StockFetcher Forums · Filter Exchange · The Perfect Storm filter, can anyone do better ?<< 1 2 >>Post Follow-up
marine2
829 posts
msg #57336
Ignore marine2
12/2/2007 1:21:27 AM

A challenge to all of you. Can anyone show me their "perfect storm" filter. One that you know is a sure bet winner. Here is mine:

and macd(4,8)fast line is crossing above macd(4,8)slow line at close
and ma(200) is increasing previous 90 days
and ma(100) is increasing previous 10 days at close
and ma(50) is increasing previous 4 days
and slow stochastic %d is below 25
and williams %r is below -75 at close
and cci(10) is below 0
and rsi(2) is below 25
and draw ma(10) and draw ma(25)

TheRumpledOne
6,362 posts
msg #57359
Ignore TheRumpledOne
12/2/2007 11:38:54 AM

Is this for swing trading or day trading?

nikoschopen
2,824 posts
msg #57388
Ignore nikoschopen
12/2/2007 4:53:09 PM

Hell yeah, I can do better! LOL

The following gives a 3-day performance of the fetched stocks, although I think it will fare better 2 days or less. You might also want to play with the "momo" number.

Just note that the past performance ain't no guarantee for ure future, albeit spoiled, bride.

Fetcher[
date offset 3

draw return line at 70

count(low is near bottom linear regression line(60),5) above 0
count(Slow Stochastics(10) Fast %K reached a new 20 day low,5) above 0
Slow Stochastics(10) Fast %K crossed above 20
momo crossed above 50

close is above 20
avgvol(17) above 500000

set{volratio, volume / avgvol(17)}
set{%Vol, volratio * 100}

set{rtn1,price / price 5 days ago}
set{rtn2,rtn1 - 1}
set{rtn,rtn2 * 100}

/*close position within a 1-month price range"*/
set{hi1mo,high 1 month high}
set{lo1mo,low 1 month low}
set{cllo1mo,close - lo1mo}
set{hilo1mo,hi1mo - lo1mo}
set{diff1,cllo1mo / hilo1mo}
set{%gain1mo,diff1 * 100}

/*close position within a 2-month price "range"*/
set{hi2mo,high 1 month high 1 month ago}
set{lo2mo,low 1 month low 1 month ago}
set{cllo2mo,close 1 month ago - lo2mo}
set{hilo2mo,hi2mo - lo2mo}
set{diff2,cllo2mo / hilo2mo}
set{%gain2mo,diff2 * 100}

/*close position within a 3-month price "range"*/
set{hi3mo,high 1 month high 2 month ago}
set{lo3mo,low 1 month low 2 month ago}
set{cllo3mo,close 2 months ago - lo3mo}
set{hilo3mo,hi3mo - lo3mo}
set{diff3,cllo3mo / hilo3mo}
set{%gain3mo,diff3 * 100}

/*EMA calc.*/
set{return1,%gain2mo + %gain3mo}
set{return2,return1 / 2}
set{return3,%gain1mo - return2}
set{return4,return3 * 0.6667}
set{momo,return4 + return2}

add column %Vol
add column avgvol(17){AvgVol(17)}
add column rtn{5-day Rtn}
add column momo
add column industry
sort column 5 descending

draw Bollinger band(17)
draw keltner band(7)

and date offset is 68
]



marine2
829 posts
msg #57413
Ignore marine2
12/2/2007 9:04:53 PM

Rump, it's for short term trading. Preferably, between one day to one week. I get bored if I have to wait too long on a successful trade lol.

marine2
829 posts
msg #57417
Ignore marine2
12/2/2007 9:12:48 PM

Niko, all I can say is oh darn. Since I only have the basic subscription I can not get any results from your filter. It says I need the advanced version.
Thanks anyways, for sharing and responding.

money123
19 posts
msg #57429
Ignore money123
12/3/2007 9:45:01 AM

hey niko

so far looks great but this morning it showed stocks for last tuesday, what happened to the rest of the week if i want to get in and out of these every other day its not showing me this, thanks for your work

money123
19 posts
msg #57432
Ignore money123
12/3/2007 10:20:33 AM

hey niko

just ran the scan again and it shows now for wed is there anyway that you can type this up so its clickable for daily using thanks

chetron
2,817 posts
msg #57463
Ignore chetron
modified
12/3/2007 5:00:01 PM

MARINE,
when that error comes up, try noting out a filter command that contains a custom variable like " momo crossed above 50 " and encapsulate it like so

/* momo crossed above 50 */


and the filter will work, you just have to sort manually.




Fetcher[

draw return line at 70

count(low is near bottom linear regression line(60),5) above 0
count(Slow Stochastics(10) Fast %K reached a new 20 day low,5) above 0
Slow Stochastics(10) Fast %K crossed above 20
/* momo crossed above 50 */

close is above 20
avgvol(17) above 500000

set{volratio, volume / avgvol(17)}
set{%Vol, volratio * 100}

set{rtn1,price / price 5 days ago}
set{rtn2,rtn1 - 1}
set{rtn,rtn2 * 100}

/*close position within a 1-month price range*/
set{hi1mo,high 1 month high}
set{lo1mo,low 1 month low}
set{cllo1mo,close - lo1mo}
set{hilo1mo,hi1mo - lo1mo}
set{diff1,cllo1mo / hilo1mo}
set{%gain1mo,diff1 * 100}

/*close position within a 2-month price range*/
set{hi2mo,high 1 month high 1 month ago}
set{lo2mo,low 1 month low 1 month ago}
set{cllo2mo,close 1 month ago - lo2mo}
set{hilo2mo,hi2mo - lo2mo}
set{diff2,cllo2mo / hilo2mo}
set{%gain2mo,diff2 * 100}

/*close position within a 3-month price range*/
set{hi3mo,high 1 month high 2 month ago}
set{lo3mo,low 1 month low 2 month ago}
set{cllo3mo,close 2 months ago - lo3mo}
set{hilo3mo,hi3mo - lo3mo}
set{diff3,cllo3mo / hilo3mo}
set{%gain3mo,diff3 * 100}

/*EMA calc.*/
set{return1,%gain2mo + %gain3mo}
set{return2,return1 / 2}
set{return3,%gain1mo - return2}
set{return4,return3 * 0.6667}
set{momo,return4 + return2}

add column %Vol
add column avgvol(17){AvgVol(17)}
add column rtn{5-day Rtn}
add column momo
add column industry
sort column 5 descending

draw Bollinger band(17)
draw keltner band(7)
draw momo
]



nikoschopen
2,824 posts
msg #57464
Ignore nikoschopen
12/3/2007 5:54:38 PM

money123,

That's because of the "date offset 3", which effectively shifts the date back by 3 days. Thus, if today is Friday, it will show the results for Tuesday; if Monday, then Wednesday. Hence you need only remove the line that reads "date offset x".

Here's the same filter without the date offset:

Fetcher[
count(low is near bottom linear regression line(60),5) above 0
count(Slow Stochastics(10) Fast %K reached a new 20 day low,5) above 0
Slow Stochastics(10) Fast %K crossed above 20
momo crossed above 50

close is above 20
avgvol(17) above 500000

set{volratio, volume / avgvol(17)}
set{%Vol, volratio * 100}

set{rtn1,price / price 5 days ago}
set{rtn2,rtn1 - 1}
set{rtn,rtn2 * 100}

/*close position within a 1-month price range"*/
set{hi1mo,high 1 month high}
set{lo1mo,low 1 month low}
set{cllo1mo,close - lo1mo}
set{hilo1mo,hi1mo - lo1mo}
set{diff1,cllo1mo / hilo1mo}
set{%gain1mo,diff1 * 100}

/*close position within a 2-month price "range"*/
set{hi2mo,high 1 month high 1 month ago}
set{lo2mo,low 1 month low 1 month ago}
set{cllo2mo,close 1 month ago - lo2mo}
set{hilo2mo,hi2mo - lo2mo}
set{diff2,cllo2mo / hilo2mo}
set{%gain2mo,diff2 * 100}

/*close position within a 3-month price "range"*/
set{hi3mo,high 1 month high 2 month ago}
set{lo3mo,low 1 month low 2 month ago}
set{cllo3mo,close 2 months ago - lo3mo}
set{hilo3mo,hi3mo - lo3mo}
set{diff3,cllo3mo / hilo3mo}
set{%gain3mo,diff3 * 100}

/*EMA calc.*/
set{return1,%gain2mo + %gain3mo}
set{return2,return1 / 2}
set{return3,%gain1mo - return2}
set{return4,return3 * 0.6667}
set{momo,return4 + return2}

add column %Vol
add column avgvol(17){AvgVol(17)}
add column rtn{5-day Rtn}
add column momo
add column industry
sort column 5 descending

draw Bollinger band(17)
draw keltner band(7)
]



nikoschopen
2,824 posts
msg #57465
Ignore nikoschopen
12/3/2007 6:00:19 PM

chetron,

Although you might be able to crank my filter in motion by taking out the "momo" from the filter, you ain't gonna be looking at the same filter since "momo" is what defines this filter. FWIW

StockFetcher Forums · Filter Exchange · The Perfect Storm filter, can anyone do better ?<< 1 2 >>Post Follow-up

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