StockFetcher Forums · Filter Exchange · Jeff Copper's 5-day Momentum Buy<< >>Post Follow-up
binhp
69 posts
msg #52474
Ignore binhp
6/24/2007 11:28:57 AM

I am trying code Jeff Copper's 5-day Momentum method buy. Here is my first attempt:

Stochastic(10,5,3) %K < 20
+DI(14) is above -DI(14)
adx(14,14) > 35

Is this correct ?

Thanks,

BP

kram1056
21 posts
msg #52476
Ignore kram1056
modified
6/24/2007 12:35:01 PM

You may want to add a line to include only the 50+ dollar stocks when going long and the 40+ dollar stocks when shorting. I know that is what Jeff recomends for safety. If you want to look at the stocks to short you need to reverse your filter so ADX- is above ADX+. Anyway just my suggestion. Good Luck with your filter.

Also, you may want to add a watchlist like the IBD 100, or stocks with RS above 94 from IBD or something like that.

simplegolpadia
11 posts
msg #54949
Ignore simplegolpadia
modified
9/19/2007 8:11:38 PM

**

jhar3
23 posts
msg #54991
Ignore jhar3
9/21/2007 8:01:28 AM

i am also trying to write a momentum filter, this is from dave landrys book.for shorts just reverse it. I would like to have the filter check for close from 4 days to seven days. anyone have any other ideas. maybe above 200ma.? clean it up?

Show stocks where high reached a new 2 month high
and Average Volume(90) is above 50000
and close is between 10 and 250
and adx(14)above 30
and +di(14) above -di(14)
and Close has been decreasing over the last 4 days



maxreturn
745 posts
msg #54993
Ignore maxreturn
modified
9/21/2007 8:38:36 AM

jhar, I think you may have misunderstood Landry's filter. I would think that it would be rather difficult to find stocks that today have declined in price for four days and also just made a two month high. Let's try this:

Fetcher[Show stocks where high reached a new 2 month high within the last 7 days
and Average Volume(90) is above 50000
and close is between 10 and 250
and adx(14)above 30
and +di(14) above -di(14)
and Close has been decreasing over the last 4 days
price above ema(200)
ema(50) above ema(200)
]



Regards
Max

jhar3
23 posts
msg #55033
Ignore jhar3
modified
9/21/2007 6:56:04 PM

max, I forgot to mention that this is for a simple pullback. It looks for 3 but not more than 7 consecutives lower highs. goes long 1/16 above todays high, i,m still not sure how to write the line.3 but not more than 7 consecutives lower highs.
thanks for the help with this filter.

StockFetcher Forums · Filter Exchange · Jeff Copper's 5-day Momentum Buy<< >>Post Follow-up

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