema(4)
/* Only look at ones where "tai" has crossed below line 10*/

Fetcher[
set{bla, high 52 week high - low 52 week low}
set{blb, bla * .25}
set{bl, low 52 week low + blb}

set{bra, bl - close}
set{brb, 10 * bra}
set{brc, brb / blb}
set{m10, ma(10)}
set{cls, close}
set{cls2, close}
set{cls3, close}
set{m20, ma(20)}
set{m15, ma(50) * 1.05}
set{m95, ma(50) * .95}
set{taa, ma(50) * 2}
set{tab, taa - close}
set{tac, ma(50) / tab }
set{tad, tac + 1}
set{tai, brc * tad}

set{pointb1, bla * .125}
set{pointb, bl + pointb1}

set{pointc, low 52 week low + pointb1}

set{gr, count(tai above 10,1)}
set{ta, count(tai between -5 and 10,1)}
set{wait, count(tai between -10 and -4.9,1)}
set{bad_idea, count(tai below -10,1)}

set{abvpc,count(close is above pointc,20)}

set{cabvpc, count(close > pointc,1)}
set{cblopb, count(close < pointb,1)}
set{in_zone, cabvpc * cblopb}

set{upa, count(close > close 1 day ago,1)}
set{upb, count(close > close 2 days ago,1)}
set{upc, count(close > close 3 dsys ago,1)}
set{upd, upa + upb}
set{up, upd + upc}


set{g2, up * 10}/*days up * 10*/

set{g3, in_zone * 30}/* within Pointb and pointc * 30 will be either 0 or 30*/
set{g4, abvpc + g3}/*days between pointb and pointc + 30 or 0*/
set{g4a, 2 * g4}/*2 * # of days between pointb and pointc */
set{g5, g2 + g4a}/* 10 * # of days up + 2 * # of days between pointb and pointc */
add column separator
add column up{days_up}

add column g2
add column g3
add column g4
add column g4a{gold}




s&p 500

draw bl on plot price
draw ma(50)

draw tai line at 10
draw tai line at -5
draw tai line at -31
draw tai line at -50


/* draw brc line at 10
draw brc line at 5*/

draw cls on plot m10
draw m15 on plot m10
draw m95 on plot m10

draw pointc on plot price
draw pointb on plot price

draw m20 on plot cls3
draw low 52 week low




add column bl{buy_limit}
add column brc{buyrank}
add column separator
add column tai

add column gr{get_ready}
add column ta{take_action}
add column wait
add column bad_idea
add column separator

draw Slow Stochastics Fast %K(13,3,3)

set{vxxc, ind(vxxb,close)}
set{vixc, ind(^vix,close)}
set{vxvc, ind(vxv,close)}
set{spyc, ind(spy,close)}
set{spxl, ind(spxl,close)}
set{vix3, ind(^VIX3M,close)}
set{ijrc, ind(ijr,close)}
set{iefc, ind(ief,close)}

set{vxvvix, vxvc / vixc}
set{vixavg, cema(vxvvix,5)}
set{vxvvxx, vxvc / vxxc}
set{vxxavg, cema(vxvvxx,5)}

set{ijrief, iefc / ijrc}
set{ijriefavg, cema(ijrief,5)}



set{riskon, count(vxvvxx > or = to vxxavg,1)}
set{riskof, count(vxvvxx < or = to vxxavg,1)}

set{risk_on, count(vxvvxx crossed above vxxavg,1)}
set{risk_of, count(vxvvxx crossed below vxxavg,1)}
draw vxvvxx on plot vxxavg
draw ijrief on plot ijriefavg
draw riskon
draw riskof

chart-length 50 days

ta > .99
up > 2.99

Average Volume(30) > 1000000
volume > 1000000
close is between 3 and 50
optionable
close > ema(4)
/* Only look at ones where "tai" has crossed below line 10*/
]

Filter Exchange · Simple filter for long term option trades
snappyfrog
msg #146543
2/13/2019 8:02:52 AM

Added Fisher Transform as secondary conformation.

Fetcher[
apply to symlist(GE,AMD,F,CHK,USO,NOK,SIRI,RIG,SWN,SNAP,CZR,S,FCX,ABEV,RF,JCP,CLF)

and draw Stochastic %K(40,40,4)
and draw EMA(13)
set{fisher_1ago, Fisher Transform(8) 1 day ago}
draw Fisher Transform(8)
draw fisher_1ago 1 day ago on plot Fisher Transform(8)
chart-length is 2 months
]



Filter Exchange · Alpha Filter based on Ron Groenke Visions V
snappyfrog
msg #146531
2/12/2019 7:25:55 AM

Thanks SAFeTRADE

Filter Exchange · Alpha Filter based on Ron Groenke Visions V
snappyfrog
msg #146528
2/11/2019 6:34:59 PM

I may have missed it in the code, but what is the "v" angle calculation? Is it the same degrees or does it vary? TIA

General Discussion · CLUNO
snappyfrog
msg #146502
2/10/2019 8:31:37 AM

Nice concept. They seem to be doing well raising cash.

Filter Exchange · KST (know sure thing)
snappyfrog
msg #146486
2/9/2019 4:06:01 PM

Thanks Cheese. I see what you mean. It may be that I have a different smoothing on this line:

set{KST_Sig,cma(KST_S10c,20)}

I was playing with different smoothing periods to try to make it less jagged.

Thanks again.

Filter Exchange · KST (know sure thing)
snappyfrog
msg #146479
2/9/2019 11:34:00 AM

My understanding is that each of the ROC needs to have a multiplier. I have changed this filter somewhat and included the multipliers.

Fetcher[market is not otcbb
market is not etf
price > 5
Average Volume(30) > 1000000

set{KST_smooth10,roc(10,10)}
set{KST_smooth15,roc(15,10)}
set{KST_smooth20,roc(20,10)}
set{KST_smooth30,roc(30,15)}

set{KST_S10,KST_smooth10 * 1}
set{KST_S15,KST_smooth15 * 2}
set{KST_S20,KST_smooth20 * 3}
set{KST_S30,KST_smooth30 * 4}

set{KST_S10a,KST_S10 + KST_S15}
set{KST_S10b,KST_S20 + KST_S30}
set{KST_S10c,KST_S10a + KST_S10b}
set{KST_S10d,cma(KST_S10c,9)}

set{KST_Sig,cma(KST_S10c,20)}

draw KST_Sig on plot KST_S10d

KST_S10d > KST_S10d 1 day ago
]



Filter Exchange · KSK8 Alternate Long Filter
snappyfrog
msg #146355
1/31/2019 2:33:32 PM

I just like dissecting filters and seeing if I can make them work both ways and if there is truly any value. You are correct that stocks fall faster than they climb normally. But, I like to be able to make money in any market.

I am not one that is "looking forward" to your long filters, but will gladly pick it apart to see if there is anything I can use that fits my style of of swing trading stocks and options.

General Discussion · Need help with what I think should be a simple filter
snappyfrog
msg #146339
1/30/2019 10:38:10 PM

My changes to this filter to get more hits, make it optionable and results are still very good.

Fetcher[
/*My alternate filter by JohnT328*/
/*https://www.stockfetcher.com/forums/General-Discussion/Need-help-with-what-I-think-should-be-a-simple-filter/146318*/

optionable
Price > EMA(7)
Price < EMA(17)
RSI(14) has been below 50 within the last 12 days

Exchange is not OTCBB
exchange is not ETF
volume is above 1000000
price is between 3 and 200
Historical Volatility(100,1) is below 65
add column Historical Volatility(100,1)
]




Filter Exchange · KSK8 Alternate Long Filter
snappyfrog
msg #146338
1/30/2019 10:24:05 PM

A little better results:

Fetcher[
/* long open, take profit at 10% or cover at close */
/*alteration of KSK8 filter*/
/*https://www.stockfetcher.com/forums/General-Discussion/1-600-with-only-42-trades/146107/10*/

set{x1, average true range(1)}
set{x2, CEMA(x1, 14)}
set{x3, x1 / x2}
set{x4, high - open}
set{x5, x4/open }
set{x6, count(x5 > .02 , 100)}
set{x7, count(close > 0.1,1)}
set{x8, count(close < 100,1)}
set{x9, count(volume > 1000000,1)}
set{x10, count(rsi(2) < 5,1)}
set{x11, count(close is 10% above open,1)}
set{x12, count(x6 > 80,1)}
set{x13, x7*x8}
set{x14, x13*x9}
set{x15, x14*x10}
set{x16, x15*x11}
set{x17, x16*x12}
set{x18, count(x3 > 3,1)}
set{final, x17*x18}

final < 1.9
add column final


market is not OTCBB
market is not ETF
close is between 5 and 20
volume > 1000000
Average Volume(30) > 5000000
optionable
close > EMA(8)
]



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