StockFetcher Forums · Filter Exchange · Gap Filled Question<< 1 2 >>Post Follow-up
chetron
2,817 posts
msg #83900
Ignore chetron
modified
12/5/2009 8:19:36 PM

BONUS..........


Fetcher[
/* GAP UP ONLY */

SET{Vlo1,LOW 1 DAY AGO}
SET{Vhi1,HIGH 1 DAY AGO}
SET{VAR2A,HIGH / Vlo1}
SET{VAR1,DAYS(LOW ABOVE Vhi1,100)}

SET{VEMA51,EMA(5) 1 DAY AGO}
SET{VEMA52,EMA(5) 2 DAY AGO}

SET{VAR5,COUNT(EMA(5) ABOVE VEMA51,1)}
SET{VAR6,COUNT(VEMA52 ABOVE VEMA51,1)}
SET{VAR7,COUNT(VAR1 ABOVE .5,1)}

SET{VAR10,VAR5 * VAR6}
SET{VTRIG,VAR10 * VAR7}

Stochastic %K(5,1,3) BELOW 25.0
VTRIG ABOVE .5
VAR1 ABOVE 19.5
CLOSE ABOVE .1
VOLUME ABOVE 1000000

CHART-TIME 6 MONTH
]



taylorsk
106 posts
msg #84256
Ignore taylorsk
12/11/2009 6:09:15 PM

Hey there,

so I have been trying to wok on this filer all week.

There seems to be too many instances where the historical chart indicates the condition is met where it is not the condition I am looking for.

If you look at the chart, the only days I would want to enter RY would be Set 3 adn Oct 29
Yet on the historical it has green arrows on Sept 22 as well.

I am wondering if there is a way to confine the lookback period to the last 30 days. As gaps usually take place around earnings, I would expect the gap to fill within the next 30 trading days or so. If it doesnt fill then I would move on.

Also in the most recent filter you indicate

SET{VC1,LOW 1 DAY AGO}

Yest there is no referenec to this in the rest of the set. IS there a need for this line?


I also experimented with changing this line from LOW to OPEN.

SET{VAR1,COUNT(LOW ABOVE VLO1,1)}

A GAP I sould think would usually be measured from the close to the opn and not necissarily the intra day highs and lows.

Any thoughts or suggestions? As far as the 9.7% goes, RY is a example and though not perfect it is close! 8 or 9 % would be reasonable as well.


A couple of conditions I also added were as follows feally to suit my price preferance and also I am looking for the turn in 5EMA with a white candle.

I am still not getting the exact results I am looking for but certainly getting closer...

/* GAP UP ONLY */

SET{VLO1,CLOSE 1 DAY AGO}
SET{VAR2A,OPEN / VLO1}
SET{VAR1,COUNT(OPEN ABOVE VLO1,1)}
SET{VAR2,COUNT(VAR2A ABOVE 1.1,1)}
SET{VAR3,VAR1 * VAR2}
SET{VAR4,DAYS(VAR3 ABOVE .5,100)}

EMA(5) ABOVE EMA(5) 1 DAY AGO
EMA(5) 2 DAY AGO ABOVE EMA(5) 1 DAY AGO
VAR4 ABOVE .5
CLOSE IS LESS THAN 2.5% ABOVE VLO1
CLOSE ABOVE 5
CLOSE BELOW 50
VOLUME ABOVE 1000000




chetron
2,817 posts
msg #84269
Ignore chetron
modified
12/11/2009 7:43:51 PM

CLICKABLE...
*****************************
REMEMBER CHARTS DON'T USE CALENDAR DAYS
CHARTS USE TRADING DAYS.

THERE ARE 22 DAYS IN A MONTH, I LIKE 21, FIB NUMBER

VAR1 CONTROLS THE LOOK BACK FOR THE FILTER
CHANGE THE LINE:

VAR1 BELOW 200

TO

VAR1 BELOW 22

****************************************
Also in the most recent filter you indicate

SET{VC1,LOW 1 DAY AGO}

Yest there is no referenec to this in the rest of the set. IS there a need for this line?


ISN'T VC1 REFERENCED IN THE 3RD LINE, YES IT IS IMPORTANT.


*********************

THERE ARE BASICALLY 2 TYPES OF GAPS:

CLOSE TO OPEN = FADE O' GAP

AND

HIGH TO LOW = WINDOW GAP

WHERE YOU WERE TALKING ABOUT THE GAP BECOMING SUPPORT, I ASSUMED YOU WERE TALKING WINDOW GAPS

*********





Fetcher[

/* WINDOW GAP UP ONLY */

SET{Vc1,CLOSE 1 DAY AGO}
SET{VAR2A,OPEN / Vc1}
SET{VAR1,COUNT(OPEN ABOVE Vc1,1)}
SET{VAR2,COUNT(VAR2A ABOVE 1.1,1)}
SET{VAR3,VAR1 * VAR2}
SET{VAR4,DAYS(VAR3 ABOVE .5,100)}

EMA(5) ABOVE EMA(5) 1 DAY AGO
EMA(5) 2 DAY AGO ABOVE EMA(5) 1 DAY AGO
VAR4 ABOVE .5
CLOSE IS LESS THAN 2.5% ABOVE Vc1
CLOSE ABOVE 5
CLOSE BELOW 50
VOLUME ABOVE 1000000
]



taylorsk
106 posts
msg #84745
Ignore taylorsk
12/21/2009 12:11:09 AM

STILL CANNOT FIGURE OUT HOW TO REFERENCE THE CLOSE THE DAY PRIOR TO THE GAP. I THOUGHT THIS FILTER YOU SO GRACIOUSLY PROVIDED THAT INDICATES A LOW 2.5% ABOVE VLO1 THE PRIOR DAY LOW WOULD DO IT, BUT IT IS REFERENCEING THE PRIOR DAY CLOSE RATHER THAN THE GAP CLOSE. THAT IS THE VALUEiI AM HAVING TROUBLE REFERENCING.

TRIGGER DAYS ARE COMING ANY TIME THE 5EMA FILTERS ARE SATISFIED AFTER THAT GAP, NOT JUST THE 5EMA FILTERS ATFTER THE GAP CLOSES...

IT SEEMS POSSIBLE, i JUST CAN'T FIGURE IT OUT.

chetron
2,817 posts
msg #84776
Ignore chetron
modified
12/21/2009 6:20:42 PM

WHAT DO YOU THINK OF .......

Fetcher[


/* WINDOW GAP UP ONLY */
/* advanced subs only */

SET{Vc1,CLOSE 1 DAY AGO}
SET{VAR2A,OPEN / Vc1}
SET{VAR1,COUNT(OPEN ABOVE Vc1,1)}
SET{VAR2,COUNT(VAR2A ABOVE 1.1,1)}
SET{VAR3,VAR1 * VAR2}
SET{VAR4,DAYS(VAR3 ABOVE .5,100)}
SET{VAR5,COUNT(VAR4 CROSSED ABOVE -0.5,1)}
SET{VAR6,VAR5 * VC1}

ADD COLUMN VAR6 200 DAY HIGH
DRAW VAR6 200 DAY HIGH ON PLOT PRICE

EMA(5) ABOVE EMA(5) 1 DAY AGO
EMA(5) 2 DAY AGO ABOVE EMA(5) 1 DAY AGO
VAR4 ABOVE .5
CLOSE IS LESS THAN 2.5% ABOVE Vc1
CLOSE ABOVE 5
CLOSE BELOW 50
VOLUME ABOVE 1000000
]



taylorsk
106 posts
msg #84784
Ignore taylorsk
12/21/2009 11:25:30 PM

Shitballs. I havent signed up for advanced. it says I must sign up for advanced to see it....

Your StockFetcher filter exceeds filter performance restrictions
To run this filter, please upgrade to the StockFetcher Advanced subscription level

if I could see some results i might consider it....

chetron
2,817 posts
msg #84789
Ignore chetron
12/22/2009 6:42:03 AM

it's definitely not perfect, don't get your hopes up, but it is the best i can do.


glty


StockFetcher Forums · Filter Exchange · Gap Filled Question<< 1 2 >>Post Follow-up

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