StockFetcher Forums · Filter Exchange · best filter for catching fastest moving stocks off their bottoms <2$<< 1 2 >>Post Follow-up
holygrail
72 posts
msg #29097
Ignore holygrail
10/6/2003 2:12:45 PM

what the ae5 is the average % trading range movemnt on a stock in the last 5 days -so i use stocks <2$ because the returns are much greater and faster- even the performance over time is off the charts on this filter- when you get your daily list of stocks click on the %gain header and it will list the most negative stocks in order- usually anything more than -20% gives you a big gain right away especially if it has volume on its bottom play here is the filter
set{ae5, atr(5) / ema(5) } and average volume(10) is above 50000 and close below 2 and ae5 above 0.14 and rsi(2) below 10 and weekly rsi(2) below 33 here is the back testing for it the last month results for your filter covering the dates:
Thursday October 2, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +5.38% 9 (+23.61%) 2 (-28.24%)
18 +2.42% +0.89%
Current +5.38% 9 (+23.61%) 2 (-28.24%)
18 +2.42% +0.89%
29 matching stocks



5ae >0.14

results for your filter covering the dates:
Wednesday October 1, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +10.37% 25 (+22.96%) 7 (-12.41%)
15 +0.22% +0.20%
2 Days +10.25% 22 (+26.61%) 9 (-11.51%)
16 +2.64% +1.09%
Current +10.25% 22 (+26.61%) 9 (-11.51%)
16 +2.64% +1.09%
47 matching stocks



5ae >0.14

Performance results for your filter covering the dates:
Tuesday September 30, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +7.03% 19 (+26.58%) 15 (-11.65%)
13 +2.54% +2.09%
2 Days +14.24% 30 (+24.20%) 6 (-9.41%)
11 +2.76% +2.29%
3 Days +12.35% 28 (+24.85%) 7 (-16.48%)
12 +5.24% +3.20%
Current +12.35% 28 (+24.85%) 7 (-16.48%)
12 +5.24% +3.20%
47 matching stocks

Performance results for your filter covering the dates:
Monday September 29, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +25.60% 14 (+71.46%) 6 (-13.14%)
16 -2.06% -1.12%
2 Days +24.65% 15 (+67.44%) 10 (-12.41%)
11 +0.42% +0.95%
3 Days +30.31% 21 (+56.00%) 7 (-12.13%)
8 +0.64% +1.15%
4 Days +29.43% 19 (+59.36%) 5 (-13.66%)
12 +3.07% +2.05%
Current +29.43% 19 (+59.36%) 5 (-13.66%)
12 +3.07% +2.05%
36 matching stocks

results for your filter covering the dates:
Monday August 18, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +10.73% 14 (+31.53%) 5 (-13.16%)
16 +1.24% +0.17%
2 Days +6.31% 12 (+34.77%) 7 (-28.05%)
16 +1.21% -0.16%
3 Days +16.12% 18 (+40.48%) 7 (-23.47%)
10 +2.19% +0.12%
4 Days +13.75% 13 (+48.33%) 6 (-24.52%)
16 +1.48% -0.68%
1 Week +9.45% 14 (+36.29%) 7 (-25.33%)
14 +1.43% -1.01%
1 Month +33.47% 20 (+72.49%) 8 (-34.76%)
7 +9.56% +2.47%
Current +57.25% 19 (+121.68%) 8 (-38.52%)
8 +8.11% +1.70%
35 matching stocks


Performance results for your filter covering the dates:
Thursday August 14, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +4.16% 12 (+22.74%) 5 (-27.94%)
15 +0.10% +0.12%
2 Days +20.32% 13 (+61.09%) 6 (-23.98%)
13 +2.30% +1.09%
3 Days +22.91% 13 (+66.26%) 6 (-21.37%)
13 +3.57% +1.27%
4 Days +27.15% 13 (+80.23%) 5 (-34.81%)
14 +3.54% +0.93%
1 Week +36.44% 15 (+86.02%) 5 (-24.83%)
12 +4.54% +1.21%
1 Month +69.23% 19 (+128.57%) 4 (-56.89%)
9 +10.75% +2.52%
Current +69.23% 18 (+133.20%) 5 (-36.45%)
9 +10.60% +2.81%
32 matching stocks
results for your filter covering the dates:
Monday August 11, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.60% 12 (+16.72%) 10 (-13.19%)
21 +1.53% +1.01%
2 Days +5.44% 17 (+24.76%) 10 (-18.71%)
16 +1.51% +0.59%
3 Days +3.91% 17 (+26.69%) 11 (-25.96%)
15 +2.34% +1.01%
4 Days +15.01% 16 (+61.48%) 13 (-26.03%)
14 +2.44% +1.13%
1 Week +30.53% 18 (+93.35%) 12 (-30.63%)
13 +4.69% +2.12%
1 Month +30.38% 17 (+101.99%) 12 (-35.62%)
14 +11.65% +2.76%
Current +43.38% 19 (+119.57%) 11 (-36.95%)
13 +13.18% +3.85%
43 matching stocks
now watch what happens if we add to the above filter close more than 19% close 1 day ago- they result are off the charts here Performance results for your filter covering the dates:
Thursday October 2, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +29.00% 3 (+48.33%) 0 (n/a)
2 +2.42% +0.89%
Current +29.00% 3 (+48.33%) 0 (n/a)
2 +2.42% +0.89%
5 matching stocks

Performance results for your filter covering the dates:
Wednesday October 1, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +20.44% 9 (+30.17%) 1 (-5.88%)
3 +0.22% +0.20%
2 Days +18.24% 9 (+32.56%) 2 (-27.94%)
2 +2.64% +1.09%
Current +18.24% 9 (+32.56%) 2 (-27.94%)
2 +2.64% +1.09%
13 matching


Performance results for your filter covering the dates:
Tuesday September 30, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +27.91% 5 (+54.26%) 2 (-10.08%)
2 +2.54% +2.09%
2 Days +29.79% 8 (+38.06%) 1 (-36.36%)
0 +2.76% +2.29%
3 Days +32.79% 8 (+41.43%) 1 (-36.36%)
0 +5.24% +3.20%
Current +32.79% 8 (+41.43%) 1 (-36.36%)
0 +5.24% +3.20%
9 matching
results for your filter covering the dates:
Monday September 29, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +82.59% 5 (+175.18%) 1 (-50.00%)
4 -2.06% -1.12%
2 Days +77.58% 5 (+156.86%) 1 (-8.54%)
4 +0.42% +0.95%
3 Days +81.57% 6 (+136.16%) 1 (-1.22%)
3 +0.64% +1.15%
4 Days +80.97% 5 (+162.95%) 1 (-5.00%)
4 +3.07% +2.05%
Current +80.97% 5 (+162.95%) 1 (-5.00%)
4 +3.07% +2.05%
10 matching stocks



5ae >0.14

results for your filter covering the dates:
Thursday September 18, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +34.87% 3 (+82.54%) 1 (-3.51%)
3 -0.20% -0.15%
2 Days +36.25% 4 (+63.44%) 0 (n/a)
3 -1.83% -1.28%
3 Days +44.33% 5 (+62.07%) 0 (n/a)
2 -0.41% -0.86%
4 Days +53.52% 6 (+62.44%) 0 (n/a)
1 -3.45% -2.42%
1 Week +49.69% 5 (+69.56%) 0 (n/a)
2 -4.83% -3.26%
Current +18.21% 3 (+60.32%) 3 (-17.84%)
1 -1.52% -0.90%
7 matching
results for your filter covering the dates:
Wednesday September 10, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +36.11% 2 (+66.67%) 1 (-25.00%)
0 +1.22% +0.42%
2 Days +26.67% 1 (+80.00%) 0 (n/a)
2 +1.71% +0.54%
3 Days +29.44% 2 (+56.67%) 1 (-25.00%)
0 +1.20% +0.30%
4 Days +36.11% 2 (+66.67%) 1 (-25.00%)
0 +3.48% +1.56%
1 Week +72.22% 2 (+108.33%)

Performance results for your filter covering the dates:
Thursday September 4, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +66.11% 3 (+95.56%) 1 (-22.22%)
0 -0.57% -0.88%
2 Days +69.44% 2 (+150.00%) 1 (-22.22%)
1 +1.05% -0.02%
3 Days +63.89% 2 (+133.33%) 1 (-11.11%)
1 +0.24% -0.84%
4 Days +63.33% 3 (+95.56%) 1 (-33.33%)
0 -2.42% -1.75%
1 Week +30.00% 3 (+51.11%) 1 (-33.33%)
0 -1.22% -1.34%
Current +322.22% 3 (+444.44%) 1 (-44.44%)
0 +0.62% -0.16%
4 matching stocks




holygrail
72 posts
msg #29098
Ignore holygrail
10/6/2003 2:21:40 PM

this is perhaps the best filter so far because what happens by finding the fastest up and down stocks you catch these near their bottom retracements and the more they go down over a short period of time the faster they will rise- creating your classic rubberband effect-you dream situation in a a stock-


mika
131 posts
msg #29100
Ignore mika
10/6/2003 2:38:01 PM


Stock
Fetcher[set{ae5, ema(5)/atr(5)}
and ae5 above 10
and ae5 below 15
and rsi(2) is below 25
and weekly rsi(2) is below 25
and lrs(45) is above 0
and average volume(30) is above 90000
and low is between 0.7 and 4.7
and exchange is Nasdaq
]




holygrail,
What's the real significance of the ae5? Is it some kind of a volatility setting?






holygrail
72 posts
msg #29101
Ignore holygrail
10/6/2003 2:45:23 PM

yes ae5 is like volitilty but much more accurate because it tells you the % daily movement on a stock- so when selecting stocks you want the highest percent movers near the bottom


mika
131 posts
msg #29102
Ignore mika
10/6/2003 3:02:04 PM

Ok. So if I follow you right, you would pick CARN over RCNC (fetcher above w date offset 9), since on that date CARN moved -3.27% whereas RCNC moved -8.94%.




JoeGrossinger
165 posts
msg #29103
Ignore JoeGrossinger
10/6/2003 3:32:55 PM

Holy Grail, what divergences are you talking about in your post "big positive divergences lead to big big gains"

I would appreciate an answer to that because a lot of folks are still scratching their heads trying to figure out what convergence you mean.
Convergence between what two parameters?

Thanks,
Joe


holygrail
72 posts
msg #29104
Ignore holygrail
10/6/2003 3:40:05 PM

set{ae5, atr(5)/ema(5)} and ae5 above .10 and rsi(2) is below 25 and weekly rsi(2) is below 25 and lrs(45) is above 0 and average volume(30) is above 90000 and close is between 0.1 and 4.7 and add column ae5 and exchange is Nasdaq and date offset is 68 i changed your filter to this you want stock >10% daily movement
this filter is much better than yours remember the cheaper the stock the more money you make and neom is a killer buy at 0.157 now- it could be a 3-5 bagger from here up you also had the atr and ema reversed- i changed it here thrursady picks with it

Filter results for Thursday October 2, 2003


[set{ae5, ema(5)/atr(5)} and ae5 above .10 and rsi(2) is below 2... (19 matches) [edit]


Change Offset

send this filter to a friend | download symbols |

Symbol Last %Chg Vol ae5 RSI(2) Weekly
RSI(2) OPEN LOW HIGH Average
Volume(10) Performance Chart
PBDY - Peabodys Coffee Inc 0.11 -21.43 615100 0.11 20.20 24.23 0.14 0.11 0.14 192300 +9.09% 3m , 6m , 1y
URMP - URANIUM POWER CP 0.16 -11.11 133900 0.16 11.00 20.56 0.18 0.15 0.18 274280 +6.25% 3m , 6m , 1y
NPCT - NanoPierce Technolo... 0.21 -16.00 108700 0.21 1.96 18.30 0.24 0.21 0.25 276380 +4.76% 3m , 6m , 1y
OBSD - Obsidian Enterprise... 0.23 -8.00 252500 0.15 1.86 23.83 0.24 0.16 0.25 64170 +0.00% 3m , 6m , 1y
GREN - AgroCan Corp 0.25 0.00 24500 0.15 0.20 8.58 0.24 0.24 0.27 57850 +0.00% 3m , 6m , 1y
AMUT - 0.45 -11.76 74300 0.22 4.17 19.63 0.51 0.45 0.56 151860 +4.44% 3m , 6m , 1y
TCGI - Classica Group Inco... 0.66 -17.50 1103300 0.15 15.44 21.35 0.78 0.63 0.82 765790 -21.21% 3m , 6m , 1y
POWR - Environmental Power... 0.88 -12.00 68600 0.12 6.90 16.34 0.92 0.80 0.93 74690 +0.00% 3m , 6m , 1y
HIET - HiEnergy Technologi... 0.92 -14.81 431000 0.12 2.31 8.57 1.08 0.92 1.09 425910 +4.35% 3m , 6m , 1y
NXXI - Nutrition 21 Inc 0.99 -1.00 201500 0.10 8.27 17.43 1.00 0.98 1.04 483940 +5.05% 3m , 6m , 1y
EMRG - eMerge Interactive,... 1.01 -2.88 60800 0.11 20.09 23.87 1.05 0.95 1.07 77890 -0.99% 3m , 6m , 1y
TGAL - Tegal Corporation 1.11 0.00 75700 0.10 11.09 15.14 1.11 1.11 1.16 198190 +1.80% 3m , 6m , 1y
PDGM - Paradigm Genetics, ... 1.17 -7.14 303800 0.11 7.16 14.36 1.26 1.10 1.27 117780 +1.71% 3m , 6m , 1y
EGHT - 8x8 Inc 1.33 -3.62 193600 0.16 20.28 12.72 1.40 1.32 1.43 358850 +9.02% 3m , 6m , 1y
GNLB - Genelabs Technologi... 1.39 -7.33 1299500 0.11 1.30 6.84 1.55 1.37 1.55 461760 +2.88% 3m , 6m , 1y
VSNT - Versant Corporation 1.40 -5.41 84300 0.14 1.20 11.60 1.42 1.35 1.47 67410 +2.86% 3m , 6m , 1y
PROX - Proxim, Inc. 1.44 -0.69 1724600 0.11 12.94 6.88 1.48 1.40 1.49 2129060 -4.86% 3m , 6m , 1y
APWR - AstroPower Inc 1.44 -12.73 195500 0.13 8.23 15.07 1.50 1.40 1.65 198410 +4.17% 3m , 6m , 1y
VNWK - Visual Networks, Inc. 1.61 -15.26 548200 0.12 0.36

or filter covering the dates:
Thursday October 2, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.28% 12 (+4.70%) 4 (-8.01%)
3 +2.42% +0.89%
Current +1.28% 12 (+4.70%) 4 (-8.01%)
3 +2.42% +0.89%
19 matching stocks



[set{ae5, ema(5)/atr(5)} and ae5 above .10 and rsi(2) is below 2...

here is 3 months ago to show how profitable it is Performance results for your filter covering the dates:
Thursday June 26, 2003 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +0.73% 14 (+5.56%) 15 (-3.77%)
0 -0.53% -0.99%
2 Days -0.17% 13 (+7.24%) 13 (-7.63%)
3 -0.69% -1.03%
3 Days +1.93% 12 (+15.60%) 14 (-9.37%)
3 +0.37% -0.42%
4 Days +4.58% 19 (+12.07%) 10 (-9.65%)
0 +2.74% +0.70%
1 Week +7.22% 17 (+17.59%) 11 (-8.15%)
1 +1.80% -0.10%
1 Month +20.50% 21 (+35.27%) 8 (-18.26%)
0 +5.38% +1.33%
3 Month +48.26% 23 (+64.12%) 6 (-12.53%)
0 +9.36% +2.16%
Current +52.34% 23 (+69.82%) 5 (-17.59%)
1 +15.09% +5.43%
29 matching stocks
here are the stocks selected at the very top of the bullmarket in march 2000 to show you how powerful this filter isfor your filter covering the dates:
Wednesday March 22, 2000 to Friday October 3, 2003

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +3.95% 4 (+14.07%) 5 (-2.56%)
2 +1.56% +2.33%
2 Days +4.01% 5 (+12.15%) 5 (-3.33%)
1 +2.02% +2.26%
3 Days +2.02% 5 (+12.49%) 6 (-6.70%)
0 +1.93% +1.47%
4 Days -0.81% 5 (+9.28%) 6 (-9.22%)
0 -0.63% +0.64%
1 Week -3.76% 2 (+13.88%) 7 (-9.87%)
2 -4.52% +1.40%
1 Month +41.11% 1 (+833.33%) 10 (-38.11%)
0 -23.71% +2.38%
3 Month -14.77% 1 (+230.67%) 10 (-39.31%)
0 -19.58% -2.98%
Current +727.26% 4 (+2139.81%) 7 (-79.90%)





risjr
123 posts
msg #29145
Ignore risjr
10/7/2003 9:04:29 PM

Come on you guys!!

This filter backtest GREAT!

Alot of the selections that have gone down, did spike up 7-10% etc!!

I think the results speak for themselves!!

To clarify, this is bottom fishing! But HIGHLY SELECTIVE BOTTOM FISHING!!

I don't see anything going off the side of a cliff here!! These stocks are down, but by using a 9ema(hrly) crossing above 18ema(hourly) at prophet.net and waiting PATIENTLY, Many of these stocks are good steady climbers, with very few suprises

Some of these stocks are still going down STEADILY, but from what I can see, you don't get alot of false starts with rsi(2) etc

Holy Grail seems to have solved something, I think it bears more study!!

Thanks Holy Grail!!


Good Tradin'

Ron


mika
131 posts
msg #29153
Ignore mika
10/7/2003 10:47:05 PM

Volatility cycle.
HG found a novel filter to screen for low volatility. Given that these tend to sin-ulate, chances are good a reversal could be around the corner. I would look for an extreme COG reading as a possible signal a reversal is at hand. Couple that with a reversal candle, higher volume, nearby support, and a bit of luck and you have your winner.






TheRumpledOne
6,362 posts
msg #29161
Ignore TheRumpledOne
10/8/2003 2:31:22 AM

Positive Divergence is lower price making higher rsi(2).




StockFetcher Forums · Filter Exchange · best filter for catching fastest moving stocks off their bottoms <2$<< 1 2 >>Post Follow-up

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