StockFetcher Forums · Filter Exchange · Similar to RFR, but uses open and close data?<< >>Post Follow-up
mdl060374
91 posts
msg #71504
Ignore mdl060374
2/18/2009 2:04:18 PM

I am looking to find a filter (similar format to RFR, ie in the last 100 days, this occured X amount of times) that focuses on Open and Close data.

I am looking to scalp to the long side (or to the short side if a another version of the filter could be made) stocks that consistantly closed above that days open.

Ideally I can mix this with RFR stocks, and find those that might not necessarily "run" that day, but show a strong tendency to close near the open, after an intraday sell off..

This sound promising, or am I pissing in the wind? =P



TheRumpledOne
6,362 posts
msg #71507
Ignore TheRumpledOne
modified
2/18/2009 2:27:12 PM

Fetcher[
/* TRO STAT SCAN - CLOSE ABOVE OPEN PER WEEK */

set{xRange, high - low}
set{AvgRng, cma(xRange,5) }
set{ClOp, CLOSE - open}
set{Long_Profit, ClOp }

set{B10A, count(Long_Profit > 0 , 100)}

set{A10A, count(Long_Profit > 0 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column B10A {ClosedUp}
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

/* SELECTION CRITERIA */

B10A above 50
close above 1
average volume(90) above 500000


sort column 5 descending
]





Fetcher[
/* TRO STAT SCAN - CLOSE BELOW OPEN PER WEEK */

set{xRange, high - low}
set{AvgRng, cma(xRange,5) }
set{ClOp, CLOSE - open}
set{Long_Profit, ClOp }

set{B10A, count(Long_Profit < 0 , 100)}

set{A10A, count(Long_Profit < 0 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column B10A {ClosedDn}
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

/* SELECTION CRITERIA */

B10A above 50
close above 1
average volume(90) above 500000


sort column 5 descending
]



mdl060374
91 posts
msg #71531
Ignore mdl060374
modified
2/19/2009 12:09:53 PM

Thanks again, TRO. Hopefully, I can use this in conjuction with your "greed" filter to achieve my goal...

This, with the greed filter, along with buying "red to green" hopefully should do the trick.

TheRumpledOne
6,362 posts
msg #71537
Ignore TheRumpledOne
2/19/2009 12:43:51 PM

Just pick ONE STOCK to trade and master it.



StockFetcher Forums · Filter Exchange · Similar to RFR, but uses open and close data?<< >>Post Follow-up

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