StockFetcher Forums · Filter Exchange · Short Ideas<< 1 2 >>Post Follow-up
four
3,995 posts
msg #102784
Ignore four
modified
9/30/2011 10:44:13 PM

Fetcher[
not sp500
set{x, Slow Stochastic Slow %D(2,1) + StochRSI(2,2)}
x 1 day ago > 90
x < x 1 day ago
close > 10
volume > 321000
]



Fetcher[
not sp500
set{x, Slow Stochastic Slow %D(2,1) + StochRSI(2,2)}
x 1 day ago > 90
x > 90
close > 10
volume > 321000

]



dwiggains
391 posts
msg #102786
Ignore dwiggains
10/1/2011 11:08:12 AM

Why did you leave out the S & P 500 ??

Thanks
See ya
David

four
3,995 posts
msg #102787
Ignore four
10/1/2011 11:12:14 AM

I was going to play with different ideas...

ie, they claim dividend stocks "create a floor"... as the stock goes down the dividend goes up.
ie, sp500 , NASDAQ (indexes) have "higher quality" companies... perhaps they usually don't drop as low?

mahkoh
890 posts
msg #102791
Ignore mahkoh
10/1/2011 4:31:20 PM

Interesting that the x- indicator at the bottom consistently tops out before the stock does.
I was a bit confused about "draw x 1 day ago > 90" , so I left it out and got 1121 results instead of 0.
I assume SF disregards "draw" and uses the rest as a filter syntax. Was "draw" intended?

four
3,995 posts
msg #102793
Ignore four
10/1/2011 5:07:45 PM

Was "draw" intended?
-----------

Stockfetcher draws 'x' without the command... thus, 'draw' is unneeded. I will remove from original post.

Thanks.

mahkoh
890 posts
msg #102811
Ignore mahkoh
10/3/2011 5:54:16 PM

Still quite impressed by the indicator created here. Can you elaborate on how you came up with this?

sohailmithani
192 posts
msg #102818
Ignore sohailmithani
10/4/2011 2:24:21 PM

Hi,

Thanks four for sharing. Have you back tested it. If so, results please.

four
3,995 posts
msg #102882
Ignore four
modified
10/9/2011 10:12:11 PM

back test
---------
eyeball = manual testing
not tested electronically

................

reasoning
---------
stochrsi and stochastic are both oscillators
looking for reinforcement ... used both as an experiment

four
3,995 posts
msg #102883
Ignore four
modified
10/9/2011 10:13:10 PM

Another attempt...

Fetcher[
set{x, count(high > high 1 day ago,2)}
set{xx, count(high < high 1 day ago,2)}
set{z, x / xx}
draw cema(z,5) < 0.10
do not draw z
not sp500
draw rsi(2) > 92
close > 10
avgvol(2) > 123000

]



four
3,995 posts
msg #102884
Ignore four
10/9/2011 10:41:39 PM

Put the two filters together and you get...

Fetcher[

set{mx, Slow Stochastic Slow %D(2,1) + StochRSI(2,2)}
mx 1 day ago > 90
mx < mx 1 day ago

set{x, count(high > high 1 day ago,2)}
set{xx, count(high < high 1 day ago,2)}
set{z, x / xx}
draw cema(z,5) < 0.10
do not draw z

draw rsi(2) > 92
close > 10
avgvol(2) > 50133
]



StockFetcher Forums · Filter Exchange · Short Ideas<< 1 2 >>Post Follow-up

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