StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 12 13 14 15 16 ... 40 >>Post Follow-up
TheRumpledOne
6,411 posts
msg #56249
- Ignore TheRumpledOne
modified		 10/31/2007 9:43:50 PM

Fetcher[
/* GAP FILL STREAK COUNTER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 1)}
set{gapdn100f, count(gapdnfilled > 0, 1)}

set{gapfilled, gapup100f + gapdn100f}

set{FillStr,days(gapfilled equal 0, 100)}


add column FillStr
add column Xgapped
add column gapupfilled
add column gapdnfilled

/* SELECTION CRITERIA */

CLOSE ABOVE 40
AVERAGE VOLUME(30) ABOVE 1000000
MARKET IS NASDAQ

/* profit checker - long only */

set{ LongProfit, high - open}
set{Long10, count(longprofit above .10, 100) }
set{Long50, count(longprofit above .50, 100) }
set{LoseLg, Long10 - Long50}

add column LoseLg
add column LongProfit
add column Long10
add column Long50

and add column cma(longprofit, 100)

/* profit checker - short only */

set{ ShortProfit, open - low }
set{Short10, count(Shortprofit above .10, 100) }
set{Short50, count(Shortprofit above .50, 100) }
set{LoseSh, Short10 - Short50}

add column LoseSh
add column ShortProfit
add column Short10
add column Short50

and add column cma(Shortprofit, 100)


/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING
]



It is very important to remember that the gap does NOT have to fill in order to make money.



welliott111
98 posts
msg #56297
- Ignore welliott111		 11/1/2007 5:55:18 PM

TRO

Do you still recommend the 80% or better criteria or is volatility more

successful?Most of your examples are aapl ,rimm,drys and they are in

the 60% gap fill range.


Thanks



TheRumpledOne
6,411 posts
msg #56306
- Ignore TheRumpledOne		 11/2/2007 6:50:27 AM

Q. Do you still recommend the 80% or better criteria or is volatility more
successful?

A. Trade what stock(s) you feel comfortable trading. Nothing else matters.





TheRumpledOne
6,411 posts
msg #57159
- Ignore TheRumpledOne
modified		 11/29/2007 9:37:29 AM

Fetcher[
/* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{gapupstr, days(Xgapup equal 0, 100)}
set{gapdnstr, days(Xgapdn equal 0, 100)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gapupstr
and add column gapdnstr

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */


/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING
]



Column gapupstr is number of days in a row the stock has gapped up.

Column gapndstr is number of days in a row the stock has gapped dn.
TheRumpledOne
6,411 posts
msg #57227
- Ignore TheRumpledOne
modified		 11/30/2007 12:31:27 PM

Fetcher[
/* PROFESSIONAL GAP statistics */

set{Xgapped, open - HIGH 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{green1, count(close above open, 1) * Xgapup }
set{green, count( green1 > 0 , 100) }

set{fake1, count(high equal open, 1) * Xgapup }
set{fake, count( fake1 > 0 , 100) }

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}



set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}



set{gapfilled, gapup100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column green
and add column fake

/* SELECTION CRITERIA */

MARKET IS NASDAQ 100

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING
]



I heard about the PROFESSIONAL GAP which is when a stock gaps above the previous day's high and takes off.

Column green is how many times it gapped up AND closed above the open price.

Column fake is how many times it gapped up AND the open was the high price.

Just another way to use statistics to take money from the big boys...LOL!
TheRumpledOne
6,411 posts
msg #58010
- Ignore TheRumpledOne
modified		 12/12/2007 2:17:55 PM

Fetcher[
/* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{gapupstr, days(Xgapup equal 0, 100)}
set{gapdnstr, days(Xgapdn equal 0, 100)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gapfilled

and add column gappedup100
and add column gapup100f
and add column gapupstr

and add column gappeddn100
and add column gapdn100f
and add column gapdnstr

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

SYMLIST(BIDU,DRYS,FSTR,ISRG,PCLN,STP,AAPL,POT,RIMM,VIP,CMG,VSEC,FCSX,GIGM,SNCR,BGC,VMW,FTK,BUCY,CMED,LIFC,CF,MTL,EDU,HDB,MA,SID,TKC,LFC,ABB,TEF,GOOG,SSRX,TDG,CNH,ININ,NOV,PFWD,FCX,TTES,BCSI,CTRP,GME,GRMN,MICC,SYNA,DLB,MORN,ITU,MBT,SLT,WX,MR,ATW,HMSY,BHP,WFR,BAP,BBL,BLK,DSX,ESRX,HRBN,SNHY,CAM,LKQX,TISI,AGU,ARD,AMZN,TELOZ,BOOM,CPLA,GLDN,KOP,BTJ,GTI,MEE,SWN,PDA,CCH,FTI,PCP,SDA,OTEX,SNDA,VIVO,BBD,DE,ABAX,FLIR,SXE,GSOL,CHL,CLB,ARGN,EJ,FMCN,DWSN,CYNO)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING

chart-time is 1 month
]
TheRumpledOne
6,411 posts
msg #58011
- Ignore TheRumpledOne
modified		 12/12/2007 2:52:49 PM

Fetcher[
/* gap fill statistics buy close, sell open*/

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

set{MidLx, high + low }
set{MIddle, MidLx / 2}

set{CMb,days(close is above MIddle , 100)}
set{CMa,days(close is below MIddle ,100)}
set{CLxMid, CMa - CMb}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column CLxMid

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

SYMLIST(BIDU,DRYS,FSTR,ISRG,PCLN,STP,AAPL,POT,RIMM,VIP,CMG,VSEC,FCSX,GIGM,SNCR,BGC,VMW,FTK,BUCY,CMED,LIFC,CF,MTL,EDU,HDB,MA,SID,TKC,LFC,ABB,TEF,GOOG,SSRX,TDG,CNH,ININ,NOV,PFWD,FCX,TTES,BCSI,CTRP,GME,GRMN,MICC,SYNA,DLB,MORN,ITU,MBT,SLT,WX,MR,ATW,HMSY,BHP,WFR,BAP,BBL,BLK,DSX,ESRX,HRBN,SNHY,CAM,LKQX,TISI,AGU,ARD,AMZN,TELOZ,BOOM,CPLA,GLDN,KOP,BTJ,GTI,MEE,SWN,PDA,CCH,FTI,PCP,SDA,OTEX,SNDA,VIVO,BBD,DE,ABAX,FLIR,SXE,GSOL,CHL,CLB,ARGN,EJ,FMCN,DWSN,CYNO)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING

chart-time is 1 month
]
welliott111
98 posts
msg #58013
- Ignore welliott111		 12/12/2007 3:56:31 PM

TRO
Just out of curiosity, why those particular candidates for symlist in last 2 filters?
TheRumpledOne
6,411 posts
msg #58018
- Ignore TheRumpledOne
modified		 12/12/2007 4:19:03 PM

Some people seem to think they are good stocks.

I wanted to see if I can take advantage of how these stocks trade.



simplegolpadia
11 posts
msg #58028
- Ignore simplegolpadia		 12/12/2007 6:14:12 PM

It's interesting. For gapped down, the ratio of gapdn100f to gappeddn100 is very high for some of the high flying stocks (ISRG, GOOG), but the ratio for the Gap Up is not that impressive for these stocks.



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