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General Discussion · BottomLineStocks
dangreene
msg #31880
4/26/2004 1:00:59 PM

txtrapper,

That's what I thought.

It seems very similar to a scan on the "Bollinger Squeeze" thread that was started by 'yepher' on 4/11/2004.

So then, mika, who is a member of your yahoo club comes over here and finds a scan, then posts it at your "by invitation only" yahoo club, but HE doesn't post it here for some reason even though he does contribute here occasionally.

Whereas you decide to bring it back here to help us out. COOL.

Yeah, yeah, I know. It's different. Price range, volume, blah, blah.

dan greene


General Discussion · BottomLineStocks
dangreene
msg #31833
4/22/2004 7:36:26 AM

Anyone interested in breakout hourly volume should check this out.

http://www.greatstockpicks.net/pastperf.htm

dan greene


General Discussion · BottomLineStocks
dangreene
msg #31815
4/21/2004 8:29:09 AM

tstrapper,

I have tried several searches and am unable to locate mika's original post pertaining to this squeeze filter.

Will you furnish the date and thread where this was first posted.

Thanks

dan greene


Filter Exchange · Bollinger Squeeze
dangreene
msg #31744
4/14/2004 6:34:40 PM

Yepher,

You said,

"I realized last night that I did not mean to say "Linear Regression" of lows on oscillator but the slope of the lows on the oscillator to help judge direction. Sorry if that caused any confusion."

I tried adding "slope of slow stochastic(39,3) above 0" to the scan but too often the stoch had already turned down yet satisfied the condition and I find it unproductive to enter a trade when the stoch(39,3) is turning down.

dan greene



Filter Exchange · Bollinger Squeeze
dangreene
msg #31739
4/14/2004 4:24:11 PM

yepher & cegis,

Here is an extreme example of the slow stochastic(39,3).

Notice how it remained at a high level on the following stock.

http://stockcharts.com/def/servlet/SC.web?c=HIET,uu[h,a]daclyiay[db][pi!d20,2!f][vc60][iUh39,3!Ul14]&pref=G

HIET showed up on my version of the BOL BAND Squeeze scan for Thursday April 1, 2004.

See how HIET traded in a narrow channel from Feb 2 until Mar 4 & Mar 5, at which time Stoch(39,3) bumped up a notch along with a bump up in a 14 day +DI & ADX.

Then after hitting a high on Mar 15 it traded in a channel again until the BB squeeze on Apr 2. Once again the Stoch(39,3) bumped up along with the +DI(14) on Mar 6.

Here is my version of the scan:

Fetcher[
Show stocks where market is nasdaq
and set{top,upper bollinger(20)}
set{bottom, lower bollinger(20)}
set{squeeze, top - bottom / ma(20)}
AND squeeze is between .05 and .20
and average volume(30) is above 150000
and Slow Stochastic(39,3) Fast %K is above 50
and close is above 1
and add column squeeze
and sort column 5 ascending
and days offset is 0
]



If you guys feel it has merit maybe you can find a better way to incorporate the Stoch(39,3) into the BBSqueeze scan, or maybe even develop a new scan to find channeling stocks where the Stoch(39,3) remains at a high level.

It also seems that RSI(2) could be an important indicator if it reads ZERO a day or two before the squeeze date or on the squeeze date. I am going to continue to check on this.

dan greene




Filter Exchange · Bollinger Squeeze
dangreene
msg #31733
4/14/2004 10:51:21 AM

yepher,

After looking at your scan more closely I would also like to suggest that you
consider eliminating "AND close near upper bollinger(20)_".

My reasoning is that first of all it limits the number hits you get back and
secondly, when the bands have contracted to this extent just how relevant is
this requirement?

You said,
"The oscilator that I hope to use is one with a lot of smothing and not suseptible to hiccups"

For what it's worth, I use slow stochastic(39,3) and wait for fast %K to cross above 50 as an indicator of strength and likely direction. Once on a watch list I then like to see a positive DMI crossover.

At first blush it seems that this scan will do well when the market is trending up. Check a chart for the nasdaq-100 and run your scan with a days
offset to give you results for Tuesday March 23, 2004 as an example.

Cegis, glad to see your input here. It takes me a while to digest some of your code but I end up seeing the value in it.

Hope we can all continue to contribute and come up with a productive scan.

dan greene









Filter Exchange · Bollinger Squeeze
dangreene
msg #31697
4/12/2004 7:27:07 PM

yepher,

I would suggest scanning for a specific value for the "squeeze" rather than looking for a new 6 month low. VIZ: set squeeze, top - bottom / ma(20)} AND squeeze is below .20

My thinking is that there could be a couple of squeezes in a 6 month period and todays value might be .14 while the previous values might be .13 or less.
With a value this low, who is to say that the most current squeeze might not turn out to be the most profitable?

Thanks for sharing your scan as I think it has a lot of potential.

dangreene



Filter Exchange · Volume surge on institutional quality stocks
dangreene
msg #31164
2/21/2004 8:23:06 PM

a52wkhi

I want to acknowledge your efforts and thank you for posting your scans. They both fit my style of trading and provide me with an awesome watch list as they flow into great entry points using my favorite indicators.

Well done.




General Discussion · Hot Stocks for Tomorrow!
dangreene
msg #30796
1/24/2004 12:16:45 PM

petrolpeter: See your post of 1/15/2004 1:11:19 pm Under - Hot stocks for tomorrow
txtrapper: See your post of 1/16/2004 1:21:55 am Under - Hot stocks for tomorrow

Thank you both for your posts concerning bollinger band squeezes.

FWIW here is my contribution.

My scan is set up to limit the number of hits, as you can see, by the narrow price range and the volume requirement plus I tend to trade nasdaq. Of course, change these as you see fit.

However, no matter the number of hits returned, you can quickly pick the strongest possibilities, IMHO, as follows.

1. Ignore stocks that are "flat lining" such as BNBN ONTC & SATH

2. Eliminate stocks where the RSI(14) is trending down.

3. Eliminate stocks where +DI(14) and ADX are trending down.

4. SELECT those stocks where +DI(14) is above -DI(14) and ADX is rising and RSI(14) should also be rising.

Fetcher[show stocks where the Bollinger width(20) is between 0 and 0.20 for the last 4 days lag 1 day
and RSI(14) is above 60
and market is nasdaq
and average volume(60) is above 150000 and volume is above 150000
and close is between 1 and 5
and sort column 2 ascending
and days offset is 0
]



Take a look at this scan with a 5, 6, 7 and 8 day offset.

Also note that some stocks that don't 'qualify' per selection rules above may be worth putting on a short term watch list until the indicators mentioned turn positive.

Comments welcome.

dan g


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