StockFetcher Forums · Filter Exchange · Filter out Stocks that are Already Bought out.<< >>Post Follow-up
joepistell
37 posts
msg #138265
Ignore joepistell
modified
9/19/2017 10:53:40 AM

SF's data source has a number of stocks that have been bought out (and have not been removed). These stocks alter our back testing results. They all produce a similar pattern that resembles a long, tight horizontal tail. SF support confirmed that they have no 'preset filter' to remove these stocks so we need to build our own...

Here's my 1st pass...

Fetcher[and lrs(13) is between -.02 and .02
set{junk, Weighted ATR(13) / ma(5)}
add column junk
and junk is below .008

/*GLOBAL*/
set{liquid, ma(21)*cma(volume,21)}
and liquid is above 1000000
/*mega cap 100000000
small cap 1000000 */
and market is not ETF
and is optionable
do not draw liquid
and ma(5) is above 3
]



Not a bad 1st try. Any creatives out here make a better crack at this?





dwiggains
441 posts
msg #138281
Ignore dwiggains
9/20/2017 9:11:28 AM

Hi
Try filter with volatility

set{r, atr(3) / atr (100)}
add column r
sort column 6 descending
R > .5

added to what you have got rid of most of them.

see ya
David

StockFetcher Forums · Filter Exchange · Filter out Stocks that are Already Bought out.<< >>Post Follow-up

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