StockFetcher Forums · Filter Exchange · Need translation to SF filter for the sell short setup<< >>Post Follow-up
kamalmathi
10 posts
msg #65095
Ignore kamalmathi
7/17/2008 5:13:56 AM

Hi,
Can you pls this convert following sell short setup into SF filter ?
I took this setup from toni tunner book "Short -term trading in the stock market" and want to backtest.

If anybody has great short sell setup filters pls let me know.

Feel free to add to the filter if you think it is important.

1. Sixty days average volume has to be above 1000000
2. Currently forming a continuation pattern( great to have this or skip)
3. MA(20) and MA(50) heading south (down) from last 3 days.
4. Distance between MA(20) and MA(50) is descreasing from last 3 days .
5. MA(20) is above MA(50)
6. Only last two close has to be below MA(50)
7. Distance between ADX(14)- and ADX(14)+ is decreasing from last 3 days or just crossed over.
8. ADX is not less than 5% below and above30


thanks


chetron
2,817 posts
msg #65098
Ignore chetron
7/17/2008 6:49:28 AM


CHECK THIS OUT

maxreturn
745 posts
msg #65107
Ignore maxreturn
7/17/2008 10:13:06 AM

Here's the long version in clickable format:

Fetcher[set{2050osc, ma(20) divided by ma(50)}
average volume(60) above 1000000
and price above 5
and ma(20) below ma(20) 3 days ago
and ma(50) below ma(50) 3 days ago
and 2050osc below 2050osc 3 days ago
and ma(20) above ma(50)
and count(close below ma(50),2) above 1
and adx between 25 and 35
and di(14) difference below di(14) difference 3 days ago
]


Regards
Max

kamalmathi
10 posts
msg #65158
Ignore kamalmathi
modified
7/18/2008 1:50:14 AM

First , thanks for writting the filter.
There is one problem, i'm getting more than one candle is closed below MA(50).

Here is what i want ...
1.Only last two days has to close below ma(50) (means any candle before last 10 days has to close above ma(50) ).


In this down market i'm thinking short selling.Is there any filter for short sell with backtesting result >90% wins?

thanks in advance

maxreturn
745 posts
msg #65169
Ignore maxreturn
modified
7/18/2008 10:01:07 AM



chetron
2,817 posts
msg #65172
Ignore chetron
7/18/2008 10:39:22 AM



CLICK ME, CLICK ME

rtucker
318 posts
msg #65216
Ignore rtucker
7/19/2008 2:47:19 AM

Chetron,

If you have been using this site/ info...... Is the information current?

Thanks.

chetron
2,817 posts
msg #65249
Ignore chetron
7/19/2008 5:56:31 PM

i just found it the other day and i want to work it in to my plan. i think it has value.

above the ticker entry field it says it shows date and "20 minute delay".



StockFetcher Forums · Filter Exchange · Need translation to SF filter for the sell short setup<< >>Post Follow-up

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