StockFetcher Forums · Filter Exchange · by far best options filter or stock filter<< 1 2 >>Post Follow-up
MARY4MONEY
806 posts
msg #51915
Ignore MARY4MONEY
6/1/2007 6:26:11 PM

i have added something really different for a volatility filter- it measures the weekly volatility range on a stock by percent -like >0.06 means for the last 52 weeks this stock has averaged 6% movement and so on - now with that in mind-- i came up with the following filter to play when the qqqq hits its low like 8.7% on 5-24 while it was at 46$----------stock is optionable and close above 15 and ema(5) above ema(10) and ema(10) above ema(20)and ema(20) above ema(50) and ema(50) above ema(200)and average volume(100) above 200000 and volume above 500000 and rsi(2) below 20 and set{sm%,weekly atr(52)/weekly ema(52) } and sm% above 0.05

MARY4MONEY
806 posts
msg #51916
Ignore MARY4MONEY
6/1/2007 6:28:47 PM

here are the incredible results----Performance results for your filter covering the dates:
Thursday May 24, 2007 to Friday June 1, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.32% 123 (+1.62%) 15 (-1.07%)
1 +0.76% +0.49%
2 Days +1.62% 121 (+2.05%) 16 (-1.45%)
2 +1.35% +0.60%
3 Days +3.36% 127 (+3.86%) 12 (-1.93%)
0 +2.15% +1.43%
4 Days +3.70% 128 (+4.24%) 11 (-2.54%)
0 +2.62% +1.39%
1 Week +4.69% 126 (+5.40%) 13 (-2.26%)
0 +2.99% +1.69%
Current +4.69% 126 (+5.40%) 13 (-2.26%)
0 +2.99% +1.69%
139 matching stocks

thats 91% winners after 1 week

MARY4MONEY
806 posts
msg #51917
Ignore MARY4MONEY
6/1/2007 6:32:27 PM

look what happens when you increase sm% >0.07--Performance results for your filter covering the dates:
Thursday May 24, 2007 to Friday June 1, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.72% 46 (+1.92%) 3 (-0.72%)
1 +0.76% +0.49%
2 Days +1.89% 44 (+2.27%) 5 (-1.08%)
1 +1.35% +0.60%
3 Days +3.86% 45 (+4.46%) 5 (-1.59%)
0 +2.15% +1.43%
4 Days +4.74% 46 (+5.32%) 4 (-1.95%)
0 +2.62% +1.39%
1 Week +5.88% 46 (+6.59%) 4 (-2.29%)
0 +2.99% +1.69%
Current +5.88% 46 (+6.59%) 4 (-2.29%)
0 +2.99% +1.69%
50 matching stocks

see how the % to the + side moves up and on here we have 92% winners

MARY4MONEY
806 posts
msg #51918
Ignore MARY4MONEY
modified
6/1/2007 6:37:38 PM

look what happens when you say sm% below 0.05--your winners go down and you %gain goes down dramatically--Performance results for your filter covering the dates:
Thursday May 24, 2007 to Friday June 1, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +0.63% 77 (+0.86%) 18 (-0.27%)
2 +0.76% +0.49%
2 Days +0.88% 77 (+1.22%) 18 (-0.48%)
2 +1.35% +0.60%
3 Days +1.59% 90 (+1.77%) 7 (-0.69%)
0 +2.15% +1.43%
4 Days +1.74% 81 (+2.22%) 16 (-0.66%)
0 +2.62% +1.39%
1 Week +1.76% 84 (+2.68%) 12 (-4.50%)
1 +2.99% +1.69%
Current +1.76% 84 (+2.68%) 12 (-4.50%)
1 +2.99% +1.69%
97 matching stocks


MARY4MONEY
806 posts
msg #51919
Ignore MARY4MONEY
6/1/2007 6:41:57 PM

when you say sm% above 0.09--you will notice your % gainers increases as the sm% gets higher--Performance results for your filter covering the dates:
Thursday May 24, 2007 to Friday June 1, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.60% 7 (+1.84%) 1 (-0.09%)
0 +0.76% +0.49%
2 Days +2.18% 7 (+3.00%) 1 (-3.52%)
0 +1.35% +0.60%
3 Days +4.09% 7 (+5.03%) 1 (-2.49%)
0 +2.15% +1.43%
4 Days +6.81% 7 (+7.90%) 1 (-0.82%)
0 +2.62% +1.39%
1 Week +7.10% 7 (+8.35%) 1 (-1.64%)
0 +2.99% +1.69%
Current +7.10% 7 (+8.35%) 1 (-1.64%)
0 +2.99% +1.69%
8 matching stocks



MARY4MONEY
806 posts
msg #51921
Ignore MARY4MONEY
6/1/2007 7:08:18 PM

using the qqqq low at 42 on 3-5-07 and sm% above 5--Performance results for your filter covering the dates:
Monday March 5, 2007 to Friday June 1, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.37% 18 (+2.64%) 1 (-2.41%)
0 +1.90% +1.30%
2 Days +2.33% 17 (+2.83%) 2 (-1.98%)
0 +1.45% +1.18%
3 Days +4.17% 18 (+4.66%) 1 (-4.73%)
0 +2.01% +1.75%
4 Days +4.36% 17 (+5.18%) 2 (-2.65%)
0 +2.00% +1.87%
1 Week +4.86% 18 (+5.32%) 1 (-3.46%)
0 +2.63% +2.23%
1 Month +8.83% 18 (+9.62%) 1 (-5.40%)
0 +5.58% +4.23%
Current +19.00% 18 (+20.40%) 1 (-6.32%)
0 +11.67% +13.42%
19 matching stocks



maxreturn
745 posts
msg #51931
Ignore maxreturn
modified
6/2/2007 12:08:29 PM

Made it clickable:

Fetcher[stock is optionable and close above 15 and ema(5) above ema(10) and ema(10) above ema(20)and ema(20) above ema(50) and ema(50) above ema(200)and average volume(100) above 200000 and volume above 500000 and rsi(2) below 20 and set{sm%,weekly atr(52)/weekly ema(52) } and sm% above 0.09 and date offset is 5/24/07]


Mary, I see you liked my multiple EMA idea. No thanks necesssary.

hscott
34 posts
msg #51941
Ignore hscott
6/3/2007 11:02:00 AM

This is certainly a terrific filter. Wonder how well it works in a down market. I tweaked it a bit changing weekly atr & ema to daily

stock is optionable
and close above 15
and ema(5) above ema(10)
and ema(10) above ema(20)
and ema(20) above ema(50)
and ema(50) above ema(200)
and average volume(100) above 200000
and volume above 500000
and rsi(2) below 20
set{sm1,atr(52)}
set{sm2,ema(52)}
and set{sm%,sm1/sm2}
set{sm%%,100*sm%}
sm% greater than 0.03
sm% less than 0.04
add column sm1
add column sm2
add column sm%%

Gives even better results

Calls for Monday buy of ICE & AMZN

hdemena
8 posts
msg #51944
Ignore hdemena
6/3/2007 4:55:46 PM

I apologize for being a bit new to this, but I understand the filter, but I'm not sure I follow the comment " came up with the following filter to play when the qqqq hits its low like 8.7%". Does this mean this filter works best after a low in volatility on the Q's? I can't seem to calculate the 8.7% number for QQQQ on the 24th of May. Thanks.

maxreturn
745 posts
msg #51946
Ignore maxreturn
6/3/2007 5:03:41 PM

hdemena, My guess is that Mary's referring to the RSI2 value on that date. Meanwhile, made the following filter clickable:

Fetcher[stock is optionable
and close above 15
and ema(5) above ema(10)
and ema(10) above ema(20)
and ema(20) above ema(50)
and ema(50) above ema(200)
and average volume(100) above 200000
and volume above 500000
and rsi(2) below 20
set{sm1,atr(52)}
set{sm2,ema(52)}
and set{sm%,sm1/sm2}
set{sm%%,100*sm%}
sm% greater than 0.03
sm% less than 0.04
add column sm1
add column sm2
add column sm%%
]



StockFetcher Forums · Filter Exchange · by far best options filter or stock filter<< 1 2 >>Post Follow-up

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