StockFetcher Forums · View by Author: Kevin_in_GA (3,564 messages) ·  [ Display By: Date / Subject ]<< 1 ... 2 3 4 5 6 ... 357 >> 
General Discussion · close crossing below ma(30)
Kevin_in_GA
msg #126698
1/12/2016 2:27:13 PM

Fetcher[
set{closebelow, close - MA(30)}
set{it_happened_here, count(closebelow crossed below 0,1)}
draw it_happened_here
draw ma(30)
market is S&P 500
]



Perhaps this would help - I am trying to figure out how to get a column that tells you the number of days since the cross below occurred, but so far nothing.

General Discussion · BACKTESTING ALTERNATIVES?
Kevin_in_GA
msg #126667
1/9/2016 8:34:03 PM

And it works a lot better than SF ever did.

General Discussion · using average for a user defined variable
Kevin_in_GA
msg #126423
12/12/2015 7:27:43 AM

This is how I would do this:

Fetcher[

set{liquidity, close * volume}
count(liquidity above 70000,7) above 6
]



This assures you that you get stocks where the total dollar value traded each day over the last 7 days is above your threshold. I use this rather than the average since you could get stocks with 0 shares traded for 6 out of the last 7 days and 1 day with 490,000 dollars traded in one day and that is probably not what you are looking for.

General Discussion · SMA cross overs
Kevin_in_GA
msg #126367
12/2/2015 8:42:54 PM

Just cleaning this up

Fetcher[ Show stocks where close crossed above MA(20)
Draw MA(20)
Chart-time is 4 months
Volume is above 100000
Market is not OTCBB
Market is not ETF
]



Filter Exchange · How to make the phrase "does not equal"?
Kevin_in_GA
msg #126336
11/27/2015 2:42:51 PM

set{openequalsclose, count(open equals close,1)}
openequalsclose below 0.5

General Discussion · Why Risk Reward Ratios Donít Work and What You Should Do Instead -- (Time Stamp 23:40)
Kevin_in_GA
msg #126329
11/26/2015 11:40:17 AM

Some code for managing amounts at risk:

/*DETERMINE THE MAXIMUM AMOUNT YOU ARE WILLING TO LOSE*/
SET{ACCOUNTSIZE, 25000}
SET{RISKLEVEL, ACCOUNTSIZE * 0.01}

Here I have set up the code to put only 1% of your trading equity at risk on any given trade, which in this example is only $250. All you need to do is set your account size at whatever the amount is that you can currently trade using this system.

/* VAN THARP POSITION SIZING - SET THE STOP LOSS AND SHARE SIZE BASED ON LIMIT ENTRY AND AMOUNT WILLING TO LOSE*/
SET{ENTRYPRICE, xxx}
SET{2ATR, 2 * ATR(20)}
SET{STOPLOSS, ENTRYPRICE - 2ATR}

Once you have decided where your entry will be I use twice the value of the ATR(20) as the point for positioning the stop loss. Just a simple subtraction of this amount from the entry price - this should give the stock enough room to fluctuate normally without triggering the stop loss.

/*DETERMINE THE NUMBER OF SHARES TO BE PURCHASED*/
SET{SHARESTOBUY1, RISKLEVEL/2ATR}
SET{SHARESTOBUY, ROUND(SHARESTOBUY1, 0)}

Just a quick comment here - SF code does not let you do more than 1 mathematical operation in any given SET{} statement. Here I have determined the required number of shares, then used the ROUND() function to make the output a whole number for ease in placing orders. When I place my orders I usually round to the nearest 5 shares since that is easier to actually get an order filled - odd amounts like 17 are harder to get filled than 15 or 20 shares.

/*TOTAL AMOUNT OF EQUITY USED IN THIS TRADE*/
SET{POSITIONAMT, LIMITENTRY * SHARESTOBUY}

/*PERCENT OF TRADING CAPITAL USED IN THIS TRADE*/
SET{POSITIONPCT1, POSITIONAMT / ACCOUNTSIZE}
SET{POSITIONPCT, POSITIONPCT1 * 100}


General Discussion · Equities VS Bonds
Kevin_in_GA
msg #126287
modified
11/21/2015 8:12:41 PM

I might take a different position here - dividend stocks are clearly competition for bonds, especially given the recent crappy yields seen in fixed income, but if a significant market downturn occurs like 2000-2003 or 2007-2009 bonds will be the preferred safe haven as money pours out of equities and back into US treasuries.

IMHO.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #125959
10/30/2015 11:00:49 AM

Well - yes and no. With the 3 month look back, both SPY and AGG ROCs are still negative, although AGG is less negative than SPY. With a simpler SPY/AGG system (6 month look back) SPY is ahead and barely positive in ROC. It really boils down to where SPY ends up at the end of the day. It must close above 210.50 in order to have a positive 3 month ROC, or above 208.46 to have a positive 6 month ROC. Right now it is at 208.85 so I would wait until the end of the day for the 6 month strategy (or for the three month system that deal is already over).

Filter Exchange · New to stock fetcher
Kevin_in_GA
msg #125649
10/19/2015 4:24:30 PM

Fetcher[
set{targetvolume, 2 * volume 3 days ago}
Volume above targetvolume
Close within 1% of close 3 days ago
]



I would suggest setting minimum prices and target volumes.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
Kevin_in_GA
msg #125570
10/14/2015 12:41:00 PM

Depends on your timeframe - intraday I would use Thinkorswim or NinjaTrader. End of day I would use Stratasearch.

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