StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 33 34 35 36 37 ... 40 >>Post Follow-up
JCastellon
26 posts
msg #74861
Ignore JCastellon
5/30/2009 12:57:28 AM

thanks tro i appriciate it, btw are you familiar with ninjatrader?

lookup
1 posts
msg #74866
Ignore lookup
5/31/2009 12:54:53 AM

Maybe I missed a post somewhere but can you explain where you enter long or short is it below the 1 min bar and above the 1 min. bar? Sorry if not getting it .
Thanks for all your hard work.

TheRumpledOne
6,362 posts
msg #74903
Ignore TheRumpledOne
6/1/2009 1:31:19 PM


Educational Web Seminars

Wednesday, June 03, 2009 4:30:00 PM EST

Trading the Opening Gap

http://www.pfgbest.com/webinar/eventSummary.asp?skey=338700598

bocacob
3 posts
msg #75290
Ignore bocacob
6/11/2009 1:54:01 PM

I am new to this Forum and have read a lot of this thread. I was wondering if anyone has done a filter for the "oops" setups that were mentioned previously in this thread? Thanks in advance.

TheRumpledOne
6,362 posts
msg #81313
Ignore TheRumpledOne
10/17/2009 10:00:52 PM

POP TO THE TOP

TheRumpledOne
6,362 posts
msg #84137
Ignore TheRumpledOne
12/10/2009 9:35:59 AM



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}

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

/* SELECTION CRITERIA */

symlist(fre)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING
]





TheRumpledOne
6,362 posts
msg #84682
Ignore TheRumpledOne
12/19/2009 12:44:43 AM

Did anyone notice I put FRE in the previous post?

Did anyone notice what FRE has done since I posted ?



cunparis
71 posts
msg #88173
Ignore cunparis
2/12/2010 3:37:09 AM

Good catch with FRE.

I don't really understand how you know to buy close & sell open based on your filter. In FRE case, it seems to gap up as much as it gaps down, so wouldn't that give you a 50/50 chance?



TheRumpledOne
6,362 posts
msg #88198
Ignore TheRumpledOne
2/12/2010 11:56:03 AM

I don't understand your question.

This filter is a statistical report. It shows you the best candidates to FADE THE GAP.

cwn6161
40 posts
msg #88575
Ignore cwn6161
2/23/2010 11:04:26 AM

TRO, your previous filter post was titled "buy close, sell open" and FRE showed up on the filter

paris was asking why FRE was decent shot to buy its close, since its gap up/gap down % are so close to each other

StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 33 34 35 36 37 ... 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 2016 - 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