| StockFetcher Forums · Filter Exchange · THEE ABSOLUTE ((( BOTTOM ))) FILTER! | << 1 ... 10 11 12 13 14 ... 18 >>Post Follow-up |
| optionplayer333 801 posts msg #99649 - Ignore optionplayer333 |
3/13/2011 6:13:33 PM this doesnt even come close to the rsi-2 bottom filter here are your results from thurdays market bottom erformance results for your filter covering the dates: Thursday March 10, 2011 to Friday March 11, 2011 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +0.20% 69 (+1.36%) 52 (-1.32%) 2 +0.54% +0.00% Current +0.20% 69 (+1.36%) 52 (-1.32%) --------56% win rate 2 +0.54% +0.00% 123 matching stocks here are my results formance results for your filter covering the dates: Thursday March 10, 2011 to Friday March 11, 2011 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +1.49% 139 (+2.10%) 31 (-1.19%) 1 +0.54% +0.00% Current +1.49% 139 (+2.10%) 31 (-1.19%) 1 +0.54% +0.00% 171 matching stocks-------------------81% win rate can easily make even better--Performance results for your filter covering the dates: Thursday March 10, 2011 to Friday March 11, 2011 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +1.63% 71 (+1.87%) 6 (-0.86%) 1 +0.54% +0.00% Current +1.63% 74 (+1.87%) 4 (-0.86%) 1 +0.54% +0.00% 78 matching stocks-----thats a win rate of 95% here is the same filter off the 1-28 market bottom erformance results for your filter covering the dates: Friday January 28, 2011 to Friday March 11, 2011 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +1.36% 8 (+1.97%) 3 (-0.25%) 0 +0.49% +0.00% 2 Days +3.52% 11 (+3.52%) 0 (n/a) 0 +2.39% +0.00% 3 Days +3.11% 11 (+3.11%) 0 (n/a) 0 +2.33% +0.00% 4 Days +3.59% 11 (+3.59%) 0 (n/a) 0 +2.49% +0.00% 1 Week +4.48% 10 (+4.97%) 1 (-0.39%) 0 +3.07% +0.00% 1 Month +10.31% 10 (+11.35%) 1 (-0.06%) 0 +4.16% +0.00% Current +7.49% 8 (+11.23%) 3 (-2.48%) 0 +1.07% +0.00% 11 matching stocks- 100% winners after 1 day here is my long etf filter from 1-28 erformance results for your filter covering the dates: Friday January 28, 2011 to Friday March 11, 2011 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +0.75% 69 (+0.90%) 8 (-0.55%) 0 +0.49% +0.00% 2 Days +2.14% 75 (+2.22%) 2 (-0.72%) 0 +2.39% +0.00% 3 Days +1.87% 74 (+1.97%) 2 (-0.84%) 1 +2.33% +0.00% 4 Days +1.93% 73 (+2.08%) 4 (-0.76%) 0 +2.49% +0.00% 1 Week +1.83% 64 (+2.33%) 12 (-0.66%) 1 +3.07% +0.00% 1 Month +2.67% 62 (+3.80%) 15 (-1.99%) 0 +4.16% +0.00% Current +1.14% 54 (+2.52%) 22 (-2.19%) 1 +1.07% +0.00% 77 matching stocks-965 winners from the 3-10 bottom ormance results for your filter covering the dates: Thursday March 10, 2011 to Friday March 11, 2011 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +1.13% 16 (+1.13%) 0 (n/a) 0 +0.54% +0.00% Current +1.13% 16 (+1.13%) 0 (n/a) 0 +0.54% +0.00% 16 matching stocks-thats 100% winners |
| StockStalker 5 posts msg #99660 - Ignore StockStalker modified |
3/14/2011 4:40:30 PM optionplayer; that is very impressive. would you mind posting the filter here? thanks. mahkoh, so that means the filter is already sorted the best way possible? if i understand you correctly? |
| garza 2 posts msg #99925 - Ignore garza |
3/27/2011 7:10:32 AM Agreed, optionplayer that is very impressive. Where can I find that filter? |
| 2932avidan 26 posts msg #99933 - Ignore 2932avidan |
3/27/2011 11:14:06 AM I didn't understand what this fetcher find ? and how i should use that fetcher to trade what should i looking for in what it finds to me ? how should i trade with it long short ? when i need to connect the trade , what that really all about ? |
| mahkoh 1,065 posts msg #99939 - Ignore mahkoh |
3/27/2011 2:49:28 PM StockStalker msg #99660 - Ignore StockStalker modified 3/14/2011 4:40:30 PM mahkoh, so that means the filter is already sorted the best way possible? if i understand you correctly? StockStalker I haven't figured this out yet myself. What I noticed is that this filter generates stocks that are in a bottoming process. I am specifically interested in those that are done bottoming and moving up. What I do is download the csv file and make a symlist out of it for another filter that I run the next day. Something like :"show stocks where close is above the high 1 day ago" or " show stocks where close is 2 % above the open". That will leave you with the ones that are moving up. |
| bconnell 3 posts msg #99949 - Ignore bconnell |
3/27/2011 11:47:52 PM I have been experimenting with this filter by changing to a daily filter and limiting the number of stocks returned. I only trade options and I'm usually in and out within 1 - 7 days. I'm looking for stocks with the following conditions: 1. Trending up over the last 100 days 2. Price > 10 3. Average volume > 300000 4. Williams %R (2) < -70 5. Williams %R (2) increasing for 1 day 6. RSI(2) decreasing for 1 day 7. Optionable Limiting number of stocks returned by 1. Only looking at stocks that are near the bottom linear regression line(100) 2. Limiting to RSI(2) < 10 This greatly reduces the number of stocks you have to research daily while still getting the benefit of using the Williams %R and RSI convergence. I've also included my Entry and Exit rules (please let me know what I may have missed as I know there are some...) Entry Rule Exceptions 1. Always know the next earnings date - do NOT play unless you're playing the event 2. If consecutive down days (3 or more), wait for the first up day or price crosses above the 7 day moving average 3. If playing after a gap down, wait for price to close above the 7 day moving average or a reversal candlestick pattern (harami, engulfing, etc). Keep a very tight stop loss. Exit Rules 1. When RSI(2) > 90, place a stop at the low of the previous day and keep moving up until closed 2. Price crosses below 7 day Moving Average I'm looking for feedback on ways to improve this filter so any and all input is welcome. |
| StockStalker 5 posts msg #99979 - Ignore StockStalker |
3/29/2011 2:59:59 AM Anyone knows why this filter only looks for a CURRENT weekly divergence? Why doesnt it look for a divergence one week back instead? |
| reeseman 30 posts msg #100165 - Ignore reeseman |
4/7/2011 9:10:44 AM Hello SF, I really like aspect of this filter, when you are calling this the TOP is that because of price pattern or the turn down of the incidators. What or is there a buyin signal in this filter. |
| mathgeek 11 posts msg #100951 - Ignore mathgeek modified |
5/28/2011 7:44:33 PM i was looking at the code for the filter and the first line says "Weekly Williams %R(2) is above Weekly Williams %R(2) 1-day ago". I'm probably missing something very clear, but the logic doesn't make sense to me. How can one line be above itself. isn't the first weekly williams %R(2) the same as the second weekly williams %R(2)? Thanks for your patience, Thomas ================================================= Just found my mistake. Just needed to take a break then look at it again. oops :) |
| optionplayer333 801 posts msg #101007 - Ignore optionplayer333 |
6/2/2011 12:40:38 PM you are all making this so dam complicated> you should be making millions with my trading system-it is very easy to follow> i gave out 10-12 of my e books to >150 people on this site> he ivol option calculator> it predicted a 2-3$ drop today before the close on friday> when ever it is extrememely schewed to one side> it becomes an instant cash machine> friday was the perfect setup for the spy top> 98% daily rsi-2 and a hanging man top> and then the option calculator said this week would be very very red> what it does is give you what the black scholes option price should be and then also the real time option price> bullish is when the real price is above the black scholes price and bearish when it is below it> it uses the nearest strike price to the actual price for this calculation. the bigger the difference between the 2 values-the bigger the move in either direction> at 1545 on friday> for the call it was black schole 1.74 and the real price was 1.61-that very very bearish>for the put it was black scholes >1.56>actual price 1.76> extremely buillish on the puts> so i got the 134-131 puts> 38k contracts> at todays close they were up 450-700% and there will be another gap down on 6-2> because it is still very bullish for the puts>and the daily rsi-2 is still at 27%> we need <10% for the next bottom which would put it down near 129 this week> Description Qty Price Mkt Value Cost Basis Gain/Loss Pos Dly Chg Pos Val Chg Stock Last Pos Bid Pos Ask Description Qty Price Mkt Value Cost Basis Gain/Loss Pos Dly Chg Pos Val Chg Stock Last Pos Bid Pos Ask SPY 3 Jun 11 (W) 132.00 Put 12000 $0.92 $1,103,999.95 $264,000.00 $839,999.95 $0.78 $941,999.96 $131.81 $.89 $.95 SPY 3 Jun 11 (W) 133.00 Put 12000 $1.54 $1,847,999.95 $464,000.00 $1,383,999.95 $1.30 $1,565,999.94 $131.81 $1.50 $1.5 up 2.4 million so far and counting |
| StockFetcher Forums · Filter Exchange · THEE ABSOLUTE ((( BOTTOM ))) FILTER! | << 1 ... 10 11 12 13 14 ... 18 >>Post Follow-up |
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