StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 24 25 26 27 28 ... 43 >>Post Follow-up
Billirider321
62 posts
msg #104281
Ignore Billirider321
1/8/2012 1:47:27 AM

Here is what I am looking at.
Taking position in options, you exit at 2 to 3 percent gain on stock values. In option term it's a lot. If it goes down add more.

Do not average up. Max number to stay in trade is between 3 to 7 days.



mahkoh
1,065 posts
msg #104299
Ignore mahkoh
1/9/2012 2:17:01 PM

Intraday buy MPC 30.36

mahkoh
1,065 posts
msg #104301
Ignore mahkoh
modified
1/9/2012 4:02:01 PM

MPC is no longer triggered, so I guess it should be sold at 30.94 just before the close for a 1.91 % gain.

Kevin_in_GA
4,599 posts
msg #104302
Ignore Kevin_in_GA
1/9/2012 4:21:34 PM

No - it continues to be held until the zcore16 crosses back above -1.

It fell off the filter today because it's williams %R is above -94 at today's close. That is not the trigger for selling using this system.

Kevin

Kevin_in_GA
4,599 posts
msg #104349
Ignore Kevin_in_GA
1/11/2012 11:39:53 AM

Intraday SELL for MPC at 32.48.

In at 30.36, out at 32.48 for a gain of 7%.

mahkoh
1,065 posts
msg #104350
Ignore mahkoh
modified
1/11/2012 1:47:42 PM

novacane32000
45 posts
msg #104221
- Ignore novacane32000 1/4/2012 3:49:45 PM

Is there a way to have SF notify you when there is an intraday signal for your filter? Or is it up to you to refresh your filter throughout the day?

I have always had to refresh the filter but am hoping for an easier way.
----------------------

You will have to rerun the scan during the day. I use a "prescan" for this filter, this will tell you if canditates are near being triggered. If you find some you can choose to increase the frequency.

Fetcher[
S&P500

/*FIRST DETERMINE HISTORICAL RATIO OF S&P STOCK TO THE SPY OVER THE LAST 16 DAYS*/
SET{PRICERATIO, CLOSE / IND(SPY,CLOSE)}
SET{RATIOMA16, CMA(PRICERATIO,16)}
SET{RATIOSTD16, CSTDDEV(PRICERATIO,16)}
SET{DIFF16, PRICERATIO - RATIOMA16}
SET{ZSCORE16, DIFF16 / RATIOSTD16}
SET{THRESHOLD16, RATIOSTD16 * 2}

/*NEXT, SET CRITERIA NECESSARY TO TRIGGER A PAIR TRADE*/

SET{UPPERBAND16, RATIOMA16 + THRESHOLD16}
SET{LOWERBAND16, RATIOMA16 - THRESHOLD16}

ZSCORE16 BELOW -1.8
WILLIAMS %R(16) BELOW -85
set{lobb, LOWER BOLLINGER BAND(16,2)}
set{lobb1,close - lobb}
set {lowerbandperc1,lobb1/close}
set{lowerbandperc,lowerbandperc1*100}
draw ma(200)
draw ma(50)
draw ma (20)

DRAW LOWERBAND16 ON PLOT PRICERATIO
DRAW UPPERBAND16 ON PLOT PRICERATIO
DRAW BOLLINGER BANDS(16,2)
ADD COLUMN ZSCORE16 {Z-score}
ADD COLUMN WILLIAMS %R(16)
add column lobb
add column lowerbandperc

DRAW ZSCORE16 LINE AT -1
DRAW ZSCORE16 LINE AT -2
DRAW ZSCORE16 LINE AT 0

SORT ON COLUMN 5 ASCENDING
CHART-TIME IS 6 MONTHS

set{p, close - ma(200)}
set{above200, p/ma(200)}
set{%above200,above200*100}
add column %above200

price above ma(200)

]




By the way: Intraday buy TSN 19.83

And COG does not show yet but I think it will when SF has caught up with the actual situation in 20 min.

COG indeed hit the filter at 71.30

mahkoh
1,065 posts
msg #104359
Ignore mahkoh
1/12/2012 12:08:11 PM

Intraday buy KR at 23.79

ps143
2 posts
msg #104362
Ignore ps143
modified
1/12/2012 3:05:40 PM



niajy
13 posts
msg #104379
Ignore niajy
1/13/2012 12:30:10 PM

TE buy signal?

mahkoh
1,065 posts
msg #104381
Ignore mahkoh
modified
1/13/2012 2:10:01 PM

TE has indeed been in the filter nearly all day, 18.62 when I first noticed it.

Also intrady buy early in the session on AIZ at 38.02

The COG entry got me thinking: It may be an idea to buy in increments if a stock really comes flying into the filter being down more than 3 or 4 %.



StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 24 25 26 27 28 ... 43 >>Post Follow-up

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