StockFetcher Forums · Filter Exchange · MODIFIED CONNORS RSI(2) FILTER<< 1 ... 18 19 20 21 22 >>Post Follow-up
Kevin_in_GA
4,599 posts
msg #95944
Ignore Kevin_in_GA
9/1/2010 10:00:31 PM

9-1-2010 UPDATE:

LONG PLAYS:

TAP - in at 43.70, closed today at 44.73 for a gain of 2.17%
PEP - in at 64.09, SOLD today at 64.89 for a gain of 1.07% CROSSED MA(10) - SOLD AT THE CLOSE TODAY
LULU - in at 33.94, closed at 33.71 for a loss of 0.86%
INFY - in at 57.50, SOLD today at 59.70 for a gain of 3.64% CROSSED MA(10) - SOLD AT THE CLOSE TODAY

SHORT PLAYS:

SUNH - in at 8.57, COVERED this morning at 8.06 for a gain of 5.95%
COT - in at 6.91, closed today at 7.17 for a loss of 3.93%
CRZO - in at 21.26, closed today at 21.97 for a loss of 3.51%
BR - in at 21.37, closed today at 21.58 for a loss of 1.16%
FAF - in at 15.00, closed today at 15.55 for a loss of 3.84%

All trades above include a commission cost of $8.95 per trade.

Net gain/loss so far this week - loss of 0.09% (down $42.14 on $45,000 invested after commission costs of $107.40).

Not sure if I will replace the two long plays closed out today. If I do, it will be looking for a 1% pullback off of today's close on the following stocks:

CSTR - scored 5/6 on the new Connors filters, is below the LBB(42,2), and is more than 2 SD below its usual relationship with the SPY. Entry would be at 41.40, stop loss at 40.15, and profit target at 44.00

ULTA - scored 2/6 on the new Connors filters, and is more than 2 SD below its usual relationship with the SPY. Entry would be at 22.00, stop loss at 21.35, and profit target at 23.35

Kevin_in_GA
4,599 posts
msg #95957
Ignore Kevin_in_GA
9/2/2010 10:31:03 AM

ULTA - scored 2/6 on the new Connors filters, and is more than 2 SD below its usual relationship with the SPY. Entry would be at 22.00, stop loss at 21.35, and profit target at 23.35
++++++

Order filled at 22.00. Already hit profit target (6%) at 23.35. SOLD at 23.35.

Kevin_in_GA
4,599 posts
msg #95970
Ignore Kevin_in_GA
9/3/2010 9:15:37 AM

9-2-2010 UPDATE:

LONG PLAYS:

TAP - in at 43.70, closed today at 44.75 for a gain of 2.22% CLOSED ABOVE MA(10) - WILL SELL TODAY, BUT WILL WAIT TO SEE IF IT GOES ABOVE 45 BASED ON FUTURES LOOKING VERY POSITIVE
PEP - in at 64.09, SOLD today at 64.89 for a gain of 1.07% CROSSED MA(10)
LULU - in at 33.94, closed at 34.36 for a gain of 1.06%
INFY - in at 57.50, SOLD at 59.70 for a gain of 3.64% CROSSED MA(10)
ULTA - in at 22.00, SOLD at 23.35 for a gain of 6.01% (PROFIT TARGET HIT).

SHORT PLAYS:

SUNH - in at 8.57, COVERED this morning at 8.06 for a gain of 5.95%
COT - in at 6.91, closed today at 7.08 for a loss of 2.63%
CRZO - in at 21.26, closed today at 22.37 for a loss of 5.39%
BR - in at 21.37, closed today at 21.87 for a loss of 2.51%
FAF - in at 15.00, closed today at 15.66 for a loss of 4.57%

All trades above include a commission cost of $8.95 per trade.

Net gain/loss so far this week - gain of 0.21% (up $106.01 on $50,000 invested after commission costs of $125.30).

Should have used profit targets on several of the shorts this week. CRZO was at 5+% profit earlier this week, now trading at a 5+% loss.

Kevin_in_GA
4,599 posts
msg #95971
Ignore Kevin_in_GA
9/3/2010 9:40:43 AM

Out of TAP at 45.03 for a gain of 3.04%.

Kevin_in_GA
4,599 posts
msg #95972
Ignore Kevin_in_GA
9/3/2010 9:47:49 AM

Out of LULU at 35.42 for a gain of 4.36%.

Kevin_in_GA
4,599 posts
msg #96021
Ignore Kevin_in_GA
modified
9/5/2010 11:37:13 AM

9-3-2010 UPDATE:

LONG PLAYS:

TAP - in at 43.70, SOLD at 45.03 for a gain of 3.04%
PEP - in at 64.09, SOLD at 64.89 for a gain of 1.07%
LULU - in at 33.94, SOLD at 35.42 for a gain of 4.36%
INFY - in at 57.50, SOLD at 59.70 for a gain of 3.64%
ULTA - in at 22.00, SOLD at 23.35 for a gain of 6.01%

SHORT PLAYS:

SUNH - in at 8.57, COVERED this morning at 8.06 for a gain of 5.95%
COT - in at 6.91, closed today at 7.07 for a loss of 2.49%
CRZO - in at 21.26, closed today at 22.97 for a loss of 8.21%
BR - in at 21.37, closed today at 22.29 for a loss of 4.48%
FAF - in at 15.00, closed today at 15.54 for a loss of 3.77%

All trades above include a commission cost of $8.95 per trade.

Net gain/loss so far this week - gain of 0.17% (up $83.77 on $50,000 invested after commission costs of $179.00). Trading costs accounted for 0.36%.

I need to decide on whether or not I use profit stops - in the case of CRZO I could have netted 5% rather than losing 8%, but for ULTA I took a 6% profit rather than the 19.5% I could have had if I just closed it out at the end of this week.

Either approach, applied consistently, would have made me a LOT more this week.


daggetk
1 posts
msg #96028
Ignore daggetk
9/5/2010 8:35:07 PM

Kevin, thanks for all the work you have done on this forum. I would like to re-produce your results. However, I can't seem to see the latest filter you are using. could you please point me to the latest filter? Thanks again.

Kevin_in_GA
4,599 posts
msg #96047
Ignore Kevin_in_GA
9/7/2010 6:36:49 AM

Sure thing:

Fetcher[

/*CONNORS MODIFIED LONG FILTERS*/

close above 1
average volume(50) above 500000

SET{LONG1, COUNT(CLOSE ABOVE MA(200),1)}
SET{LONG2, COUNT(CLOSE BELOW MA(10),1)}
SET{LONG12, LONG1 * LONG2}

SET{1A_1, COUNT(HIGH DECREASING FOR 4 DAYS,1)}
SET{1A_2, COUNT(LOW DECREASING FOR 4 DAYS,1)}
SET{1A_3, 1A_1 * 1A_2}
SET{1A, 1A_3 * LONG12}

SET{2A_1, COUNT(RSI(4) BELOW 25,1)}
SET{2A, 2A_1 * LONG12}

SET{3A_1, COUNT(RSI(2) DECREASING FOR 4 DAYS,1)}
SET{3A_2, COUNT(RSI(2) 3 DAYS AGO BELOW 50,1)}
SET{3A_3, COUNT(RSI(2) BELOW 4,1)}
SET{3A_4, 3A_1 * 3A_2}
SET{3A_5, 3A_3 * 3A_4}
SET{3A, 3A_5 * LONG12}

SET{4A_1, COUNT(BOLLINGER %B(42,2) 2 DAYS AGO BELOW 0.05,1)}
SET{4A_2, COUNT(BOLLINGER %B(42,2) 1 DAY AGO BELOW 0.05,1)}
SET{4A_3, COUNT(BOLLINGER %B(42,2) BELOW 0.05,1)}
SET{4A_4, 4A_1 * 4A_2}
SET{4A_5, 4A_3 * 4A_4}
SET{4A, 4A_5 * LONG12}

SET{DOWN_4OF5, COUNT(CLOSE BELOW CLOSE 1 DAY AGO,5)}
SET{DOWNCOUNT, COUNT(DOWN_4OF5 ABOVE 3.5,1)}
SET{5A, DOWNCOUNT * LONG12}

SET{6A_1, COUNT(RSI(2) 1 DAY AGO BELOW 10,1)}
SET{6A_2, COUNT(RSI(2) BELOW 6,1)}
SET{6A_3, 6A_1 * 6A_2}
SET{6A, 6A_3 * LONG12}

set{7A1, COUNT(RSI(18) BELOW 34,1)}
SET{7A, 7A1 * LONG12}

SET{8A1, COUNT(BOLLINGER %B(42,2) BELOW 0.05,1)}
SET{8A, 8A1 * LONG12}

SET{9A1, COUNT(BOLLINGER %B(16,2.5) 1 DAY AGO BELOW 0,1)}
SET{9A2, COUNT(BOLLINGER %B(16,2.5) ABOVE 0,1)}
SET{9A3, 9A1 * 9A2}
SET{9A, 9A3 * LONG12}

SET{PRICERATIO, CLOSE / IND(SPY,CLOSE)}
SET{RATIOMA, CMA(PRICERATIO,10)}
SET{RATIOSTD10, CSTDDEV(PRICERATIO,10)}
SET{DIFF10, PRICERATIO - RATIOMA}
SET{ZSCORE10, DIFF10 / RATIOSTD10}
SET{THRESHOLD, RATIOSTD10 * 2.5}
set{10A1, count(zscore10 below -2,1)}
SET{10A, 10A1 * LONG12}

SET{C1, 1A + 2A}
SET{C2, C1 + 3A}
SET{C3, C2 + 4A}
SET{C4, C3 + 5A}
SET{C5, C4 + 6A}

SET{KPM1, 7A +8A}
SET{KPM2, KPM1 + 9A}
SET{KPMSCORE, KPM2 + 10A}

SET{COMPOSITE, C5 + KPMSCORE}

set{pullback, close * 0.99}
set{loss, close * 0.96}
set{profit, close * 1.05}

set{ran, atr(20) / close}
set{ran2, ran * 100}

composite above 2

ADD COLUMN COMPOSITE

ADD COLUMN C5 {CONNORS SCORE}
ADD COLUMN KPMSCORE {KPM score}
ADD COLUMN ZSCORE10 {Z-SCORE}
add column rsi(18) {rsi(18)}
add column Bollinger %B(42,2) {%B(42,2)}
ADD COLUMN 9A {BB(16,2.5) confirmation}
add column pullback {target entry}
add column loss {3% stop loss}
add column profit {6% profit stop}
add column atr(20) {daily range (pts)}
add column ran2 {daily range (%)}

SORT ON COLUMN 5 DESCENDING

DRAW MA(200)
DRAW BOLLINGER BANDS(42,2)
DRAW BOLLINGER BANDS(16,2.5)

DRAW ZSCORE10 LINE AT -2
]



Kevin_in_GA
4,599 posts
msg #96048
Ignore Kevin_in_GA
9/7/2010 6:39:43 AM

Here's the "mirror image" short version:

Fetcher[

/*CONNORS MODIFIED SHORT FILTERS*/

CLOSE ABOVE 1
AVERAGE VOLUME(50) ABOVE 500000

SET{SHORT1, COUNT(CLOSE BELOW MA(200),1)}
SET{SHORT2, COUNT(CLOSE ABOVE MA(10),1)}
SET{SHORT12, SHORT1 * SHORT2}

SET{1B_1, COUNT(HIGH INCREASING FOR 4 DAYS,1)}
SET{1B_2, COUNT(LOW INCREASING FOR 4 DAYS,1)}
SET{1B_3, 1B_1 * 1B_2}
SET{1B, 1B_3 * SHORT12}

SET{2B_1, COUNT(RSI(4) ABOVE 75,1)}
SET{2B, 2B_1 * SHORT12}

SET{3B_1, COUNT(RSI(2) INCREASING FOR 4 DAYS,1)}
SET{3B_2, COUNT(RSI(2) 3 DAYS AGO ABOVE 50,1)}
SET{3B_3, COUNT(RSI(2) ABOVE 96,1)}
SET{3B_4, 3B_1 * 3B_2}
SET{3B_5, 3B_3 * 3B_4}
SET{3B, 3B_5 * SHORT12}

SET{4B_1, COUNT(BOLLINGER %B(42,2) 2 DAYS AGO ABOVE 0.95,1)}
SET{4B_2, COUNT(BOLLINGER %B(42,2) 1 DAY AGO ABOVE 0.95,1)}
SET{4B_3, COUNT(BOLLINGER %B(42,2) ABOVE 0.95,1)}
SET{4B_4, 4B_1 * 4B_2}
SET{4B_5, 4B_3 * 4B_4}
SET{4B, 4B_5 * SHORT12}

SET{UP_4OF5, COUNT(CLOSE ABOVE CLOSE 1 DAY AGO,5)}
SET{UPCOUNT, COUNT(UP_4OF5 ABOVE 3.5,1)}
SET{5B, UPCOUNT * SHORT12}

SET{6B_1, COUNT(RSI(2) 1 DAY AGO ABOVE 90,1)}
SET{6B_2, COUNT(RSI(2) ABOVE 94,1)}
SET{6B_3, 6B_1 * 6B_2}
SET{6B, 6B_3 * SHORT12}

SET{7B1, COUNT(RSI(18) ABOVE 66,1)}
SET{7B, 7B1 * SHORT12}

SET{8B1, COUNT(BOLLINGER %B(42,2) ABOVE 0.95, 1)}
SET{8B, 8B1 * SHORT12}

SET{9B1, COUNT(BOLLINGER %B(16,2.5) 1 DAY AGO ABOVE 1,1)}
SET{9B2, COUNT(BOLLINGER %B(16,2.5) BELOW 1, 1)}
SET{9B3, 9B1 * 9B2}
SET{9B, 9B3 * SHORT12}

SET{PRICERATIO, CLOSE / IND(SPY,CLOSE)}
SET{RATIOMA, CMA(PRICERATIO,10)}
SET{RATIOSTD10, CSTDDEV(PRICERATIO,10)}
SET{DIFF10, PRICERATIO - RATIOMA}
SET{ZSCORE10, DIFF10 / RATIOSTD10}
SET{THRESHOLD, RATIOSTD10 * 2.5}

SET{10B1, COUNT(ZSCORE10 ABOVE 1.99,1)}
SET{10B, 10B1 * SHORT12}

SET{C1, 1B + 2B}
SET{C2, C1 + 3B}
SET{C3, C2 + 4B}
SET{C4, C3 + 5B}
SET{C5, C4 + 6B}

SET{KPM1, 7B + 8B}
SET{KPM2, KPM1 + 9B}
SET{KPMSCORE, KPM2 + 10B}

SET{COMPOSITE, C5 + KPMSCORE}

set{profit, close * 0.95}
set{loss, close * 1.04}
set{rise,close * 1.01}

set{ran, atr(20) / close}
set{ran2, ran * 100}

composite above 1
ADD COLUMN COMPOSITE

ADD COLUMN C5 {CONNORS SCORE}
add column KPMSCORE {KPM SCORE}
ADD COLUMN ZSCORE10 {Z-SCORE}
ADD COLUMN RSI(18)
add column rsi(2)
ADD COLUMN BOLLINGER %B(42,2) {%B(42,2)}
ADD COLUMN 9B {%B(16,2.5) confirmation}
add column rise {target entry}
add column loss {3% stop loss}
add column profit {6% profit target}
add column atr(20) {daily range (pts)}
add column ran2 {daily range (%)}

SORT ON COLUMN 5 DESCENDING

DRAW MA(200)
DRAW ZSCORE10 LINE AT 2
DRAW BOLLINGER BANDS(42,2)
DRAW BOLLINGER BANDS(16,2.5)

]



Kevin_in_GA
4,599 posts
msg #96049
Ignore Kevin_in_GA
9/7/2010 6:58:48 AM

I’ll be in London this week on business, with a fairly busy schedule. Back on Friday.

Futures are getting ugly today, so no planned trades.

The filters pulled up a couple of short candidates worth tracking however:

BCRD
KV-A
SNIC
PDE
ITMN

Only three long plays were generated:

BNE
AVNR
EUO

Can’t really track these as I usually do, so I’ll sit in cash for this week.


StockFetcher Forums · Filter Exchange · MODIFIED CONNORS RSI(2) FILTER<< 1 ... 18 19 20 21 22 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.