StockFetcher Forums · Filter Exchange · Jump Shot<< >>Post Follow-up
brank20
41 posts
msg #93537
Ignore brank20
modified
6/5/2010 7:10:12 AM



The idea behind this filter is to find stocks that have been on the decline for 20 days. They declined between 5 and 10 percent. Then on the 21st day they jumped back up above their decline giving a percentage gain between 0 and 5 percent. Continuing on optimistic trading, you would get in on the 22nd day and try to get a 2.5% stop profit.

Set profit stop to 2.5%
set stop limit to 5%
Set days to hold to 25
I chose to stick to S&P 500 stocks, results may vary based on exchange.

Fetcher[show stocks where index is S&P 500

set{var1, close - close 20 days ago}
set{var2, close 1 day ago - close 20 days ago}
set{var3, var1 / close 20 days ago}
set{var4, var2 / close 20 days ago}

var3 is between 0 and .05
var4 is between -.05 and -.1

average volume(90) > 100000
close > 5

do not draw var3
do not draw var4
draw macd
draw rsi(14)

sort by column 6 descending
]



brank20
41 posts
msg #93538
Ignore brank20
modified
6/5/2010 7:12:30 AM

Results
Results column "Percent Increase" is the high 4 days after the entry point. This is the max you can get on this trade if you place your trailing stop correctly.

Fetcher[show stocks where index is S&P 500

set{var1, close 5 days ago - close 25 days ago}
set{var2, close 6 days ago - close 25 days ago}
set{var3, var1 / close 25 days ago}
set{var4, var2 / close 25 days ago}

var3 is between 0 and .05
var4 is between -.05 and -.1

average volume(90) > 100000
close > 5

do not draw var3
do not draw var4
draw macd
draw rsi(14)

set{var5, high 4 day high}
set{var6, var5 - open 4 days ago}
set{var7, var6 / open 4 days ago}
set{var8, var7 * 100}
add column var8{Percent Increase}
sort by column 5 descending

offset 13 days
]



brank20
41 posts
msg #93539
Ignore brank20
modified
6/5/2010 7:20:39 AM

edit - nm

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