StockFetcher Forums · Filter Exchange · How can this be improved?<< >>Post Follow-up
jackmack
310 posts
msg #129251
Ignore jackmack
6/20/2016 12:16:12 PM

I took shillllihs original filter and played around with it - mainly for liquidity purposes and searching for divergences in the BB to PRICE and it returns fairly decent picks.
If one were to pick say the top 2 or 3 and buy at the open next day and sell the close 2 or 3 days later it seems it would do fairly well - I have no way of back testing this though - only did manual back a couple years.
But there are also periods where not so well.
Take a look and see how it can be improved upon - whether sorted differently (other metrics not used here) for top returned candidates or something to keep you from picking returned candidates in order to side step larger draw downs.


Stocks are not OTCBB
stock is not etf
Bollinger Width Oscillator(5,2) below -1 in last day
Day Position(0.5,1)below day position 2 days ago
volume above 5000000
do not draw day position (-1.00,5)
do not draw day position
sort column 5 ascending
close above 1

add column rsi(14)
draw rsi(14)

Cheers

shillllihs
3,089 posts
msg #129269
Ignore shillllihs
6/21/2016 12:46:04 AM

Fetcher[
Stocks are not OTCBB
Bollinger Width Oscillator(5,2) below -1 in last day
Day Position(0.5,1)below day position 2 days ago
do not draw day position (-1.00,5)
do not draw day position
sort column 5 ascending
close above 1

add column rsi(14)
draw rsi(14)
etf
]



With the little time I spent on this, seems to catch long ETFs for a bounce for at least a day to several
And inverse ETFs will go short. Could be useful for trends.

jackmack
310 posts
msg #129305
Ignore jackmack
6/21/2016 4:13:28 PM

When sorted volume low to high it seems to hold up pretty well also.
But "historically" I have no idea since back testing no longer able here.


StockFetcher Forums · Filter Exchange · How can this be improved?<< >>Post Follow-up

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