StockFetcher Forums · Filter Exchange · /* TRO STAT SCAN - OPEN TO HIGH */<< 1 2 3 >>Post Follow-up
TheRumpledOne
6,362 posts
msg #58320
Ignore TheRumpledOne
12/20/2007 9:03:42 AM

Fetcher[
/* TRO STAT SCAN - OPEN TO HIGH */

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl , CCa - CCb}

set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

/* Long Profit Statistics Display */

set{HiOp, high - open}
set{Long_Profit, HiOp }

set{ MaxHiOp , HiOp 100 day high }
set{ MinHiOp , HiOp 100 day low }
set{ AvgHiOp , CMA( HiOp , 100 ) }

set{B0A, count(Long_Profit > .05 , 100)}
set{B1A, count(Long_Profit > .1 , 100)}
set{B2A, count(Long_Profit > .2 , 100)}
set{B3A, count(Long_Profit > .3 , 100)}
set{B4A, count(Long_Profit > .4, 100)}
set{B5A, count(Long_Profit > .5, 100)}
set{B10A, count(Long_Profit > 1.00 , 100)}
set{B20A, count(Long_Profit > 2.00 , 100)}
set{B50A, count(Long_Profit > 5.00, 100)}

SET{GREED, B0A - B1A}

add column HiOp
ADD COLUMN GREED

add column MaxHiOp
add column AvgHiOp
add column MinHiOp

and add column B0A {OVER.05}
and add column B1A {OVER.10}
and add column B2A {OVER.20}
and add column B3A {OVER.30}
and add column B4A {OVER.40}
and add column B5A {OVER.50}
and add column B10A {OVER1.00}
and add column B20A {OVER2.00}
and add column B50A {OVER5.00}

and add column separator

add column ClxCl
and add column volcnt
and add column volzero

/* SELECTION CRITERIA */

SYMLIST(AET,ARG,ATK,AME,ANSS,AAPL,ATW,BBD,B,BRP,BUCY,CME,CVS,CPLA,CEDC,CBI,CMED,CMG,CLB,CTRP,CYBS,DECK,DO,DIOD,DLB,DRQ,BOOM,EGN,FCSX,FMC,FTI,FLIR,FLS,GFIG,GOOG,HSC,HPQ,HOLX,HOS,HUM,INFA,ICE,IMA,JKHY,JNS,LLL,LKQX,LIFC,LNN,LOGI,WFR,MFE,MCD,MTL,MR,MBT,NDAQ,NOV,EDU,NKE,NE,NOK,OMCL,OTEX,PCP,KWK,QMAR,RRC,RBN,ROP,SPW,CRM,SAY,SLB,SCHW,SII,SWN,STT,SRCL,SYK,SPWR,STP,SPN,SYNA,TTES,TXT,TMO,TKC,VOCS,WMS,WAT,WFT)

sort column 8 descending
]



Statistics for price moving from OPEN to HIGH.

TheRumpledOne
6,362 posts
msg #58321
Ignore TheRumpledOne
modified
12/20/2007 9:08:13 AM

Fetcher[
/* GOT MILK */

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl , CCa - CCb}

set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

/* Long Profit Statistics Display */

set{HiOp, high - open}
set{Long_Profit, HiOp }

set{ MaxHiOp , HiOp 100 day high }
set{ MinHiOp , HiOp 100 day low }
set{ AvgHiOp , CMA( HiOp , 100 ) }

set{B0A, count(Long_Profit > .05 , 100)}
set{B1A, count(Long_Profit > .1 , 100)}
set{B2A, count(Long_Profit > .2 , 100)}
set{B3A, count(Long_Profit > .3 , 100)}
set{B4A, count(Long_Profit > .4, 100)}
set{B5A, count(Long_Profit > .5, 100)}
set{B10A, count(Long_Profit > 1.00 , 100)}
set{B20A, count(Long_Profit > 2.00 , 100)}
set{B50A, count(Long_Profit > 5.00, 100)}

SET{GREED, B1A - B5A}

add column HiOp
ADD COLUMN GREED

add column MaxHiOp
add column AvgHiOp
add column MinHiOp

and add column B5A {OVER.50}
and add column B10A {OVER1.00}
and add column B20A {OVER2.00}
and add column B50A {OVER5.00}

and add column separator

add column ClxCl
and add column volcnt
and add column volzero

/* SELECTION CRITERIA */

AvgHiOp above 1
B5A above 80
close below 1000
volume above 1000000

sort column 8 descending
]



These "COWS" give lots of "MILK".


jimhbutton
104 posts
msg #58362
Ignore jimhbutton
12/20/2007 10:15:44 PM

Thanks for the filter! I was trying to construct a crude facsimilie last week but it proved futile. Now for some questions about your scan:

Could you explain your "greed" index?
Could you explain your "clxcl" heading?
Also, your "volcnt" and "volzrero" headings as well?

Thank you for an awesome filter that hits the bullseye relative to what I was trying to build.




TheRumpledOne
6,362 posts
msg #58365
Ignore TheRumpledOne
modified
12/21/2007 12:37:55 AM

Q) Could you explain your "greed" index?

A) GREED = B1A - B5A

The number of times the ( high - open ) was above $.10 minus the number of times the ( high - open ) was above $.50. The smaller GREED is the better chance you have of making $.50 or more.

Of course, it has been pointed out that this may not always be the case but you filter out stocks that have low B1A in the first place so you don't need to be concerned.

----------

Q) Could you explain your "clxcl" heading?

A) CLXCL is how many days the price closed above (+) or below(-) the Previous Close...

-----------

Q) Also, your "volcnt" and "volzrero" headings as well?

Volcnt is the number of times is the number of times the volume exceeded 1,000,000.

Volzero is the number of times the volume was 0.

-------------------

Please understand this filter should be used by people who know how to day trade. It's not for swing traders or investors. And forget about backtesting it - it's statistics!!



guru_trader
485 posts
msg #58369
Ignore guru_trader
12/21/2007 3:36:13 AM

TRO, you are giving away all our secrets! ;)

jimhbutton
104 posts
msg #58399
Ignore jimhbutton
12/21/2007 4:38:23 PM

The Rumpled One,

Thanx for taking your time answering all my questions.

I have another one for you. My trading platform's annual subscription is expiring soon. I'm looking for an upgrade. Do you use TradeStation? If not, what platform would you recommend?

Thanx in advance.

Jim

TheRumpledOne
6,362 posts
msg #58407
Ignore TheRumpledOne
12/21/2007 9:37:23 PM

NO, I don't use TradeStation because they closed my accounts.

But I would use TradeStation if I could to scalp the Big Boy stocks.

If you trade over 1,000 shares of a stock at a time, use www.izone.com.







jimhbutton
104 posts
msg #58416
Ignore jimhbutton
12/22/2007 2:13:31 AM

Thank you for the advice.

jimhbutton
104 posts
msg #58645
Ignore jimhbutton
12/31/2007 11:02:33 PM

Hi TRO,

I've been trying to morph your OPEN-to-HIGH scan into a CLOSE (1 day ago)-to-HIGH (today) scan but haven't been getting through to the Promised Land. Basically, where you have "HiOp, high - open" I have substituted "PP, high - close 1 day ago," where PP stands for Potential Profit.

In summary, I am wanting to analyze potential profit for any stocks that I hold overnight using your 100-day statistical method showing various profit levels.

In the following scan please pardon the erroneous reads. For example, in the PP column I would expect a simple one day Potential Profit from the difference between the "CLOSE" and "HIGH" columns. I am sure that there are other false results as well till this baby is debugged.

Fetch[
/* Yesterday's Close to Today's High Stat Filter (100 Days) */

Volume > 100000

set{PP, high - close 1 day ago}
set{ MaxPP , PP 100 day high }
set{ MinPP , PP 100 day low }
set{ AvgPP , CMA( PP , 100 ) }

set{B00A, count(PP > .00 , 100)}
set{B25A, count(PP > .25 , 100)}
set{B50A, count(PP > .50 , 100)}
set{B75A, count(PP > .75 , 100)}

add column Open
add column High
add column Low
add column separator
add column Close Yesterday
add column separator
add column PP
add column MaxPP
add column AvgPP
add column MinPP
and add column B00A {>.00}
and add column B25A {> .25}
and add column B50A {> .50}
and add column B75A {> .75}
and add column separator

/* SELECTION CRITERIA */

SYMLIST()

sort column 11 descending

/* Notes: PP = Potential Profit */
]

Any help that you could lend -- only when your busy schedule would permit, of course -- would be greatly appreciated.

Thank you.

Jim


TheRumpledOne
6,362 posts
msg #58648
Ignore TheRumpledOne
1/1/2008 12:08:36 AM

Fetcher[
/* Yesterday's Close to Today's High Stat Filter (100 Days) */

Volume > 100000

set{xPP, high - close 1 day ago}
set{ MaxPP , xPP 100 day high }
set{ MinPP , xPP 100 day low }
set{ AvgPP , CMA( xPP , 100 ) }

set{B00A, count(xPP > .00 , 100)}
set{B25A, count(xPP > .25 , 100)}
set{B50A, count(xPP > .50 , 100)}
set{B75A, count(xPP > .75 , 100)}

add column Open
add column High
add column Low
add column separator
add column Close Yesterday
add column separator
add column xPP
add column MaxPP
add column AvgPP
add column MinPP
and add column B00A {>.00}
and add column B25A {> .25}
and add column B50A {> .50}
and add column B75A {> .75}
and add column separator

/* SELECTION CRITERIA */

SYMLIST()

sort column 11 descending

/* Notes: xPP = Potential Profit */
]



PP is reserved ... it is PIVOT POINT!!



StockFetcher Forums · Filter Exchange · /* TRO STAT SCAN - OPEN TO HIGH */<< 1 2 3 >>Post Follow-up

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