StockFetcher Forums · Filter Exchange · Bollinger of Death<< >>Post Follow-up
fokane
74 posts
msg #57588
Ignore fokane
12/5/2007 6:20:53 AM

Influenced by TRO's excellent KISS OF DEATH filter and thanks also to johnpaul for the bollinger influence.... Here is my humble attempt of a short filter :-).
The idea is it will look for a move down the day after a big move up through the bollinger band.

Fetcher[set{high1,high 1 day ago}
set{low1,low 1 day ago}
set{highlow1,high1 - low1}

close 1 day ago is above the upper bollinger(20,2.0)
/* and highlow1 > 0.50 */
and highlow1 > 2
and open today is below close 1 day ago
and close today is below open today
and average volume(10) > 50000
and price > 10
]



nikoschopen
2,824 posts
msg #57616
Ignore nikoschopen
12/5/2007 2:22:49 PM

Geezus, I just love that name!

On a side note, I think there might be a bug in ure filter. What's the "high1" in the second line referring to?

set{low1,low 1 day ago}
set{highlow1,high1 - low1}




fokane
74 posts
msg #57633
Ignore fokane
12/5/2007 4:40:52 PM

Maybe I put more work into the name than the filter :-)

The "high1" definition is kind of hidden at the top beside the Fetcher keyword.


fokane
74 posts
msg #57634
Ignore fokane
12/5/2007 4:47:37 PM

BTW it returned no stocks today but you can get an idea of what it does by looking at the results over the last 10 days or so using the date offset.

nikoschopen
2,824 posts
msg #57639
Ignore nikoschopen
12/5/2007 5:56:12 PM

I swear there was nothing beside the Fether thang when I came around. Talk about a blind spot. Feels like I'm being mentally Bollingerized!

guru_trader
485 posts
msg #57669
Ignore guru_trader
12/6/2007 12:58:57 AM

Nice filter results on 12/04/07

Fetcher[
and date offset 12/04/07
set{high1,high 1 day ago}
set{low1,low 1 day ago}
set{highlow1,high1 - low1}
close 1 day ago is above the upper bollinger(20,2.0)
/* and highlow1 > 0.50 */
and highlow1 > 2
and open today is below close 1 day ago
and close today is below open today
and average volume(10) > 50000
and price > 10
]



StockFetcher Forums · Filter Exchange · Bollinger of Death<< >>Post Follow-up

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