StockFetcher Forums · Filter Exchange · Looking for momentum picks<< 1 2 >>Post Follow-up
rsarno
103 posts
msg #117367
Ignore rsarno
modified
12/15/2013 8:46:18 PM

Hello. I have returned after quite a while away from SF ...

I am wondering if i need to begin writing, or is there possibly a filter that already exists.

Id like hyped/pumped momentum plays under $5.00 where it is likely possible to jump in for .15 and jump out within 24hrs.

I can begin drafting my own and it would probably take 32 years lol, but figured there must be something already written here which i can use as a starting point.

I found this in my old filter saves (no idea who to credit it to)
offset 10 days
/*TO BUY*/
Show stocks where
volume gained more than 50 percent over the last 1 day
and average volume(90) is above 100000
and MA(3) crossed above MA(8) 1 day ago
and ADX(14) is above 20
and Linear Regression(10) slope crossed above 0 within the last day
and close is between 1 and 30




rsarno
103 posts
msg #117369
Ignore rsarno
12/15/2013 10:47:28 PM

If i could write my own, i may begin with this (but i have no idea how to code it in SF at the moment)

stock is not OTC
90day avg volume is over 200000
avg intraday price swing is between 5% and 10%
last close is over $2.00
last close for past 90 days is not less than $1.50


I havent thought through any of those numbers yet, just trying to piece together the indicators. I basically want a non-OTC stock that has decent avg volume and has a nice intraday swing.

FYI these are not for me to trade, they are for my group to paper trade. Hoping to use a filter to get to a list of ~10 picks, and let them select which of the 10 is most attractive for a day trade. Once selected, we will track the progress of the pick and examine the progress of various entry/exit strategies.

Any other indicators which may increase the chances on these picks would be greatly appreciated.

Thank you

Mactheriverrat
1,328 posts
msg #117370
Ignore Mactheriverrat
modified
12/16/2013 8:33:44 AM

IMHO -
Historical Volatility(100,1) above 40 to start.
Some might say stocks above the EMA(200)
Volume above 400000 or more.

Try using
EMA(13)
EMA(21)
EMA(50)
EMA(100)

one could use

Chart-time is 7 months

One might add the below
-------------------------------------
set{pp_3, CMA(pp,3) 1 day ago}
set{r_3, CMA(r1,3) 1 day ago}
set{s_3, CMA(s1,3) 1 day ago}

set{VAR1, count(close above pp_3,1)}
set{VAR2, count(close below r_3,1)}
set{WAIT, VAR1 * VAR2}
set{BUY, var1 - wait}
set{SELL, var2 - wait}

draw WAIT
draw SELL
draw BUY
----------------------------------------
Which would click like the below link-

Fetcher[set{pp_3, CMA(pp,3) 1 day ago}
set{r_3, CMA(r1,3) 1 day ago}
set{s_3, CMA(s1,3) 1 day ago}

set{VAR1, count(close above pp_3,1)}
set{VAR2, count(close below r_3,1)}
set{WAIT, VAR1 * VAR2}
set{BUY, var1 - wait}
set{SELL, var2 - wait}

draw WAIT
draw SELL
draw BUY

]


also
one might add:

Draw fast stochastic fast %k(14)
Draw fast stochastic fast %k(5)
Draw RSI(2)

add column fast stochastic fast %k(14)
add column fast stochastic fast %k(14) one day ago
add column fast stochastic fast %k(14) two day ago

add column fast stochastic fast %k(5)
add column fast stochastic fast %k(5) one day ago
add column fast stochastic fast %k(5) two day ago

add column Rsi(2)
add column Rsi(2) one day ago
add column Rsi(2) two day ago
add column Rsi(2) three day ago

add column IMI(2)
add column IMI(2) 0ne day ago
add column IMI(2) two day ago
add column IMI(2) three day ago

set{ratio, price / ema(13) }
and add column ratio
and add column ratio one day ago
and add column ratio two day ago
----------------------------------------
To me
-fast stochastic fast %k(5) will sometimes turn up from lows before fast stochastic fast %k(14) will.
-Using Rsi(2) can show oversold or overbrought positions
-Using set{ratio, price / ema(13) } shows how far the price is above or below the ema(13) note that 1.00 being = price to ema(13) means the high or low ratios can mean the price will whippsaw back the other way
- It all depends if one is playing stocks riding up the ema(13) or looking for stocks that are short term pullbacks

Your filter came from here I think.
Breakout filter you may want to take a l@@k at



dwiggains
391 posts
msg #117377
Ignore dwiggains
12/16/2013 11:27:14 AM

Rsarno you almost have it all done

Fetcher[
volume gained > 50%
average volume (90) > 100000
ma (3) crossed above ma (8) 1 day ago
adx (14) > 20
close > 1
close < 30
]




Good Luck
See ya
David

miketranz
716 posts
msg #117380
Ignore miketranz
12/16/2013 5:00:56 PM

SET{VAR1,DAYS(LOW BELOW MA(75),100)}

DRAW MA(25)
DRAW MA(50)
DRAW MA(75)
price under 5
VAR1 BELOW -0.5
AVG VOL 1000000

count(close < ma(50), 100) < 7
count(close < ma(25), 100) < 15

CHART-TIME 6 MONTH

miketranz
716 posts
msg #117381
Ignore miketranz
12/16/2013 5:02:12 PM

set {C30, close / close 30 days ago} and set {C60, close / close 60 days ago} and set { C90, close / close 90 days ago}
and close > .5 and average volume (90} > 1000,000 and add column C30 and add column C60 and add column C90 and
sort column 5 descending


jrbikes
624 posts
msg #117605
Ignore jrbikes
modified
1/3/2014 11:08:08 PM

Fetcher[show stocks where the close is greater than the open and the price is above the EMA(18) and the volume is greater than 250000 and the price is between .01 and 6
]


There you go! modify your price and volume, this is all you need!

jrbikes
624 posts
msg #117606
Ignore jrbikes
1/3/2014 11:12:37 PM

Fetcher[ show stocks where the close is less than the open and the price is above the EMA(18) and the volume is greater than 250000 and the price is between .01 and 5
]



Mactheriverrat
1,328 posts
msg #117607
Ignore Mactheriverrat
1/4/2014 1:00:32 AM

Here's something to study and play with. Hold a couple of days stocks
Fetcher[ fast stochastic fast %k(2,14) crossed above fast stochastic slow %d(2,14)
Price is below 15
price is above 5
Volume is above 400000
Draw fast stochastic fast %k(14)
Draw RSI(2)
Draw EMA(13)
Draw EMA(21)
Chart-time is 4 months
]



jrbikes
624 posts
msg #117639
Ignore jrbikes
1/8/2014 6:37:44 PM

well, is that not momentum for ya?

StockFetcher Forums · Filter Exchange · Looking for momentum picks<< 1 2 >>Post Follow-up

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