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Filter Exchange · Bargain stocks during market crash
calhawk01
msg #126855
1/21/2016 4:45:31 PM

Hi

Any ideas on how we can take advantage of the current market depreciation? Any good filters out there?

General Discussion · Finding trades for pairtrading
calhawk01
msg #124661
8/14/2015 2:48:00 PM

Can someone help build a spread trading/pair trading filter? For example: both pairs are correlated, co-integrated, good volume. spread is expanding

Filter Exchange · Stocks that trend
calhawk01
msg #119118
4/15/2014 10:02:52 AM

anyone?

Filter Exchange · Stocks that trend
calhawk01
msg #119097
4/14/2014 10:22:05 AM

Hi All-

I'm working on a strategy that requires stocks to trend intraday.

Any ideas on how to create a filter for this? I'm trying to screen for stocks that trend intraday. For example, once the stock decides to go up.. it continues to go up all day.. or if it goes down.. it goes down all day.

I'm not sure this is possible to create in stock fetcher? Since stock fetcher does not support tick data. BUt it would be great if we can think of a way to use EOD bars to screen for this. Any ideas?

Filter Exchange · Need Some Help! Need Stocks That Move Slow!
calhawk01
msg #113527
5/17/2013 9:22:50 PM

Hi, I need some ideas on developing a screener that will help me compile stocks that move slow. They can be volatile but not have lots of velocity. They can have huge daily ranges, but should not move extremely quick. They also need to be highly liquid



Example of NOT what i'm looking for: AAPL, GOOG

Example of what I'm looking for:

XLF


Any ideas?

small deviation between the average 1 min bar of each high/low candle for months?

Filter Exchange · NAV screener?
calhawk01
msg #105703
3/27/2012 5:54:24 PM

NAV = (Market Value of All Securities Held by Fund + Cash and Equivalent Holdings - Fund Liabilities) / Total Fund Shares Outstanding

Any ideas?

Filter Exchange · Entry date statistics
calhawk01
msg #102261
modified
8/14/2011 5:07:43 PM

Wait a minute, "close" doesnt work for advanced setting either. So what does work for this advanced feature // without causing any data problems?

Filter Exchange · Entry date statistics
calhawk01
msg #102260
modified
8/14/2011 5:03:28 PM

@stockfetcher

So you're saying that since my "Advanced" entry setting says, "close 1 day ago." SF will not be able to enter a limit order at yesterday closing price, and see if it is hit or not? Forget the gain/loss being not correct. How can SF enter at "close one day ago" and not be able to exit properly in the future time. For example:

RVBD
Trigger:7/29/2011
Entry:28.63
Exitdate:8/1/2011
Exit:29.58
HPR: 0

In reality:
-->The stock gaped up on the 8/1/2011 = 29.58. My limit order being at "close one day ago was at, "28.63."
-->SF entered my trade around 10AM, and then sold it at days high that was made at 9:30AM!
------------------------------------

So basically, you're saying the only way to fix this "data" problem is to, not mess with the feature, "ADVANCED" setting in backtesting? Or only use the two supported "Advanced settings", "close", or "open?"


Filter Exchange · Entry date statistics
calhawk01
msg #102259
8/14/2011 4:06:56 PM

My holding period setting on backtesting is 1 day, and even for 1 day, i have many errors. I'm not sure for > 1 day HPR. But thats should not matter. Their systems should be able to work for everything. This is insane. For example, If my entry is, "close yesterday" (trigger day close), their system will actually buy it at that price the next day, BUT if the stock had originally gapped up, and then had a sell off toward the yesterday closing price (my entry), after my entry, their system actually sells it at closing price (gapped up price), THATS GOING BACK IN TIME!

Filter Exchange · Entry date statistics
calhawk01
msg #102256
8/14/2011 2:10:12 PM

And you just have to LOVE the response from this community regarding this. THIS MEAN THAT ALL YOUR 10000000000000%%%%% ROI giver filters with 100%%%% WIN RATIO, ARE NOT RAN AGAINST CREDIBLE DATA................ YOU guys maybe just maybe want to check your DATA

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