StockFetcher Forums · Filter Exchange · Question for four<< >>Post Follow-up
DMUNCASTER
34 posts
msg #91672
Ignore DMUNCASTER
4/26/2010 1:35:51 PM

I've done a bit of work adapting your "filteringwallstreet.com" filter to get separate long and short filters that backtest.
They do very well, but what is the logic behind filtering for prices between .5 and 10? My filters, based on yours, backtest great in that range, but fall apart at higher ranges.

four
4,012 posts
msg #91673
Ignore four
modified
4/26/2010 2:02:25 PM

I usually play with lower price stocks. The answer really is that easy. No magic.
I do play with the price when working the filters to see what happens with higher prices.

The expert is here : http://filteringwallstreet.blogspot.com/

He uses : show stocks where close is between 15 and 35


Today (All trades entered long before 2:30 PM)

gna, 7.89
pds, 8.12
tso, 13.36
ppl, 28.80
fto, 14.00

I manually canceled EIX and EBR at 2:30 PM

Fetcher[
/*show stocks where close is between 15 and 35*/
show stocks where close is between 5 and 35
and average volume(90) > 500000
and open < ema(21)
and open < ema(8)
and open < ema(4)
and close > ema(21)
and close > ema(4)
and close > ema(8)
and close > open
and close 3 days ago < ema(21)
and close 5 days ago < close 3 days ago
and close 5 days ago < ema(90)

and add column atr(10)
and sort on column 5 ascending

set{var1, day point range/5}
set{buy, var1 + max(close,open)}
draw buy
add column buy
offset 4/23/10
]



hp722c

StockFetcher Forums · Filter Exchange · Question for four<< >>Post Follow-up

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