StockFetcher Forums · Filter Exchange · just another good filter<< 1 2 >>Post Follow-up
shelupinin
120 posts
msg #37859
Ignore shelupinin
9/8/2005 4:05:03 AM

This filter for swing trading, 1-5 days holding period
Fetcher[set{dif,close - open}
set{dif2,dif / open}
set{prc, dif2 * 100}
set{tim,count(prc is above 5, 40)}
tim > 2
and rsi(3) is below 3
and price is above 1
and average volume(30) is above 50000
]


Alex



glider
59 posts
msg #37867
Ignore glider
9/8/2005 1:51:16 PM

shelupinin,

Nice filter.
Do you have any rules for entry/exit?

Glider


yepher
353 posts
msg #37870
Ignore yepher
9/8/2005 6:19:48 PM

shelupinin,

You might consider writing your filter like this.

Fetcher[
set{tim,count(opcl% is above 5, 40)}

tim > 2
and rsi(3) is below 3
and price is above 1
and average volume(30) is above 50000
]



Yepher


shelupinin
120 posts
msg #37887
Ignore shelupinin
9/9/2005 3:35:22 AM

glider, just run filter and put "buy order" before marker open, it will be executed 9.30 a.m. next day, I guess the good idea for exit is to set 2% stop loss if stock moves down, and just sell it in 1-2 days if it goes up, what's all...try to backtest this filter with "cut the looser, let the winners run" strategy, I mean to backtest with 1-2% stop loss, 1-2 days holding period and no profit stop...
yepher, thanks for hint, I didn't know what. There are soo many "hidden" SF features which only few people know... How to know them all? Who knows about "opcl%" SF function?
Alex


yepher
353 posts
msg #37896
Ignore yepher
9/9/2005 1:21:01 PM

shelupinin,

I have spent a lot of time through the years to document, as throughly as possible, all StockFetcher commmands. You can find my attempt here:

http://yepher.com/~yepher/stockfetcher/command.html

The only thing I ask is if you find the docuemnt/tools useful that you click on the google banner links every now and then ;)



shelupinin
120 posts
msg #37915
Ignore shelupinin
9/12/2005 11:06:53 AM

below is just another example of filter for swing trading, 1-5 days holding period
Fetcher[
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{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}
set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}
set{dif,close - open}
set{dif2,dif / open}
set{prc, dif2 * 100}
set{tim,count(prc is above 3, 40)}
tim > 2
rsi(3) is below 3
and cxm50 is below 20
and wrxwr is above -20
and e13xe26 is below -20
and price is above 1
and volume is above 50000
]


Alex



yepher
353 posts
msg #37935
Ignore yepher
9/13/2005 7:43:08 PM

shelupinin,

I spent some late nights and analyzed your filter. Back testing seems to show this is a viable filter. I ran the tests against a random sample of common stock.

I used the filter as is for the buy order. For an exit I used hold 5 days then sell after 2% drop in price. (as mention above)

Report: http://yepher.com/~yepher/shelupinin_05091200/report.html

I hope this helps.
-- Yepher



ssmike123
9 posts
msg #37938
Ignore ssmike123
9/13/2005 9:37:40 PM

shelupinin; This last search you have posted, is it for longs or shorts? It comes up with stocks that have been very weak.
Thanks

Shawn


shelupinin
120 posts
msg #37947
Ignore shelupinin
9/14/2005 4:33:54 AM

to ssmike123: it's for long. sometimes every filter shows poor result, there is no exclusion, for last 2 day performance is really poor, but since this filter use rsi(3)<3 then after that condition stock will either go up very well or go down also very well, so the strategy to use this filter is "cut the looser, let the winners run", I guess 1-2% stop loss is OK.
Alex


shelupinin
120 posts
msg #37948
Ignore shelupinin
9/14/2005 4:53:08 AM

yepher, how did you do all those reports http://yepher.com/~yepher/shelupinin_05091200/report.html ?

Alex




StockFetcher Forums · Filter Exchange · just another good filter<< 1 2 >>Post Follow-up

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