HOW TO DESIGN A SYSTEM (NOT JUST A FILTER) - StockFetcher.com Stock Screener

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Kevin_in_GA 4,599 posts msg #103399 - Ignore Kevin_in_GA	11/17/2011 9:25:08 PM Add CERN and EQT to the list as of the end of today.
Kevin_in_GA 4,599 posts msg #103409 - Ignore Kevin_in_GA	11/18/2011 10:55:36 AM Intraday BUY for AMZN. Currently at 202.71.
Kevin_in_GA 4,599 posts msg #103413 - Ignore Kevin_in_GA	11/18/2011 5:36:16 PM End of day signal for Coach (COH). the Amazon intraday signal did not show up at the end of the day because it dropped below its MA(200). Still may represent a good play.
Kevin_in_GA 4,599 posts msg #103435 - Ignore Kevin_in_GA	11/21/2011 9:45:03 PM Kevin_in_GA 2,070 posts msg #103356 - Edit message 11/15/2011 11:09:56 AM Intraday BUY signal for GME. Currently at 23.99. ++++++++++++++++++ End of Day SELL signal for GME (Zscore crossed above -1). Out at 22.72 for a loss of -5.3%. This week is not going to be friendly for the longs, regardless of what system is in play.
Kevin_in_GA 4,599 posts msg #103436 - Ignore Kevin_in_GA modified	11/21/2011 9:45:04 PM AMZN took a huge hit today as well, as did essentially every S&P 500 stock.
duke56468 683 posts msg #103445 - Ignore duke56468	11/22/2011 9:27:00 PM MPC and CMG both triggered an exit today. Both for a loss if I have been keeping score right.
03bsbme 20 posts msg #103558 - Ignore 03bsbme	12/1/2011 3:16:49 AM Have you thought about trying to optimize this for stocks within a sector rather than just for the S&P500 (ie, stocks in the Utilities sector vs the XLU ETF)? Perhaps there would be a stronger relationship and less risk since the stock will likely follow the sector even moreso than the overall market.
Kevin_in_GA 4,599 posts msg #103748 - Ignore Kevin_in_GA	12/13/2011 7:21:07 PM End-of-day BUY signal for RRC. First signal in a while. Remember that this was optimized for a portfolio of 10 stocks, so only 10% of your trading equity would be put against this.
TheRumpledOne 6,530 posts msg #103767 - Ignore TheRumpledOne	12/14/2011 7:36:36 AM Fetcher[ /* TRO ZSCORE FREQUENCY DISTRIBUTION / / below from Kevin_in_GA / /FIRST DETERMINE HISTORICAL RATIO OF S&P STOCK TO THE SPY OVER THE LAST 16 DAYS/ SET{PRICERATIO, CLOSE / IND(^SPX,CLOSE)} SET{RATIOMA16, CMA(PRICERATIO,16)} SET{RATIOSTD16, CSTDDEV(PRICERATIO,16)} SET{DIFF16, PRICERATIO - RATIOMA16} SET{ZSCORE16, DIFF16 / RATIOSTD16} / above from Kevin_in_GA / set{Long_Profit, ZSCORE16 } set{C1A, count(Long_Profit > -99 , 100)} set{C2A, count(Long_Profit > -4, 100)} set{C0010, C1A - C2A} set{D1A, count(Long_Profit > -4 , 100)} set{D2A, count(Long_Profit > -3, 100)} set{D1020, D1A - D2A} set{E1A, count(Long_Profit > -3 , 100)} set{E2A, count(Long_Profit > -2, 100)} set{E2030, E1A - E2A} set{F1A, count(Long_Profit > -2 , 100)} set{F2A, count(Long_Profit > -1, 100)} set{F3040, F1A - F2A} set{G1A, count(Long_Profit > -1 , 100)} set{G2A, count(Long_Profit > 0, 100)} set{G4050, G1A - G2A} set{H1A, count(Long_Profit > 0 , 100)} set{H2A, count(Long_Profit > 1, 100)} set{H50100, H1A - H2A} set{I100, count(Long_Profit > 2 , 100)} set{volcnt, count(volume below 1000000,100)} / PRICE POSITION Display / / enter your Upper Limit criteria / set{UpperLim , High 16 day High} / enter your Lower Limit criteria / set{LowerLim , Low 16 day Low} set{ Dynamic_Range , UpperLim - LowerLim } set{PPDiff, CLOSE minus LowerLim} set{PPDiv, PPDiff / Dynamic_Range} set{BallOn, PPDiv 100} /* DISPLAY COLUMNS / add column ZSCORE16 and add column separator add column BallOn {BallOn16} add column UpperLim add column LowerLim and add column separator and add column C0010 {_-4} and add column D1020 {-4_-3} and add column E2030 {-3_-2} and add column F3040 {-2_-1} and add column G4050 {-1_0} and add column H50100 {0_1} and add column I100 {2_} and add column separator / SELECTION CRITERIA / S&P500 volcnt below 1 stock is optionable / SORT CRITERIA */ SORT COLUMN 5 ASCENDING ] Hey Kevin: Read your thread last night... NICE WORK! I thought a frequency distribution of the zscores may help. Looks like you get a few trades every 100 days based on zscore alone.
Kevin_in_GA 4,599 posts msg #103864 - Ignore Kevin_in_GA	12/19/2011 9:07:10 PM Another end-of-day BUY signal for Mattel (MAT). RRC is currently down 2.25% from the buy at the open 4 days ago, but give these time.

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)

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