StockFetcher Forums · Filter Exchange · Middle of the Range...<< 1 ... 3 4 5 6 7 >>Post Follow-up
TheRumpledOne
6,359 posts
msg #45232
Ignore TheRumpledOne
modified
6/24/2006 10:10:34 AM

Fetcher[
/* Middle Trend - 3 DAYS OR MORE TREND */

set{MidLx, high + low }
set{Middle, MidLx / 2}

set{MidLx1, high 1 day ago + low 1 day ago }
set{Middle1, MidLx1 / 2}

set{MidLx2, high 2 day ago + low 2 day ago }
set{Middle2, MidLx2 / 2}

set{MidLx3, high 3 day ago + low 3 day ago }
set{Middle3, MidLx3 / 2}

set{MidLx4, high 4 day ago + low 4 day ago }
set{Middle4, MidLx4 / 2}

set{MidLx5, high 5 day ago + low 5 day ago }
set{Middle5, MidLx5 / 2}


set{mt0, count( close above middle , 1) }

set{mt1, count( close above middle1 , 1) }

set{mt2, count( close above middle2 , 1) }

set{mt3, count( close above middle3 , 1) }

set{mt4, count( close above middle4 , 1) }

set{mt5, count( close above middle5 , 1) }

Set{a1, mt5 * 1}
Set{a2, mt4 * 10}
Set{a3, mt3 * 100}
Set{a4, mt2 * 1000}
Set{a5, mt1 * 10000}
Set{a6, mt0 * 100000}

Set{aa, a1 + a2}
Set{ab, aa + a3}
Set{ac, ab + a4}
Set{ad, ac + a5}
Set{TREND, ad + a6}

set{CMb,days(close is above Middle1 , 100)}
set{CMa,days(close is below Middle1 ,100)}
set{CLxMid1, CMa - CMb}

/* PLOT */

and draw middle on plot close

/* DISPLAY COLUMNS */

and add column TREND
and add column CLxMid1

/*
and add column mt0
and add column mt1
and add column mt2
and add column mt3
and add column mt4
and add column mt5
*/

and add column Middle
and add column Middle1
and add column Middle2
and add column Middle3
and add column Middle4
and add column Middle5

/* SELECTION CRITERIA */

TREND above 110000

/* PRICE, VOLUME, MARKET CRITERIA */

close above 20
avg volume(5) above 1000000
avg volume(30) above 1000000
market is nasdaq

/* SORT */

sort column 5 descending
]



This shows how to use the TREND to select stocks that have close above the middle of the last 3 or more days.

MAY ALL YOUR FILLS BE COMPLETE.






TheRumpledOne
6,359 posts
msg #45231
Ignore TheRumpledOne
modified
6/24/2006 10:15:49 AM

Fetcher[
/* Middle Trend - DISPLAY FILTER */

set{MidLx, high + low }
set{Middle, MidLx / 2}

set{MidLx1, high 1 day ago + low 1 day ago }
set{Middle1, MidLx1 / 2}

set{MidLx2, high 2 day ago + low 2 day ago }
set{Middle2, MidLx2 / 2}

set{MidLx3, high 3 day ago + low 3 day ago }
set{Middle3, MidLx3 / 2}

set{MidLx4, high 4 day ago + low 4 day ago }
set{Middle4, MidLx4 / 2}

set{MidLx5, high 5 day ago + low 5 day ago }
set{Middle5, MidLx5 / 2}


set{mt0, count( close above middle , 1) }

set{mt1, count( close above middle1 , 1) }

set{mt2, count( close above middle2 , 1) }

set{mt3, count( close above middle3 , 1) }

set{mt4, count( close above middle4 , 1) }

set{mt5, count( close above middle5 , 1) }

Set{a1, mt5 * 1}
Set{a2, mt4 * 10}
Set{a3, mt3 * 100}
Set{a4, mt2 * 1000}
Set{a5, mt1 * 10000}
Set{a6, mt0 * 100000}

Set{aa, a1 + a2}
Set{ab, aa + a3}
Set{ac, ab + a4}
Set{ad, ac + a5}
Set{TREND, ad + a6}

set{CMb,days(close is above Middle1 , 100)}
set{CMa,days(close is below Middle1 ,100)}
set{CLxMid1, CMa - CMb}

/* PLOT */

and draw middle on plot close

/* DISPLAY COLUMNS */

and add column TREND
and add column CLxMid1

/*
and add column mt0
and add column mt1
and add column mt2
and add column mt3
and add column mt4
and add column mt5
*/

and add column Middle
and add column Middle1
and add column Middle2
and add column Middle3
and add column Middle4
and add column Middle5

close above 20
avg volume(5) above 1000000
avg volume(30) above 1000000
market is nasdaq

sort column 5 descending
]



I enhanced the Middle Trend filter to use the TREND display column so you can sort on the trend.

Stocks closing above previous middles are showing strength and stocks closing below previous middles are exhibiting weakness.

MAY ALL YOUR FILLS BE COMPLETE.






TheRumpledOne
6,359 posts
msg #45234
Ignore TheRumpledOne
modified
8/12/2006 1:09:25 PM

Fetcher[
/* Middle Trend - DAYTRADE PICKER */

set{MidLx, high + low }
set{Middle, MidLx / 2}

set{MidLx1, high 1 day ago + low 1 day ago }
set{Middle1, MidLx1 / 2}

set{MidLx2, high 2 day ago + low 2 day ago }
set{Middle2, MidLx2 / 2}

set{MidLx3, high 3 day ago + low 3 day ago }
set{Middle3, MidLx3 / 2}

set{MidLx4, high 4 day ago + low 4 day ago }
set{Middle4, MidLx4 / 2}

set{MidLx5, high 5 day ago + low 5 day ago }
set{Middle5, MidLx5 / 2}


set{mt0, count( close above middle , 1) }

set{mt1, count( close above middle1 , 1) }

set{mt2, count( close above middle2 , 1) }

set{mt3, count( close above middle3 , 1) }

set{mt4, count( close above middle4 , 1) }

set{mt5, count( close above middle5 , 1) }

Set{a1, mt5 * 1}
Set{a2, mt4 * 10}
Set{a3, mt3 * 100}
Set{a4, mt2 * 1000}
Set{a5, mt1 * 10000}
Set{a6, mt0 * 100000}

Set{aa, a1 + a2}
Set{ab, aa + a3}
Set{ac, ab + a4}
Set{ad, ac + a5}
Set{TREND, ad + a6}

set{CMb,days(close is above Middle1 , 100)}
set{CMa,days(close is below Middle1 ,100)}
set{CLxMid1, CMa - CMb}

set{HiMid1 ,high - Middle1}

set{HiOp ,high - open}


/* PLOT */

and draw middle on plot close

/* DISPLAY COLUMNS */

and add column TREND
and add column CLxMid1
and add column HiOp
and add column HiMid1


/*
and add column mt0
and add column mt1
and add column mt2
and add column mt3
and add column mt4
and add column mt5
*/

and add column Middle
and add column Middle1
and add column Middle2
and add column Middle3
and add column Middle4
and add column Middle5

/* SELECTION CRITERIA */

MT1 EQUAL 1

/* PRICE, VOLUME, MARKET CRITERIA */

close above 20
avg volume(5) above 1000000
avg volume(30) above 1000000
market is nasdaq

/* SORT */

sort column 5 descending
]




Notice the HiOp column.

This is how much profit you could have made buying at the open and selling at the high.

So long as this number is .10 or more, you could have made money.

I would love it if someone would run a backtest and see how many times you could have made .12 profit buying at the open price and then exiting.

Think 1000 shares times .12 = $120 - $20 commission = $100 net profit.

I should have named this filter THE PRINTING PRESS! I guess it is not too late...lol!

MAY ALL YOUR FILLS BE COMPLETE.








mgazda
13 posts
msg #56602
Ignore mgazda
11/9/2007 10:02:14 AM

Hi TRO,

Great stuff...

I've written some code in my day on SF, but I'm stuck on this one...maybe you can help.

I would like to know how often a stock closes up on the day if it rose at least 1 % anytime during the day.

For example, GOOG closes at 650...next morning at 9:45am it is up 1% @ 656.50 and I buy 100 shares.

How often will GOOG be above my buy point? Is it found using "mcorr" function?

So, instead of buying on a cross of the "middle" price range from the day before, I'm buying on a cross of a positive 1% move.

I know SF gives a list of stocks, not just GOOG, so I'll make the price range to find what I want.

Thanks for your help.

TheRumpledOne
6,359 posts
msg #56605
Ignore TheRumpledOne
modified
11/9/2007 10:07:46 AM

Fetcher[
/* One Percent Rise */

symlist(goog)

set{ xPct, .01 + 0.00 }

set{ HiCl, high - close 1 day ago}

set{ xRise, HiCl / close 1 day ago}

set{ xHit, count( xRise above xPct, 1) }

add column HiCl
add column xRise
add column xHit

HiCl above 0

sort column 6 descending


]



mgazda
13 posts
msg #56606
Ignore mgazda
11/9/2007 10:12:43 AM

Wow...I had to wait a whole 5 minutes for an answer!

Thanks!

TheRumpledOne
6,359 posts
msg #56607
Ignore TheRumpledOne
11/9/2007 10:18:20 AM

Whoops.. .Looks like I should have put the *** WORK IN PROGRESS *** sign up....LOL!

Hope you got the revised version.

mgazda
13 posts
msg #56609
Ignore mgazda
11/9/2007 10:21:41 AM

Got the revision, thanks.

Anyway of seeing the stats for the last 50 or 100 days? Sorta like with your "Middle of the Range" stats using mcorr?

Thanks again.

TheRumpledOne
6,359 posts
msg #56610
Ignore TheRumpledOne
modified
11/9/2007 10:38:49 AM

I posted a profit percent display filter in another thread.

Fetcher[

/* Long Profit Percent Statistics Display */

apply to symlist(goog)

set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

set{x1, high - open}
set{Long_Profit, x1/open }

set{B1A, count(Long_Profit > .01 , 100)}
set{B2A, count(Long_Profit > .02, 100)}
set{B0010, B1A - B2A}

set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .03, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .03 , 100)}
set{D2A, count(Long_Profit > .04, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .04 , 100)}
set{E2A, count(Long_Profit > .05, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .05 , 100)}
set{F2A, count(Long_Profit > .10, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .10 , 100)}
set{G2A, count(Long_Profit > .25, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .25 , 100)}
set{H2A, count(Long_Profit > .50, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .50 , 100)}

add column Long_Profit {ProfitPct}

and add column B0010 {1_2}
and add column C0010 {2_3}
and add column D1020 {3_4}
and add column E2030 {4_5}
and add column F3040 {5_10}
and add column G4050 {10_25}
and add column H50100 {25_50}
and add column I100 {50___}

and add column volcnt
and add column volzero

sort column 8 descending

]



TheRumpledOne
6,359 posts
msg #56611
Ignore TheRumpledOne
11/9/2007 11:07:27 AM

"I would like to know how often a stock closes up on the day if it rose at least 1 % anytime during the day.

For example, GOOG closes at 650...next morning at 9:45am it is up 1% @ 656.50 and I buy 100 shares. "

I would suggest you read my MILK THE COWS thread here and on www.kreslik.com

Waiting for a 1% move to enter is giving away too much profit when you only need to "give away" a dime!!



StockFetcher Forums · Filter Exchange · Middle of the Range...<< 1 ... 3 4 5 6 7 >>Post Follow-up

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