StockFetcher Forums · Filter Exchange · Pattern Filter<< >>Post Follow-up
Systrader
56 posts
msg #57306
Ignore Systrader
12/1/2007 3:30:19 PM

Appreciate some help to locate stock that follow this pattern for a bullish move up.

The pattern below occurs within a 14 day window
specifically anytime in the last 14 days till a max of 5 days ago.
This is the 1st stage.

Low 2 days ago is below low 3 days ago
Low 1 day ago is above low 2 days ago
close is above high 3 days ago
close is above 20

It can be considerd as an alert signal at this stage.

The actual buy entry will be triggered when the same pattern occurs
in the current timeframe within the last day or so.

Can someone please help to get the time window factored in for the last 14 days.

Thanks

TheRumpledOne
6,362 posts
msg #57309
Ignore TheRumpledOne
modified
12/1/2007 5:23:28 PM

Fetcher[
set{ test1, count( Low 2 days ago is below low 3 days ago , 1 ) }
set{ test2, count( Low 1 day ago is above low 2 days ago , 1 ) * test1 }
set{ test3, count( close is above high 3 days ago , 1 ) * test2 }
set{ test, count( close is above 20 , 1 ) * test3 }


and add column test {today}
and add column test 1 day ago {1_ago}
and add column test 2 days ago {2_ago}
and add column test 3 days ago {3_ago}
and add column test 4 days ago {4_ago}
and add column test 5 days ago {5_ago}
and add column test 6 days ago {6_ago}
and add column test 7 days ago {7_ago}
and add column test 8 days ago {8_ago}
and add column test 9 days ago {9_ago}
and add column test 10 days ago {10_ago}
and add column test 11 days ago {11_ago}
and add column test 12 days ago {12_ago}
and add column test 13 days ago {13_ago}
and add column test 14 days ago {14_ago}

test above 0
sort column 5 descending
]



I am not sure exactly what you want.

A "1" means all 4 tests were true.




TheRumpledOne
6,362 posts
msg #57310
Ignore TheRumpledOne
modified
12/1/2007 5:40:19 PM

*** WORK IN PROGESS ***

Fetcher[
set{ xTest1, count( Low 2 days ago is below low 3 days ago , 1 ) }
set{ xTest2, count( Low 1 day ago is above low 2 days ago , 1 ) * xTest1 }
set{ xTest3, count( close is above high 3 days ago , 1 ) * xTest2 }
set{ xTest, count( close is above 20 , 1 ) * xTest3 }

set{ x1, xTest 1 day ago + xTest 2 days ago }
set{ x2, xTest 3 days ago + xTest 4 days ago }
set{ x5, xTest 5 days ago + xTest 6 days ago }
set{ x7, xTest 7 days ago + xTest 8 days ago }
set{ x9, xTest 9 days ago + xTest 10 days ago }
set{ x11, xTest 11 days ago + xTest 12 days ago }
set{ x13, xTest 13 days ago + xTest 14 days ago }

and add column x13

and add column xTest {today}
and add column xTest 1 day ago {1_ago}
and add column xTest 2 days ago {2_ago}
and add column xTest 3 days ago {3_ago}
and add column xTest 4 days ago {4_ago}
and add column xTest 5 days ago {5_ago}
and add column xTest 6 days ago {6_ago}
and add column xTest 7 days ago {7_ago}
and add column xTest 8 days ago {8_ago}
and add column xTest 9 days ago {9_ago}
and add column xTest 10 days ago {10_ago}
and add column xTest 11 days ago {11_ago}
and add column xTest 12 days ago {12_ago}
and add column xTest 13 days ago {13_ago}
and add column xTest 14 days ago {14_ago}

xTest above 0
x13 above 0

sort column 5 descending
]



nikoschopen
2,824 posts
msg #57311
Ignore nikoschopen
12/1/2007 5:47:47 PM

I don't understand what's meant by "specifically anytime in the last 14 days till a max of 5 days ago". Does that mean that the pattern must occur within the last 5 days? If so, what's the need for the 14-day window? At any rate, here's what ure looking for:

Fetcher[
set{both1, count(Low 2 days ago is below low 3 days ago,1) + count(Low 1 day ago is above low 2 days ago,1)}
set{both2, count(close is above high 3 days ago,1) + count(close is above 20,1)}
set{both, days(both1 equals both2,14)}
both below 6
add column both
]




TheRumpledOne
6,362 posts
msg #57312
Ignore TheRumpledOne
modified
12/1/2007 5:54:21 PM

Thanks for the idea niko!!

Fetcher[
set{ test1, count( Low 2 days ago is below low 3 days ago , 1 ) }
set{ test2, count( Low 1 day ago is above low 2 days ago , 1 ) * test1 }
set{ test3, count( close is above high 3 days ago , 1 ) * test2 }
set{ test, count( close is above 20 , 1 ) * test3 }

set{ check, count( test equal 1 , 14 ) }

and add column check

and add column test {today}
and add column test 1 day ago {1_ago}
and add column test 2 days ago {2_ago}
and add column test 3 days ago {3_ago}
and add column test 4 days ago {4_ago}
and add column test 5 days ago {5_ago}
and add column test 6 days ago {6_ago}
and add column test 7 days ago {7_ago}
and add column test 8 days ago {8_ago}
and add column test 9 days ago {9_ago}
and add column test 10 days ago {10_ago}
and add column test 11 days ago {11_ago}
and add column test 12 days ago {12_ago}
and add column test 13 days ago {13_ago}
and add column test 14 days ago {14_ago}

check above 1
average volume(90) above 1000000

sort column 5 descending
]



If column check is above 1 then the conditions occurred more than once in the past 14 days.



nikoschopen
2,824 posts
msg #57315
Ignore nikoschopen
12/1/2007 6:28:21 PM

TRO,

I just stumbled upon this from an earlier thread the same poster made:

I am looking for a candle stick pattern that looks like a 'V" , much like a morning star, but only looking at lows within a 3 day period.However , either on the 4th , 5th or 6th day following , I need to see that low , to be above the high of the 1st day of the V pattern.

Since I am waiting for the situation when the candle stick low breaks above the high at the start of the V , this requires an OR in the pattern test.


Naturally, this calls for a complete change in the above filter.

Fetcher[
set{both1, count(Low 2 days ago is below low 3 days ago,1) + count(Low 1 day ago is above low 2 days ago,1)}
set{both2, count(close is above high 3 days ago,1) + count(close is above 20,1)}
count(days(both1 equals 1,14) above days(both2 equals 1,14),1) above 0
]



P.S. Since the 3-day reversal must occur BEFORE the second condition that requires the low of the subsequent bars to be above the high of the 3-day reversal, you'll want to use the DAYS() function rather than the COUNT() function.

TheRumpledOne
6,362 posts
msg #57319
Ignore TheRumpledOne
modified
12/1/2007 10:20:30 PM

*** work in progress ***

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

set{ test1, count( ClxCl 1 day ago equal -3 , 1) * count( low above high 3 days ago , 1) }
set{ test2, count( ClxCl 2 days ago equal -3 , 1) * count( low above high 4 days ago , 1) }
set{ test3, count( ClxCl 3 days ago equal -3 , 1) * count( low above high 5 days ago , 1) }

set{ x1, test1 + test2 }
set{ trigger, x1 + test3 }

add column test1
add column test2
add column test3


/* VOLUME CALCULATIONS */
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{VlXvl, VolUp - VolDn}

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

and add column VlXvl
and add column Vdbl
and add column volpct

/* END VOLUME CALCULATIONS */


trigger above 0

sort column 4 descending


]




USING ALL LOWS

Fetcher[
set{CCb,days( LOW is above LOW 1 day ago,100)}
set{CCa,days( LOW is below LOW 1 day ago,100)}
set{ClxCl , CCa - CCb}

set{ test1, count( ClxCl 1 day ago equal -3 , 1) * count( low above high 3 days ago , 1) }
set{ test2, count( ClxCl 2 days ago equal -3 , 1) * count( low above high 4 days ago , 1) }
set{ test3, count( ClxCl 3 days ago equal -3 , 1) * count( low above high 5 days ago , 1) }

set{ x1, test1 + test2 }
set{ trigger, x1 + test3 }

add column test1
add column test2
add column test3

/* VOLUME CALCULATIONS */
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{VlXvl, VolUp - VolDn}

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

and add column VlXvl
and add column Vdbl
and add column volpct

/* END VOLUME CALCULATIONS */

trigger above 0

sort column 4 descending
]



I added my volume display... looks like hits by this filter coupled with moves on volume could be profitable.

HTH.


P.S. SSTP looks interesting for you penny stock traders.

TheRumpledOne
6,362 posts
msg #57321
Ignore TheRumpledOne
modified
12/1/2007 10:36:21 PM

Niko, are you playing STUMP THE RUMP?

LOL!



Systrader
56 posts
msg #57372
Ignore Systrader
12/2/2007 1:49:53 PM

Thanks for the fast responses both to Niko and Rumpled One.

To clarify:

"I don't understand what's meant by "specifically anytime in the last 14 days till a max of 5 days ago".

Here goes ..

The pattern is used the 1st time to be an alert. It takes a minimum of 4 bars to complete this.So if this pattern reoccurs immediately after then this would be another 4 bars, but not absolutley necessary - it could occur anytime after the 1st occurrance upto a maximum of 14 bars from the beginning of the 1st pattern.

So we wait for this same pattern to reoccur again and this is allowable to occur immediately after in the 5th bar or any time upto the 14th bar.
The second occurance becomes an entry trigger when the candle
exceed the 3 days ago high.

I hope this is clearer.



nikoschopen
2,824 posts
msg #57380
Ignore nikoschopen
12/2/2007 3:56:24 PM

Well, run the second filter I wrote above and see if that meets ure criteria. Feel free to write back on what you think is lacking.

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