StockFetcher Forums · Filter Exchange · One Line Filter Revisited<< 1 2 3 4 >>Post Follow-up
TheRumpledOne
6,407 posts
msg #48347
- Ignore TheRumpledOne		 12/2/2006 8:39:20 PM

Fetcher[
cema(volume,60) > 150000
high < high 1 day ago
high 1 day ago < high 2 days ago
ma(10) > ema(30)
close > ema(30)
close < ma(10)
close > ma(200)
weekly ma(10) > weekly ema(30)
ADX(10) > 20
price between .20 and 10


set{ high5, high 5 day high }
set{open4, open 4 days ago}
set{MaxPL, high5 - open4}
set{MaxPLx, MaxPL / open4 }
set{MaxPLPct, MaxPLx * 100 }


/* Volatility Direction Filter Display */

set{BBDiff, Upper Bollinger Band(20) - Lower Bollinger Band(20) }

set{BBDb,days(BBDiff is above BBDiff 1 day ago,100)}
set{BBDa,days(BBDiff is below BBDiff 1 day ago,100)}
set{BBTrend, BBDa - BBDb}

set{ATRb,days(ATR(14) is above ATR(14) 1 day ago,100)}
set{ATRa,days(ATR(14) is below ATR(14) 1 day ago,100)}
set{ATRTrend, ATRa - ATRb}


add column separator
add column MaxPL
add column MaxPLPct
add column high5
add column open4
add column separator


set{f14, fast stochastic fast %k(14)}
set{f141, fast stochastic fast %k(14) 1 day ago }

set{f14b,days(f14 is above f141, 100)}
set{f14a,days(f14 is below f141, 100)}
set{f14xf14, f14a - f14b}



add column f14xf14
add column fast stochastic fast %k(14)
AND ADD COLUMN BBTrend
AND ADD COLUMN ATRTrend
add column separator

sort column 6 descending


/* STOCK DASHBOARD DISPLAY for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 5) }
set{DMIBuy, count( di(10) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(10) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(10) Difference crossed below 0, 5) }
set{DMISellX, count( di(10) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}

and add column VolCnt
and add column Vdbl
and add column volpct

and add column HiOp
and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell

add column Williams %R(10)
add column WRxWR

and draw RSI(2)
and draw ema(5)

and draw Williams %R(10)

and draw Parabolic SAR
and draw +di(10)
and draw -di(10)
and draw adx(10)
and draw di(10) difference


]



Just added Volatility Direction Filter Display columns to the filter.



wallman
299 posts
msg #48373
- Ignore wallman
modified		 12/3/2006 9:26:49 PM

Just to set the record straight the Volatility Direction Filter Display that was added was added not to the Filter that started this thread but to one that was written by another that sent this thread off topic 11/15.
I stand by what i said before that this simple one line filter is one of the strongest i've seen so far.
It not only gives many double digit gains after only a few days offset,but the win/loss ratio is excellent plus it holds up amazing going even up to 100 day offsets

11/14/2006 9:53:44 PM

I've been tracking this filter for many months now

Fetcher[show stocks where fast stochastic fast %k(14) is below 10 and volume is above 400000 and close is between 1 and 10 date offset is 0
and sort column 5 descending]



using the Performance column i date offsetted from 1 to 100 days.
I found ONLY 3 losing win/loss ratio days out of 100
What i want to know is if anyone has found a filter or single indicator close to this,if so please let me know
thanks,Muddy

The above is what i wrote on 11/14,almost 3 weeks later now it has surpassed the 97-3 win/loss ratio and now stands at 111 and 4
Any newer folks here looking to start a filter,it may be wise to at least include fastk 14 below 10 in it,even if you don't want to use it SIMPLY straight up as I do.



TheRumpledOne
6,407 posts
msg #48377
- Ignore TheRumpledOne		 12/3/2006 11:04:25 PM

Fetcher[
/* your filter code goes below this line */
show stocks where fast stochastic fast %k(14) is below 10
and volume is above 400000
and close is between 1 and 10

set{f14, fast stochastic fast %k(14)}
set{f141, fast stochastic fast %k(14) 1 day ago }

set{f14b,days(f14 is above f141, 100)}
set{f14a,days(f14 is below f141, 100)}
set{f14xf14, f14a - f14b}

/* Volatility Direction Filter Display */

set{BBDiff, Upper Bollinger Band(20) - Lower Bollinger Band(20) }

set{BBDb,days(BBDiff is above BBDiff 1 day ago,100)}
set{BBDa,days(BBDiff is below BBDiff 1 day ago,100)}
set{BBTrend, BBDa - BBDb}

set{ATRb,days(ATR(14) is above ATR(14) 1 day ago,100)}
set{ATRa,days(ATR(14) is below ATR(14) 1 day ago,100)}
set{ATRTrend, ATRa - ATRb}

add column f14xf14
add column fast stochastic fast %k(14)
AND ADD COLUMN BBTrend
AND ADD COLUMN ATRTrend
add column separator

sort column 5 descending





/* STOCK DASHBOARD DISPLAY for newbies and old pros */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 5) }
set{DMIBuy, count( di(14) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(14) Difference crossed below 0, 5) }
set{DMISellX, count( di(14) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}



and add column VolCnt
and add column Vdbl
and add column volpct

and add column HiOp
and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell

add column Williams %R(10)
add column WRxWR

and draw RSI(2)
and draw ema(5)

and draw Williams %R(10)

and draw Parabolic SAR
and draw +di(14)

and draw -di(14)
and draw adx(14)
and draw di(14) difference
]



WHOOPS!

Good eye, MudMan.

Here's the original with the BELLS AND WHISTLES added. Remember traders, all I am doing is adding columns of information and NOT altering the actual filtering.




TheRumpledOne
6,407 posts
msg #48378
- Ignore TheRumpledOne
modified		 12/3/2006 11:27:22 PM

Fetcher[
show stocks where fast stochastic fast %k(14) is below 10
and volume is above 400000
and close is between 1 and 10

and sort column 5 descending

SET{maxlong, WEEKLY HIGH - WEEKLY OPEN }
SET{maxshort, WEEKLY OPEN - WEEKLY LOW }

set{wkchg, weekly close - weekly open}
set{wkchgx, wkchg / weekly open}
set{wkchgpct, wkchgx * 100}


and add column separator
add column maxlong
add column maxshort
and add column separator

add column WEEKLY OPEN {wkopen}
add column WEEKLY HIGH {wkhigh}
add column WEEKLY LOW {wklow}

and add column separator
add column wkchg
add column wkchgpct

and add column separator

]



Not sure of the PERFORMANCE column...

Does it use the previous close, the open or the close of the offset date as the starting point?







stockdog
1 posts
msg #48402
- Ignore stockdog		 12/5/2006 5:58:53 PM

Wallman: newbie here! what do you suggest the exit points be on this filter? I have a hard time backtesting these and get the same results - I always think its perhaps the points of exit that I'm missing ...

SD
Stocksight
33 posts
msg #48824
- Ignore Stocksight		 12/28/2006 9:03:39 PM

All I see is a lot of ads on bottomlinestocks.com. Where is the chat room and chatlogs?
Thanks
wallman
299 posts
msg #48825
- Ignore wallman		 12/28/2006 10:38:04 PM

http://greenonthescreen.blogspot.com/

links to chatroom and logs on right side
Stocksight
33 posts
msg #48830
- Ignore Stocksight
modified		 12/29/2006 5:13:39 AM

Thanks Muddy,
Great to have you back. Reading your blog like crazy (man, it 4:00 am).

Btw, Avery has not let up. He continues unselfishly to help all of us become better traders. Probably learned this through your influence and just the type of person he is. He has not stopped even when the man and many nasty posters have not been good to him. Wait until you hear about TS & eS!





wallman
299 posts
msg #48831
- Ignore wallman		 12/29/2006 7:02:08 AM

Hi Stocksight,
Yes i agree,Avery is as an unselfish person that one will ever find.
The last couple of weeks he's been dropping into the chatroom with his insights,he's become the official Fib Retrace guy,ha.
StockFetcher Forums · Filter Exchange · One Line Filter Revisited<< 1 2 3 4 >>Post Follow-up

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