StockFetcher Forums · Filter Exchange · intraday filter<< >>Post Follow-up
bloosteak
35 posts
msg #48976
Ignore bloosteak
modified
1/5/2007 9:50:52 PM

This could be really useful with some modification.
Detecting the 'fake and bake'
conditions - new 52 week high
2. bearish divergence using a seven period RSI
3. a significant decrease in volume compared to older thrusts to new highs

short the stock the day aftter it closes below the previous 52 week high



TheRumpledOne
6,362 posts
msg #49006
Ignore TheRumpledOne
1/6/2007 8:52:19 PM

I think you can find all the "pieces" you need to build the filter you want in some of my other posts.

Check out ( search for ) my BASIC FILTER DISPLAY and RSI(2) DIVERGENCE.


wallman
299 posts
msg #49010
Ignore wallman
1/7/2007 12:02:06 AM

"short the stock the day aftter it closes below the previous 52 week high"

Be very caryful with this,track this over a fair amount of time before you use real $$ here.


TheRumpledOne
6,362 posts
msg #49122
Ignore TheRumpledOne
1/10/2007 3:26:51 PM

Fetcher[
/* RSI(2) < 1 INTRADAY */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

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

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


and add column VolCnt
and add column Vdbl
and add column VolZ

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

rsi(2) < 1
close above 1
volume above 1000000

sort column 8 descending
]




TheRumpledOne
6,362 posts
msg #49123
Ignore TheRumpledOne
modified
1/10/2007 3:31:18 PM

Fetcher[
/* BREAKOUT INTRADAY */

set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

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

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


and add column VolCnt
and add column Vdbl
and add column VolZ

and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

CLOSE ABOVE HIGH 1 DAY AGO
close above 1
volume above 1000000

sort column 8 descending
]





TheRumpledOne
6,362 posts
msg #48929
Ignore TheRumpledOne
modified
1/10/2007 10:41:17 PM

Fetcher[
Show stocks where high 1 day ago reached a new 1 year high

set{hiop, high - open}

close below 10

add column hiop
add column high 52 week high

sort column 5 descending
]



Use this filter to track stocks that had a 52 week high yesterday.


*** NOTE ***

The filters in this thread are designed to be used while the market is OPEN!

Backtesting them for more than 1 day is NOT a valid test.

The point is to scalp trade NOT swing trade.



TheRumpledOne
6,362 posts
msg #49134
Ignore TheRumpledOne
modified
1/11/2007 11:07:46 AM

Fetcher[

/* dvpct - percentage dollar volume increased(+)/decreased(-) */

set{dv1, close 1 day ago * volume 1 day ago }
set{dv, close * volume }
set{netdvchg, dv - dv1}
set{dvpc, netdvchg / dv1 }
set{dvpct, dvpc * 100}

/* valchg - percentage value increased(+)/decreased(-) */

set{netchg, close - close 1 day ago}
set{CCC, netchg / close 1 day ago}
set{VVV, volume / volume 1 day ago}
set{CCCVVV, CCC * VVV}
set{valchg, CCCVVV * 100 }


add column dvpct
add column valchg

volume above 200000

valchg above 5

sort column 6 descending

]



This filter might identify runners during the first 30 minutes of the market.

We'll see tomorrow!!




TheRumpledOne
6,362 posts
msg #49149
Ignore TheRumpledOne
modified
1/11/2007 12:29:32 PM

Fetcher[
set{xRound, round( close, 0) }

set{C1a,count(close above xRound, 1 )}
set{C1b,count(close 1 day ago below xRound, 1 )}
set {C1, C1a + C1b}

C1 equal 2

and add column close 1 day ago
and add column xRound

close above .99
volume above 50000

sort column 3 descending
]




SF, THANKS AGAIN FOR THE ROUND FUNCTION!!

Can use this to find those $xx.00 crosses intraday!





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