StockFetcher Forums · Filter Exchange · if you can help me - i will make you very very rich<< 1 2 3 4 5 >>Post Follow-up
chetron
2,817 posts
msg #74965
Ignore chetron
6/3/2009 6:42:30 AM

CLICKABLE...

Fetcher[
/*Emans VOL Screen*/
optionable
close is above 3
Average Volume(3) > 200000
weekly Absolute Volume Oscillator(1,3) < -0.1
weekly AVO(1,3) > weekly AVO(1,3) 1 day ago
set{STRSI, stochRSI(3,2)}
set{wavo, weekly AVO(1,3) 5 day ago - weekly AVO(1,3)}
set{wavd, wavo / weekly AVO(1,3) 5 day ago}
set{AVO%, wavd * 100}
add column AVO% {5 day AVO change%}
sort column 5 descending
/*support*/
close is above Lower Bollinger Band(9,0.1)
and 60 day slope of the close above 0
strsi equal .00
add column ind
]



calhawk01
135 posts
msg #74972
Ignore calhawk01
6/3/2009 11:13:43 AM

Any directions on how to use this filter?

mystiq
650 posts
msg #74983
Ignore mystiq
6/4/2009 2:07:13 AM

:adjusted with close & vol to limit results:

/*Emans VOL Screen*/
optionable
close is above 3
close is below 50
Average Volume(3) > 2000000
weekly Absolute Volume Oscillator(1,3) < -0.1

weekly AVO(1,3) > weekly AVO(1,3) 1 day ago
set{STRSI, stochRSI(3,2)}
set{wavo, weekly AVO(1,3) 5 day ago - weekly AVO(1,3)}
set{wavd, wavo / weekly AVO(1,3) 5 day ago}
set{AVO%, wavd * 100}
add column AVO% {5 day AVO change%}
sort column 5 descending
/*support*/
close is above Lower Bollinger Band(9,0.1)
and 60 day slope of the close above 0
strsi equal .00
add column ind

mystiq
650 posts
msg #74984
Ignore mystiq
6/4/2009 3:06:19 AM

M4M==>http://www.marketwatch.com/tools/stockresearch/screener/afterhours.asp?count=25&skip=0&sort=54&sortd=0

'--market watch and many other interent sites show the ah trading volume- "and since most of that volume on 98% of the stocks is in the form of block trades which i can easily track to see if they are buys or sells" -all we need to do is make a 30 day ma of the ah volume- and on the day there is none which in most cases is true on stocks- we would just add a 0 for that day- so when any obvious- giant ah spike occured it would jump out at us--'

according to your theory, by sorting the list by volume for the heaviest volume(assuming block trades included)...for your uptick/downtick blocktrade direction finder criteria. ??? (-.-)

mystiq
650 posts
msg #74985
Ignore mystiq
6/4/2009 3:54:27 AM

==>adjusted avo% to limit results:

/*Emans VOL Screen*/
optionable
close is above 3
Average Volume(3) > 200000
weekly Absolute Volume Oscillator(1,3) < -0.1
weekly AVO(1,3) > weekly AVO(1,3) 1 day ago
set{STRSI, stochRSI(3,2)}
set{wavo, weekly AVO(1,3) 5 day ago - weekly AVO(1,3)}
set{wavd, wavo / weekly AVO(1,3) 5 day ago}
set{AVO%, wavd * 100}
add column AVO% {5 day AVO change%}
sort column 5 descending
/*support*/
close is above Lower Bollinger Band(9,0.1)
and 60 day slope of the close above 0
strsi equal .00
avo% > 90
add column ind


cabogordon
88 posts
msg #75001
Ignore cabogordon
6/4/2009 2:43:58 PM

back tested it back to early 08' hit and miss.

mystiq
650 posts
msg #75019
Ignore mystiq
6/5/2009 1:52:57 AM

cabogordon, just trade the "5 day avo change% > 90" results with price action.... i really dont like backtesting, just look for opportunities and take them

cabogordon
88 posts
msg #75127
Ignore cabogordon
6/6/2009 4:47:23 PM

I re-back tested useing the 90% over 5 day versus the higher 97-99% and it GOOD real good filter.

Eman93
4,659 posts
msg #75130
Ignore Eman93
6/6/2009 5:40:17 PM

changed to 4 weeks

Fetcher[/*Emans VOL Screen*/
optionable
close is above 3
Average Volume(3) > 200000
weekly Absolute Volume Oscillator(1,4) < -0.1

weekly AVO(1,4) > weekly AVO(1,4) 1 day ago
set{wavo, weekly AVO(1,4) 5 day ago - weekly AVO(1,4)}
set{wavd, wavo / weekly AVO(1,4) 5 day ago}
set{AVO%, wavd * 100}
add column AVO% {5 day AVO change%}
sort column 5 descending
/*support*/
close is above Lower Bollinger Band(9,0.1)
add column ind
]



Eman93
4,659 posts
msg #75142
Ignore Eman93
modified
6/7/2009 11:14:40 AM

This is getting closer to a spike look at how it drops off on a run up.........

Fetcher[/*Emans VOL Screen*/
AVO(.5,4) is approching 3 week high
optionable
close is above 3
Average Volume(3) > 200000
weekly Absolute Volume Oscillator(.5,4) < -0.1

weekly AVO(.5,4) > weekly AVO(.5,4) 1 day ago
set{wavo, weekly AVO(.5,4) 5 day ago - weekly AVO(.5,4)}
set{wavd, wavo / weekly AVO(.5,4) 5 day ago}
set{AVO%, wavd * 100}
add column AVO% {5 day AVO change%}
avo% > 20
avo% < 75
sort column 5 descending
/*support*/
close is above Lower Bollinger Band(9,0.1)
add column ind
]




StockFetcher Forums · Filter Exchange · if you can help me - i will make you very very rich<< 1 2 3 4 5 >>Post Follow-up

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