StockFetcher Forums · General Discussion · Can you lend a hand to create this filter<< >>Post Follow-up
mnkayaker76
7 posts
msg #43210
Ignore mnkayaker76
4/26/2006 12:19:31 PM

I'm not a daytrader, more like 'hold it for a day' trader.
I only trade from 9am - 4pm

I'm looking for:

A stock between 1 and $20
volume is above 1,000,000
52 week high within 3 weeks ago
price change has been -15% or more within 3 days ago
yesterday's candle is an inverted hammer or doji


Thanks so much guys......and gals.



heyen
124 posts
msg #43213
Ignore heyen
4/26/2006 3:50:02 PM

How about this?

Fetcher[
market not otcbb
close between 1 and 20
count(close reached a new 52 week high,15) above 0
close more than 15% below close 3 days ago
open below day position(.5,1)
close below day position(.5,1)
open reached a new 10 day low
close reached a new 10 day low
]



Approach Information
Approach Name: Inverted Hammer pushing high
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
market not otcbb
close between 1 and 20
count(close reached a new 52 week high,15) above 0
close more than 15% below close 3 days ago
open below day position(.5,1)
close below day position(.5,1)
open reached a new 10 day low
close reached a new 10 day low
date offset 2

Trade Statistics
There were 118 total stocks entered. Of those, 118 or 100.00% were complete and or 0.00% were open.
Of the 118 completed trades, 69 trades or 58.47%resulted in a net gain.
Your average net change for completed trades was: 2.70%.
The average draw down of your approach was: -6.33%.
The average max profit of your approach was: 9.69%
The Reward/Risk ratio for this approach is: 1.80
Annualized Return on Investment (ROI): 333.04%, the ROI of ^SPX was: 6.12%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (2 days) 118 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed1 day chg2 day chg3 day chg4 day chg5 day chg
Winners:696568686360
Losers:485047505357
Win/Loss Ratio:1.44:11.30:11.45:11.36:11.19:11.05:1
Net Change:2.70%1.55%2.27%2.05%1.85%0.78%

Statistics By Variable: Match Price
 <2<4<6<8<10<12<14<16<18<20
Completed4:115:1112:614:75:42:610:84:02:41:1
1 day chg3:215:118:812:93:66:39:84:04:21:1
2 day chg4:113:1213:513:83:53:511:74:03:31:1
3 day chg5:017:910:812:93:62:712:64:02:41:1
4 day chg5:016:1010:810:104:52:710:73:12:41:1
5 day chg4:115:1110:710:113:63:610:82:22:41:1

Statistics By Variable: Average Volume
 <1.5M<3.0M<4.5M<6.0M<7.5M<9.0M<10.5M<12.0M<13.5M<15.0M
Completed61:413:21:32:11:0--0:11:0-
1 day chg55:454:11:32:11:0--1:01:0-
2 day chg60:403:21:32:11:0--0:11:0-
3 day chg61:423:21:32:10:1--0:11:0-
4 day chg55:463:22:22:10:1--0:11:0-
5 day chg51:513:21:33:01:0--0:11:0-



itrademan
70 posts
msg #43414
Ignore itrademan
modified
5/2/2006 6:34:47 PM

Heyen,

It is a simple realistic filter. I just used with an ETF "IF" and still seeing 11 % gain in 3-4 days. Not bad for an ETF.

Ofcourse did some basic scaning for the good one. Did not find any one yet since then.

Thanks



StockFetcher Forums · General Discussion · Can you lend a hand to create this filter<< >>Post Follow-up

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