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General Discussion · Is there a way to filter for stocks that have been trading for at least 200 days?
stephenmcmahon83
msg #156627
4/16/2021 6:00:02 AM

Nevermind...I found a solution right here on the front page:

volume 1 year ago > 0

General Discussion · Is there a way to filter for stocks that have been trading for at least 200 days?
stephenmcmahon83
msg #156626
4/16/2021 5:46:03 AM

Hi, I am running a filter that returns stocks, and then sorts then descending based upon # of wide range days in the last 100 trading days.

Unfortunately, when I click on some of the stocks on the top of the list, I notice that many of them are recent IPOs that only have 30 days worth of trading data (stocks began trading in February).

Does anyone know a line of code I could enter to ensure that all stocks returned have at least 200 days worth of trading data? Any help here would be greatly appreciated. Thanks.

General Discussion · Is there a way to successfully predict which stocks will have "juice" going forward?
stephenmcmahon83
msg #154958
12/15/2020 7:24:32 AM

For many daytrading strategies, the "holy grail" would be to know ahead of time which stocks are going to be very "trendy" (big daily ranges with the open on one side of the range and the close on the other side of the range) for the upcoming month, and then just trade those stocks every day. Is there a way to do this?

Thanks to the tools that many here have created on stockfetcher, it is very easy to discover which stocks have been very trendy LAST month, but predicting going forward seems more difficult.

For example, I have created filters that count how many times in the last 30 days a stock has moved intraday by at least 3% (absolute open - close) and then sorted that list from largest count to smallest count and then tried to trade just those "juicy" stocks for the next month....but I have found the volatility on most of the stocks would "dry up" and I'd lose money applying my strategies.

One school of thought would be that IMPLIED volatility readings on stocks would be a better predicitive tool than HISTORICAL realized volatility, as expressed through pricing in the options market. What do you think?

Have any of you stockfetcher veterans been able to create a tool with a degree of "predictive" ability that can tell you what stocks should remain volatile for the foreseeable future?

Would love to hear others thoughts on this matter.

Filter Exchange · Swing Trading with Larry Connors
stephenmcmahon83
msg #150985
2/28/2020 3:42:19 PM

Well, this is certainly the most fertile period we have seen for Larry Connors signals triggering in the last 10 years.

Are you guys taking the signals and buying anything? Sitting on the sidelines? Backtesting new ideas?

Filter Exchange · Swing Trading with Larry Connors
stephenmcmahon83
msg #150683
2/6/2020 6:31:01 AM

This is a Connors buy the dip filter for S&P 500 stocks ONLY. While the edge in some of Connors signals have diminished post-discovery somewhat in recent years, this one has continued to perform well between 2015-2020, according to my testing

S&P 500 stocks only
Yesterday is a -4% down day. Enter a limit order to buy if the stock drops another -4% today. Exit once the CRSI close above 50, or within 16 days on entry, whichever comes first.

Fetcher[
market is s&p 500
set{trigger, close from 1 day ago * 0.96}
set{sharestobuy, 10000/trigger}
close above 1
close is below day position(0.4,1)
average volume(21) above 200000
adx(5) above 50
low divided by close from 1 day ago is less than .96
add column trigger
add column sharestobuy
add column Connors RSI(3,2,100)
add column market cap
sort by column 7 ascending
draw Lower Bollinger Band(20,2.5)
]



Filter Exchange · Is there a way to identify how many days highest/lowest close today is?
stephenmcmahon83
msg #150675
2/5/2020 1:52:22 PM

For example, if you have list of stocks, and stock ABC just reached the highest close in the most recent 86 days, have an 86 show up in a column. If it is the lowest close in 86 days, have a -86 show up. If stock BCD just reached a 6 day highest close, have a 6 show up, and so on and so forth, in one column for your entire list of stocks.

I know it is possible to have a 1 show up if todays close is the highest close in the last xx days (your choice), but Id really prefer the actual numerical that identifes exactly how high or low todays closing price is.

Any assistance here would be greatly appreciated.

Filter Exchange · Swing Trading with Larry Connors
stephenmcmahon83
msg #150659
modified
2/4/2020 11:38:41 AM

Here is another filter for shorting stocks that Larry Connors shared several years ago. Short today if price is >= 8% higher than yesterdays close. Exit when the CRSI indicator closes below 30

Fetcher[
show stocks where close is greater than 5 and
average volume(20) is greater than
500,000 and where Connors RSI(3,2,100) is greater than 85
and Historical Volatility(100,1) is greater than 40
and adx(10) is greater than 40
and where high divided by close from 1 day ago is greater than 1.079
set{trigger, close * 1.08}
and add column Connors RSI(3,2,100)
and add column MA(5)
and add column PE Ratio
and add column high
and add column low
add column optionable
add column trigger
draw MA(5)
draw Connors RSI(3,2,100)
sort column 3 descending
and High 1 day ago Reached a New 10 Day High
]



Filter Exchange · stochastics signal with backtest
stephenmcmahon83
msg #149344
10/15/2019 5:11:16 AM

Could someone be a saint and post the poor man's version of this signal?

Filter Exchange · I'm tired of losing money - can someone give me something that works?
stephenmcmahon83
msg #147249
4/9/2019 4:33:36 AM

Hi. Repulsive thread title, I know. But the reality is that I consistently lose money when trading and it is a soul-destroying feeling. Lately I feel like quitting.

Do any of you out there have a filter that produces steady returns for your accounts? I'm not looking to be a greedy pig, I just want something where I can make a bit of pocket money.

I'm open to all ideas at this point.

Thank you to anyone that can help.

General Discussion · How to add 1-day performance column?
stephenmcmahon83
msg #143621
5/21/2018 2:02:51 PM

Hi four,

Thank you for your attempt, but that isn't quite what I was looking for, with the manual entry of closing price.

I like to sometimes look back in my filters to see what stocks were generated a few months ago, and would have like to have been able to see the 1-day, 2-day, 3-day performance from the day that the stock showed up from the filter, rather than the cumulative performance between 3 months ago and today.

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