StockFetcher Forums · Filter Exchange · Bollinger Band Squeeze<< 1 2 3 >>Post Follow-up
ig0r
51 posts
msg #27103
Ignore ig0r
6/27/2003 4:59:39 PM

This filter was created because of muddy's comment in his system's forum that a squeeze and sudden expansion of bb's sometimes indicates very strong movements. The filter was made to find these kind of movements (found in stocks like NEXM and INGN)

Fetcher[show stocks where the bollinger width(20) 3 days ago dropped between 0 and 50 percent over the last 4 days and bollinger width(20) is between 0 and 0.5 and bollinger width(20) gained between 5 and 100 percent and price is between 1 and 5 and price touched upper bollinger band(20)]



It still needs tweaking for sure, and the addition of the upper bb touch line at the end is very important, it gets rid of a large number of failures


dmindy
42 posts
msg #27112
Ignore dmindy
6/28/2003 2:25:39 PM

Hi all,

I've been playing around with this idea for some time. Here's what I came up with.
They don't generate nearly as many results but they do eliminate losers.

You can see they get more and more restrictive. Fewer losers in each, but fewer returns and winners as well.

Maybe a Hybrid of ig0r's and one of these would do well??

Fetcher[Show stocks where close is between .25 and 5 and average volume(90) is above 50000 and Bollinger Width (20) reached a new 1 month low 3 weeks ago and bollinger Oscillator(20) has been increasing the past 3 days and price touched upper bollinger band(20) and date offset is 15]



Fetcher[Show stocks where close is between .25 and 5 and average volume(90) is above 50000 and Bollinger Width (20) reached a new 1 month low 3 weeks ago and bollinger Oscillator(20) has been increasing the past 3 days and price touched upper bollinger band(20) the past 3 days and FI(15) above 0 and OBV has been increasing the past 2 days and date offset 15]



Fetcher[Show stocks where close is between .25 and 5 and average volume(90) is above 50000 and Bollinger Width (20) reached a new 1 month low 3 weeks ago and bollinger Oscillator(20) has been increasing the past 3 days and price touched upper bollinger band(20) the past 3 days and FI(15) above 0 and OBV has been increasing the past 2 days and ADX(14) crossed above -DI(14) withiin the past 1 week and date offset 15]




Whuddya think??
dmindy


dmindy
42 posts
msg #27113
Ignore dmindy
6/28/2003 2:26:55 PM

Ooops forgot to remove the date offset.

You'll want to remove that if you want to get current results of course.


JoeGrossinger
165 posts
msg #27114
Ignore JoeGrossinger
6/28/2003 2:32:14 PM

I love the Bollinger Bands. I have listened to John Bollinger for years now.
A breakout with volume can be very powerful. Your filter coupled with volume can give some very good short term indications. When you try the one I am posting here, ignore the performance figures and just look at the charts. You will see that the first 5 days of trade can be very profitable.
If the breakout occurs with a long empty line in candlesticks, then you have a great buy.

show stocks where the bollinger width(20) 3 days ago dropped between 0 and 50 percent over the last 4 days and bollinger width(20) is between 0 and 0.5 and bollinger width(20) gained between 5 and 100 percent and price is between 1 and 5 and price touched upper bollinger band(20)
and where volume reached a new 130 day high

http://www.koliga.com/forum/viewforum.php?f=11


wallman
299 posts
msg #27116
Ignore wallman
6/28/2003 3:20:26 PM

the one thing i would caution folks out there is,especially those who know how to read a TRUE bollinger squeeze is,do not use indicators BEFORE charting each and every match,true bb squeezes are hard enough to come by as it is,give yourself every opportunity to find them,once found then run your indicators to narrow down your finds if you wish


defghca
150 posts
msg #27117
Ignore defghca
6/28/2003 5:27:03 PM

what is the official SF version of the squeeze? there are so many variants
what is john.bollinger description of the squeeze?


JoeGrossinger
165 posts
msg #27119
Ignore JoeGrossinger
6/28/2003 6:28:36 PM

Look at some charts with the Bollinger Bands(20)and you will see the squeeze!

http://members.iinet.net.au/~bspark/potential_charts.htm

Look at PRM around 28 march using 6 month chart
or
http://stockcharts.com/def/servlet/SC.web?c=prm,uu[l,a]dahlyyay[pb50!d20,2][vc60][iUb14!La12,26,9]&pref=G



petrolpeter
439 posts
msg #27120
Ignore petrolpeter
6/28/2003 9:29:47 PM

Bollinger scans can be done in many a variety:stock
Fetcher[Show stocks where lower bollinger band increased for 2 days and upper bollinger band decreased for 2 days and RSI(3) increased for 3 days and OBV increased for 3 days and close increased for 2 days and close is between 2 and 60 and average volume(10) is above 100000]




petrolpeter
439 posts
msg #27121
Ignore petrolpeter
6/28/2003 11:41:08 PM

Thanks for the reminder Wallman.Here perhaps is a picture of two stocks from the same filter with totally different indicator readings,one from the bottom up and one from the top down.Filter: stock
Fetcher[Show stocks where the Bollinger bandwidth(20) has reached a new 3 month low and RSI(5) increased 2 days and EMA(13) increased 2 days and slow stochastic(15,3) is below 60 and volume(10) is above 100000 and close is between 2 and 60]

and June 6 the offset date.Pretty good tip off when to be cautious.


petrolpeter
439 posts
msg #27122
Ignore petrolpeter
6/28/2003 11:58:44 PM

That last filter is incorrect.The filter should read 'Bollinger width' instead of 'band width',that miss-type changed all of the results.stock
Fetcher[Show stocks where the Bollinger width(20) has reached a new 3 month low and RSI(5) has increased for 2 days and EMA(13) has increased for 2 days and slow stochastic(15,3) %K is below 60 and volume(10) is above 100000 and close is between 2 and 60]

Scratch that last one.


StockFetcher Forums · Filter Exchange · Bollinger Band Squeeze<< 1 2 3 >>Post Follow-up

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