StockFetcher Forums · General Discussion · Something To Play With<< 1 2 3 4 >>Post Follow-up
mahkoh
895 posts
msg #116112
Ignore mahkoh
10/20/2013 5:27:33 PM

draw z and do not draw z?

What are you trying to accomplish, shortwire the server?

four
4,012 posts
msg #116113
Ignore four
modified
10/20/2013 5:34:27 PM

mahkoh,

thanks for the catch (modified above: 10/20/2013 3:45:23 PM)

mahkoh
895 posts
msg #116115
Ignore mahkoh
10/20/2013 6:15:19 PM

You're welcome

This one is quite something running it in offset:

set{z, open - .25}
set{x, count(high > z 2 day ago,100)}
add column x > 80
volume > 123123
close > 10
sort column 5 descending
set{zz,count(z >= low,100)}
add column zz > 75
add column annual dividend yield
rsi(8) < 33


the high must haven been at least near the open 2 days ago 80 % of the time
and the low must have been at least $ 0.25 below the open 75 % of the time

how do you come up with that stuff?



shillllihs
3,545 posts
msg #116127
Ignore shillllihs
10/21/2013 12:01:23 PM

Test run. Kalu 64.85

shillllihs
3,545 posts
msg #116130
Ignore shillllihs
10/21/2013 1:13:02 PM

i'll take 1.5% and bail. this will prob. go higher. good experiment but will stick with my strategy

shillllihs
3,545 posts
msg #116131
Ignore shillllihs
10/21/2013 1:24:20 PM

PATH will look int. at 1.40

DMUNCASTER
34 posts
msg #116136
Ignore DMUNCASTER
10/21/2013 4:38:39 PM

four:
Excellent results the past year and before, in up markets.I backtested using a 6% stop and exit if RSI(2) > 90. I thought this might have trouble in down markets. Picked a random 4 months, the last part of 2008 and it was-47%. Of course nobody in their right mind would be using a long strategy at this time.
You'd think there would be indicators when used with the SPY that would tell you when to be out of the market. I've been unable to black box that. I suppose if you could do that, you could just get rich playing the SPY. I guess it's like some Supreme Court Justice said, "I can't define pornography, but I know it when I see it". Anyway, I'm interested on anything further on this. Nice catch.

four
4,012 posts
msg #116137
Ignore four
modified
10/21/2013 4:54:31 PM

DMUNCASTER

Perhaps: "Picked a random 4 months, the last part of 2008 and it was-47%."

Rerun with these criteria:

1.
LONG: (stoplimit) at High + .01 to enter?
PS How did you enter?

2.
set{spx_ma100, ind(^SPX,MA(100))}
set{spx_ma20, ind(^SPX,MA(20))}
draw spx_ma20 on plot spx_ma100
spx_ma20 above spx_ma100

four
4,012 posts
msg #116138
Ignore four
10/21/2013 5:14:58 PM

mahkoh,

Your previous entry...
"how did I come up with ..."

--- This was started with the idea of catching a value that will get me in "just above the bottom".
I was wondering about finding a stock that "frequently" offers a way of getting in above the day low.

Would it be great to find a stock that OPEN - $X is often >= the day low... and the next day would offer a HIGH that is $X above yesterday's OPEN... as a meaningful percentage?

I have always had a difficult time "buying the open" (in my mind there should be better).

HTH

mahkoh
895 posts
msg #116154
Ignore mahkoh
10/22/2013 10:27:05 AM

So the entry is at open - $ 0.25 after the trigger date? If that is the case it would be an idea to calculate the average drop for each individual candidate. Maybe the stock dropped $ 1 from the open 75 out of 100 times?

And have you thought of an exit?

StockFetcher Forums · General Discussion · Something To Play With<< 1 2 3 4 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus