StockFetcher Forums · General Discussion · I missed GS ... and JPM<< 1 2 3 >>Post Follow-up
arimont
57 posts
msg #133692
Ignore arimont
1/12/2017 5:16:21 AM

I tweaked a bit the filter to suit my preferences.
I doesn't bring up results each day, when it does the stock has already made a major move upwards but it continues to run in the LONG direction for a few more days (usually 1-3).
I backtested it using "offset" from December until today (27 days).

Here are the results for Dec-Jan:

Dec 1 - SGY
Dec 2 - BAK
Dec 6 - FRAN
Dec 8 - CIEN (this one didn't work)
Dec 9 - EBS
Dec 20 - ACAD (this one didn't work until a few days later)
Dec 28 - KATE
Jan 4 - BX
Jan 6 - ETRM
Jan 9 - TWOU
Jan 11 (resulted today so its not in the stats yet)) - MYOS

8 out of 10 moved up the day after showing on the filter (80%!).
I still didn't traded this filter. My guess would be to run it just before EOD and buy at close. As for exits - each one with his own strategy.

Fetcher[
ema(3) crossed above ema(21) 3 days ago
and close is between 3 and 35
and ATR(5) is above 1
and Day Change is above 0
and avgvol(30) is above 500000
set{volspike, avgvol(5)*2}
and volume > volspike

and draw eMA(3) on plot price
and draw EMA(21) on plot price
add column ATR(5)
do not draw ATR(5)
do not draw volspike
offset is 0 days
]



Anyone care to help me improve this?



pthomas215
1,251 posts
msg #133693
Ignore pthomas215
1/12/2017 10:03:53 AM

MAC, you have good chart IQ..ABCO gapped up 5 points today. maybe DYN will do the same.

pthomas215
1,251 posts
msg #133700
Ignore pthomas215
1/12/2017 12:38:08 PM

AIRMONT, great filter. I don't have suggestions for improvement, but rather would run the stock through RSI and Williams % right away to see if you should go long or short.

Mactheriverrat
3,135 posts
msg #133701
Ignore Mactheriverrat
1/12/2017 12:55:55 PM

Roger that on ABCO. I'm sure there will be some profit taking for a couple days now but more upside for ABCO in the long tern.

Look at BAC,AKS,X charts on a runs they had . All are showing weakness now but they were great runs IMHO.

pthomas215
1,251 posts
msg #133702
Ignore pthomas215
1/12/2017 1:07:09 PM

you bet. do you think EXEL will break resistance? It is an interesting one to look at. I held it overnight but got out too early I believe.

Mactheriverrat
3,135 posts
msg #133704
Ignore Mactheriverrat
1/12/2017 3:13:30 PM

EXEL

Good chance it will. Both short and long term averages are trending up. Expanding Bollinger Bands



Mactheriverrat
3,135 posts
msg #133718
Ignore Mactheriverrat
modified
1/13/2017 3:59:46 PM

To me its boils down to what's inside the box.

Short term averages rolling over above the longer term averages. Making the longer term averages roll over in a up trend. Expanding Bollinger Bands.

First code line is Price above ema(13)

Second code line is ma(20) above ma(20) one day ago which is really the center line of the Bollinger Band(20,2)
See as in ABCO as expected today in profit taking.


and as in UUUU of what can be.



pthomas215
1,251 posts
msg #133719
Ignore pthomas215
1/13/2017 5:02:04 PM

very cool mac. have you written stockfetcher code to emulate this?

Mactheriverrat
3,135 posts
msg #133720
Ignore Mactheriverrat
1/13/2017 5:56:48 PM

Set{cntcloseema13,count( price > ema(13) 1day ago,1)}
draw cntcloseema13

Set{cntcloseema13b,count( price < ema(13) 1day ago,1)}

draw cntcloseema13b





Set{cntMA20toMA20,count( ma(20) > MA(20) 1day ago,1)}
draw cntMA20toMA20

Set{cntMA20toMA20b,count( ma(20) < ma(20) 1day ago,1)}


draw cntMA20toMA20b

AxA is number of consecutive days ema(5) above (+)/below(-) previous ema(21) and set{AAb,days( ema(5) is above ema(21)1 day ago,100)}
set{AAa,days( ema(5) is below ema(21) 1 day ago,100)} set{AxA, AAa - AAb} and add column AxA {A_x_A}

do not draw AxA

---------------------------
I search using AxA for the first day (1) . Look for moving averages rolling over, and BB bands starting to expand, One can use the same averages in this thread for short term and long term averages. Make a symlist of BAC,AKS,X,AMD study them as when there last bullish trend started . One can see where real trends really start


pthomas215
1,251 posts
msg #133722
Ignore pthomas215
1/13/2017 7:05:59 PM

thanks mac. in the interest of sharing info, I added rsi and ift to view your filter and see whether selected stocks are overbought. Ive had good luck lately finding those with upward trending rsi and ift, with rsi below 70

Fetcher[ Set{cntcloseema13,count( price > ema(13) 1day ago,1)}
draw cntcloseema13

Set{cntcloseema13b,count( price < ema(13) 1day ago,1)}

draw cntcloseema13b

Set{cntMA20toMA20,count( ma(20) > MA(20) 1day ago,1)}
draw cntMA20toMA20

Set{cntMA20toMA20b,count( ma(20) < ma(20) 1day ago,1)}


draw cntMA20toMA20b

AxA is number of consecutive days ema(5) above (+)/below(-) previous ema(21) and set{AAb,days( ema(5) is above ema(21)1 day ago,100)}
set{AAa,days( ema(5) is below ema(21) 1 day ago,100)} set{AxA, AAa - AAb} and add column AxA {A_x_A}

do not draw AxA

draw rsi(6) line at 20
draw rsi(6) line at 80
draw fisher transform(2) crossed above 0

rsi(6) crossed above 50 today
/*rsi(2) < 40 within the last 5 days */
/*draw williams %R(60) crossed above -80*/
not etf
price between 2 and 30
volume above 1000000
add column annual dividend yield
sort by column 6 descending
]



StockFetcher Forums · General Discussion · I missed GS ... and JPM<< 1 2 3 >>Post Follow-up

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