StockFetcher Forums · Filter Exchange · BEST SHORTING FILTER<< 1 2 >>Post Follow-up
mary4ever
11 posts
msg #36081
Ignore mary4ever
5/23/2005 12:22:52 AM

WEEKLY RSI(2) ABOVE 99.7 AND AVERAGE VOLUME >100000 AND CLOSE ABOVE 5 THIS WILL FIND YOU CANIDATES TO SCREEN AND YOU WANT TO SELECT THE ONES THAT HAVE MOVED UP THE FARTHEST THE FASTEST- WHEN YOU GET YOUR LIST GO TO ASKRESEARCH.COM AND USE THE MONTHLY RSI-2 YOUR LOOKING FOR ONE THAT ARE 99.9% ON THE RSI-2 THIS IS INCREDIBLE PLACE TO PLAY PUT OPTIONS ON STOCKS THEMSELVES THEY DONT GO ANY HIGHER THAN 99.9% ON THE MONTHLY AND IDEALLY YOU WANT TO READ THEM INTRADAY FOR THE MONTHLY RSI-2 FOR THE QQQQ THE LAST 14 TIMES ITS HAS GOT TO 99.9% ON THE WEEKLY RSI-2 INTRADY IT HAS FALLEN LIKE A ROCK TO SCREEN FOR STOCKS FOR MOVEMENT USE THE FOLLOWING HEADER ON YOUR FILTER LISTS SET{VO%, ATR(10)/ EMA(10)} AND ADD COLUMN VO% IT WILL GIVE YOU A DECIMAL POINT SO 0.06 WOULD BE AN AVERAGE OF 6 % MOVEMNET THE LAST 10 DAYS AND THE HIGHER THIS NUMBER IS THE FASTER IT WILL MOVE IN EITHER DIRECTIONS-LEROGEE


mary4ever
11 posts
msg #36082
Ignore mary4ever
5/23/2005 12:26:31 AM

STOCKS THAT WENT TO 99.9% ON THE MONTHLY RSI-2( IWISH THEY HAD MONTHLY DATA ON SF) NTES AT 72$ FILL TO 38 IN 4 WEEKS TZO AT 111$ FILL TO 45 IN 4 WEKS OSIP AT 97$ FILL TO 50$ IN 3 WEEKS AND 100S OF OTHERS WHEN YOU FIND A FAST MOVER YOU PLAY THE NEXT PUT OPTION LOWER 1 MONTH OUT AND THEN THE NEXT 1-2 LOWER 2 MONTHS OUT AND SO ON


rixr321
1 posts
msg #36098
Ignore rixr321
5/23/2005 10:09:15 PM

LEROGEE
Can you post the filter that you use for screening stocks? thanks For some reason I think shorting is easier than going long. Heck most people lose money buying stocks in a bull market! That must tell you something


TheRumpledOne
6,362 posts
msg #36101
Ignore TheRumpledOne
5/24/2005 4:38:58 PM

Fetcher[
WEEKLY RSI(2) ABOVE 99.7 AND AVERAGE VOLUME > 100000 AND CLOSE ABOVE 5
]



MAY ALL YOUR FILLS BE COMPLETE.


trek
72 posts
msg #36259
Ignore trek
6/8/2005 10:51:53 PM

Mary

Here is a short filter using rsi and adx. It doesn't give a lot of trades, but the ones it does works out pretty well. It gives really good backtest numbers for all years.

Approach Information
Approach Name: ADX/RSI Short
Test started on 12/31/2004 ended on 06/06/2005, covering 107 days
Filter used:
ADX(7)IS ABOVE 70 AND ADX(7) HAS BEEN DECREASING FOR THE LAST 1 DAY AND ADX(7) HAS BEEN INCREASING LAG 2 DAYS AND PRICE IS GREATER THAN 2 AND AVERAGE VOLUME IS GREATER THAN 25000 AND +DI(7) HAS BEEN ABOVE -DI(7) FOR THE LAST 5 DAYS and rsi(2) is above 98

Trade Statistics
There were 10 total stocks entered. Of those, 10 or 100.00% were complete and or 0.00% were open.
Of the 10 completed trades, 7 trades or 70.00%resulted in a net gain.
Your average net change for completed trades was: 4.14%.
The average draw down of your approach was: -2.63%.
The average max profit of your approach was: 9.59%
The Risk/Reward ratio for this approach is: 3.05
Annualized Return on Investment (ROI): 511.66%, the ROI of ^SPX was: -3.05%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (2 days) 10 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:733344
Losers:377655
Win/Loss Ratio:2.33:10.43:10.43:10.50:10.80:10.80:1
Net Change:4.14%-4.40%-3.14%-4.16%-3.57%-11.85%

Statistics By Variable: Match Price
 <10<20<30<40<50<60<70<80<90<100
Completed4:21:1--1:01:0----
2 day chg2:41:1--0:10:1----
5 day chg2:41:1--0:10:1----
10 day chg3:20:2--0:10:1----
25 day chg3:21:1--0:10:1----
40 day chg3:21:1--0:10:1----

Statistics By Variable: Average Volume
 <150000<300000<450000<600000<750000<900000<1.1M<1.2M<1.4M<1.5M
Completed2:23:1--1:0--1:0--
2 day chg2:21:3--0:1--0:1--
5 day chg2:21:3--0:1--0:1--
10 day chg1:22:2--0:1--0:1--
25 day chg2:12:2--0:1--0:1--
40 day chg2:12:2--0:1--0:1--



trek
72 posts
msg #36260
Ignore trek
6/8/2005 11:01:06 PM

sorry, forgot to make clickable

Fetcher[ADX(7)IS ABOVE 70 AND ADX(7) HAS BEEN DECREASING FOR THE LAST 1 DAY AND ADX(7) HAS BEEN INCREASING LAG 2 DAYS AND PRICE IS GREATER THAN 2 AND AVERAGE VOLUME IS GREATER THAN 25000 AND +DI(7) HAS BEEN ABOVE -DI(7) FOR THE LAST 5 DAYS and rsi(2) is above 98]




jlittlej
7 posts
msg #36369
Ignore jlittlej
6/17/2005 10:57:05 PM

Mary4ever,
Thanks for this great filter.

I went to my (chart) SETTINGS and ADDED "Draw weekly RSI(2) line at 99.70" - this gives you a visual way to see if the weekly RSI(2) has reached (touched) the 99.7 point. Great for viewing past results, as well.

I will also use this incredible filter to identify any market TOPs that may be forming and whether I should be preparing to exit my Bullish positions or at least, tighten up my stops.


TheRumpledOne
6,362 posts
msg #36760
Ignore TheRumpledOne
7/6/2005 7:44:42 PM

"THIS WILL FIND YOU CANIDATES TO SCREEN AND YOU WANT TO SELECT THE ONES THAT HAVE MOVED UP THE FARTHEST THE FASTEST-

WHEN YOU GET YOUR LIST GO TO ASKRESEARCH.COM AND USE THE MONTHLY RSI-2

YOUR LOOKING FOR ONE THAT ARE 99.9% ON THE RSI-2

THIS IS INCREDIBLE PLACE TO PLAY PUT OPTIONS ON STOCKS THEMSELVES THEY DONT GO ANY HIGHER THAN 99.9% ON THE MONTHLY AND IDEALLY YOU WANT TO READ THEM INTRADAY

FOR THE MONTHLY RSI-2 FOR THE QQQQ THE LAST 14 TIMES ITS HAS GOT TO 99.9% ON THE WEEKLY RSI-2 INTRADY IT HAS FALLEN LIKE A ROCK

TO SCREEN FOR STOCKS FOR MOVEMENT USE THE FOLLOWING HEADER ON YOUR FILTER LISTS SET{VO%, ATR(10)/ EMA(10)} AND ADD COLUMN VO%

IT WILL GIVE YOU A DECIMAL POINT SO 0.06 WOULD BE AN AVERAGE OF 6 % MOVEMNET THE LAST 10 DAYS AND

THE HIGHER THIS NUMBER IS THE FASTER IT WILL MOVE IN EITHER DIRECTIONS-LEROGEE"

Fetcher[
SET{VO%, ATR(10)/ EMA(10)}
WEEKLY RSI(2) ABOVE 99.7
AND AVERAGE VOLUME > 100000
AND CLOSE ABOVE 5

AND ADD COLUMN WEEKLY RSI(2)
AND ADD COLUMN RSI(2)
AND ADD COLUMN VO%
AND ADD COLUMN ATR(10)
AND ADD COLUMN EMA(10)

sort column 5 descending
]



I forgot to add in the column for weekly rsi(2).

MAY ALL YOUR FILLS BE COMPLETE.


SFMc01
296 posts
msg #51949
Ignore SFMc01
6/3/2007 9:47:05 PM

TheRumpledOne:

Re "WEEKLY RSI(2) ABOVE 99.7 AND AVERAGE VOLUME > 100000 AND CLOSE ABOVE 5 "

What would you suggest to reverse engineer this to look for SHORT opportunities?

Thanks

TheRumpledOne
6,362 posts
msg #51962
Ignore TheRumpledOne
6/4/2007 12:00:22 PM

Reverse engineer?

That IS the short filter.

StockFetcher Forums · Filter Exchange · BEST SHORTING FILTER<< 1 2 >>Post Follow-up

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