StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 12 13 14 15 16 ... 40 >>Post Follow-up
TheRumpledOne
6,407 posts
msg #56249
Ignore TheRumpledOne
modified
10/31/2007 9:43:50 PM

Fetcher[
/* GAP FILL STREAK COUNTER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 1)}
set{gapdn100f, count(gapdnfilled > 0, 1)}

set{gapfilled, gapup100f + gapdn100f}

set{FillStr,days(gapfilled equal 0, 100)}


add column FillStr
add column Xgapped
add column gapupfilled
add column gapdnfilled

/* SELECTION CRITERIA */

CLOSE ABOVE 40
AVERAGE VOLUME(30) ABOVE 1000000
MARKET IS NASDAQ

/* profit checker - long only */

set{ LongProfit, high - open}
set{Long10, count(longprofit above .10, 100) }
set{Long50, count(longprofit above .50, 100) }
set{LoseLg, Long10 - Long50}

add column LoseLg
add column LongProfit
add column Long10
add column Long50

and add column cma(longprofit, 100)

/* profit checker - short only */

set{ ShortProfit, open - low }
set{Short10, count(Shortprofit above .10, 100) }
set{Short50, count(Shortprofit above .50, 100) }
set{LoseSh, Short10 - Short50}

add column LoseSh
add column ShortProfit
add column Short10
add column Short50

and add column cma(Shortprofit, 100)


/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING
]



It is very important to remember that the gap does NOT have to fill in order to make money.



welliott111
98 posts
msg #56297
Ignore welliott111
11/1/2007 5:55:18 PM

TRO

Do you still recommend the 80% or better criteria or is volatility more

successful?Most of your examples are aapl ,rimm,drys and they are in

the 60% gap fill range.


Thanks



TheRumpledOne
6,407 posts
msg #56306
Ignore TheRumpledOne
11/2/2007 6:50:27 AM

Q. Do you still recommend the 80% or better criteria or is volatility more
successful?

A. Trade what stock(s) you feel comfortable trading. Nothing else matters.





TheRumpledOne
6,407 posts
msg #57159
Ignore TheRumpledOne
modified
11/29/2007 9:37:29 AM

Fetcher[
/* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{gapupstr, days(Xgapup equal 0, 100)}
set{gapdnstr, days(Xgapdn equal 0, 100)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gapupstr
and add column gapdnstr

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */


/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING
]



Column gapupstr is number of days in a row the stock has gapped up.

Column gapndstr is number of days in a row the stock has gapped dn.

TheRumpledOne
6,407 posts
msg #57227
Ignore TheRumpledOne
modified
11/30/2007 12:31:27 PM

Fetcher[
/* PROFESSIONAL GAP statistics */

set{Xgapped, open - HIGH 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{green1, count(close above open, 1) * Xgapup }
set{green, count( green1 > 0 , 100) }

set{fake1, count(high equal open, 1) * Xgapup }
set{fake, count( fake1 > 0 , 100) }

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}



set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}



set{gapfilled, gapup100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column green
and add column fake

/* SELECTION CRITERIA */

MARKET IS NASDAQ 100

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING
]



I heard about the PROFESSIONAL GAP which is when a stock gaps above the previous day's high and takes off.

Column green is how many times it gapped up AND closed above the open price.

Column fake is how many times it gapped up AND the open was the high price.

Just another way to use statistics to take money from the big boys...LOL!

TheRumpledOne
6,407 posts
msg #58010
Ignore TheRumpledOne
modified
12/12/2007 2:17:55 PM

Fetcher[
/* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{gapupstr, days(Xgapup equal 0, 100)}
set{gapdnstr, days(Xgapdn equal 0, 100)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gapfilled

and add column gappedup100
and add column gapup100f
and add column gapupstr

and add column gappeddn100
and add column gapdn100f
and add column gapdnstr

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

SYMLIST(BIDU,DRYS,FSTR,ISRG,PCLN,STP,AAPL,POT,RIMM,VIP,CMG,VSEC,FCSX,GIGM,SNCR,BGC,VMW,FTK,BUCY,CMED,LIFC,CF,MTL,EDU,HDB,MA,SID,TKC,LFC,ABB,TEF,GOOG,SSRX,TDG,CNH,ININ,NOV,PFWD,FCX,TTES,BCSI,CTRP,GME,GRMN,MICC,SYNA,DLB,MORN,ITU,MBT,SLT,WX,MR,ATW,HMSY,BHP,WFR,BAP,BBL,BLK,DSX,ESRX,HRBN,SNHY,CAM,LKQX,TISI,AGU,ARD,AMZN,TELOZ,BOOM,CPLA,GLDN,KOP,BTJ,GTI,MEE,SWN,PDA,CCH,FTI,PCP,SDA,OTEX,SNDA,VIVO,BBD,DE,ABAX,FLIR,SXE,GSOL,CHL,CLB,ARGN,EJ,FMCN,DWSN,CYNO)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING

chart-time is 1 month
]




TheRumpledOne
6,407 posts
msg #58011
Ignore TheRumpledOne
modified
12/12/2007 2:52:49 PM

Fetcher[
/* gap fill statistics buy close, sell open*/

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

set{MidLx, high + low }
set{MIddle, MidLx / 2}

set{CMb,days(close is above MIddle , 100)}
set{CMa,days(close is below MIddle ,100)}
set{CLxMid, CMa - CMb}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column CLxMid

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

SYMLIST(BIDU,DRYS,FSTR,ISRG,PCLN,STP,AAPL,POT,RIMM,VIP,CMG,VSEC,FCSX,GIGM,SNCR,BGC,VMW,FTK,BUCY,CMED,LIFC,CF,MTL,EDU,HDB,MA,SID,TKC,LFC,ABB,TEF,GOOG,SSRX,TDG,CNH,ININ,NOV,PFWD,FCX,TTES,BCSI,CTRP,GME,GRMN,MICC,SYNA,DLB,MORN,ITU,MBT,SLT,WX,MR,ATW,HMSY,BHP,WFR,BAP,BBL,BLK,DSX,ESRX,HRBN,SNHY,CAM,LKQX,TISI,AGU,ARD,AMZN,TELOZ,BOOM,CPLA,GLDN,KOP,BTJ,GTI,MEE,SWN,PDA,CCH,FTI,PCP,SDA,OTEX,SNDA,VIVO,BBD,DE,ABAX,FLIR,SXE,GSOL,CHL,CLB,ARGN,EJ,FMCN,DWSN,CYNO)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING

chart-time is 1 month
]






welliott111
98 posts
msg #58013
Ignore welliott111
12/12/2007 3:56:31 PM

TRO
Just out of curiosity, why those particular candidates for symlist in last 2 filters?

TheRumpledOne
6,407 posts
msg #58018
Ignore TheRumpledOne
modified
12/12/2007 4:19:03 PM

Some people seem to think they are good stocks.

I wanted to see if I can take advantage of how these stocks trade.



simplegolpadia
11 posts
msg #58028
Ignore simplegolpadia
12/12/2007 6:14:12 PM

It's interesting. For gapped down, the ratio of gapdn100f to gappeddn100 is very high for some of the high flying stocks (ISRG, GOOG), but the ratio for the Gap Up is not that impressive for these stocks.



StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 12 13 14 15 16 ... 40 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.