| StockFetcher Forums · Filter Exchange · TRO CROCK POT - SLOW COOKERS FOR SWING TRADERS | << 1 ... 7 8 9 10 11 ... 26 >>Post Follow-up |
| welliott111 98 posts msg #69883 - Ignore welliott111 |
12/16/2008 4:52:51 PM This tells me that the "weekly" information is valid. If you pull up the chart of AAPL, you'll see that the WEEKLY high was above 103 (1) time in the past 2 weeks. It was NOT above 103 within the past 2 DAYS. |
| fortyfour 189 posts msg #70762 - Ignore fortyfour modified |
1/17/2009 5:01:14 AM Hello, I am trying to use TRO's format for getting stats on STOCKS FOR SWING TRADING. Using a stochs(5) cross above the 30 line ,and taking the 3 day change "around" this trigger. Then, assigning "return performance" slots in a similar way that the "RUN FOREST, RUN" filter does for day traders .................... However, double counting indicated in the sum column is distorting results. Also, I dont know how to precisely measure the results only "AFTER" the crossover rather than the general 3 day lookback. Ideas?.................. Any fixes, cleanups, improvements for this filter would be appreciated. I want to swing a big dick here.... Cheers. Thanks. TIA. +++++++++++++ SWING DICK, SWING FILTER ########################### /***** measure 3 day gain near stochs x-over*********/ set{swing_up, sum(day change,3)} /***********lookback up to 3 days for a xover****************/ set{setup, count(slow stochastics(5) crossed above 30,3)} SET{5A, COUNT(SWING_UP > 5%, 1)} SET{5_10A, COUNT(SWING_UP > 10%,1)} SET{5%_10%, 5A - 5_10A} SET{10A, COUNT(SWING_UP > 10%, 1)} SET{10_15A, COUNT(SWING_UP > 15%,1)} SET{10%_15%, 10A - 10_15A} SET{15A, COUNT(SWING_UP > 15%, 1)} SET{15_20A, COUNT(SWING_UP > 20%,1)} SET{15%_20%, 15A - 15_20A} SET{20A, COUNT(SWING_UP > 20%, 1)} SET{20_30A, COUNT(SWING_UP > 30%,1)} SET{20%_30%, 20A - 20_30A} SET{30_PLUS, COUNT(SWING_UP > 30%, 1)} /****************logic AND of stochs crossover and a profit gain during and or after this xover.*********************/ set{S5_10, 5%_10% * setup} set{ S5_10_count , count(S5_10 crossed above .5,50) } set{S10_15, 10%_15% * setup} set{ S10_15_count , count(S10_15 crossed above .5,50) } set{S15_20, 15%_20% * setup} set{ S15_20_count , count(S15_20 crossed above .5,50) } set{S20_30, 20%_30% * setup} set{S20_30_count , count(S20_30 crossed above .5,50) } set{S30_PLUS, 30_PLUS * setup} set{S30_PLUS_count , count(S30_PLUS crossed above .5,50) } set{sa, s5_10_count + s10_15_count} set{sb, sa + s15_20_count} set{sc, sb + s20_30_count} set{sum, sc + s30_plus_count} add column sum ADD COLUMN S5_10_COUNT ADD COLUMN S10_15_COUNT ADD COLUMN S15_20_COUNT ADD COLUMN S20_30_COUNT ADD COLUMN S30_PLUS_COUNT DRAW SWING_UP close > 1 avg vol(30) > 1000000 draw slow stochastics(5) draw day change SORT COLUMN 10 DESCENDING |
| chetron 2,817 posts msg #70764 - Ignore chetron modified |
1/17/2009 8:39:36 AM clickable.... |
| ultra5150 15 posts msg #70981 - Ignore ultra5150 |
1/27/2009 2:42:53 AM Just caught up on reading this forum. Did TRO or anyone else verify that the filter on page 1 is still valid since there are some questions about it near the end of the thread? Thanks. |
| TheRumpledOne 6,411 posts msg #71115 - Ignore TheRumpledOne |
1/31/2009 2:14:15 PM What do you mean by "valid"? |
| ultra5150 15 posts msg #71126 - Ignore ultra5150 |
2/2/2009 12:52:05 AM Hi TRO, I don't mean any disrespect by asking that question.... On page 8 of the thread, there was some questions about the count function, and whether the filter is counting the number of weeks correctly, and that the count was counting "days, and not weeks", I am just wondering if the issue has been addressed and/or the filter on page 1 has been updated with the proper usage of the count function. Thank you for your help. |
| TheRumpledOne 6,411 posts msg #71130 - Ignore TheRumpledOne |
2/2/2009 9:48:35 AM I wasn't implying that you were being disrespectful. I just didn't understand the question. I use the filter on page 1. |
| ultra5150 15 posts msg #71135 - Ignore ultra5150 |
2/2/2009 3:55:18 PM Got it TRO !!! You're the Best !!! |
| kmcninvest 43 posts msg #77631 - Ignore kmcninvest |
8/17/2009 9:19:42 PM First off, kudos to TRO. This is a great filer...leveraging statistics. I modified it some thinking that 52 weeks was too long for current strong stocks (thinking stocks must have a cycle of maybe 3 months). I was shooting for the 5% range. I targeted 13 weeks but added look behind of the last 12 weeks (week by week) and 26 and 52 weeks. The last 12 weeks tells me if a stock is starting to lag and new stocks are showing and the 26/52 lets me make a decison on ties. I would appreciate any thoughts on this as I am a newbie. /* TRO STAT SCAN for SWING TRADERS - use only on Saturday and Sunday */ set{whiop, weekly high - weekly open} set{Long_Profit, whiop / weekly open } set{wkProfitPct, 100 * Long_Profit } set{C1A, count(Long_Profit > .04 , 13)} set{C2A, count(Long_Profit > .09, 13)} set{C0010, C1A - C2A} set{D1A, count(Long_Profit > .09 , 13)} set{D2A, count(Long_Profit > .19, 13)} set{D1020, D1A - D2A} set{E1A, count(Long_Profit > .19 , 13)} set{E2A, count(Long_Profit > .29, 13)} set{E2030, E1A - E2A} set{F1A, count(Long_Profit > .29 , 13)} set{F2A, count(Long_Profit > .39, 13)} set{F3040, F1A - F2A} set{G1A, count(Long_Profit > .39 , 13)} set{G2A, count(Long_Profit > .49, 13)} set{G4050, G1A - G2A} set{H1A, count(Long_Profit > .49 , 13)} set{H2A, count(Long_Profit > .99, 13)} set{H5052, H1A - H2A} set{I52, count(Long_Profit > .99 , 13)} set{fivepct1, count(Long_Profit > .05 , 1)} set{fivepct2, count(Long_Profit > .05 , 2)} set{fivepct3, count(Long_Profit > .05 , 3)} set{fivepct4, count(Long_Profit > .05 , 4)} set{fivepct5, count(Long_Profit > .05 , 5)} set{fivepct6, count(Long_Profit > .05 , 6)} set{fivepct7, count(Long_Profit > .05 , 7)} set{fivepct8, count(Long_Profit > .05 , 8)} set{fivepct9, count(Long_Profit > .05 , 9)} set{fivepct10, count(Long_Profit > .05 , 10)} set{fivepct11, count(Long_Profit > .05 , 11)} set{fivepct12, count(Long_Profit > .05 , 12)} set{fivepct, count(Long_Profit > .05 , 13)} set{fivepct26, count(Long_Profit > .05 , 26)} set{fivepct52, count(Long_Profit > .05 , 52)} set{sixpct, count(Long_Profit > .06 , 13)} set{sevenpct, count(Long_Profit > .07 , 13)} set{eightpct, count(Long_Profit > .08 , 13)} set{ninepct, count(Long_Profit > .09 , 13)} set{tenpct, count(Long_Profit > .1 , 13)} set{ziphi, count(whiop equal 0 , 13)} set{ziphix, count(whiop below 0.10 , 1)} set{onepct, count(Long_Profit > .01 , 13)} set{twopct, count(Long_Profit > .02 , 13)} set{halfpct, count(Long_Profit > .005 , 13)} set{qtrpct, count(Long_Profit > .0025 , 13)} add column wkProfitPct add column qtrpct add column halfpct add column onepct add column twopct add column fivepct1 add column fivepct2 add column fivepct3 add column fivepct4 add column fivepct5 add column fivepct6 add column fivepct7 add column fivepct8 add column fivepct9 add column fivepct10 add column fivepct11 add column fivepct12 add column fivepct add column fivepct26 add column fivepct52 add column sixpct add column sevenpct add column eightpct add column ninepct add column tenpct add column ziphi and add column separator and add column I52 {100} and add column separator and add column weekly open {wopen} and add column weekly high {whigh} and add column weekly low {wlow} and add column weekly close {wclose} and add column separator close is above 1 average volume(90) above 500000 draw whiop draw ziphix sort column 22 descending chart-display is weekly date offset is 0 |
| kmcninvest 43 posts msg #77632 - Ignore kmcninvest |
8/17/2009 9:37:25 PM Trying to make clickable |
| StockFetcher Forums · Filter Exchange · TRO CROCK POT - SLOW COOKERS FOR SWING TRADERS | << 1 ... 7 8 9 10 11 ... 26 >>Post Follow-up |
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