StockFetcher Forums · Filter Exchange · Filter help request<< >>Post Follow-up
mrparks
5 posts
msg #43130
Ignore mrparks
4/22/2006 6:48:58 PM

how to state the following:

if volume for the current day is greater than the volume for the previous day and the current day's (high-low) / volume is less than the previous day's (high-low) / volume



yepher
353 posts
msg #43132
Ignore yepher
4/22/2006 8:25:31 PM

Fetcher[

set{delta, high - low}
set{ratio, delta / volume}
set{diff, volume - volume 1 day ago}

volume above 1000000
AND close above 1

/*
volume for the current day is greater than the volume for the previous day and
*/
AND volume above volume 1 day ago
AND add column diff
/*
the current day's (high-low) / volume is less than the previous day's (high-low) / volume
*/
AND ratio above ratio 1 day ago


]




mrparks
5 posts
msg #43159
Ignore mrparks
4/23/2006 6:09:04 PM

Much thanks to Yepher for the help for writig the filter.

This filter is a counter trend filter. It was backtested in 2001 with results for 10 years of backtesting.
With a target of 16% and a stop of 12% it produced a net average 3.95% per trade with the trades lasting no longer than 3 days. The win ratio was about 67%.

set{delta, high - low}
set{ratio, delta / volume}
set{diff, volume - volume 1 day ago}

volume above 250000
AND close above 10

/*
volume for the current day is greater than the volume for the previous day and
*/
AND volume above volume 1 day ago
AND add column diff
/*
the current days (high-low) / volume is less than the previous day's (high-low) / volume
*/
AND ratio above ratio 1 day ago
High is below High 1 day ago and
Low is below Low 1 day ago
no bar gaps
price is > 25% below ma(13)
close is above day position(0.50)



StockFetcher Forums · Filter Exchange · Filter help request<< >>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