StockFetcher Forums · Filter Exchange · Shorting Filters<< >>Post Follow-up
boutyaybig
2 posts
msg #79779
Ignore boutyaybig
9/21/2009 2:58:03 PM

Hey,

I was just wondering what filters you guys use to find swing-term shorts. Below is a simple one I have used off and on with mixed results.

Show stocks where close is above 5
and average volume(30) is above 250000 do not draw average volume(30)
and cma(CCI(6),5) is above 100 1 days ago
and price is below open
and eps is below 0
and roe is below 0
and draw cma(CCI(6),5)

Sorry, don't know how to make it clickable.

Cacher
121 posts
msg #79802
Ignore Cacher
9/21/2009 7:07:15 PM

Fetcher[

Show stocks where close is above 5
and average volume(30) is above 250000 do not draw average volume(30)
and cma(CCI(6),5) is above 100 1 days ago
and price is below open
and eps is below 0
and roe is below 0
and draw cma(CCI(6),5)

]




to make it "clickable" just type in "fetcher" and without a space type the open bracket "["
(see how it looks above)
then enter your filter
then finish with the "]" closed bracket

...once you "POST" or "PREVIEW" the Magnifying icon will show up, and it will be clickable!

Cacher
121 posts
msg #79805
Ignore Cacher
modified
9/21/2009 7:52:28 PM

.....the filer produces some great short candidates !!

even though I believe in "raw" filters ...as I think over screening can eliminate some of the greatest potential.

I would add a single line of increased volume. Why ?

... well when the the sellers come in, I want that confirmation of the change in the tide. The direction needs to change with high volume !

SO I added the one line "and volume is greater then volume 1 day ago"

Fetcher[
Show stocks where close is above 5
and average volume(30) is above 250000 do not draw average volume(30)
and cma(CCI(6),5) is above 100 1 days ago
and price is below open
and volume is greater then volume 1 day ago
and eps is below 0
and roe is below 0
and draw cma(CCI(6),5)

]



from the results ... my single pick worthy of shorting (IMHO)

PBW


boutyaybig
2 posts
msg #79842
Ignore boutyaybig
9/22/2009 2:56:52 PM

Cool. Thanks for the input and I really like the volume idea. Kinda kicking myself for not adding it before :).

You can also flip the filter to give some decent long candidates as well. It's pretty simple as far as an exhaustion engine goes but have made some money pair trading with these filters.

Is there anywhere online I could look at a cma(cci(6),5) over several time frames? My new job's firewall is making life difficult :).

StockFetcher Forums · Filter Exchange · Shorting Filters<< >>Post Follow-up

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