StockFetcher Forums · Filter Exchange · Divergence filter<< >>Post Follow-up
calhawk01
135 posts
msg #77199
Ignore calhawk01
8/3/2009 5:57:17 PM

Hello,

Fetcher[show stocks where the momentum(24) has been increasing for 5 days and close between 0 and 1 and volume is above 100000 and volume is more than 100% above the average volume(10) today and close has been increasing over the last 2 days]



can someone help me improve this?

i want to find stocks at the exact time when yesterday's momentum is above 5 days ago. PPS is starting to increase. on balance volume has been increasing for the last 5 days.

thoughts?

thank you in advance

calhawk01
135 posts
msg #77200
Ignore calhawk01
8/3/2009 6:38:21 PM

Fetcher[show stocks where the momentum(24) has been increasing for 5 days and close between 0 and 1 and volume is above 100000 and volume is more than 100% above the average volume(10) today and close has increased by zero percent]




calhawk01
135 posts
msg #77201
Ignore calhawk01
8/3/2009 6:46:30 PM

Ok, i'm new at making filters and i really appreciate everyone's help! Please review my filter and tell me if i have done something wrong.

1. I want to find stocks where the momentum is increasing (is 5 days a long enough period if i want to invest short term?)
2. close between 0 to 1
3. i want volume so i can have buyers if i want to dump the stock
4. sudden increase in volume
5. and the price per share has only increased less than 10% (i would prefer zero percent)

Please, if anyone has any time review my filter :D

Fetcher[show stocks where the momentum(24) has been increasing for 5 days and close between 0 and 1 and volume is above 100000 and volume is more than 100% above the average volume(10) today and set {r, close / close 1 day ago} add column r and r < 1.1 and r > .9]



calhawk01
135 posts
msg #77240
Ignore calhawk01
8/4/2009 3:41:40 PM

Fetcher[1show stocks where the momentum(24) has been increasing for 5 days and close between 0 and 1 and volume is above 100000 and volume is more than 100% above the average volume(10) 17 days ago and set {r, close / close 1 day ago} add column r and r < 1.1 and r > .9 and rsi(2) below 10 and weekly rsi(2) below 33]



When i backtest -

"above the average volume(10) 17 days ago" why is 17 days seem to give me better results from any other day 0-20?

calhawk01
135 posts
msg #77277
Ignore calhawk01
8/5/2009 12:34:00 PM

Guys back test this through 6/2009 to 07/2009. This is a very impressive filter.

calhawk01
135 posts
msg #77421
Ignore calhawk01
8/10/2009 5:24:23 PM

bump

StockFetcher Forums · Filter Exchange · Divergence filter<< >>Post Follow-up

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