StockFetcher Forums · General Discussion · So who can improve on the best short filter ever. Mesayah's Slim Shorty<< >>Post Follow-up
shillllihs
3,545 posts
msg #116089
Ignore shillllihs
10/19/2013 11:01:37 PM

set{adr10 , average day range (10) }
set{adr30 , average day range (30) }

Running into some snags. Go back and look at how wonderful it's been.


and add column adr10
and add column adr30

average day range(10) is above 10 percent
close price is between 3.10 and 9.99
volume is above 1000000
MARKET CAP IS BELOW 190

/* TRO STAT DISPLAY - 10 PERCENT POPS PER WEEK */

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B10A, count(Long_Profit > .10 , 100)}

set{A10A, count(Long_Profit > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column separator
and add column B10A {GT10%}

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}
and add column separator
add column industry
add column sector
and add column separator

boston
34 posts
msg #116094
Ignore boston
10/20/2013 8:30:02 AM

Fetcher[
10/19/2013 11:01:37 PM

set{adr10 , average day range (10) }
set{adr30 , average day range (30) }

Running into some snags. Go back and look at how wonderful it's been.


and add column adr10
and add column adr30

average day range(10) is above 10 percent
close price is between 3.10 and 9.99
volume is above 1000000
MARKET CAP IS BELOW 190

/* TRO STAT DISPLAY - 10 PERCENT POPS PER WEEK */

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B10A, count(Long_Profit > .10 , 100)}

set{A10A, count(Long_Profit > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column separator
and add column B10A {GT10%}

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}
and add column separator
add column industry
add column sector
and add column separator
]






shillllihs
3,545 posts
msg #116145
Ignore shillllihs
10/21/2013 9:25:05 PM

Nobody. As good as it gets...

DMUNCASTER
34 posts
msg #116244
Ignore DMUNCASTER
10/25/2013 10:01:59 AM

SHILLLLIHS:

Backtesting for last 7 years, this produces good results, but the stocks are predominantly ones that it looks like would be hard to borrow from any brokerage. Do you have any experience in actually trading this?

evo34
78 posts
msg #116253
Ignore evo34
modified
10/25/2013 11:33:00 AM

Just making sure I am reading this correctly: the filter only checks for avg. day range, price, volume and market cap, right? I.e., It does not filter against any of the calculated values, correct?

shillllihs
3,545 posts
msg #116256
Ignore shillllihs
modified
10/25/2013 12:45:47 PM

Yeah. I would wait for spike then trade for 20%. Sometimes they will continue to shoot up & i would bail.

How to remove the handful that don't obey.

i have no trouble borrowing.

DMUNCASTER
34 posts
msg #116260
Ignore DMUNCASTER
10/25/2013 3:38:07 PM

Yes, that's it. It defies all reason that it should do so well. I get even better backtest results with this one from Massayah:

Fetcher[
set{adr10 , average day range (10) }
set{adr30 , average day range (30) }

and add column adr10
and add column adr30

average day range(10) is above 10 percent
close price is between 5 and 10000
volume is above 300000

/* TRO STAT DISPLAY - 10 PERCENT POPS PER WEEK */

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B10A, count(Long_Profit > .10 , 100)}

set{A10A, count(Long_Profit > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column separator
and add column B10A {GT10%}

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}
and add column separator
add column industry
add column sector
and add column separator

sort column 6 descending
CHART-TIME 1 MONTH
]




shillllihs
3,545 posts
msg #116261
Ignore shillllihs
10/25/2013 4:02:49 PM

I am Mesayah.

I can't remember what i encountered a few years ago but it was some kind of flaw with
stocks falling off radar when either market cap changed or volume changed. Is this a flaw with SF or
something i did wrong?

Anyway some will run long hard and can hurt if you don't dump. Remove those and it's golden.

StockFetcher Forums · General Discussion · So who can improve on the best short filter ever. Mesayah's Slim Shorty<< >>Post Follow-up

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