StockFetcher Forums · Filter Exchange · using variables of the rsi(2)$$$$$$$<< >>Post Follow-up
806 posts
msg #50300
2/28/2007 10:26:34 AM

you can get 65-90% winners just using different variations for the rsi(2) for example using the weekly rsi(2) <3% gets you 70% winners on the nasdzq 100 -using the daily rsi(2) <3% gets you 64% winners but you put the weekly and daily together you get 75% winners and if you use <10 on the mfi you can get 80-88% winners. i just did and intersting little study using rsi(2) below ? and here is what i got <50-10% -59% winners but <5% jumped clear to 75% winners- i think you seee what im doing here- lets get some of you ideas too-good luck

806 posts
msg #50301
2/28/2007 10:36:10 AM

taking the whole nasdaq you gets 61% winners if rsi(2) <3% last 5 days but if you use the last 10 days you get only 28% winners(a good short filter) it looks like the faster they go down-the faster they go up-which we can use for construting filters

806 posts
msg #50303
2/28/2007 10:55:13 AM

if you add close more than 10% close 20 days ago you go from 75% winners to 85% winners using the nasdaq 100

806 posts
msg #50304
2/28/2007 10:57:19 AM

if you say close more than 10% below close 10 days ago you get 90% winners

195 posts
msg #50305
Ignore traderblues
2/28/2007 11:02:58 AM

What are you using for the sell side?

806 posts
msg #50306
2/28/2007 11:19:12 AM

daily rsi(2) above 90% and intraday rsi(2) 30-60 minute bar >98%

88 posts
msg #50312
Ignore cello13
2/28/2007 1:44:56 PM

What about working with montly RSI(2)? Maybe this could be done in SF too. But they don't have monthly data. Somebody out there having the formula of RSI(2) to calculate it? Maybe we could do it with the weekly data and the right formula?

745 posts
msg #50359
Ignore maxreturn
3/2/2007 9:01:43 AM

Mary, can you go into a little more detail about how you quantify percent winners? What is your hold time? What are your entry and exit triggers?

108 posts
msg #50563
Ignore maxxam80
3/14/2007 3:17:27 PM

so whats the final filter for 90% winners

I find it hard to follow

69 posts
msg #50645
Ignore Railwhore
3/22/2007 10:02:49 PM

Fetcher[set{v1, close 20 days ago}
set{cl1, v1 / 1.10}
volume > 50000
close > .01
close < cl1
rsi(2) < 3
weekly rsi(2) < 3
mfi < 10
add column mfi
add column v1
add column cl1

Getting close?

StockFetcher Forums · Filter Exchange · using variables of the rsi(2)$$$$$$$<< >>Post Follow-up

*** Disclaimer *** 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. does not recommend particular securities., 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 2018 - 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