StockFetcher Forums · Filter Exchange · Run Forest, Run<< 1 ... 52 53 54 55 56 >>Post Follow-up
1 posts
msg #106425
Ignore rrobin
5/26/2012 9:22:04 AM


1 posts
msg #114841
Ignore dave_r
8/11/2013 8:27:24 PM

I have a question about the risk side ofTheRumpledOne's one percent pop filter (see below).

Currently Today's filter is showing for LITB:

1% Pops = 94%
Last = 20.94
AvgRng = 1.96

... so the average range is approx 10% of the stock price. Over a hundred days, I would expect to make 1% on 94 of those days. But on 6 of those days lose up to 10%, if I set my stop loss to the average range.


win = 1% x 94 = 94%
max loss = 10% x 6 = 60%

expected profit = 94 - 60 = 34% x amount staked.

However, I may not always be stopped out, when I do not make 1%, so maybe a more realistic figure is probably a loss of 40%, giving expected profit of around 54% x stake.

Can anyone, see holes in this calculation?


/* Long Profit Percent Statistics Display */

set{xRange, high - low}
set{AvgRng, cma(xRange,5) }

set{ONEPCT, close 1 day ago / 100}

set{Long_Profit, high - close 1 day ago }

set{B10A, count(Long_Profit > ONEPCT , 100)}

set{A10A, count(Long_Profit > ONEPCT , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column B10A {1% POPS}
and add column AvgRng

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}
and add column separator
add column industry
add column sector
and add column separator


B10A above 70

close above 1
avg volume(90) above 1000000

sort column 5 descending

672 posts
msg #114852
Ignore mahkoh
8/12/2013 4:43:37 PM

You can take the gaps up that were over 1% into account, those will close at the open for a larger profit.
As you'll be dealing with lower priced stocks you may want to consider commissions.

I tried this strategy and even created a short version to be "market neutral", choosing an equal number of overnight pops and drops. Worked like a charm for three weeks on paper, and then for some reason it stopped working the minute I started trading it with real money.

6,359 posts
msg #127141
Ignore TheRumpledOne
2/4/2016 12:02:48 PM

Still works after all these years!

979 posts
msg #127152
Ignore Mactheriverrat
2/4/2016 5:01:25 PM

Welcome back TRO
Yes RFR still works real well. I use the /* RUN FOREST, RUN for 1 day 8 pct gain or more*/

and 13th_floors Deadly Combo

277 posts
msg #127369
Ignore SFMc01
2/20/2016 11:44:41 AM

TheRumpledOne: Respectfully to clarify things, after 554 posits and many years, would you mind posting the "Run Forest Run" filter that you presently use?

Thank you,

StockFetcher Forums · Filter Exchange · Run Forest, Run<< 1 ... 52 53 54 55 56 >>Post Follow-up

*** Disclaimer *** does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. does not recommend particular securities., Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus