StockFetcher Forums · General Discussion · Can someone help me on this?<< >>Post Follow-up
marine2
805 posts
msg #34804
Ignore marine2
1/7/2005 5:44:45 PM

Hello, I was just wondering if any of you fine programming filter writers have a favorite Standard Deviation Filter that you know works for you and has brought pleasing results? I have one that looks ok but would like to see others ideas to further enhance mine or just plain use yours instead. I kept mine simple like S.F. showed in their example they provided and it worked and looked pretty good. Mine hits the low point of its downward hook just before going back up again. But I needed your suggestions on solidifying this action to show positive results in a consistant manner. Here is mine:

show stocks where the standard deviation(5) reached a new 1 month high
and cci(14) is below -100
and -di(14) is above 30 and adx(14) is above -di(14)
and price increasing previous 1 day
and price is between 1 to 300

Your help will be very much appreciated, thanks!

Marine2 awaiting some responses.



xplorer
257 posts
msg #34806
Ignore xplorer
1/7/2005 6:52:50 PM

Standard Deviation being synonymous with volatility ... are you looking for a wild ride ... or stocks that are like a consistant "bell weather" stock ?

I have never incorporated SD into any of my screens ... but you sparked my interest with this.

The opportunity to learn a new tool is great. So let me know what kind of stocks you are searching for ... perhaps an example of one ... and I will give it my best.

~x


marine2
805 posts
msg #34839
Ignore marine2
1/10/2005 10:03:16 PM

Xplorer, thanks for your reply. Well I want any stock in the range of 5 to 30 bucks. Stock(s) must be only on the NYSE or NASDAQ. I am a short term trader looking for stocks to go up. Here's another filter I created with the help of our SF manual and might be even better than the previous one I created:

Show stocks where the standard deviation(20,10) crossed below the average standard deviation (20,10)
and cci(14) is below -100
and -di(14) is above 30
and adx(14) is above -di(14)
and price increasing previous 1 day
and price is between 5 to 30
and date offset is 27

This one looks pretty good too. It's true trigger is when the std dev(20,10) crosses below the std dev(20,10). I added a few extra conditions in the filter to screen out the bulk of the catches. Not sure if that was a good idea? Sometimes too much clutter can weaken the strength of one of the tools we are working with.

See what you can add to this filter to improve upon it. I think we have something here that would create a stock to bounce upwards in a short time frame. I didn't test using the volume as an added ingrediant but who knows it might help. Let me know what you come up with and thanks bunches!

Marine2


xplorer
257 posts
msg #34841
Ignore xplorer
1/10/2005 10:24:08 PM

... I have to travel for a couple of days ... but will get back on this when I return. "Stocks & Commodities" magazine has a little article on this ... I'll read this on my travels to get a little more informed on this SD ... hopefully Thursday I'll have somthing for you.

Thanks for posting your screen ... that really helps ! That is where I will start !

~x


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