Need help building filter to screen for intraday movement - Thank you

StockFetcher Forums · General Discussion · Need help building filter to screen for intraday movement - Thank you

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kindtrader56 12 posts msg #90178 - Ignore kindtrader56	3/23/2010 7:29:53 PM I'm trying to build a filter which measures how often a stock gains a certain percent from it's opening price during the day. I would like to build a scalping system which finds stocks whose high for the day is at least a half percent or more from the open at least 90% of days during a 120 day period. Thank you for your help
Kevin_in_GA 4,599 posts msg #90179 - Ignore Kevin_in_GA	3/23/2010 8:26:35 PM This might help. ++++++++++++ Fetcher[ /* TRO's MILK THE COWS SCAN modified by Kevin_in_GA/ /STRATEGY IS TO FIND LARGE VOLUME STOCKS THAT FREQUENTLY GAP UP OR DOWN BY AT LEAST 1%, AND ALSO FREQUENTLY RANGE AT LEAST 1% UP AND DOWN EACH DAY/ /MEASURE FREQUENCY OF GAPS UP OR DOWN/ set{prev_close, close 1 day ago} set{gap_size,open - prev_close} set{gap_pct,gap_size / prev_close} set{gap_up,count(gap_pct > 0.005,100)} set{gap_down,count(gap_pct < -0.005,100)} set{gap_count,gap_up + gap_down} /MEASURE THE DIFFERENCE FROM OPEN TO HIGH/ set{HiOp, high - open} set{Long_Profit, HiOp / open } /DETERMINE THE FREQUENCY THAT DIFFERENT LONG PROFIT TARGETS ARE HIT/ set{1pct_Long, count(Long_Profit > .01, 100)} set{2pct_Long, count(Long_Profit > .02, 100)} set{3pct_Long, count(Long_Profit > .03, 100)} /MEASURE THE DIFFERENCE FROM OPEN TO LOW/ set{LowOp, open - low} set{Short_Profit, LowOp / open} /DETERMINE THE FREQUENCY THAT DIFFERENT SHORT PROFIT TARGETS ARE HIT/ set{1pct_Short, count(Short_Profit > .01, 100)} set{2pct_Short, count(Short_Profit > .02, 100)} set{3pct_Short, count(Short_Profit > .03, 100)} /AVERAGE FREQUENCY FOR 1,2,3% MOVES IN EITHER DIRECTION/ set{1pct_sum, 1pct_Long + 1pct_Short} set{2pct_sum, 2pct_Long + 2pct_Short} set{3pct_sum, 3pct_Long + 3pct_Short} set{1pct_play, 1pct_sum/2} set{2pct_play, 2pct_sum/2} set{3pct_play, 3pct_sum/2} /ADD COLUMNS FOR VISUAL REVIEW OF PAST PERFORMANCE/ add column 1pct_play add column 2pct_play add column 3pct_play add column gap_count add column gap_up add column gap_down /SCREEN FOR THE STRONGEST CANDIDATES*/ close is above 1 volume is above 1000000 1pct_play is greater than 85 and draw gap_up and draw gap_down on plot gap_up sort column 5 descending ] ++++++++++++++++
kindtrader56 12 posts msg #90183 - Ignore kindtrader56	3/23/2010 9:45:38 PM Thanks Kevin. I tried to run your filter and it produced zero results. I tried to copy and paste the Open to High and Pct. up sections into my filters and it wouldn't work. Any ideas what I'm doing wrong. Thanks
Kevin_in_GA 4,599 posts msg #90185 - Ignore Kevin_in_GA	3/23/2010 10:03:31 PM I click on it and I get 1 stock - PMI. Not sure why you are not seeing anything.
chetron 2,817 posts msg #90187 - Ignore chetron	3/23/2010 10:08:37 PM probably is your settings.

StockFetcher Forums · General Discussion · Need help building filter to screen for intraday movement - Thank you

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