StockFetcher Forums · Filter Exchange · Higher gainers<< >>Post Follow-up
compound_gains
221 posts
msg #122154
Ignore compound_gains
12/5/2014 9:25:12 AM

Fetcher[
not etf
not otcbb
close between 3 and 20
volume above 500000
sort column 5 descending
add column roc(1)
add column close
]



I am not trading this, just mucking around at this point.

Buy equal $ amounts of the top three listed stocks at the close and sell next day at the open. Average daily return YTD is 6.6% before slippage and commission. Just a coincidence, I presume, but just trading the top listed stock also generated an average daily return YTD of 6.6%.

Challenge with using SF is the time delay, but there are lots of trading platforms and online sources that give real time daily top gainers and then you could scan for the price and volume criteria.

If you want to backtest this day-to-day:
Fetcher[
not etf
not otcbb
close 1 day ago between 3 and 20
volume 1 day ago above 500000
sort column 5 descending
add column roc(1) 1 day ago
add column separator
set{chg1, open / close 1 day ago}
set{chg2, chg1 * 100}
set{chg, chg2 - 100}

add column chg {gain/loss%}
]



jackmack
334 posts
msg #122472
Ignore jackmack
1/6/2015 10:16:00 AM

compound_gains
Nice filter - thank you
Does anyone know how to write this for TOS (thinkscripter)?


jackmack
334 posts
msg #122478
Ignore jackmack
1/7/2015 2:47:07 PM

How would one put - "GAIN LAST 20 TRADING DAYS" -- as an additional return line in this filter?
I hope someone can help with this request
Thank you in advance

compound_gains
221 posts
msg #122481
Ignore compound_gains
1/7/2015 8:47:15 PM

How would one put - "GAIN LAST 20 TRADING DAYS" -- as an additional return line in this filter?

==============================================================================

Add this to the filter...

Fetcher[
set{chg1, close / close 20 days ago}
set{chg2, chg1 * 100}
set{chg, chg2 - 100}
add column chg {20 day % chg}
]



Kevin_in_GA
4,599 posts
msg #122482
Ignore Kevin_in_GA
1/7/2015 9:01:10 PM

Easier way is to just say "add column ROC(20,1)".

compound_gains
221 posts
msg #122487
Ignore compound_gains
1/8/2015 10:24:40 AM

Absolutely right...duh is me.

Kevin_in_GA
4,599 posts
msg #122488
Ignore Kevin_in_GA
1/8/2015 1:54:06 PM

No criticism intended, as there are multiple ways to do this. Yours works fine as well.

Mactheriverrat
3,135 posts
msg #122489
Ignore Mactheriverrat
modified
1/8/2015 3:14:58 PM

One can add for the trends

and ema(50) is above ema(50) one day ago
or
and ema(50) is below ema(50) one day ago
Draw ema(13)
Draw ema(20)

I myself use higher ADR(30) and lower volume of say 200000 to find stocks like MDGN

The
ema(13)
ema(20)
ema(50)
shows a start of a new uptrend.



jackmack
334 posts
msg #122491
Ignore jackmack
1/8/2015 7:36:42 PM

Thank you all for the replies.
Cheers

StockFetcher Forums · Filter Exchange · Higher gainers<< >>Post Follow-up

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