StockFetcher Forums · Filter Exchange · /* THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/<< 1 2 3 4 5 >>Post Follow-up
TheRumpledOne
6,359 posts
msg #99553
Ignore TheRumpledOne
modified
3/9/2011 9:03:43 AM

Fetcher[
/* TRO - THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/

set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }

set{Long_Profit, high - close 1 day ago}

set{LOSER5, count(Long_Profit below 0,5)}
set{LOSERS, count(Long_Profit below 0,100)}

set{LOSING,days(Long_Profit ABOVE 0, 100)}

set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}


set{FAIL2, count(Long_Profit < .02 , 100)}
set{OVER2, count(Long_Profit > .0199 , 100)}
set{OVER3, count(Long_Profit > .0299 , 100)}
set{OVER4, count(Long_Profit > .0399 , 100)}
set{OVER5, count(Long_Profit > .0499 , 100)}
set{OVER10, count(Long_Profit > .0999 , 100)}

set{HiPCRng, high - close 1 day ago}
set{AvgHiPCRng, cma(HiPCRng,100) }

set{PCLoRng, close 1 day ago - low }
set{AvgPCLoRng, cma(PCLoRng,100) }

set{ RED1 , count( close 1 day ago below open 1 day ago,1) }
set{ GREEN0 , count( close above open ,1) }
set{ GREENRAT, RED1 * GREEN0 }

add column Long_Profit {Profit}

add column OVER2 {GE 2}
add column OVER3 {GE 3}
add column OVER4 {GE 4}
add column OVER5 {GE 5}
add column OVER10 {GE 10}
add column FAIL2 {LT 2}

and add column separator
add column LOSER5
add column LOSERS
add column LOSING

and add column separator

add column GREENRAT {GR}
add column GREENRAT 1 day ago {GR1}

add column AvgHiPCRng{HPCR}
add column AvgPCLoRng{PCLR}

and add column separator

add column Long_Profit 1 DAY AGO {-1 DAY}
add column Long_Profit 2 DAYS AGO {-2 DAY}
add column Long_Profit 3 DAYS AGO {-3 DAY}
add column Long_Profit 4 DAYS AGO {-4 DAY}
add column Long_Profit 5 DAYS AGO {-5 DAY}


and add column separator
and add column C0010 {2_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}


and add column separator
and add column volcnt
and add column volzero

and add column separator
add column industry
add column sector
and add column separator

/* SELECTION CRITERIA */

Day Change is below -10 percent
avgvol(90) is above 1000000
close is between 1 and 10
OVER2 above 79

sort column 5 ascending
]



THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE filter should be run during the POWER HOUR which is the last hour of the trading day. This filter is for trader who can not afford to become tagged as a PATTERN DAY TRADER or for those who do not want to trade all day long.

We are looking to exploit the move from previous close to high of the day.

The GE N columns show how many times HIGH MINUS PREVIOUS CLOSE was at least N cents. Values 80 or higher are desirable. The more 80s, the better.

The -N columns show the value of HIGH MINUS PREVIOUS CLOSE for N days ago. This show how much potentially you could have made.


1000 shares * $.10 = $100

2000 shares * $.05 = $100

3000 shares * $.04 = $120

4000 shares * $.03 = $120

5000 shares * $.02 = $100

Looking to print $100 bills over night.

====================================
Current version

Fetcher[


/* THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE */

set{Long_Profit, high - close 1 day ago}


set{DRNG, high - low}

set{DRNGMAX, DRNG 100 day high}
set{DRNGMIN, DRNG 100 day low}

/* ENTER THE PRICE YOU WANT TESTED */
set{OVERX, count(Long_Profit > .0499 , 100)}

set{LOSERS, count(Long_Profit below 0,100)}
set{LOSING,days(Long_Profit ABOVE 0, 100)}
set{WINNING,days(Long_Profit BELOW 0, 100) }
set{WLStreak, WINNING - LOSING }
set{WStreakMAX, WLStreak 100 day high}
set{LStreakMAX, WLStreak 100 day low}

set{OVERXMAX, OVERX 100 day high}
set{OVERXMIN, OVERX 100 day low}

set{volcnt, count(volume below 1000000,100)}
set{lowvol, volume 100 day low }

and add column separator
add column OVERX
add column OVERXMAX
add column OVERXMIN


and add column separator
add column DRNG
add column DRNGMAX
add column DRNGMIN


and add column separator
add column LOSERS
add column WLStreak
add column WStreakMAX
add column LStreakMAX

and add column separator
add column Long_Profit {Today}
add column Long_Profit 1 DAY AGO {-1 DAY}
add column Long_Profit 2 DAYS AGO {-2 DAY}
add column Long_Profit 3 DAYS AGO {-3 DAY}
add column Long_Profit 4 DAYS AGO {-4 DAY}


and add column separator
add column Long_Profit 5 DAYS AGO {-5 DAY}
add column Long_Profit 6 DAY AGO {-6 DAY}
add column Long_Profit 7 DAYS AGO {-7 DAY}
add column Long_Profit 8 DAYS AGO {-8 DAY}
add column Long_Profit 9 DAYS AGO {-9 DAY}

and add column separator
add column Long_Profit 10 DAYS AGO {-10 DAY}


and add column separator
and add column exchange
and add column sector
and add column industry
and add column separator

add column lowvol
add column volcnt
and add column separator

/* SELECTION CRITERIA */

WLStreak below 1
LStreakMAX above -2

close above 1
lowvol above 300,000

sort column 8 descending
]





TheRumpledOne
6,359 posts
msg #99560
Ignore TheRumpledOne
modified
3/9/2011 2:53:19 PM

Fetcher[
/* TRO - THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/

set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }

set{Long_Profit, high - close 1 day ago}

set{LOSER5, count(Long_Profit below 0,5)}
set{LOSERS, count(Long_Profit below 0,100)}

set{LOSING,days(Long_Profit ABOVE 0, 100)}

set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}


set{FAIL2, count(Long_Profit < .02 , 100)}
set{OVER2, count(Long_Profit > .0199 , 100)}
set{OVER3, count(Long_Profit > .0299 , 100)}
set{OVER4, count(Long_Profit > .0399 , 100)}
set{OVER5, count(Long_Profit > .0499 , 100)}
set{OVER10, count(Long_Profit > .0999 , 100)}

set{HiPCRng, high - close 1 day ago}
set{AvgHiPCRng, cma(HiPCRng,100) }

set{PCLoRng, close 1 day ago - low }
set{AvgPCLoRng, cma(PCLoRng,100) }

set{ RED1 , count( close 1 day ago below open 1 day ago,1) }
set{ GREEN0 , count( close above open ,1) }
set{ GREENRAT, RED1 * GREEN0 }


set{DROP, min(Day Change, Day Change 100 day low)}

add column Long_Profit {Profit}

add column OVER2 {GE 2}
add column OVER3 {GE 3}
add column OVER4 {GE 4}
add column OVER5 {GE 5}
add column OVER10 {GE 10}
add column FAIL2 {LT 2}

and add column separator
add column LOSER5
add column LOSERS
add column LOSING

and add column separator

add column GREENRAT {GR}
add column GREENRAT 1 day ago {GR1}

add column AvgHiPCRng{HPCR}
add column AvgPCLoRng{PCLR}

and add column separator

add column Long_Profit 1 DAY AGO {-1 DAY}
add column Long_Profit 2 DAYS AGO {-2 DAY}
add column Long_Profit 3 DAYS AGO {-3 DAY}
add column Long_Profit 4 DAYS AGO {-4 DAY}
add column Long_Profit 5 DAYS AGO {-5 DAY}


and add column separator
and add column C0010 {2_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column separator
and add column volcnt
and add column volzero

and add column separator
add column industry
add column sector
and add column separator

/* SELECTION CRITERIA */

Day Change equal DROP
avgvol(90) is above 1000000
close is between 1 and 10

draw Day Change
draw Day Change 100 day low on plot Day Change
do not draw OVER2

sort column 3 ascending

]



This version shows stocks with largest decline of the last 100 days.

TheRumpledOne
6,359 posts
msg #99596
Ignore TheRumpledOne
modified
3/10/2011 3:47:54 PM

Fetcher[
/* TRO - THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/

set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }

set{Long_Profit, high - close 1 day ago}

set{LOSER5, count(Long_Profit below 0,5)}
set{LOSERS, count(Long_Profit below 0,100)}

set{LOSING,days(Long_Profit ABOVE 0, 100)}

set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}


set{FAIL2, count(Long_Profit < .02 , 100)}
set{OVER2, count(Long_Profit > .0199 , 100)}
set{OVER3, count(Long_Profit > .0299 , 100)}
set{OVER4, count(Long_Profit > .0399 , 100)}
set{OVER5, count(Long_Profit > .0499 , 100)}
set{OVER10, count(Long_Profit > .0999 , 100)}

set{HiPCRng, high - close 1 day ago}
set{AvgHiPCRng, cma(HiPCRng,100) }

set{PCLoRng, close 1 day ago - low }
set{AvgPCLoRng, cma(PCLoRng,100) }

set{ RED1 , count( close 1 day ago below open 1 day ago,1) }
set{ GREEN0 , count( close above open ,1) }
set{ GREENRAT, RED1 * GREEN0 }


set{DROP, min(Day Change, Day Change 100 day low)}

add column Long_Profit {Profit}

add column OVER2 {GE 2}
add column OVER3 {GE 3}
add column OVER4 {GE 4}
add column OVER5 {GE 5}
add column OVER10 {GE 10}
add column FAIL2 {LT 2}

and add column separator
add column LOSER5
add column LOSERS
add column LOSING

and add column separator

add column GREENRAT {GR}
add column GREENRAT 1 day ago {GR1}

add column AvgHiPCRng{HPCR}
add column AvgPCLoRng{PCLR}

and add column separator

add column Long_Profit 1 DAY AGO {-1 DAY}
add column Long_Profit 2 DAYS AGO {-2 DAY}
add column Long_Profit 3 DAYS AGO {-3 DAY}
add column Long_Profit 4 DAYS AGO {-4 DAY}
add column Long_Profit 5 DAYS AGO {-5 DAY}


and add column separator
and add column C0010 {2_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column separator
and add column volcnt
and add column volzero

and add column separator
add column industry
add column sector


and add column separator
and add column corr(^DJI,100,close) {DJI}
and add column corr(^SPX,100,close) {SPX}
and add column corr(^IXIC,100,close) {IXIC}
and add column separator

/* SELECTION CRITERIA */

Day Change equal DROP
avgvol(90) is above 1000000
close is between 1 and 10

draw Day Change
draw Day Change 100 day low on plot Day Change
do not draw OVER2

sort column 3 ascending

]



Added correlation columns.

TheRumpledOne
6,359 posts
msg #99653
Ignore TheRumpledOne
modified
3/14/2011 8:26:48 AM

Fetcher[
/* TRO - THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/

set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }

set{Long_Profit, high - close 1 day ago}

set{LOSERS, count(Long_Profit below 0,100)}
set{LOSING,days(Long_Profit ABOVE 0, 100)}
set{WINNING,days(Long_Profit BELOW 0, 100) }
set{WLStreak, WINNING - LOSING }


set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}


set{FAIL2, count(Long_Profit < .02 , 100)}
set{OVER2, count(Long_Profit > .0199 , 100)}
set{OVER3, count(Long_Profit > .0299 , 100)}
set{OVER4, count(Long_Profit > .0399 , 100)}
set{OVER5, count(Long_Profit > .0499 , 100)}
set{OVER10, count(Long_Profit > .0999 , 100)}

set{HiPCRng, high - close 1 day ago}
set{AvgHiPCRng, cma(HiPCRng,100) }

set{PCLoRng, close 1 day ago - low }
set{AvgPCLoRng, cma(PCLoRng,100) }

set{ RED1 , count( close 1 day ago below open 1 day ago,1) }
set{ GREEN0 , count( close above open ,1) }
set{ GREENRAT, RED1 * GREEN0 }


set{DROP, min(Day Change, Day Change 100 day low)}

add column Long_Profit {Profit}

add column OVER2 {GE 2}
add column OVER3 {GE 3}
add column OVER4 {GE 4}
add column OVER5 {GE 5}
add column OVER10 {GE 10}
add column FAIL2 {LT 2}

and add column separator
add column LOSERS
add column WLStreak

and add column separator

add column GREENRAT {GR}
add column GREENRAT 1 day ago {GR1}

add column AvgHiPCRng{HPCR}
add column AvgPCLoRng{PCLR}

and add column separator

add column Long_Profit 1 DAY AGO {-1 DAY}
add column Long_Profit 2 DAYS AGO {-2 DAY}
add column Long_Profit 3 DAYS AGO {-3 DAY}
add column Long_Profit 4 DAYS AGO {-4 DAY}
add column Long_Profit 5 DAYS AGO {-5 DAY}


and add column separator
and add column C0010 {2_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column separator
and add column volcnt
and add column volzero

and add column separator
add column industry
add column sector


and add column separator
and add column corr(^DJI,100,close) {DJI}
and add column corr(^SPX,100,close) {SPX}
and add column corr(^IXIC,100,close) {IXIC}
and add column separator

/* SELECTION CRITERIA */

Day Change equal DROP
avgvol(90) is above 1000000
close is between 1 and 10

draw Day Change
draw Day Change 100 day low on plot Day Change
do not draw OVER2

sort column 3 ascending

]



LOSERS displays number of days HIGH - PREV CLOSE is below 0.

WLStreak displays the current win/loss streak.



TheRumpledOne
6,359 posts
msg #99698
Ignore TheRumpledOne
3/16/2011 11:15:28 AM

LNG turned up on this filter and has been paying off everyday.

Anyone trying this method?

sierraseller
23 posts
msg #99718
Ignore sierraseller
3/17/2011 1:51:02 AM

I like the concept - will look at the candidates -action over the next few days. Any selection criteria besides column 3?

StockStalker
5 posts
msg #99719
Ignore StockStalker
3/17/2011 5:16:54 AM

TRO just want to say I love your filters.

I heard you dont use TS anymore. Would you mind telling me what platform you switched over too?

TheRumpledOne
6,359 posts
msg #99733
Ignore TheRumpledOne
3/17/2011 1:27:54 PM

I would still use TS.

I use QuoteTracker as a front end to TDAmeritrade.

I tried ThinkOrSwim but I didn't like it at all.

TheRumpledOne
6,359 posts
msg #99734
Ignore TheRumpledOne
3/17/2011 1:31:37 PM

Selection criteria.

I like to see my chances of making 3 cents or more at 80 or above.

4000 shares * $0.03 = $120 gross profit.

This just grinds out profit by the $100s

saico
55 posts
msg #99737
Ignore saico
3/17/2011 3:29:46 PM

THANKS Rumbled!!!!!!!!!

StockFetcher Forums · Filter Exchange · /* THE BIGGEST LOSERS - OVER NIGHT HOLD - LONG TRADE*/<< 1 2 3 4 5 >>Post Follow-up

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