StockFetcher Forums · Filter Exchange · Run Forest, Run<< 1 2 3 4 5 ... 56 >>Post Follow-up
TheRumpledOne
6,362 posts
msg #56597
Ignore TheRumpledOne
11/9/2007 8:53:46 AM

"TRO, you beat me to the punch. I've been developing nothing but statistics filters for the past several months"

I have been doing it for YEARS...LOL!

But I decided to share some simple statistics displays.

Glad you liked them.





TheRumpledOne
6,362 posts
msg #56598
Ignore TheRumpledOne
modified
11/9/2007 9:08:39 AM

Fetcher[
/* five week daily range min/max filter */

set{xRange, high - low}

set{UpperLim, xRange 1 week High}
set{LowerLim, xRange 1 week Low}

set{UpperLim1, UpperLim 1 week ago}
set{LowerLim1, LowerLim 1 week ago}

set{UpperLim2, UpperLim 2 weeks ago}
set{LowerLim2, LowerLim 2 weeks ago}

set{UpperLim3, UpperLim 3 weeks ago}
set{LowerLim3, LowerLim 3 weeks ago}

set{UpperLim4, UpperLim 4 weeks ago}
set{LowerLim4, LowerLim 4 weeks ago}


add column UpperLim
add column LowerLim
add column UpperLim1
add column LowerLim1
add column UpperLim2
add column LowerLim2
add column UpperLim3
add column LowerLim3
add column UpperLim4
add column LowerLim4

add column industry

/* selection criteria */

LowerLim above 1
LowerLim1 above 1
LowerLim2 above 1
LowerLim3 above 1
LowerLim4 above 1

average volume(90) above 1000000

market is nasdaq

sort column 5 descending
]



This can be adapted to just about anything you want to know the min/max of for the last 5 weeks.



TheRumpledOne
6,362 posts
msg #56599
Ignore TheRumpledOne
modified
11/9/2007 9:17:28 AM

Fetcher[
/* five week High Open, Open Low, filter */

set{UpperLim, weekly high - weekly open }
set{LowerLim, weekly open - weekly low }

set{UpperLim1, UpperLim 1 week ago}
set{LowerLim1, LowerLim 1 week ago}

set{UpperLim2, UpperLim 2 weeks ago}
set{LowerLim2, LowerLim 2 weeks ago}

set{UpperLim3, UpperLim 3 weeks ago}
set{LowerLim3, LowerLim 3 weeks ago}

set{UpperLim4, UpperLim 4 weeks ago}
set{LowerLim4, LowerLim 4 weeks ago}


add column UpperLim
add column LowerLim
add column UpperLim1
add column LowerLim1
add column UpperLim2
add column LowerLim2
add column UpperLim3
add column LowerLim3
add column UpperLim4
add column LowerLim4

add column industry

/* selection criteria */

UpperLim above 1
UpperLim1 above 1
UpperLim2 above 1
UpperLim3 above 1
UpperLim4 above 1

average volume(90) above 1000000

market is nasdaq

sort column 5 descending
]



Here's a nice one for short swing trades.

13th_floor
724 posts
msg #56631
Ignore 13th_floor
11/9/2007 4:02:20 PM

From filter #1
volume above 1000000

Top 10_19 one RDN

A rocket on green hit ......... 23%

Dow down 240,eh

TheRumpledOne
6,362 posts
msg #56766
Ignore TheRumpledOne
modified
11/15/2007 8:44:48 AM

Fetcher[
/* RUN FOREST, RUN for 1 day 8 pct loss, 2 day 10 pct loss or more */
/* and fails */

set{ DayChg1 , day change}
set{ DayChg2x , close - close 2 days ago }
set{ DayChg2y , DayChg2x / close 2 days ago }
set{ DayChg2 , DayChg2y * 100 }

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{ pick1 , count( DayChg1 below -7.9999 , 1 ) }
set{ pick2 , count( DayChg2 below -9.9999 , 1 ) }
set{ pickx , pick1 + pick2 }
set{ pickx1 , pickx 1 day ago }
set{ pick3 , count( ClxCl below 0 , 1 ) * pickx1 }
set{ pick , pickx + pick3 }

add column DayChg1
add column DayChg2
add column ClxCl

/* Long Profit Percent Statistics Display */

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

pick above 0

close is between 1 and 15
average volume(10) above 250000

sort column 14 descending
]



TheRumpledOne
6,362 posts
msg #56772
Ignore TheRumpledOne
modified
11/15/2007 4:54:22 PM

Fetcher[
/* First time close reached a new 52 week low in past 5 days */

set{ new52, count( close reached a new 52 week low, 5) }

new52 equal 1
close reached a new 52 week low

price between 1 and 40
average volume(90) above 300000
average day range(30) above 2

set{xmod, mod( close, 1 ) }
set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

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

set{C1A, count(Long_Profit > .04 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}

set{E13b,days(close is above ema(13),100)}
set{E13a,days(close is below ema(13),100)}
set{CxE13, E13a - E13b}

/* enter your Upper Limit criteria */
set{UpperLim, High 8 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 8 week Low}

set{ULCL, UpperLim - close}

set{Double, UpperLim * .50 }

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOnx, PPDiv * 100}
set{BallOn, round(BallOnx,0)}

add column xmod
add column new52
add column Long_Profit {ProfitPct}

and add column C0010 {4_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column CxE13
add column BallOn

and add column volcnt
and add column volzero

sort column 4 descending
]




This filter finds stocks making a new 52 week low for the first time.

TheRumpledOne
6,362 posts
msg #56795
Ignore TheRumpledOne
modified
11/16/2007 10:24:01 AM

Fetcher[
/* RUN FOREST, RUN for 1 day 8 pct loss, 2 day 10 pct loss or more */
/* and fails */

/* Open Gap Display */

set{OpenGap, open - close 1 day ago}

set{OCb,days(open is above close 1 day ago,100)}
set{OCa,days(open is below close 1 day ago,100)}
set{OPxCL, OCa - OCb}
set{Gap10, count(OpenGap above .10 , 100)}
set{Gap100, count(OpenGap above 1.00 , 100)}

add column OpenGap
add column OPxCL

add column Gap10
add column Gap100
add column OpenGap 100 day high
add column OpenGap 100 day low

set{ DayChg1 , day change}
set{ DayChg2x , close - close 2 days ago }
set{ DayChg2y , DayChg2x / close 2 days ago }
set{ DayChg2 , DayChg2y * 100 }

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{ pick1 , count( DayChg1 below -7.9999 , 1 ) }
set{ pick2 , count( DayChg2 below -9.9999 , 1 ) }
set{ pickx , pick1 + pick2 }
set{ pickx1 , pickx 1 day ago }
set{ pick3 , count( ClxCl below 0 , 1 ) * pickx1 }
set{ pick , pickx + pick3 }

add column DayChg1
add column DayChg2
add column ClxCl

/* Long Profit Percent Statistics Display */

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

pick above 0

close is between 1 and 15
average volume(10) above 250000

sort column 7 descending
]




Run this version just before/after the close to find stocks that have a tendency to gap up the next day.


TheRumpledOne
6,362 posts
msg #56818
Ignore TheRumpledOne
modified
11/17/2007 11:03:11 AM

Fetcher[
/* RUN FOREST, RUN for 1 day 8 pct loss, 2 day 10 pct loss or more */
/* and fails */

set{ DayChg1 , day change}
set{ DayChg2x , close - close 2 days ago }
set{ DayChg2y , DayChg2x / close 2 days ago }
set{ DayChg2 , DayChg2y * 100 }

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{ pick1 , count( DayChg1 below -7.9999 , 1 ) }
set{ pick2 , count( DayChg2 below -9.9999 , 1 ) }
set{ pickx , pick1 + pick2 }
set{ pickx1 , pickx 1 day ago }
set{ pick3 , count( ClxCl below 0 , 1 ) * pickx1 }
set{ pick , pickx + pick3 }

add column DayChg1
add column DayChg2
add column ClxCl

/* Long Profit Percent Statistics Display */

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

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

set{B1A, count(Long_Profit > .01 , 100)}
set{B2A, count(Long_Profit > .05, 100)}
set{B0010, B1A - B2A}

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

set{I100, count(Long_Profit > .10 , 100)}

add column HiOp
add column Long_Profit {ProfitPct}

and add column B0010 {1_5}
and add column F3040 {5_10}
and add column I100 {10___}

and add column volcnt
and add column volzero

pick above 0

close is between 1 and 15
average volume(10) above 250000

sort column 12 descending
]



Simplified to show 1 - 5%, 5 - 10%, 10% or more.

Also added HiOp ( High - Open ) column

TheRumpledOne
6,362 posts
msg #56821
Ignore TheRumpledOne
11/17/2007 11:32:01 AM

Fetcher[
/* RUN FOREST, RUN for 1 day 8 pct loss, 2 day 10 pct loss or more */
/* and fails */

set{ DayChg1 , day change}
set{ DayChg2x , close - close 2 days ago }
set{ DayChg2y , DayChg2x / close 2 days ago }
set{ DayChg2 , DayChg2y * 100 }

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{ pick1 , count( DayChg1 below -7.9999 , 1 ) }
set{ pick2 , count( DayChg2 below -9.9999 , 1 ) }
set{ pickx , pick1 + pick2 }
set{ pickx1 , pickx 1 day ago }
set{ pick3 , count( ClxCl below 0 , 1 ) * pickx1 }
set{ pick , pickx + pick3 }

add column DayChg1
add column DayChg2
add column ClxCl

/* Long Profit Percent Statistics Display */

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

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

set{B1A, count(Long_Profit > .01 , 100)}
set{B2A, count(Long_Profit > .05, 100)}
set{B0010, B1A - B2A}

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

set{I100, count(Long_Profit > .10 , 100)}

add column HiOp
add column Long_Profit {ProfitPct}

and add column B0010 {1_5}
and add column F3040 {5_10}
and add column I100 {10___}

and add column volcnt
and add column volzero

pick 1 day ago above 0

close is between 1 and 15
average volume(10) above 250000

sort column 12 descending
]



I changed

pick above 0

to

pick 1 day ago above 0

So you can use HiOp and Profit Percent columns to show you performance from the Open rather than previous day close.





TheRumpledOne
6,362 posts
msg #57134
Ignore TheRumpledOne
modified
11/28/2007 8:53:24 PM

Fetcher[
/* RUN FOREST, RUN BACKWARDS - short profit version */

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}

add column ClxCl

/* Short Profit Percent Statistics Display */

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

set{OpLo, open - low }
set{Short_Profit, OpLo/open }

set{B1A, count(Short_Profit > .01 , 100)}
set{B2A, count(Short_Profit > .05, 100)}
set{B0010, B1A - B2A}

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

set{I100, count(Short_Profit > .10 , 100)}

add column HiOp
add column Short_Profit {ProfitPct}

and add column B0010 {1_5}
and add column F3040 {5_10}
and add column I100 {10___}

and add column volcnt
and add column volzero

close is between 1 and 15
average volume(10) above 250000

sort column 9 descending
]



StockFetcher Forums · Filter Exchange · Run Forest, Run<< 1 2 3 4 5 ... 56 >>Post Follow-up

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