StockFetcher Forums · View by Author: xarlor (96 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 10 >> 
Filter Exchange · Question for day traders
xarlor
msg #149392
10/23/2019 5:18:29 PM

This may have some merit:

Signal:
CCI(14) crosses above -100
RSI(5) crosses above 30

Followed immediately by Confirmation:
Green bar closes above EMA(5)
EMA(5) crosses above EMA(13)
Second green bar closes above EMA(5)

Buy.

Today's examples:
HEAR at 10:30
FAST at 10:53
X at 11:30
ATVI at 15:19

Getting the entry right is the easy part. It's the exit everyone struggles with.


General Discussion · “Ulcer Index” in StockFetcher?
xarlor
msg #149377
10/18/2019 5:34:06 PM

I was working off the same post and ya beat me to it. Glad we were thinking along the same lines. I noticed the SF version produces a much smoother Ulcer Index, not sure why though.






Public Filter List · all time highs
xarlor
msg #149369
10/17/2019 3:06:24 PM

Thanks to nibor, I was able to extend this filter to 15 years. It looks like that is the cap, it breaks if trying to add more.

Fetcher[

close > 1
average volume(30) > 1234567

set{x1,high 3-year high}
set{x2,x1 3 years ago}
set{x3,x2 3 years ago}
set{x4,x3 3 years ago}
set{x5,x4 3 years ago}
set{var1,max(x1,x2)}
set{var2,max(var1,x3)}
set{var3,max(var2,x4)}
set{15YH,max(var3,x5)}

set{z1,close / 15YH}
set{PercentFromHi,1 - z1}

PercentFromHi < 0.05

add column x1
add column x2
add column x3
add column x4
add column x5
add column 15YH

add column close
add column PercentFromHi
sort by column 12 ascending

draw price line at 15YH
do not draw percentfromhi
do not draw x5
]



General Discussion · Time Travel in StockFetcher
xarlor
msg #149368
10/17/2019 3:04:32 PM

Awesome, nibor! I ran some tests and it seems this is limited to 15 years. Past that, it just breaks. Used this filter to test. Once you add x6 (18 years out) it stops working.

Still, 15 years is a whole lot better than 3 years!

Fetcher[

close > 1
average volume(30) > 1234567

set{x1,high 3-year high}
set{x2,x1 3 years ago}
set{x3,x2 3 years ago}
set{x4,x3 3 years ago}
set{x5,x4 3 years ago}
set{var1,max(x1,x2)}
set{var2,max(var1,x3)}
set{var3,max(var2,x4)}
set{15YH,max(var3,x5)}

set{z1,close / 15YH}
set{PercentFromHi,1 - z1}

PercentFromHi < 0.05

add column x1
add column x2
add column x3
add column x4
add column x5
add column 15YH

add column close
add column PercentFromHi
sort by column 12 ascending

draw price line at 15YH
do not draw percentfromhi
do not draw x5
]



Public Filter List · all time highs
xarlor
msg #149349
10/15/2019 2:58:58 PM

For the purposes of highs and lows, SF is limited to the last 3 years. With that in mind, I wrote the filter looking for stocks that are within 5% of their 3-year high.

Fetcher[
close > 1
average volume(30) > 1234567

set{3YRhi,high 3-year high}
set{var1,close / 3YRhi}
set{PercentFromHi,1 - var1}
PercentFromHi < 0.05

add column 3YRhi
add column close
add column PercentFromHi
sort by column 7 ascending

draw price line at 3YRhi
do not draw percentfromhi
]



General Discussion · Beta and Standard Deviation indicators in SF
xarlor
msg #149328
10/13/2019 10:42:03 AM

Fetcher[
SP500
Set{a, ROC(252) / Beta}
Add column a {RAR}
Sort column 5 descending
]



General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
xarlor
msg #149319
10/11/2019 4:40:50 PM

Hah, no way! Florida alumn myself. Go Gators!

General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
xarlor
msg #149310
10/7/2019 2:40:29 PM

@nibor,, here is your next MNF backtest if you're up for it:

https://www.stockfetcher.com/forums/General-Discussion/Fibonacci-screener/149298

General Discussion · Fibonacci screener
xarlor
msg #149309
10/7/2019 2:38:36 PM

@ron22
Rules are pretty mechanical:

Enter at the close.
Initial stop loss set 0.06 below the Fib line it just bounced off of.
Profit target is next Fib line above. Note this is also your next resistance point, so may have to exit and take profits if it looks like it's bouncing off without clearing.
If you're feeling frisky, you can let a winner run beyond that Fib line and try for the next Fib line.

I haven't backtested it. Maybe something for nibor to do during Monday Night Football? :D

@sandjco
I did see the SF Fibonacci filters, but they were too vague/loose for my likes. It's a good starting point, like all the indicators on SF, but I needed something more granular.

Public Filter List · Position Sizing plus Stop-loss and Take-profit Calculator
xarlor
msg #149300
10/6/2019 9:52:38 PM

I like this, very good job! One change I would make is to have straight lines at your Entry, Stop, and Target. See below.

Draw price line at EntryPrice
Draw price line at StopPrice
Draw price line at TargetPrice

Fetcher[

//Input

Apply to Symlist(UE) // Ticker of stock(s) that you want to trade
set{EntryPrice, High 55 day high} // The price of entry. May change to a specific number, or other criteria for your entry signal
set{TradeDirection, 1} // 1 is long, -1 is short
set{StopLossInATR, 2} // How far away the stop loss is, in terms of ATR(250)
set{ProfitTargetInATR, 6} // How far away the profit target is, in terms of ATR(250)
set{AccountSize, 40000} // Total trading captial of the account
set{RiskPercentage, 0.01} // Percentage of Capital to risk
Offset 10/4/2019 // This line is optional

//Output

set{LossMargin, ATR(250) * StopLossInATR} // Change to other criteria if you don't like ATR(250)
set{ProfitMargin, ATR(250) * ProfitTargetInATR} // Change to other criteria if you don't like ATR(250)
set{LossMarginWithDirection, LossMargin * TradeDirection}
set{ProfitMarginWithDirection, ProfitMargin * TradeDirection}
set{StopPrice, EntryPrice - LossMarginWithDirection}
set{TargetPrice, EntryPrice + ProfitMarginWithDirection}
set{DollarAtRisk, AccountSize * RiskPercentage}
set{No_of_Shares_to_Trade, DollarAtRisk / LossMargin}
Draw price line at EntryPrice
Draw price line at StopPrice
Draw price line at TargetPrice
Draw No_of_Shares_to_Trade
Chart-time is 2 Years
Chart-size is huge
]



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