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General Discussion · Need help to find stocks like : American Airlines 7 day return -10%
xarlor
msg #152638
6/14/2020 7:34:41 PM

You asked for a 7-day return so that is what dwiggains gave you. AAL was well below the current price 7 days ago.

Here is the same filter with a 5-day return. To get X-day return just replace the 4s below with X-1. So for a 10-day return, you would put in 9s.

Fetcher[
close > 1
average volume (20) > 258000
close > 10% below close 4 days ago
set{drop, close / close 4 days ago}
add column drop
]



General Discussion · RSI + High
xarlor
msg #152637
6/14/2020 7:26:57 PM

This isn't going to catch all of them, only the ones where your conditions play out over 10 days.

Fetcher[
close 10 days ago reached a new 6 month high
rsi(14) 10 days ago crossed above 70
close reached a new 6 month high
rsi(14) < 70

do not draw close 6 month high
]



Filter Exchange · TTM squeezed fired day ago
xarlor
msg #152571
6/8/2020 10:03:10 PM

The only thing I would add is the smoothing of momo in my second filter by adding cema(momentum(16),5. It makes spotting the momo direction easier.

Fetcher[
market is not ETF
market is not OTCBB
close is between 50 and 300

set{momo,cema(momentum(16),5)}
add column separator
add column momo
draw momo
plottype{momo,zerobar}

set{Pchange1,momentum(16)/momentum(16) 1 day ago}
set{Pchange,Pchange1 - 1}
add column pchange

draw Bollinger Band(20,2)
draw Keltner Band(20,2)

set{sqz1,count(momo > .01,1)}
set{sqz2,count(momo < 0,1)}
set{sqz3,count(Upper Bollinger Band(20,2) < Upper Keltner Band(20,2),1)}
set{sqz4,count(Lower Bollinger Band(20,2) > Lower Keltner Band(20,2),1)}
set{sqz5,sqz3 * sqz4}
set{sqz6,sqz1 + sqz2}
set{TTM_Squeeze,sqz5 * sqz6}

draw TTM_Squeeze

/* ADDED CODE BY JOEYVINYL */
set {now1, count(TTM_Squeeze 1 day ago > 0,1)}
set {now2, count(TTM_Squeeze < 1,1)}
set {now, now1 + now2}
add column now
sort column 8 descending
]



Filter Exchange · TTM Squeeze
xarlor
msg #152547
6/7/2020 7:08:01 PM

@Mansor, data-miner is filtering out his results to look only for squeezes. My filter is only drawing squeezes on charts (aside from the symlist). You supply your own filter or symlist. Below is the section data-miner uses to filter stocks. Hope that explains the discrepancy/

/* squeeze selection */

upper bollinger(20,2.0) below the Upper Keltner Band(20,1.5)

lower bollinger(20,2.0) above the Lower Keltner Band(20,1.5)
xMomStudy above 0
price near upper bollinger(20,2)
/* price, volume selection */

close above 1
volume above 300000

Filter Exchange · TTM Squeeze
xarlor
msg #152496
6/6/2020 12:34:54 AM

@ron Depends on your trading style. I don't let my winners run. I take profits and move to the next trade.

Don't exit while the indicator is still flashing a squeeze. Once there is no longer a squeeze and it is moving in the direction you predicted, plan your exit. Here are 3 suggestions for the long side:

1. Exit when close is above Upper Bollinger(20)
2. Exit when momo declines 2 bars in a row.
3. Wait till the LOW of the day is higher than your entry. At market close, set a stoplimit 6 cents below the day's LOW. Repeat at the end of each day, but only if higher than the last stoplimit.

If you want to let your winner's run, exit when close is below Middle Keltner(20).

Filter Exchange · TTM Squeeze
xarlor
msg #152488
6/5/2020 10:41:36 AM

@Mansor, the pchange I put in there to show the percent change in momentum(16) from yesterday to today. Sometimes when consolidation is real narrow, it's hard to see what momentum is doing so I added pchange to help. You could use it as a further confirmation, but don't put a lot of weight on it.

@shillllihs and anyone else. Wish there was a PM feature on SF. I'll just have to make do with a spam catcher. Obfuscated for spam bots:

Filter Exchange · TTM Squeeze
xarlor
msg #152479
6/4/2020 9:04:35 PM

Yes, it is very much like Bollinger Squeeze, but with the added predictor of momentum. It usually does have 1.5 Keltner, but I found that missing a lot of the squeezes. I played with various settings but these are the most I'm happy with on SF.

In fact, I just noticed that TTM Squeeze was posted recently by data-miner in the General Discussion thread John Carter Squeeze. I just updated the filter after borrowing data-miner's momentum code since it does a wonderful job of smoothing out momentum.

Fetcher[
symlist(MSFT,AMZN,AAPL,GOOG,NFLX,FB)

set{momo,cema(momentum(16),5)}
add column momo
draw momo
plottype{momo,zerobar}

set{Pchange1,momentum(16)/momentum(16) 1 day ago}
set{Pchange,Pchange1 - 1}
add column pchange

draw Bollinger Band(20,2)
draw Keltner Band(20,2)

set{sqz1,count(momo > .01,1)}
set{sqz2,count(momo < 0,1)}
set{sqz3,count(Upper Bollinger Band(20,2) < Upper Keltner Band(20,2),1)}
set{sqz4,count(Lower Bollinger Band(20,2) > Lower Keltner Band(20,2),1)}
set{sqz5,sqz3 * sqz4}
set{sqz6,sqz1 + sqz2}
set{TTM_Squeeze,sqz5 * sqz6}

draw TTM_Squeeze
]



Filter Exchange · TTM Squeeze
xarlor
msg #152476
6/4/2020 6:40:12 PM

I finally got off my duff and tried to recreate the TTM Squeeze on SF. I use it all the time in ThinkOrSwim and it is a fantastic indicator. To summarize Ryan from cypherscope.com:

"The TTM Squeeze captures the moments where a market is in a period of consolidation right before a big move and predicts the subsequent direction of that move."

The indicator is a lot prettier on other charting tools, but I have need of it on SF to incorporate into other filters. Note that this is not as "tight" as the ToS version. It captures the squeezes at the same time, but draws them sooner than ToS would and also longer. Still, if you enter at any time during the squeeze, it's often rewarding.

How do you use TTM Squeeze? It truly is as easy as entering a position when TTM_Squeeze flashes and to do so in the direction of momo (momentum). If momo is increasing, go long. If momo is decresing, go short. Simple as that.

Here is the filter with FAANG+M

Fetcher[
symlist(MSFT,AMZN,AAPL,GOOG,NFLX,FB)

set{momo,momentum(16)}
add column momo
draw momo
plottype{momo,zerobar}

set{Pchange1,momentum(16)/momentum(16) 1 day ago}
set{Pchange,Pchange1 - 1}
add column pchange

draw Bollinger Band(20,2)
draw Keltner Band(20,2)

set{sqz1,count(momo > .01,1)}
set{sqz2,count(momo < 0,1)}
set{sqz3,count(Upper Bollinger Band(20,2) < Upper Keltner Band(20,2),1)}
set{sqz4,count(Lower Bollinger Band(20,2) > Lower Keltner Band(20,2),1)}
set{sqz5,sqz3 * sqz4}
set{sqz6,sqz1 + sqz2}
set{TTM_Squeeze,sqz5 * sqz6}

draw TTM_Squeeze
]





Filter Exchange · Pocket Pivot Scan
xarlor
msg #152472
6/4/2020 5:29:22 PM

nibor,

"only count the pocket pivot if the stock closes in the upper 62% of the day's price range"

My code:

close > day position(0.62,1)

was actually counting stocks that closed in the upper 38%. Whoops!

Also:

The low on the day of the pivot must be within 1.4% of the 10-day SMA or the price must have moved up through the 10-day during that day

Again, I didn't even realize what it was asking (within 1.4% on either side, not just below) until I saw your correction. Also, I should have studied the ToS code which I didn't

So glad you catch these things. Besides keeping me honest, it highlights things I need to work on, i.e. word problem interpretation and reading all available information before submitting my response.

:O

A sincere thank you, nibor.

General Discussion · Cumulative strength between sectors and relative strength within the sector
xarlor
msg #152469
6/4/2020 5:01:18 PM

Something to get you started.

Fetcher[
/* top 2 performing sectors this month */
Show stocks in top sectors(2,monthly)
close > 5
average volume(30) > 250000
draw RSI(14)

add column RSI(14)
add column sector
sort column 6 descending
]



P.S. - Thanks to nibor for helping uncover more tools for the toolbox.

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