StockFetcher Forums · Filter Exchange · spectacular results-using my new indicator rb%<< 1 2 >>Post Follow-up
MARY4MONEY
806 posts
msg #54477
Ignore MARY4MONEY
9/1/2007 9:35:20 AM

rb% below 0.95--Performance results for your filter covering the dates:
Thursday August 16, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +3.16% 176 (+3.59%) 17 (-1.24%)
0 +2.20% +1.82%
2 Days +4.54% 186 (+4.77%) 7 (-1.69%)
0 +2.35% +2.15%
3 Days +5.25% 179 (+5.78%) 13 (-1.60%)
1 +2.87% +1.91%
4 Days +8.37% 188 (+8.65%) 5 (-1.94%)
0 +4.15% +3.04%
1 Week +7.83% 188 (+8.14%) 5 (-3.92%)
0 +3.70% +3.04%
Current +11.88% 183 (+12.67%) 9 (-2.91%)
1 +5.93% +3.99%
193 matching stocks



MARY4MONEY
806 posts
msg #54478
Ignore MARY4MONEY
9/1/2007 9:38:21 AM

rb% below 0.Performance results for your filter covering the dates:
Thursday August 16, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +3.84% 76 (+4.34%) 7 (-1.59%)
0 +2.20% +1.82%
2 Days +5.79% 81 (+5.97%) 2 (-1.42%)
0 +2.35% +2.15%
3 Days +7.11% 77 (+7.74%) 5 (-1.12%)
1 +2.87% +1.91%
4 Days +11.36% 82 (+11.58%) 1 (-6.39%)
0 +4.15% +3.04%
1 Week +10.56% 81 (+11.01%) 2 (-7.84%)
0 +3.70% +3.04%
Current +16.55% 81 (+17.07%) 2 (-4.50%)
0 +5.93% +3.99%
83 matching stocks



set{ma1,close - ma(200)} set{ma2, ma1/close} set{%abovema200, ma2...



MARY4MONEY
806 posts
msg #54479
Ignore MARY4MONEY
9/1/2007 9:40:38 AM

rb% below 0.85--Performance results for your filter covering the dates:
Thursday August 16, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +5.43% 19 (+5.43%) 0 (n/a)
0 +2.20% +1.82%
2 Days +8.74% 19 (+8.74%) 0 (n/a)
0 +2.35% +2.15%
3 Days +12.03% 19 (+12.03%) 0 (n/a)
0 +2.87% +1.91%
4 Days +17.72% 19 (+17.72%) 0 (n/a)
0 +4.15% +3.04%
1 Week +16.03% 19 (+16.03%) 0 (n/a)
0 +3.70% +3.04%
Current +25.62% 19 (+25.62%) 0 (n/a)
0 +5.93% +3.99%
19 matching stocks



MARY4MONEY
806 posts
msg #54480
Ignore MARY4MONEY
9/1/2007 9:44:07 AM

rb% below 0.82--Performance results for your filter covering the dates:
Thursday August 16, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +5.96% 7 (+5.96%) 0 (n/a)
0 +2.20% +1.82%
2 Days +10.21% 7 (+10.21%) 0 (n/a)
0 +2.35% +2.15%
3 Days +14.14% 7 (+14.14%) 0 (n/a)
0 +2.87% +1.91%
4 Days +20.20% 7 (+20.20%) 0 (n/a)
0 +4.15% +3.04%
1 Week +17.72% 7 (+17.72%) 0 (n/a)
0 +3.70% +3.04%
Current +31.05% 7 (+31.05%) 0 (n/a)
0 +5.93% +3.99%
7 matching stocks



dwiggains
391 posts
msg #54481
Ignore dwiggains
9/1/2007 10:03:55 AM

Hi MARY4MONEY
Your results look interesting. What is the rest of the filter?
Thanks
See ya
David

heypa
283 posts
msg #54483
Ignore heypa
9/1/2007 12:31:39 PM

DON'T ASK

jimichelssf
12 posts
msg #54484
Ignore jimichelssf
9/1/2007 1:37:26 PM

M4M

Does this filter continue on with your last 97% winner filter that used the sm% indicator? That filter has been a pleasent surprise and great food for thought.
Thanks for sharing....

James


maxreturn
745 posts
msg #54485
Ignore maxreturn
9/1/2007 2:35:51 PM

A better question is....what is the filter?

guru_trader
485 posts
msg #54490
Ignore guru_trader
modified
9/2/2007 1:05:22 AM

rb% = RedenBacher%?, I love that filter! :)

oh, wait, here they are ... just run a search for the following phrase, "set{ma1,close - ma(200)}" and you'll find a bunch of related threads ... I think they are great filters, the challenge is, as always, knowing when and when NOT to use them ... they do very well with an up-trending market, but poorly otherwise ... just run your filters "date offset" July 19, 2007 and you'll see what I mean ... you could use these filters to trade with the market's direction and be quite profitable ... oh wait, isn't that true for almost all stocks about 70% of the time anyway

Fetcher[
set{ma1,close - ma(200)}
set{ma2, ma1/close}
set{%abovema200, ma2 * 100}

set{low1,close - low 20 day low}
set{low2, low1 / close}
set{%above10daylow, low2 * 100}

add column low 20 day low
add column %above10daylow
add column ma(200)
add column %abovema200

draw ma(200)
and stock is optionable
volume > 200000
close > 1 and close above ema(200) and set{sm%, weekly atr(8)/ weekly ema(8) } and sm% above 0.05
]



Fetcher[
set{ma1,close - ma(200)}
set{ma2, ma1/close}
set{%abovema200, ma2 * 100}

set{low1,close - low 10 day low}
set{low2, low1 / close}
set{%above10daylow, low2 * 100}

add column low 10 day low
add column %above10daylow
add column ma(200)
add column %abovema200

draw ma(200)
and stock is optionable
volume > 200000
close > 3 and close above ma(200) and set{sm%, weekly atr(8)/weekly ema(8)} and sm% above 0.02 and weekly rsi(2) below 5
]



MARY4MONEY
806 posts
msg #54492
Ignore MARY4MONEY
9/2/2007 8:59:54 AM

rb% stands for rubber band stretching- the more it stretches-the more it snaps back to its mean- same idea as the volatility snapping back to its mean like larry connors the volatility guru from trading markets .com-but this is much more quatitaive- what i am doing is seeing how far a stock above the 200 ma stretches below or above it 20 day moving average--just simply add this to your filters---- set{rb%,close/ma(20)} and add column rb%---it will give you incredible results and make it very easy to decide which stocks will snap back the farhtest and the fastest-- the qqqq seems to run at about 0.95 at it weekly rsi-2 lows and about 1.05 at its highs---here is an example of going short using the say 1.10 and above at rsi-2 tops like on 7-19

StockFetcher Forums · Filter Exchange · spectacular results-using my new indicator rb%<< 1 2 >>Post Follow-up

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