StockFetcher Forums · Filter Exchange · Something to play with...<< >>Post Follow-up
compound_gains
221 posts
msg #140525
- Ignore compound_gains
modified		 12/31/2017 5:01:53 PM

Fetcher[not etf
not otcbb
average day range(50) above 4.5%
close 5 days ago between 5 and 150
average volume(50) greater than 4000000
average volume(10) greater than 4000000
exchange is not amex
add column average volume(30) {av30}
add column average day range(30) {adr30}
set{chk1, high / open}
set{chk, count(chk1 above 1.045, 5)}
chk below 2
sort column 6 descending
set{entry, close * .95}
add column entry]



The basic screen comes from https://vantagepointtrading.com/increase-profits-and-cut-your-day-trading-work-load-with-a-high-volatility-stock-screen/. It's not too different from the work done by others on volatility screens.

I added a screen on the last time there was a 4.5% high over open in the last five days, and a 5% low below the previous day's close for the next day. Some interesting results if you set limit orders 5% below the previous day's close for the top five.

A 5-day back test is...

Fetcher[not etf
not otcbb
average day range(50) 5 days ago above 4.5%
close 5 days ago between 5 and 150
average volume(50) 5 days ago greater than 4000000
average volume(10) 5 days ago greater than 4000000
exchange is not amex
add column average volume(30) 5 days ago {av30}
add column average day range(30) 5 days ago {adr30}
set{chk1, high / open}
set{chk, count(chk1 above 1.045, 5)}
chk 5 days ago below 2
sort column 6 descending
set{ent, close 5 days ago * .95}
set{lw, count(low more than 5% below close 1 day ago, 1)}
add column lw 4 days ago
set{hgh, high 3 day high / ent}
add column hgh]
pthomas215
1,251 posts
msg #140526
- Ignore pthomas215		 12/31/2017 5:38:37 PM

Thanks for the new years gift. Nice filter. There's something to it for sure, as HIMX and XNET look pretty great on the charts.

graftonian
1,089 posts
msg #140594
- Ignore graftonian		 1/2/2018 12:25:23 PM

Interesting filtter. I took the liberty of adding the requirement of ADR(50) be above 4.5 to chk so past triggers would reflect that. Is that correct? Also changed chk to high / low. Wrong?
Fetcher[
not etf
not otcbb
average day range(50) above 4.5%
DRAW AVERAGE DAY RANGE(50) LINE AT 4.50
close 5 days ago between 5 and 150
average volume(50) greater than 4000000
average volume(10) greater than 4000000
exchange is not amex
add column average volume(30) {av30}
add column average day range(30) {adr30}
set{chk1, high / LOW}
SET{CHK2, COUNT(AVERAGE DAY RANGE(50) > 4.50, 1)}
SET{CHK3, CHK1 * CHK2}
set{chk, count(chk3 above 1.045, 5)}
DRAW CHK
ADD COLUMN CHK

sort column 7 Ascending
set{entry, close * .95}
add column entry
DRAW ADX(14)
DRAW EMA(13)
]
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