StockFetcher Forums · Filter Exchange · Summer - Fall - Summer<< >>Post Follow-up
jpistell
123 posts
msg #34091
Ignore jpistell
11/23/2004 11:07:40 PM

I've been in the wireless woodshed tinkering with the SF platform. Here, I try to find a strongly trending stock that's taken a breather and is now back on the upswing. I haven't had time to optimize the slopes vs. the triggers, but its fairly close. If anyone finds a tweak to this please share!!!!!!

Fetcher[
/*ASSIGN VALUE TO GLOBAL*/
show stocks where close > 4
and avgvol(90) > 100000

/*PHASE 1 SET UP - SUMMER RALLY*/
and 150 day slope of pp 90 days ago is above 1
and 150 day slope of pp 90 days ago is below 3

/*PHASE 2 SET UP - FALL SELLOFF */
and 45 day slope of pp 45 days ago is above minus 3
and 45 day slope of pp 45 days ago is below .001

/*PHASE 3 SET UP - SUMMER RESUMES */
and 45 day slope of pp is above .0001
and 45 day slope of pp is below 5

/* TRIGGER*/
rsi(2) has reached a new 45 day low
and 45 day slope of cma(sum(rsi(2),10,10),11) is above .001

do not draw PP
]



I'm not a math wiz. I am a trader. I "see" the markets as a study of the masses. When constructing a system, I like to place the indicators into a "favorable setting". i.e. Oscillators work best on buy side signals in an uptrend. They suck wind on an established downtrend. In my world, I see trends (or lack of trends) as seasons.
Summer = Strong Uptrend.
Fall = consoliation after this strong uptrend.
Winter = opposite of summer, a strongly down trending stock.
Spring is the basing that occurs after winter gives up.

Summer leads to Fall.
Fall moves into winter.
Winter passes into spring.
The cycle is complete.

G'Luck,
Joe
p.s. This system works quite well in some of the lousey markets about 70 to 150 days back.






yepher
353 posts
msg #34092
Ignore yepher
11/23/2004 11:21:57 PM

jpistell,

Had a quick look at the filter. Here are a few observations.

The lines:
and 150 day slope of pp 90 days ago is above 1
and 150 day slope of pp 90 days ago is below 3

could be written as:
and 150 day slope of pp 90 days ago is between 1 and 3

Also this line:
and 45 day slope of pp 45 days ago is above minus 3

should be written like:
and 45 day slope of pp 45 days ago is above -3

You are also missing a key "and" statement in the "trigger" section that could greatly affect the results.

The resulting filter might look something like this:
Fetcher[
/*ASSIGN VALUE TO GLOBAL*/
show stocks where close above 4
and avgvol(90) above 100000

/*PHASE 1 SET UP - SUMMER RALLY*/
and 150 day slope of pp 90 days ago is between 1 and 3


/*PHASE 2 SET UP - FALL SELLOFF */
and 45 day slope of pp 45 days ago is between .001 and -3

/*PHASE 3 SET UP - SUMMER RESUMES */
and 45 day slope of pp is between .0001 and 5

/* TRIGGER*/
and rsi(2) has reached a new 45 day low
and 45 day slope of cma(sum(rsi(2),10,10),11) is above .001

do not draw PP
]




I hope this helps.


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