StockFetcher Forums · Filter Exchange · Have a look at this baby (original from Holygrail)<< >>Post Follow-up
judgetrade
107 posts
msg #39890
Ignore judgetrade
1/3/2006 7:56:38 AM

(original from Holygrail, I changed it a bit)

set{ae5, atr(5) / ema(5) } and average volume(10) is above 50000 and ae5 above 0.14 and rsi(2) below 10 and weekly rsi(2) below 33
and average price (2) * average volume (2) > 200000
and average price (100) * average volume (100) > 100000
and close is between 0.1 and 1
close below open

Hold for 3 Days. Lots of trades. The bigger the roc(2) the bigger the move!


judgetrade
107 posts
msg #39891
Ignore judgetrade
1/3/2006 8:10:13 AM

To much trades for me (only able to manage one or two a day), nice steady capital curve (5000 bucks fixed betsize per trade) and a nice outliner with 5500% in one trade.

Last 250 Days:
% Stocks Size Day Size Capital
11 1 5000 5000 550
7 3 5000 15000 1600
5 1 5000 5000 1850
8 2 5000 10000 2650
-29 3 5000 15000 -1700
-6 5 5000 25000 -3200
17 2 5000 10000 -1500
-18 3 5000 15000 -4200
-63 1 5000 5000 -7350
1 1 5000 5000 -7300
14 2 5000 10000 -5900
37 2 5000 10000 -2200
8 1 5000 5000 -1800
57 1 5000 5000 1050
11 1 5000 5000 1600
-14 1 5000 5000 900
10 7 5000 35000 4400
-18 5 5000 25000 -100
-1 3 5000 15000 -250
-4 1 5000 5000 -450
2 4 5000 20000 -50
15 5 5000 25000 3700
17 4 5000 20000 7100
5500 1 5000 5000 282100
5 2 5000 10000 282600
4 6 5000 30000 283800
10 2 5000 10000 284800
-4 3 5000 15000 284200
-2 5 5000 25000 283700
-1 3 5000 15000 283550
15 1 5000 5000 284300
299 1 5000 5000 299250
420 2 5000 10000 341250
10 3 5000 15000 342750
5 1 5000 5000 343000
9 1 5000 5000 343450
-11 3 5000 15000 341800
-15 2 5000 10000 340300
-6 3 5000 15000 339400
6 7 5000 35000 341500
7 6 5000 30000 343600
18 4 5000 20000 347200
9 6 5000 30000 349900
-7 7 5000 35000 347450
9 7 5000 35000 350600
-9 2 5000 10000 349700
5 3 5000 15000 350450
-2 3 5000 15000 350150
2 7 5000 35000 350850
-8 8 5000 40000 347650
12 9 5000 45000 353050
13 7 5000 35000 357600
8 6 5000 30000 360000
14 2 5000 10000 361400
-7 7 5000 35000 358950
18 6 5000 30000 364350
3 1 5000 5000 364500
7 5 5000 25000 366250
3 8 5000 40000 367450
16 7 5000 35000 373050
38 4 5000 20000 380650
5 6 5000 30000 382150
1 2 5000 10000 382250
39 3 5000 15000 388100
41 4 5000 20000 396300
46 1 5000 5000 398600
9 6 5000 30000 401300
2 5 5000 25000 401800
3 7 5000 35000 402850
8 4 5000 20000 404450
7 5 5000 25000 406200
2 7 5000 35000 406900
9 4 5000 20000 408700
33 6 5000 30000 418600
-6 3 5000 15000 417700
-3 5 5000 25000 416950
4 7 5000 35000 418350
4 8 5000 40000 419950
-4 9 5000 45000 418150
-2 6 5000 30000 417550
-4 9 5000 45000 415750
8 5 5000 25000 417750
10 5 5000 25000 420250
7 2 5000 10000 420950
-2 2 5000 10000 420750
5 3 5000 15000 421500
12 3 5000 15000 423300
-21 1 5000 5000 422250
25 2 5000 10000 424750
13 4 5000 20000 427350
13 2 5000 10000 428650
-4 2 5000 10000 428250
-1 3 5000 15000 428100
20 5 5000 25000 433100
22 4 5000 20000 437500
-6 2 5000 10000 436900
-13 2 5000 10000 435600
2 2 5000 10000 435800
14 4 5000 20000 438600
9 2 5000 10000 439500
-12 1 5000 5000 438900
-4 1 5000 5000 438700
-11 2 5000 10000 437600
-5 2 5000 10000 437100
-2 2 5000 10000 436900
17 2 5000 10000 438600
6 2 5000 10000 439200
-6 2 5000 10000 438600
5 1 5000 5000 438850
-25 1 5000 5000 437600
2 2 5000 10000 437800
4 1 5000 5000 438000
100 2 5000 10000 448000
-12 3 5000 15000 446200
2 2 5000 10000 446400
-9 3 5000 15000 445050
1 4 5000 20000 445250
7 5 5000 25000 447000
13 4 5000 20000 449600
6 2 5000 10000 450200
-10 2 5000 10000 449200
-13 2 5000 10000 447900
6 2 5000 10000 448500
8 4 5000 20000 450100
7 2 5000 10000 450800
4 3 5000 15000 451400
10 3 5000 15000 452900
25 3 5000 15000 456650
7 4 5000 20000 458050
-18 2 5000 10000 456250
-6 3 5000 15000 455350
-7 4 5000 20000 453950
-24 2 5000 10000 451550
5 1 5000 5000 451800
5 3 5000 15000 452550
8 8 5000 40000 455750
8 2 5000 10000 456550
13 2 5000 10000 457850
-10 2 5000 10000 456850
18 3 5000 15000 459550
18 4 5000 20000 463150
6 1 5000 5000 463450
6 2 5000 10000 464050
80 2 5000 10000 472050
9 1 5000 5000 472500
-37 1 5000 5000 470650
18 4 5000 20000 474250
14 4 5000 20000 477050
5 4 5000 20000 478050
8 6 5000 30000 480450
-6 3 5000 15000 479550
22 2 5000 10000 481750
-3 4 5000 20000 481150
5 4 5000 20000 482150
26 4 5000 20000 487350
15 4 5000 20000 490350
8 6 5000 30000 492750
11 5 5000 25000 495500
1 2 5000 10000 495600
-16 1 5000 5000 494800
-2 2 5000 10000 494600
-9 5 5000 25000 492350
1 4 5000 20000 492550
10 3 5000 15000 494050
7 3 5000 15000 495100
-5 2 5000 10000 494600
2 6 5000 30000 495200
20 5 5000 25000 500200
3 3 5000 15000 500650
14 4 5000 20000 503450
-18 2 5000 10000 501650
12 4 5000 20000 504050
-3 3 5000 15000 503600
8 5 5000 25000 505600
25 2 5000 10000 508100
7 1 5000 5000 508450
-5 1 5000 5000 508200
-11 3 5000 15000 506550
5 5 5000 25000 507800
23 6 5000 30000 514700
18 4 5000 20000 518300
-1 4 5000 20000 518100
12 6 5000 30000 521700
-18 1 5000 5000 520800
-22 2 5000 10000 518600
2 5 5000 25000 519100
13 4 5000 20000 521700
-3 7 5000 35000 520650
3 9 5000 45000 522000
9 7 5000 35000 525150
-2 4 5000 20000 524750
2 10 5000 50000 525750
10 7 5000 35000 529250
5 4 5000 20000 530250
-16 2 5000 10000 528650
-13 2 5000 10000 527350
-24 4 5000 20000 522550
-19 2 5000 10000 520650
-20 3 5000 15000 517650
-12 4 5000 20000 515250
6 4 5000 20000 516450
20 5 5000 25000 521450
11 4 5000 20000 523650
-5 5 5000 25000 522400
-7 5 5000 25000 520650
5 1 5000 5000 520900
47 5 5000 25000 532650
27 4 5000 20000 538050
28 3 5000 15000 542250
35 4 5000 20000 549250
17 5 5000 25000 553500
-6 5 5000 25000 552000



craigk
24 posts
msg #39920
Ignore craigk
1/4/2006 4:55:33 AM

What is roc(2)?
"The bigger the roc(2) the bigger the move!"
Thanks Craig



judgetrade
107 posts
msg #39921
Ignore judgetrade
1/4/2006 6:43:02 AM

rate of change. What I mean was: the bigger the drop of the stock was, the bigger the expected move up.


judgetrade
107 posts
msg #39960
Ignore judgetrade
1/5/2006 6:50:24 AM

Have you seen ABRXQ, nice!


rtucker
318 posts
msg #40045
Ignore rtucker
modified
1/7/2006 11:40:35 PM

d

judgetrade
107 posts
msg #40054
Ignore judgetrade
1/8/2006 10:57:20 AM

I testet it by hand, went back 250 Days. I think you can go back to 1997. I did it with other RSI (2) screens and the equity curve was great...


StockFetcher Forums · Filter Exchange · Have a look at this baby (original from Holygrail)<< >>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