StockFetcher Forums · Filter Exchange · Jeff Copper's 5-day Momentum Buy<< >>Post Follow-up
binhp
71 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

*** 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 2022 - 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


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.