StockFetcher Forums · Filter Exchange · Slope Angle in Degrees<< 1 2 3 4 >>Post Follow-up
SAFeTRADE
413 posts
msg #55321
Ignore SAFeTRADE
9/27/2007 10:54:44 PM

Clarification of my earlier post. The price has to go up by that much across 5 days.

20% across 5 days equals a 45 degree angle
10% across 5 days equals a 22.5 degree angle

At least that what I have come up with.


stocktrader
293 posts
msg #55322
Ignore stocktrader
9/28/2007 12:16:44 AM

Thanks SAFeTRADE.

Give this a try. It appears to be very accurate.
This computes the vector over 3 days, open to close.
Then the angle in degrees.
Gets rid of the Slope function entirely.

I'm only looking at the angle over 2 or 3 days for my needs, rather than 20 days for example.
This filter can be modified for any number of days.

Fetcher[close above 5
volume above 1000000

set{originxy, open 2 days ago}
set{adjacent, originxy * 0.02238}
set{opposite_vector, close - originxy}
set{radians, opposite_vector / adjacent}
set{atanval, atan(radians)}
set{hcircle, 180 / 3.14159}
set{angledeg, atanval * hcircle}

and draw 3 day slope of open
and draw 3 day slope of close

add column angledeg

and chart-length is 6 months

Sort column 5 descending
]



stocktrader
293 posts
msg #55323
Ignore stocktrader
9/28/2007 12:30:08 AM

Here's a 20 day, for example:

Fetcher[close above 5
volume above 1000000

set{originxy, open 20 days ago}
set{adjacent, originxy * 0.1709}
set{opposite_vector, close - originxy}
set{radians, opposite_vector / adjacent}
set{atanval, atan(radians)}
set{hcircle, 180 / 3.14159}
set{angledeg, atanval * hcircle}

add column angledeg

and chart-length is 6 months

Sort column 5 descending
]





stocktrader
293 posts
msg #55324
Ignore stocktrader
9/28/2007 12:58:41 AM

5 day angle:

Fetcher[close above 5
volume above 1000000

set{originxy, open 4 days ago}
set{adjacent, originxy * 0.0378}
set{opposite_vector, close - originxy}
set{radians, opposite_vector / adjacent}
set{atanval, atan(radians)}
set{hcircle, 180 / 3.14159}
set{angledeg, atanval * hcircle}

and draw 5 day slope of open
and draw 5 day slope of close

add column angledeg

and chart-length is 6 months

Sort column 5 descending
]



SAFeTRADE
413 posts
msg #55325
Ignore SAFeTRADE
9/28/2007 1:32:01 AM

Looks like that works fine to me. Good work!

stocktrader
293 posts
msg #55332
Ignore stocktrader
9/28/2007 8:56:59 AM

This version has a plot with set boundaries for visual reference.
Now the fun of implementing this into my signal processing logic as another component for decision making.

Anyone else with ideas, bring'em on.

Fetcher[close above 5
volume above 1000000

set{originxy, open 4 days ago}
set{adjacent, originxy * 0.0378}
set{opposite_vector, close - originxy}
set{radians, opposite_vector / adjacent}
set{atanval, atan(radians)}
set{hcircle, 180 / 3.14159}
set{angledeg, atanval * hcircle}

set{zenith90, 90}
set{nadir90, -90}
set{zero, 0}

and draw 5 day slope of open
and draw 5 day slope of close

and draw angledeg
and draw zenith90 on plot angledeg
and draw zero on plot angledeg
and draw nadir90 on plot angledeg

add column angledeg

and chart-length is 6 months

Sort column 5 descending
]



SAFeTRADE
413 posts
msg #55335
Ignore SAFeTRADE
9/28/2007 10:33:54 AM

Good work, I like what you have done with the zenith and nadir. I am going to use this as a confirmation filter. For my purposes a cross above 50 is what I will be looking for. Thanks stocktrader!

stocktrader
293 posts
msg #55336
Ignore stocktrader
modified
9/28/2007 10:41:26 AM

Glad this is useful for you SAFeTRADE. I agree with your using it as a confirmation. Good move.

Next project. Looking at g-forces and acceleration. Will probably assign a mass based on some other variable. Angular velocity.

Can your car generate g-forces greater than the China stocks :)
Mine sure won't.

SAFeTRADE
413 posts
msg #56671
Ignore SAFeTRADE
modified
11/11/2007 1:11:55 PM

I am still working on this "GEOMETRY OF TRADING" thing. I get consumed with it at times and stay up all night working with it. I put it in graph paper and work out the angles and such against the long term winners and see what it looks like. I am not good in math, however, when it comes to Geometry, Algebra, and Calculus. I have to plot things and see how they work out. In this vain of experimentation I was reworking my numbers on my angles filter and noticed errors. These were errors of ignorance however and a continual effort to learn. I am making this a long and drawn out excercise so I will try to get to the point.

I have long noticed that some prices increase at a more rapid rate than others and have tried to figure out why. So I get out protractors, rulers and stuff I thought I left in grammar school. I have now noticed generally when a stock breaks out above a 45 degree angle it moves faster. I know that the reason is that it is moving at a 1 to 1 ratio, that is it is moving up one unit of time to one unit of price. These are the ones I want to trade, Stocks moving at a 22 degree angle move at 2 units of time compared to 1 unit of price, too slow. However some of the best long term stocks move at this rate ie., GOOG, AAPL. I don't have the money to put into these long term movers and leave it tied up for years. Don,t have the patience either....

So in short I noticed these errors in my last effort and corrected them and am posting it for feed back on the math. Stocks are always breaking out from whatever method one chooses to employ. I prefer a 55 day breakout. What I have detected is there are a lot of 55 day breakouts that go no where. I have employed Ballon55 thanks to TRO, RSI both weekly and daily and weekly MACD. I am now going to wait for the price to break out above the 45 degree angle as I believe that is the greatest opportunity for making money in the shortest REASONABLE time. That is the 1 to 1 ratio. I know this has been long, but I am as deficient in explaining things as I am in Math. No book for me in the future, on any subject. Anyway, here is a another version in my continuing effort to get better at trading.

Fetcher[
apply to symlist(fslr,bidu,jaso,spwr,tbsi,exm,goog,aapl)


set{a67, OPEN 4 DAYS AGO * .20}
set{b67, a67 * .20}
set{c67, b67 * 2.5}



set{a45, OPEN 4 DAYS AGO * .20}
set{b45, a45 * .20}
set{c45, b45 * 5}

set{a22, OPEN 4 DAYS AGO * .20}
set{b22, a22 * .20}
set{c22, b22 * 7.5}




set{13a67, low 13 day low + c67}
set{13a45, low 13 day low + c45}
set{13a22, low 13 day low + c22}

draw 13a67 on plot price
draw 13a45 on plot price
draw 13a22 on plot price

/* high reached a new 55 day high in the last 1 day
close between 30 and 85
volume > 25000
ma(50) > ma(200) */

draw weekly rsi(5) on plot weekly rsi(2)
do not draw high 11 week high

set{LimDiff55, high 55 day high minus low 20 day low}
set{PPDiff55, CLOSE minus Low 20 day low}
set{PPDiv55, PPDiff55 / limdiff55}
set{BallOn55, PPDiv55 * 100}

draw ballon55 line at 75
draw weekly rsi(14) line at 65
draw rsi(14) on plot weekly rsi(14)


set{buy, count(high reached a new 55 day high in the last 1 day,1)}
set{sell, count(close reached a new 13 day low in the last 1 day,1)}
draw sell on plot buy
draw weekly macd
]





curmudgeon
103 posts
msg #56674
Ignore curmudgeon
11/11/2007 3:13:42 PM

A few angles on the same vector:

Fetcher[
/* Moving Averages */

set{MA1, EMA(3)}
set{MA2, EMA(6)}
set{MA3, EMA(13)}
set{MA4, EMA(26)}
set{MA5, EMA(39)}

/* Maximum Excursion */

set{MaxEx1, MA1 - MA2}
set{MaxEx2, MA2 - MA3}
set{MaxEx3, MA3 - MA4}
set{MaxEx4, MA4 - MA5}

/* TRO Topper */

set{A0, count(MaxEx1 has been increasing for the last 1 days, 1)}
set{A1, count(MaxEx2 has been increasing for the last 1 days, 1)}
set{A2, count(MaxEx3 has been increasing for the last 1 days, 1)}
set{A3, count(MaxEx4 has been increasing for the last 1 days, 1)}

set{RR1,25 * A0}
set{RR2,25 * A1}
set{RR3,25 * A2}
set{RR4,25 * A3}
set{RRA,RR1 + RR2}
set{RRB,RRA + RR3}
set{MaxExcursion ,RRB + RR4}
add column MaxExcursion

/* stocktrader Slope */

set{originxy, open 20 days ago}
set{adjacent, originxy * 0.1709}
set{opposite_vector, close - originxy}
set{radians, opposite_vector / adjacent}
set{atanval, atan(radians)}
set{hcircle, 180 / 3.14159}
set{angledeg, atanval * hcircle}
add column angledeg

/* Sort - Beady-Eyed, Greedy Bastard Filters */

show stocks where Average Volume(21) is above 5000000
and close is between .01 and 200

and MA1 is above MA5
and MA2 is above MA3
and MA3 is above MA4
and MA4 is above MA5

and market is not OTCBB
and chart-length is 3 months
and sort column 6 ascending

draw EMA(3) on plot price
draw EMA(6) on plot price
draw EMA(13) on plot price
draw EMA(26) on plot price
draw EMA(39) on plot price
do not draw MA1
do not draw MA2
do not draw MA3
do not draw MA4
do not draw MA5
draw angledeg
draw maxexcursion
draw RSI(2)
]



StockFetcher Forums · Filter Exchange · Slope Angle in Degrees<< 1 2 3 4 >>Post Follow-up

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