StockFetcher Forums · Filter Exchange · /* High Low Breakout Technique */<< 1 2 >>Post Follow-up
contrahawk
68 posts
msg #57385
Ignore contrahawk
12/2/2007 4:42:53 PM

What number of occurences do y'all regard as statistically significant?

Jim

TheRumpledOne
6,359 posts
msg #57386
Ignore TheRumpledOne
12/2/2007 4:47:31 PM

I just wrote the filter the other day... I don't know.

Just have to look for BIG NUMBERS.

contrahawk
68 posts
msg #57389
Ignore contrahawk
12/2/2007 4:58:20 PM

Thanks!



TheRumpledOne
6,359 posts
msg #58507
Ignore TheRumpledOne
12/25/2007 10:34:22 AM

Fetcher[
/* High Low Breakout Technique */

set{dailyrange, high - low}

set{YH, high 1 day ago}
set{THmYH, high - yh}
set{cTHYH, count(high > yh, 1)}
set{thyh, thmyh * count(high > yh, 1)}

set{yl, low 1 day ago}
set{ylmtl, yl - low }
set{cyltl, count(low > yl, 1)}
set{yltl, ylmtl * count(low > yl, 1)}

set{brkout, THYH + yltl}

add column dailyrange
add column THYH
add column yltl

brkout above 0

/* your close/volume/market criteria goes below this line */

high above high 20 day high 1 day ago

close above 20
volume above 1000000
market is nasdaq

/* end filter */
]



chetron
2,817 posts
msg #63789
Ignore chetron
6/16/2008 4:02:14 PM

pop



TheRumpledOne
6,359 posts
msg #63791
Ignore TheRumpledOne
6/16/2008 4:03:21 PM

Oldie but goodie.

Thanks for dusting it off.

chadik12000
6 posts
msg #114511
Ignore chadik12000
7/17/2013 9:14:37 AM

hi ,

how can we add another condition that no signal occured within the last 10 days ..

bec i found trading the secnd or third triggers is not as effective

StockFetcher Forums · Filter Exchange · /* High Low Breakout Technique */<< 1 2 >>Post Follow-up

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