StockFetcher Forums · Filter Exchange · Chetron - filter for linear regressions<< 1 2 >>Post Follow-up
LebowskiUrbanAchievers
56 posts
msg #90094
Ignore LebowskiUrbanAchievers
3/22/2010 11:51:33 AM

Chetron,
Could you make a filter for stocks that are closing in on their daily 100 period linear regression lines? Maybe add a column for their 5 min 100 period ilnear regression lines?

Kevin_in_GA
4,538 posts
msg #90101
Ignore Kevin_in_GA
3/22/2010 1:29:46 PM

SF does not have intraday capabilities.

What specifically do you mean by "closing in" on the their 100 period LR?

Something like this?

Fetcher[

show stocks where the close is near the top linear regression line(100)

]



or

Fetcher[

show stocks where the close is near the bottom linear regression line(100)

]




mystiq
650 posts
msg #90104
Ignore mystiq
3/22/2010 2:24:51 PM

set{a,Top Linear Regression(100,1) - Bottom Linear Regression(100,1)}
set{b,a / 2}
set{c,Bottom Linear Regression(100,1) + b}
set{d,Price - c}
set{e,d / b}
set{f,e * 100}
add column f



f -100 bottom linear reg
f 100 top linear reg

LebowskiUrbanAchievers
56 posts
msg #90116
Ignore LebowskiUrbanAchievers
3/22/2010 5:06:45 PM

Thanks everyone, need to narrow down selections. I think showing stocks that are optionable, near either the top of the100 period linear regression and trending up might help narrow it down. Also the reverse trending lower and near the bottom. Most all stocks will bounce off the top or bottom of their 100 day linear regression channels, mostly trending back to the mean line. I will try to post a graph to show this.



LebowskiUrbanAchievers
56 posts
msg #90118
Ignore LebowskiUrbanAchievers
3/22/2010 5:20:14 PM





Kevin_in_GA
4,538 posts
msg #90120
Ignore Kevin_in_GA
3/22/2010 6:14:25 PM

Something like this?


Fetcher[
stock is optionable
show stocks where the high is above the top linear regression line(100)
close is below close 1 day ago
]




or


Fetcher[
stock is optionable
show stocks where the low is below the bottom linear regression line(100)
close is above close 1 day ago
]



chetron
2,817 posts
msg #90122
Ignore chetron
modified
3/22/2010 6:50:19 PM

interesting look.....

Fetcher[
draw Top Linear Regression Line(100,.5)
stock is optionable
show stocks where the high is above the top linear regression line(100)
close is below close 1 day ago

]



AND ..

Fetcher[
draw Top Linear Regression Line(100,.50)
stock is optionable
show stocks where the low is below the bottom linear regression line(100)
close is above close 1 day ago

]





Systrader
56 posts
msg #90154
Ignore Systrader
3/23/2010 10:01:31 AM

Hi Chetron,

Suggestion , would you not want to add the line:

linear regression(10) slope is above 0

when at the bottom of the LR100 , so this is a buy on pullback following an upward trend ?

vice versa for those at the top of the LR100 add the line

linear regression(10) slope is below 0 , for downward trending stocks.


Systrader
56 posts
msg #90155
Ignore Systrader
3/23/2010 10:03:23 AM

I meant linear regression period 100 ... lr (100)

Kevin_in_GA
4,538 posts
msg #90160
Ignore Kevin_in_GA
3/23/2010 10:30:49 AM

Agreed. The slope of the linear regression line ahould be positive for longs, and negative for shorts. Classic upchannel, downchannel plays.

StockFetcher Forums · Filter Exchange · Chetron - filter for linear regressions<< 1 2 >>Post Follow-up

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