StockFetcher Forums · Filter Exchange · TRO CROCK POT - SLOW COOKERS FOR SWING TRADERS<< 1 ... 7 8 9 10 11 ... 26 >>Post Follow-up
welliott111
98 posts
msg #69883
Ignore welliott111
12/16/2008 4:52:51 PM

This tells me that the "weekly" information is valid. If you pull up the chart of AAPL, you'll see that the WEEKLY high was above

103 (1) time in the past 2 weeks. It was NOT above 103 within the past 2 DAYS.


Fetcher[

symlist(aapl)

set{wkhi103,count(weekly high above 103,2)}
add column wkhi103

date offset 12/16/2008
]



fortyfour
185 posts
msg #70762
Ignore fortyfour
modified
1/17/2009 5:01:14 AM

Hello,

I am trying to use TRO's format for getting stats on STOCKS FOR SWING TRADING.
Using a stochs(5) cross above the 30 line ,and taking the 3 day change "around" this trigger.
Then,
assigning "return performance" slots in a similar way that the "RUN FOREST, RUN" filter
does for day traders ....................
However, double counting indicated in the sum column is distorting results.
Also, I dont know how to precisely measure the results only "AFTER" the crossover rather than
the general 3 day lookback. Ideas?..................
Any fixes, cleanups, improvements for this filter would be appreciated.
I want to swing a big dick here.... Cheers.
Thanks.
TIA.


+++++++++++++ SWING DICK, SWING FILTER ###########################

/***** measure 3 day gain near stochs x-over*********/

set{swing_up, sum(day change,3)}


/***********lookback up to 3 days for a xover****************/

set{setup, count(slow stochastics(5) crossed above 30,3)}



SET{5A, COUNT(SWING_UP > 5%, 1)}
SET{5_10A, COUNT(SWING_UP > 10%,1)}
SET{5%_10%, 5A - 5_10A}

SET{10A, COUNT(SWING_UP > 10%, 1)}
SET{10_15A, COUNT(SWING_UP > 15%,1)}
SET{10%_15%, 10A - 10_15A}

SET{15A, COUNT(SWING_UP > 15%, 1)}
SET{15_20A, COUNT(SWING_UP > 20%,1)}
SET{15%_20%, 15A - 15_20A}

SET{20A, COUNT(SWING_UP > 20%, 1)}
SET{20_30A, COUNT(SWING_UP > 30%,1)}
SET{20%_30%, 20A - 20_30A}

SET{30_PLUS, COUNT(SWING_UP > 30%, 1)}

/****************logic AND of stochs crossover and a profit gain during and or after this xover.*********************/

set{S5_10, 5%_10% * setup}
set{ S5_10_count , count(S5_10 crossed above .5,50) }

set{S10_15, 10%_15% * setup}
set{ S10_15_count , count(S10_15 crossed above .5,50) }

set{S15_20, 15%_20% * setup}
set{ S15_20_count , count(S15_20 crossed above .5,50) }

set{S20_30, 20%_30% * setup}
set{S20_30_count , count(S20_30 crossed above .5,50) }

set{S30_PLUS, 30_PLUS * setup}
set{S30_PLUS_count , count(S30_PLUS crossed above .5,50) }

set{sa, s5_10_count + s10_15_count}
set{sb, sa + s15_20_count}
set{sc, sb + s20_30_count}
set{sum, sc + s30_plus_count}

add column sum


ADD COLUMN S5_10_COUNT
ADD COLUMN S10_15_COUNT
ADD COLUMN S15_20_COUNT
ADD COLUMN S20_30_COUNT
ADD COLUMN S30_PLUS_COUNT

DRAW SWING_UP

close > 1
avg vol(30) > 1000000
draw slow stochastics(5)
draw day change

SORT COLUMN 10 DESCENDING





chetron
2,817 posts
msg #70764
Ignore chetron
modified
1/17/2009 8:39:36 AM

clickable....


Fetcher[


+++++++++++++ SWING DICK, SWING FILTER **************************************

/***** measure 3 day gain near stochs x-over*********/

set{swing_up, sum(day change,3)}


/***********lookback up to 3 days for a xover****************/

set{setup, count(slow stochastics(5) crossed above 30,3)}



SET{5A, COUNT(SWING_UP > 5%, 1)}
SET{5_10A, COUNT(SWING_UP > 10%,1)}
SET{5%_10%, 5A - 5_10A}

SET{10A, COUNT(SWING_UP > 10%, 1)}
SET{10_15A, COUNT(SWING_UP > 15%,1)}
SET{10%_15%, 10A - 10_15A}

SET{15A, COUNT(SWING_UP > 15%, 1)}
SET{15_20A, COUNT(SWING_UP > 20%,1)}
SET{15%_20%, 15A - 15_20A}

SET{20A, COUNT(SWING_UP > 20%, 1)}
SET{20_30A, COUNT(SWING_UP > 30%,1)}
SET{20%_30%, 20A - 20_30A}

SET{30_PLUS, COUNT(SWING_UP > 30%, 1)}

/****************logic AND of stochs crossover and a profit gain during and or after this xover.*********************/

set{S5_10, 5%_10% * setup}
set{ S5_10_count , count(S5_10 crossed above .5,50) }

set{S10_15, 10%_15% * setup}
set{ S10_15_count , count(S10_15 crossed above .5,50) }

set{S15_20, 15%_20% * setup}
set{ S15_20_count , count(S15_20 crossed above .5,50) }

set{S20_30, 20%_30% * setup}
set{S20_30_count , count(S20_30 crossed above .5,50) }

set{S30_PLUS, 30_PLUS * setup}
set{S30_PLUS_count , count(S30_PLUS crossed above .5,50) }

set{sa, s5_10_count + s10_15_count}
set{sb, sa + s15_20_count}
set{sc, sb + s20_30_count}
set{sum, sc + s30_plus_count}

add column sum


ADD COLUMN S5_10_COUNT
ADD COLUMN S10_15_COUNT
ADD COLUMN S15_20_COUNT
ADD COLUMN S20_30_COUNT
ADD COLUMN S30_PLUS_COUNT

DRAW SWING_UP

close > 1
avg vol(30) > 1000000
draw slow stochastics(5)
draw day change

SORT COLUMN 10 DESCENDING


]



ultra5150
15 posts
msg #70981
Ignore ultra5150
1/27/2009 2:42:53 AM

Just caught up on reading this forum. Did TRO or anyone else verify that the filter on page 1 is still valid since there are some questions about it near the end of the thread?

Thanks.

TheRumpledOne
6,362 posts
msg #71115
Ignore TheRumpledOne
1/31/2009 2:14:15 PM

What do you mean by "valid"?

ultra5150
15 posts
msg #71126
Ignore ultra5150
2/2/2009 12:52:05 AM

Hi TRO, I don't mean any disrespect by asking that question....

On page 8 of the thread, there was some questions about the count function, and whether the filter is counting the number of weeks correctly, and that the count was counting "days, and not weeks", I am just wondering if the issue has been addressed and/or the filter on page 1 has been updated with the proper usage of the count function.

Thank you for your help.

TheRumpledOne
6,362 posts
msg #71130
Ignore TheRumpledOne
2/2/2009 9:48:35 AM

I wasn't implying that you were being disrespectful.

I just didn't understand the question.

I use the filter on page 1.



ultra5150
15 posts
msg #71135
Ignore ultra5150
2/2/2009 3:55:18 PM

Got it TRO !!! You're the Best !!!

kmcninvest
43 posts
msg #77631
Ignore kmcninvest
8/17/2009 9:19:42 PM

First off, kudos to TRO. This is a great filer...leveraging statistics. I modified it some thinking that 52 weeks was too long for current strong stocks (thinking stocks must have a cycle of maybe 3 months). I was shooting for the 5% range. I targeted 13 weeks but added look behind of the last 12 weeks (week by week) and 26 and 52 weeks. The last 12 weeks tells me if a stock is starting to lag and new stocks are showing and the 26/52 lets me make a decison on ties. I would appreciate any thoughts on this as I am a newbie.


/* TRO STAT SCAN for SWING TRADERS - use only on Saturday and Sunday */

set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }
set{wkProfitPct, 100 * Long_Profit }

set{C1A, count(Long_Profit > .04 , 13)}
set{C2A, count(Long_Profit > .09, 13)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 13)}
set{D2A, count(Long_Profit > .19, 13)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 13)}
set{E2A, count(Long_Profit > .29, 13)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 13)}
set{F2A, count(Long_Profit > .39, 13)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 13)}
set{G2A, count(Long_Profit > .49, 13)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 13)}
set{H2A, count(Long_Profit > .99, 13)}
set{H5052, H1A - H2A}

set{I52, count(Long_Profit > .99 , 13)}
set{fivepct1, count(Long_Profit > .05 , 1)}
set{fivepct2, count(Long_Profit > .05 , 2)}
set{fivepct3, count(Long_Profit > .05 , 3)}
set{fivepct4, count(Long_Profit > .05 , 4)}
set{fivepct5, count(Long_Profit > .05 , 5)}
set{fivepct6, count(Long_Profit > .05 , 6)}
set{fivepct7, count(Long_Profit > .05 , 7)}
set{fivepct8, count(Long_Profit > .05 , 8)}
set{fivepct9, count(Long_Profit > .05 , 9)}
set{fivepct10, count(Long_Profit > .05 , 10)}
set{fivepct11, count(Long_Profit > .05 , 11)}
set{fivepct12, count(Long_Profit > .05 , 12)}
set{fivepct, count(Long_Profit > .05 , 13)}
set{fivepct26, count(Long_Profit > .05 , 26)}
set{fivepct52, count(Long_Profit > .05 , 52)}
set{sixpct, count(Long_Profit > .06 , 13)}
set{sevenpct, count(Long_Profit > .07 , 13)}
set{eightpct, count(Long_Profit > .08 , 13)}
set{ninepct, count(Long_Profit > .09 , 13)}
set{tenpct, count(Long_Profit > .1 , 13)}
set{ziphi, count(whiop equal 0 , 13)}
set{ziphix, count(whiop below 0.10 , 1)}
set{onepct, count(Long_Profit > .01 , 13)}
set{twopct, count(Long_Profit > .02 , 13)}
set{halfpct, count(Long_Profit > .005 , 13)}
set{qtrpct, count(Long_Profit > .0025 , 13)}

add column wkProfitPct
add column qtrpct
add column halfpct
add column onepct
add column twopct
add column fivepct1
add column fivepct2
add column fivepct3
add column fivepct4
add column fivepct5
add column fivepct6
add column fivepct7
add column fivepct8
add column fivepct9
add column fivepct10
add column fivepct11
add column fivepct12
add column fivepct
add column fivepct26
add column fivepct52
add column sixpct
add column sevenpct
add column eightpct
add column ninepct
add column tenpct

add column ziphi


and add column separator
and add column I52 {100}
and add column separator
and add column weekly open {wopen}
and add column weekly high {whigh}
and add column weekly low {wlow}
and add column weekly close {wclose}
and add column separator

close is above 1
average volume(90) above 500000

draw whiop
draw ziphix
sort column 22 descending

chart-display is weekly

date offset is 0




kmcninvest
43 posts
msg #77632
Ignore kmcninvest
8/17/2009 9:37:25 PM

Trying to make clickable

Fetcher[ /* TRO STAT SCAN for SWING TRADERS - use only on Saturday and Sunday */

set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }
set{wkProfitPct, 100 * Long_Profit }

set{C1A, count(Long_Profit > .04 , 13)}
set{C2A, count(Long_Profit > .09, 13)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 13)}
set{D2A, count(Long_Profit > .19, 13)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 13)}
set{E2A, count(Long_Profit > .29, 13)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 13)}
set{F2A, count(Long_Profit > .39, 13)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 13)}
set{G2A, count(Long_Profit > .49, 13)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 13)}
set{H2A, count(Long_Profit > .99, 13)}
set{H5052, H1A - H2A}

set{I52, count(Long_Profit > .99 , 13)}
set{fivepct1, count(Long_Profit > .05 , 1)}
set{fivepct2, count(Long_Profit > .05 , 2)}
set{fivepct3, count(Long_Profit > .05 , 3)}
set{fivepct4, count(Long_Profit > .05 , 4)}
set{fivepct5, count(Long_Profit > .05 , 5)}
set{fivepct6, count(Long_Profit > .05 , 6)}
set{fivepct7, count(Long_Profit > .05 , 7)}
set{fivepct8, count(Long_Profit > .05 , 8)}
set{fivepct9, count(Long_Profit > .05 , 9)}
set{fivepct10, count(Long_Profit > .05 , 10)}
set{fivepct11, count(Long_Profit > .05 , 11)}
set{fivepct12, count(Long_Profit > .05 , 12)}
set{fivepct, count(Long_Profit > .05 , 13)}
set{fivepct26, count(Long_Profit > .05 , 26)}
set{fivepct52, count(Long_Profit > .05 , 52)}
set{sixpct, count(Long_Profit > .06 , 13)}
set{sevenpct, count(Long_Profit > .07 , 13)}
set{eightpct, count(Long_Profit > .08 , 13)}
set{ninepct, count(Long_Profit > .09 , 13)}
set{tenpct, count(Long_Profit > .1 , 13)}
set{ziphi, count(whiop equal 0 , 13)}
set{ziphix, count(whiop below 0.10 , 1)}
set{onepct, count(Long_Profit > .01 , 13)}
set{twopct, count(Long_Profit > .02 , 13)}
set{halfpct, count(Long_Profit > .005 , 13)}
set{qtrpct, count(Long_Profit > .0025 , 13)}

add column wkProfitPct
add column qtrpct
add column halfpct
add column onepct
add column twopct
add column fivepct1
add column fivepct2
add column fivepct3
add column fivepct4
add column fivepct5
add column fivepct6
add column fivepct7
add column fivepct8
add column fivepct9
add column fivepct10
add column fivepct11
add column fivepct12
add column fivepct
add column fivepct26
add column fivepct52
add column sixpct
add column sevenpct
add column eightpct
add column ninepct
add column tenpct

add column ziphi


and add column separator
and add column I52 {100}
and add column separator
and add column weekly open {wopen}
and add column weekly high {whigh}
and add column weekly low {wlow}
and add column weekly close {wclose}
and add column separator

close is above 1
average volume(90) above 500000

draw whiop
draw ziphix
sort column 22 descending

chart-display is weekly

date offset is 0
]



StockFetcher Forums · Filter Exchange · TRO CROCK POT - SLOW COOKERS FOR SWING TRADERS<< 1 ... 7 8 9 10 11 ... 26 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus