StockFetcher Forums · Filter Exchange · THEE ABSOLUTE ((( BOTTOM ))) FILTER!<< 1 ... 10 11 12 13 14 ... 17 >>Post Follow-up
mahkoh
892 posts
msg #99190
Ignore mahkoh
2/17/2011 5:56:16 PM

This is the Chetron debugged version for optionable stocks with decent volume so that most should have a reasonable spread. It did pick NVDA and GLW yesterday.

Fetcher[


/* ((( THEMIGHTYRIGGS ABSOLUTE BOTTOM FILTER ))) */

Weekly Williams %R(2) is above Weekly Williams %R(2) 1-day ago
and Weekly Williams %R(2) is below Weekly williams %R(2) 2-day ago
and Weekly RSI(2) is below Weekly RSI(2) 1-day ago

Draw Bollinger bands(50,.20)
Draw Bollinger Bands(10,.10)
Draw 3-day slope of Bollinger bands(50,.20)
Draw parabolic Sar
Draw Linear Regression Indicator(20)
Draw Bollinger bands(10)

Draw COG(5,3)
Draw Weekly RSI(2) line at 99
Draw Weekly RSI(2) line at 0
Draw FI(2) line at 0

/* NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

/* NORMALIZE RSI(2) */

set{RSval, INDPOSITION(RSI(2), 60) * 100}

/* NORMALIZE williams %r(2) */

set{wrval, INDPOSITION(williams %r(2), 60) * 100 }


/* DRAW THE MR CCIWLR CHART */

and draw adval on plot wrval
and draw rsval on plot wrval

Draw Bearpower on plot Bullpower
Draw Bullpower line at 0
Draw MACD(4,8)
Draw VMACDD line at 0
Draw Williams %R(20) line at 0
Draw Williams %R(20) line at -75

volume is above 100000
sort column 29 descending
chart-time 45-days
stock is optionable
Average Volume(30) above 1000000
close above 15
offset 3

set{WRSb,days(weekly RSI(2) is above weekly RSI(2) 1 day ago,100)}
set{WRSa,days(weekly RSI(2) is below weekly RSI(2) 1 day ago,100)}
set{WRSxWRS, WRSa - WRSb}
set{WWLb,days(weekly williams %R(2) is above weekly Williams %R(2) 1 day ago,100)}
set{WWLa,days(weekly Williams %R(2) is below weekly Williams %R(2) 1 day ago,100)}
set{WWLxWWL, WWLa - WWLb}

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}
set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}
set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{RSb,days(RSI(2) is above RSI(2) 1 day ago,100)}
set{RSa,days(RSI(2) is below RSI(2) 1 day ago,100)}
set{RSxRS, RSa - RSb}
set{WLb,days(Williams %R(2) is above Williams %R(2) 1 day ago,100)}
set{WLa,days(Williams %R(2) is below Williams %R(2) 1 day ago,100)}
set{WLxWL, WLa - WLb}

SET{VMACDD,MACD(4,8) histogram}
set{mhis,indposition(macd(4,8) histogram,60)}
set{mhist,macd(4,8) histogram}
set{mhisb,days(mhist is above 0, 100)}
set{mhisa,days(mhist is below 0, 100)}
set{hstxhst, mhisa - mhisb}
set{var1,count(macd(4,8) histogram 1 day ago < macd histogram(4,8),1)}
set{mhisp,days(var1 < .5,100)}
set{var11,count(macd(4,8) histogram 1 day ago > macd histogram(4,8),1)}
set{mhisn,days(var11 < .5,100)}

ADD COLUMN SEPARATOR
add column industry
ADD COLUMN SEPARATOR
add column adval
ADD COLUMN SEPARATOR
add column WRSXWRS
add column WWLXWWL
add column weekly RSI(2)
add column weekly Williams %R(2)
ADD COLUMN SEPARATOR
add column RSXRS
add column WLXWL
ADD COLUMN SEPARATOR
add column BLxBL
add column BRxBR
ADD COLUMN SEPARATOR
add column mhisp
add column mhisn
add column hstxhst
ADD COLUMN SEPARATOR
add column PE
add column EPS
add column ROE
ADD COLUMN SEPARATOR
]







sierraseller
23 posts
msg #99191
Ignore sierraseller
2/17/2011 8:32:43 PM

You have average volume at 1,000,000 (1 million) and todays volume at 100,000 (100 thousand) is this what you intended?

damoore
9 posts
msg #99193
Ignore damoore
2/17/2011 9:28:19 PM

mahkoh,
Thanks for the help. It works great!

bkhurana43
103 posts
msg #99194
Ignore bkhurana43
modified
2/17/2011 9:44:17 PM

Why all the plots don't appear below the chart? Normally the bottom plot appears partially. Are there any restriction with regard to number of plots in SF?

A "SHORT VERSION" of the same filter would be highly appreciated by options traders.

Is it possible to arrange columns by their level of significance (signal strength) so that the entry decision is based on combination of good technicals?

csupati
25 posts
msg #99243
Ignore csupati
2/19/2011 1:19:00 AM

Did anyone of you guys run this filter 1 month ago? There is hardly any stock was going up that time. Could someone please advise on what to look for in the filter results to select good candidates? Thank you very much.

StockStalker
5 posts
msg #99607
Ignore StockStalker
3/11/2011 3:14:03 AM

Could anyone tell me which columns are best to sort by?

I get pretty many results per search and narrowing it down somehow would be great.

StockStalker
5 posts
msg #99628
Ignore StockStalker
modified
3/11/2011 9:30:38 PM

Another thing, is this filter supposed to be run with the OFFSET 3 value left in? Or should I change it to zero?

And if I understand correctly, you're supposed to pick the stocks where the Weekly Williams(2) indicator goes upwards at a 45 degree angle, and diverges away from the Weekly RSI(2) which should still be heading down?

mahkoh
892 posts
msg #99645
Ignore mahkoh
3/13/2011 4:28:20 PM

Stock stalker,

The top three lines are the whole filter, the rest are things to sort by.
I haven't found the setting that delivers just winners but I did notice that once the price gets above the previous day's high you have a good chance that it is going to be one.







optionplayer333
801 posts
msg #99649
Ignore optionplayer333
3/13/2011 6:13:33 PM

this doesnt even come close to the rsi-2 bottom filter
here are your results from thurdays market bottom

erformance results for your filter covering the dates:
Thursday March 10, 2011 to Friday March 11, 2011

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +0.20% 69 (+1.36%) 52 (-1.32%)

2 +0.54% +0.00%
Current +0.20% 69 (+1.36%) 52 (-1.32%) --------56% win rate

2 +0.54% +0.00%
123 matching stocks
here are my results
formance results for your filter covering the dates:
Thursday March 10, 2011 to Friday March 11, 2011

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.49% 139 (+2.10%) 31 (-1.19%)

1 +0.54% +0.00%
Current +1.49% 139 (+2.10%) 31 (-1.19%)

1 +0.54% +0.00%
171 matching stocks-------------------81% win rate
can easily make even better--Performance results for your filter covering the dates:
Thursday March 10, 2011 to Friday March 11, 2011

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.63% 71 (+1.87%) 6 (-0.86%)

1 +0.54% +0.00%
Current +1.63% 74 (+1.87%) 4 (-0.86%)

1 +0.54% +0.00%
78 matching stocks-----thats a win rate of 95%


here is the same filter off the 1-28 market bottom
erformance results for your filter covering the dates:
Friday January 28, 2011 to Friday March 11, 2011

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.36% 8 (+1.97%) 3 (-0.25%)

0 +0.49% +0.00%
2 Days +3.52% 11 (+3.52%) 0 (n/a)

0 +2.39% +0.00%
3 Days +3.11% 11 (+3.11%) 0 (n/a)

0 +2.33% +0.00%
4 Days +3.59% 11 (+3.59%) 0 (n/a)

0 +2.49% +0.00%
1 Week +4.48% 10 (+4.97%) 1 (-0.39%)

0 +3.07% +0.00%
1 Month +10.31% 10 (+11.35%) 1 (-0.06%)

0 +4.16% +0.00%
Current +7.49% 8 (+11.23%) 3 (-2.48%)

0 +1.07% +0.00%
11 matching stocks- 100% winners after 1 day

here is my long etf filter from 1-28
erformance results for your filter covering the dates:
Friday January 28, 2011 to Friday March 11, 2011

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +0.75% 69 (+0.90%) 8 (-0.55%)

0 +0.49% +0.00%
2 Days +2.14% 75 (+2.22%) 2 (-0.72%)

0 +2.39% +0.00%
3 Days +1.87% 74 (+1.97%) 2 (-0.84%)

1 +2.33% +0.00%
4 Days +1.93% 73 (+2.08%) 4 (-0.76%)

0 +2.49% +0.00%
1 Week +1.83% 64 (+2.33%) 12 (-0.66%)

1 +3.07% +0.00%
1 Month +2.67% 62 (+3.80%) 15 (-1.99%)

0 +4.16% +0.00%
Current +1.14% 54 (+2.52%) 22 (-2.19%)

1 +1.07% +0.00%
77 matching stocks-965 winners
from the 3-10 bottom
ormance results for your filter covering the dates:
Thursday March 10, 2011 to Friday March 11, 2011

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.13% 16 (+1.13%) 0 (n/a)

0 +0.54% +0.00%
Current +1.13% 16 (+1.13%) 0 (n/a)

0 +0.54% +0.00%
16 matching stocks-thats 100% winners


StockStalker
5 posts
msg #99660
Ignore StockStalker
modified
3/14/2011 4:40:30 PM

optionplayer;
that is very impressive.
would you mind posting the filter here?

thanks.

mahkoh,
so that means the filter is already sorted the best way possible? if i understand you correctly?

StockFetcher Forums · Filter Exchange · THEE ABSOLUTE ((( BOTTOM ))) FILTER!<< 1 ... 10 11 12 13 14 ... 17 >>Post Follow-up

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