StockFetcher Forums · Filter Exchange · Explosion Filter??<< >>Post Follow-up
62 posts
msg #27435
Ignore murknd
7/17/2003 11:47:25 PM

... well OK maybe not, but this filter (and perhaps a variation or 2) is very close to it. Admittedly it is a variation on BB Squeeze, but I noticed many times right at the squeeze the high is above the UBB and when accompanied by a spike in volume it's not too long thereafter there can be "explosive-type" behavior. I figured the best way to shake it out is to throw it to the "BB squeeze hounds" (I think I'm becoming a convert) and let them chew on it awhile. I've done a fair amount of back testing, but more is definitely prudent. I think one of the keys is the new 30 day BB width low, but you can also get many more matches by deleting this and just modulating the BB width. I think coupled with some rigorous trailing stop discipline (and of course the usual dose of patience) it may be a very powerful filter - but I leave that assessmnet to the judgement of the SF community - to whom I tip my hat for the significant amount of learning over the last few weeks.

Anyway .. have at it ... let me know if you have any questions about varations - I've tried many.

.. and FYI - I think the average volume(90) <25000 is important because many times these "sleeper" stocks don't have much more volume - try even 10K.


P.S. I WILL claim authorship on this one.

Fetcher[bollinger width(20) has reached a new 1 month low and bollinger width(20) is below 0.16 and high is above upper bollinger band(20) and low is above lower bollinger band(20) and volume has gained more than 80% over the last 1 day and close is between 0.1 and 10 and average volume(90) is above 25000]

62 posts
msg #27436
Ignore murknd
7/17/2003 11:49:32 PM

..whoops - ater all that careful editing

... I mean >25000 in my comment about volume.


31 posts
msg #27438
Ignore todddunning
7/18/2003 2:22:38 PM

Interesting Murknd. This past week my squeezes all stopped out; a bear week really kills these off. HOWEVER....

My concern about the squeeze filters we've seen here is they are generally too late. I will carefully watch yours because it looks nice and early - could be a contender.

61 posts
msg #27439
Ignore jim_c_hill
7/18/2003 4:21:14 PM

I generally find BB based explorations do not do well in bear markets or in short term down drafts. If you use BB filters you need tight stops in case the bear comes.

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