StockFetcher Forums · Filter Exchange · Share your best filter, here mine<< 1 2 >>Post Follow-up
shelupinin
120 posts
msg #36838
Ignore shelupinin
7/11/2005 10:26:46 AM

hi !
Let's help each other, lets share our best filters with other guys here, don't be greedy... here my 2 best filters:
Fetcher[RSI(2) is below 1
and price is below 1
and volume is above 500000
]


try to backtest if for last year, from 07/07/2004 to 07/07/2005, without stop loss and without profit stop, with 1 day holding period ROI=1056.86%
another filter
Fetcher[set{ClOp,close - open}
set{x1,clop / open}
set{pct, x1 * 100}
set{y,count(pct is above 5, 20)}
y > 2
and rsi(2) is below 10
and price is above 5
and volume is above 100000
]


it's filter for marginable stocks over 5 USD, so for same period, with 1% stop loss, without profit stop and 1 day holding period ROI=556.27%


TheRumpledOne
6,362 posts
msg #36843
Ignore TheRumpledOne
7/11/2005 4:18:07 PM

I don't think you should call StockHolyGrail's filter your filter!!

As far as I know, HG is the originator of RSI(2).




shelupinin
120 posts
msg #36846
Ignore shelupinin
7/11/2005 5:24:37 PM

yes, therupmedone, you right, I'm not an originator of rsi(2), I just found it on SF forum, but I do like idea of that indicator!!!! Posting this thread I just want to ask other guys to post theyr filters, to share ideas of filters, to see theyr performance


shelupinin
120 posts
msg #36893
Ignore shelupinin
7/13/2005 5:57:43 AM

Hey, guys, don't be greedy, share your best filter with other people on SF forum
Fetcher[set{ClOp,close - open}
set{x1,clop / open}
set{pct, x1 * 100}
set{y,count(pct is above 5, 20)}
y > 2
and rsi(2) is below 1
and 30 day slope of the close is above 0
and price is below 2
and volume is above 500000
]


try to backtest it for last 1 year, from 07/11/2004 to 07/11/2005, use no stop loss and no profit stop, only 1 day holding period, ROI=1630% !!!
Share your best filter !!!
Alex


corsino
259 posts
msg #36894
Ignore corsino
7/13/2005 10:08:13 AM

shelupinin
We are not being greedy. There are MANY filters posted on SF that, if modified for penny stocks, will give ROI's in the thousands. You'll find that if you raise your price criteria to say 0.50 to 2, it'll result in relatively few stocks and an ROI considerably less. But whether a filter is good or bad depends on whether YOU can actually make money using it.


TheRumpledOne
6,362 posts
msg #36903
Ignore TheRumpledOne
7/13/2005 12:56:57 PM

It's not the filter...

It's not the stock...

It's HOW YOU TRADE IT!




rdrr2005
11 posts
msg #36906
Ignore rdrr2005
7/13/2005 1:05:58 PM

I use this filter to look for energy and their related stocks. More for a buy and hold time period until you think you made enough

[show stocks where slow stochastic(5) %K is below 25 and slow sochastic(5) %K 1 day ago is below slow stochastic(5) %K 2 days ago and slow stochastic(5) %K is above slow stochastic(5) %K 1 day ago and average volume(10) is above 100000 and price between 1 and 100]

Not sure if this belongs to someone else and I just use it or I have taken it and altered it to suit me.

Historically check these stocks from 6 months ago
XOM SU FRO NAT VLCCF BP MPET CVX EXC ABP
There are more in my watchlist.



shelupinin
120 posts
msg #36928
Ignore shelupinin
7/14/2005 11:42:10 AM

to corsino: you right, but anyway, for me it looks reasonable to share best filter since everybody have own approach and own ideas, so every filter is unique and shows unique approach and idea, so it pretty usefull to see which ideas other guys have... and ROI for last year backtesting is the closest approach to reality, of cource it's not money in your pocket, but ROI for last year backtesting is the closest approach to reality which SF users may have
Alex


corsino
259 posts
msg #36930
Ignore corsino
7/14/2005 1:17:29 PM

Shelupinin
I hope my comments don't discourage you from posting. At the very least, it lets you practice your English ! (I believe you said you live in Russia ?)

This is one of the filters I use to get a list of stocks. As you can see, it's for stocks whose price has dropped. However, I don't blindly buy stocks from the list. I check the news on the stock to find out WHY it dropped. Many times, the drop is due to people over-reacting.

I haven't backtested it recently, but the last time I did, it backtested reasonably well.

Fetcher[Show stocks where volume is above 100000
and close is near bottom linear regression line (45,1.0)
and rsi(2)is less than 5
and close dropped more than 10 % in the last 3 days
and price is between 0.5 and 5
and 45-day slope of bottom linear regression line (45,1) is above 0
]




BigOh
23 posts
msg #36937
Ignore BigOh
7/14/2005 8:53:46 PM

From a scalping point of view I would say TheRumpledones new "Battle lines". It gives me several different stocks I can play several times a day and play with size, especially if there is news in the stock or sector.
It's also a fairly good tool for determining near term tops and bottoms in the market by using the QQQQ and SPY. Adding the Grid Iron calculator expanded the number of stocks greatly, which allowed me to play my favorites.


StockFetcher Forums · Filter Exchange · Share your best filter, here mine<< 1 2 >>Post Follow-up

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