StockFetcher Forums · Filter Exchange · most accurate filter to date<< >>Post Follow-up
MARY4MONEY
806 posts
msg #51083
Ignore MARY4MONEY
modified
4/14/2007 10:18:15 AM

wins from 60-70 in down market and 82-97% in an up market-----filter weekly rsi(3) below 5 for last 5 days and market is nasdaq 100

maxreturn
745 posts
msg #51090
Ignore maxreturn
modified
4/14/2007 1:27:22 PM




alf44
2,025 posts
msg #51095
Ignore alf44
modified
4/14/2007 4:57:51 PM

Can you mix weekly and daily criteria in the "count" statement ?


Using a "weekly" RSI(3) and # of "days" it was under some value...

...how would you code that filter ?


Regards,

alf44


nikoschopen
2,824 posts
msg #51097
Ignore nikoschopen
4/14/2007 5:54:12 PM

No you cannot throw the two in the same mix. You can see why by adding "draw weekly rsi(2)" and looking at the chart.

Fetcher[
set{wrsicnt, count(weekly rsi(2) above 90,10)}
wrsicnt equals 10
draw weekly rsi(2)
]



As you can see the weekly RSI(2) stays above the 90 for the duration of 10 weeks, not 2 as initially stated. The correct way to state the above premise is to treat days as weeks (5 days = 1 week). Hence it should be written
Fetcher[
set{wrsicnt, count(weekly rsi(2) above 90,2)}
wrsicnt equals 2
draw weekly rsi(2)
]



*Note: Not all fetched charts seem to conform to the above criteria.

alf44
2,025 posts
msg #51108
Ignore alf44
modified
4/14/2007 11:13:32 PM

thnx niko !

Cept the RSI is supposed to be an RSI(3) and...it's supposed to be BELOW 5...not ABOVE 90...and for 5 days...NOT 10 days !

That's according to "Mary's" above criteria...


Regards,

alf44


nikoschopen
2,824 posts
msg #51109
Ignore nikoschopen
4/15/2007 12:47:41 AM

Sorry, I got lost in translation while simultaneously reading through Mary's multiple posts. The numbers I used were from this thread: http://forums.stockfetcher.com/sfforums/?mid=51096

alf44
2,025 posts
msg #51124
Ignore alf44
modified
4/15/2007 11:56:40 AM

...so...if you take niko's version above and enter "Mary's" criteria you come up with this...I guess !

(niko, check me here to be sure I understood)

-----------------------------------
Fetcher[
/* Mary's "Most Accurate Filter To Date" */

set{wrsicnt, count(weekly rsi(3) below 5,1)}

Show all stocks where wrsicnt equals 1
and Market is NASDAQ 100
and draw weekly rsi(3)
]


----------------------------------

The problem with these filters though...is that they DON'T seem to fulfill the requirements (as I interpret them) of "Mary's" "most accurate filter" !

In other words, the way they are written says the Weekly RSI(3) is BELOW 5 (that's as it should be)...but...there is no way of distinguishing whether or not it has been "below 5"...for JUST the "last 5 days"...OR...the last "X # of days"...of which the "last 5 days" are included !

I interpret "Mary's" parameters as saying "Weekly RSI(3) BELOW 5...for JUST the last 5 days" !

Of course, all of this mystery could easily be eliminated if MARY could actually engage in a coherent dialogue...instead of these silly, cryptic, attention seeking posts that no one can understand !


Regards,

alf44


PS. Also, by scanning ONLY the NASDAQ 100 (as "Mary" suggests)...the daily filter hits are rather scarce. fwiw


MARY4MONEY
806 posts
msg #51175
Ignore MARY4MONEY
4/17/2007 12:18:10 PM

just under for 5 days

binhp
69 posts
msg #51181
Ignore binhp
4/18/2007 12:46:45 AM

How about this filter:

Fetcher[
and Average Volume(30) is above 20000 do not draw Average Volume(30)
and weekly RSI(3) is below 2 for the last 5 days
and +DI(14) crosses above 10
]




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