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four
3,994 posts
msg #127649
Ignore four
3/20/2016 11:10:10 AM



Fetcher[
draw rsi(7) line at 60
draw rsi(7) line at 30
draw rsi(3) line at 29
draw rsi(3) line at 71
sp500
add column annual dividend yield
]



four
3,994 posts
msg #127650
Ignore four
3/20/2016 11:36:46 AM

StockFetcher Forums Backtesting Support navigating between Backtesting, Watch lists, and Filters << >>Post Follow-up
chasj
23 posts
msg #96159
- Ignore chasj 9/10/2010 6:39:18 PM

I have been working with stockfetcher for about 6 months so I am not quite a newbie. I love the concept.

But I cannot reliably make filters, watch lists and filters to work as it looks like they should. Is there a manual on how to do this?

I want to set up a watch list with about 100 stocks. I want to have the capability to create filters and run backtests to optimize the filters. Seems simple but I can't break the code. I have instances where it works well then sometimes it doesn't.

I am a PhD in Statistics. I started in computing in 1958. I have been a system engineer during most of my career. I am still working and contributing at 78 years old. But I am bamboozled by Stock Fetcher.

Can I get some help?

Mactheriverrat
662 posts
msg #96169
- Ignore Mactheriverrat 9/10/2010 11:31:46 PM

To me there is no one filter that is the Holy Grail that works great all the time.

One of my filters is below:
Show stocks where the MACD Histogram(12,26,9) is increasing the last 2 days below 0
and close is between 2 and 20
and Slow Stochastics Fast %K(10) crossed above 20
show stocks where the PVO(10,100) has been increasing last 7 days
I did a back test 7-6-10 to 8-9-10 and the results were:
7/6/2010 to 8/9/2010 85% wins 15% loss 5.45:1 win/loss ration 2.83 risk/reward 192.26%ROI
another backtest
2/12/2010 to 4/26/2010 69%wins 29%loss 2.38:1 win / loss ratio 5.04risk/reward 232.04% ROI
So each filter does different when the Bulls are making a semi-run up.
To me when the market goes south play the bear's
http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=96013&qrid=
another filer someone posted called "Interesting - VXX and SPY ratio accurately calls recent tops and bottoms"
-----------------------------------------------------
SET{SPY, IND(SPY,CLOSE)}
SET{VXX, IND(VXX,CLOSE)}
SET{RATIO, VXX / SPY}
SET{RATIOMA13, CMA(RATIO,13)}
SET{VXX_LONG, COUNT(RATIO ABOVE RATIOMA13,1)}
SET{SP500_LONG, COUNT(RATIO BELOW RATIOMA13,1)}
SET{TRIGGER,0}

DRAW RATIO ON PLOT RATIOMA13

DRAW VXX_LONG ON PLOT TRIGGER
DRAW SP500_LONG ON PLOT TRIGGER

SYMLIST(SPY,VXX)

ADD COLUMN SP500_LONG
ADD COLUMN VXX_LONG
-----------------------------------------------






Bulls in charge
11-06-09
to
1-20-10

Bears in charge
1-21-10
to
2-11-10

Bulls take back over
2-12-10
to
4-26-10

Bears back in again
4-27-10
to
6-7-10

Bull takeover
6-8-10
to
6-20-10

Bear trap
6-21-10
to
7-5-10

Bull summer rally
7-6-10
to
8-9-10

Bears late summer take over
8-10-10
to
8-31-10


Sept back to School, Football rally
9-1-10
to
?



stocktrader
293 posts
msg #96181
- Ignore stocktrader 9/11/2010 1:20:47 PM

Fetcher[Show stocks where the MACD Histogram(12,26,9) is increasing the last 2 days below 0
and close is between 2 and 20
and Slow Stochastics Fast %K(10) crossed above 20
show stocks where the PVO(10,100) has been increasing last 7 days
]





Fetcher[
SET{SPY, IND(SPY,CLOSE)}
SET{VXX, IND(VXX,CLOSE)}
SET{RATIO, VXX / SPY}
SET{RATIOMA13, CMA(RATIO,13)}
SET{VXX_LONG, COUNT(RATIO ABOVE RATIOMA13,1)}
SET{SP500_LONG, COUNT(RATIO BELOW RATIOMA13,1)}
SET{TRIGGER,0}
DRAW RATIO ON PLOT RATIOMA13
DRAW VXX_LONG ON PLOT TRIGGER
DRAW SP500_LONG ON PLOT TRIGGER
SYMLIST(SPY,VXX)
ADD COLUMN SP500_LONG
ADD COLUMN VXX_LONG
]





novacane32000
250 posts
msg #96821
- Ignore novacane32000 10/8/2010 8:03:45 PM

Nice Filter !!

Do you have one that does the exact opposite for short plays?

four
3,994 posts
msg #127651
Ignore four
3/20/2016 12:15:25 PM

https://studentloanhero.com/featured/paying-off-student-loans-live-these-states/#

four
3,994 posts
msg #127654
Ignore four
3/20/2016 2:26:08 PM



Fetcher[
draw rsi(10) line at 39
draw rsi(10) line at 51
draw rsi(3) line at 29
draw rsi(3) line at 71
low > 11 and volume 1 day ago > 300000
add column annual dividend yield

rsi(10) above 50
rsi(3) below 18
williams %R(2) > williams %R(2) 1 day ago
]



four
3,994 posts
msg #127656
Ignore four
3/20/2016 3:32:23 PM



four
3,994 posts
msg #127659
Ignore four
3/20/2016 7:04:43 PM


Fetcher[
and average volume(21) is greater than 120000
low > 11
draw RSI(5)line at 70
draw RSI(4) line at 35
draw RSI(4) line at 65
draw RSI(5) line at 30
add column annual dividend yield
]



four
3,994 posts
msg #127661
Ignore four
modified
3/21/2016 1:19:35 AM




Fetcher[
draw cci(61) line at -100
draw cci(61) line at 100

add column annual dividend yield
draw rsi(3)
low > 11
volume > 123321
]



four
3,994 posts
msg #127671
Ignore four
modified
3/21/2016 10:22:53 PM






Fetcher[
draw cci(61) line at -120
draw cci(61) line at 0

add column annual dividend yield
draw rsi(3) line at 70
draw rsi(3) line at 30
low > 11
volume > 123321

rsi(3) < 30
draw cci(61) line at 0
]




four
3,994 posts
msg #127687
Ignore four
3/23/2016 11:48:53 PM





Fetcher[
draw IFT(5,9) line at 0.0
draw IFT(5,9) line at -0.3
draw rsi(5) line at 50
low > 11
volume > 123123
add column annual dividend yield
]



four
3,994 posts
msg #127708
Ignore four
modified
3/25/2016 12:24:05 AM




Fetcher[
draw rsi(9) 4 days ago crossed above 78
draw rsi(2) 6 days ago > 88
rsi(2) crossed below 50
sp900
low > 11
add column annual dividend yield
]



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