90% chance to make 1% - StockFetcher.com Stock Screener

StockFetcher Forums · Filter Exchange · 90% chance to make 1%

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moqual 38 posts msg #59587 - Ignore moqual modified	2/10/2008 5:06:33 PM LONG FILTER Fetcher[ set{Xgapup, count(gap > 0, 1)} set{Xgapdn, count(gap < 0, 1)} set{cl1lo, close 1 day ago - low} set{hicl1, high - close 1 day ago } set{fillsgu, count(cl1lo > 0, 25)} set{fillsgd, count(hicl1 > 0, 25)} add column gap set{GU25, count(Xgapup > 0, 25)} set{GD25, count(Xgapdn > 0, 25)} and add column GU25 and add column GD25 add column fillsgd add column fillsgu and add column separator set{LProfit%, percent high greater than open} set{SProfit%, percent open greater than low} set{lp1,lprofit% 1 day ago} set{lp2,lprofit% 2 days ago} set{lp3,lprofit% 3 days ago} set{lp4,lprofit% 4 days ago} set{sp1,sprofit% 1 day ago} set{sp2,sprofit% 2 days ago} set{sp3,sprofit% 3 days ago} set{sp4,sprofit% 4 days ago} add column LProfit% add column lp1 add column lp2 add column lp3 add column lp4 and add column separator add column SProfit% add column sp1 add column sp2 add column sp3 add column sp4 /* Long Profit Statistics Display */ set{z1, count(SProfit% > 1.0 , 25)} set{z2, count(SProfit% > 2.0 , 25)} set{l1, count(LProfit% > 1.0 , 25)} set{l2, count(LProfit% > 2.0 , 25)} Set{rr,l1/z1} and add column separator and add column L1{L>1%} and add column L2{L>2%} and add column Z1{S>1%} and add column Z2{S>2%} Add column rr add column average day range(5) close above 10 L1 above 22 rr above 1 average volume (60) above 500000 and stock is optionable sort column 27 descending ] shows gaps, gap fills, last 5 days long profit, last 5 days short profit, 25 day short above 1%, long above 1%, etc last column RR is risk/reward of going long
moqual 38 posts msg #59588 - Ignore moqual modified	2/10/2008 5:10:23 PM SHORT Fetcher[ set{Xgapup, count(gap > 0, 1)} set{Xgapdn, count(gap < 0, 1)} set{cl1lo, close 1 day ago - low} set{hicl1, high - close 1 day ago } set{fillsgu, count(cl1lo > 0, 25)} set{fillsgd, count(hicl1 > 0, 25)} add column gap set{GU25, count(Xgapup > 0, 25)} set{GD25, count(Xgapdn > 0, 25)} and add column GU25 and add column GD25 add column fillsgd add column fillsgu and add column separator set{LProfit%, percent high greater than open} set{SProfit%, percent open greater than low} set{lp1,lprofit% 1 day ago} set{lp2,lprofit% 2 days ago} set{lp3,lprofit% 3 days ago} set{lp4,lprofit% 4 days ago} set{sp1,sprofit% 1 day ago} set{sp2,sprofit% 2 days ago} set{sp3,sprofit% 3 days ago} set{sp4,sprofit% 4 days ago} add column LProfit% add column lp1 add column lp2 add column lp3 add column lp4 and add column separator add column SProfit% add column sp1 add column sp2 add column sp3 add column sp4 /* Long Profit Statistics Display */ set{z1, count(SProfit% > 1.0 , 25)} set{z2, count(SProfit% > 2.0 , 25)} set{l1, count(LProfit% > 1.0 , 25)} set{l2, count(LProfit% > 2.0 , 25)} Set{rr,Z1/L1} and add column separator and add column L1{L>1%} and add column L2{L>2%} and add column Z1{S>1%} and add column Z2{S>2%} Add column rr add column average day range(5) close above 10 Z1 above 22 rr above 0 average volume (60) above 500000 and stock is optionable sort column 27 descending] At the top of the list is KMX: out of the last 25 days, 23 days produced 1% short, but only 12 days produced 1% long, so your RR is 1.92 Short at the open the last 5 days produced: 4.1%, 4.2%, 5.2%, 10.4%, 3.9% Long at the open the last 5 days produced: 0.6%, 2.5%, 0%, 0%, 0%
welliott111 98 posts msg #59589 - Ignore welliott111	2/10/2008 6:43:54 PM Kudos for the filter dude! I'm "evolving" into a stats guy myself and this is very helpful. Any more ideas or info, keep it coming
ham1198 174 posts msg #59645 - Ignore ham1198	2/12/2008 12:17:02 PM ...please find some intderesting stats here: http://blog.afraidtotrade.com/gap-fade-stats-for-january/
lawdawguw 25 posts msg #59706 - Ignore lawdawguw	2/14/2008 10:38:37 PM Great filter, but it needs a bit of explanation. Could we talk? contact me at michaelbutler(at)tradewithoutemotion.com Great stuff
moqual 38 posts msg #59708 - Ignore moqual modified	2/15/2008 2:17:39 PM Sure I will email you Hey folks take a look at KMX since I created this thread 5 days ago Sell short at the open for the last 5 days: 10.9%, 3%, 2.4%, 5.4%, 4.7% RR is now 2.09
bkhurana43 103 posts msg #59721 - Ignore bkhurana43	2/16/2008 8:38:43 AM Hi Moqual Option Investors will find your filters quite amazing. However, supporting documentation will help a great deal lot. How do you go about selecting the right underlying from the list produced for Short or Long trading? Please describe some selection criteria. I would prefer an email from you. bkk@eicat.ca Regards Bob
moqual 38 posts msg #59728 - Ignore moqual modified	2/16/2008 9:40:39 PM Look for the highest RR or the highest 1% column. Using the short filter: There are three stocks (WM, SPWR, FED) showing 25 in the s>1% column , meaning these stocks have produced over 1% short profit every single day for the last 5 weeks. There are 10 stocks that produced over 2% 22 out of 25 days I'll email you as well in case you have more questions
traderrmr 7 posts msg #59774 - Ignore traderrmr	2/19/2008 7:02:28 AM Congrats on this filter. I would like to here more on how you select your trades. I wonder how the general market direction effects the results. The general market weighs on the outcome of daily stock movements. Do you monitor the general market direction before you take longs or short gaps? Thanks and look forward to seeing more of your work
TheRumpledOne 6,407 posts msg #59788 - Ignore TheRumpledOne	2/19/2008 12:54:51 PM It's nice to see people are finally "getting it" when it comes to stats.

StockFetcher Forums · Filter Exchange · 90% chance to make 1%

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