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Filter Exchange · Telling the Future...
heyen
msg #43955
5/20/2006 8:52:57 PM

Shelupinin, i might not understand your intention. The "precaution" screen just checks for the statistic occurence in stocks that go up, 1 day before the qqqq goes up or go down, 1 day before the qqqq goes down. The idea was to have an idea in which direction the market will go tomorrow. Just an idea out of curiosity. And i was surprised to find stocks beeing 1 day ahead about 70% of the time. So i dont see advantage of finding stocks equalling that statistic value of the qqqq. I'd rather search for an outstanding deviation way above the average and assume the future from the past.

Now if you really want to see how often the qqqq foretells itself just add:
precaution equal ind(qqqq,precaution)

Fetcher[
market is nasdaq
set{c1,count(day change 1 day ago above 0,1) + count(ind(qqqq,day change) above 0,1)}
set{c2,count(day change 1 day ago below 0,1) + count(ind(qqqq,day change) below 0,1)}
set{precaution,count(max(c1,c2) equal 2,100)}
volume above 5000
and add column precaution
sort by column 5 descending
precaution equal ind(qqqq,precaution)
]



another interesting screen:

Fetcher[
market is nasdaq
set{c1,count(day change 1 day ago above 0,1) + count(ind(qqqq,day change) above 0,1)}
set{c2,count(day change 1 day ago below 0,1) + count(ind(qqqq,day change) below 0,1)}
set{precaution,count(max(c1,c2) equal 2,100)}
volume above 5000
and add column precaution
sort by column 5 descending
date offset 05/18/2006
precaution above 65
]



1 day before the market gained ground again, the top 5 outnumbered 3-to-2 gainers over lossers....


General Discussion · Reverse Lookup
heyen
msg #43952
5/20/2006 6:16:14 PM

create a watchlist and start your filter with

apply to watchlist(....)

.... is where the name of your watchlist goes


Filter Exchange · Who really wants to find the next NTRI?
heyen
msg #43941
5/20/2006 9:43:29 AM

The strongest stocks (= highest gain in shortest time) fell like rocks all together, cause big boys were pulling their money out.
(Profit taking due to trend reversal)

I'd say that proofs that the filter is pretty right.
Hadn't the overall trend changed, they might had kept going up...... and up....


Filter Exchange · RSI(2) < 1 on QQQQ. What happened
heyen
msg #43900
modified
5/19/2006 3:24:15 PM

TRO, of course, you are right. You want to go long with a positive trend.
But i never understood the "wait for green" as a market perspective.
If you apply wait for green to the overall market performance, than yes
for goodness sake! you are d**n right.

I have a friend that trades the trend almost like that. If the index goes up,
buy whatever you can get for cheap. If the index holds or turns, throw it away
as quick as possible. No fancy filter, no stock related TA.
He only makes sure there are no earning announcements ahead for 10 days.

Funny, huh? And he makes money with it.
And the best: you profit from diversification and a large available volume.

I mean, take my filter, take out the qqqq-close above its ma(5) and see how
many stocks you can grab to go!


Filter Exchange · RSI(2) < 1 on QQQQ. What happened
heyen
msg #43885
5/19/2006 4:57:50 AM

Thats the point, the market tells the direction!
Would anyone trade a stock accoring to some other stocks technicals/fundamentals?
You should!

Exit #1: ind(qqqq,ma(4)) decreasing 1 day
Exit #2: ind(qqqq,close) below ind(qqqq,ma(4))
Maximum Trades / day: 5
Maximum Trades total: 5


Almost no TA stockwise, just Market trend!



Approach Information
Approach Name: Follow the QQQQ
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
ind(qqqq,close) above ind(qqqq,ma(4))
set{m1,count(market is nasdaq,1)+count(market is nyse,1)}
set{m2,count(market is amex,1)+m1}
m2 above 0
close between 1 and 3
avgvol(90) above 250000
rsi(2) below 35
draw ma(5)

Trade Statistics
There were 465 total stocks entered. Of those, 465 or 100.00% were complete and or 0.00% were open.
Of the 465 completed trades, 223 trades or 47.96%resulted in a net gain.
Your average net change for completed trades was: 2.08%.
The average draw down of your approach was: -4.35%.
The average max profit of your approach was: 7.19%
The Reward/Risk ratio for this approach is: 2.24
Annualized Return on Investment (ROI): 176.88%, the ROI of ^SPX was: 6.12%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (200 days) 0 times or 0.00% of the time.
An exit trigger was executed 465 times or 100.00% of the time.

Statistics By Holding Period
 Completed1 day chg2 day chg3 day chg4 day chg5 day chg
Winners:223225213224233228
Losers:205188210205212215
Win/Loss Ratio:1.09:11.20:11.01:11.09:11.10:11.06:1
Net Change:2.08%0.39%0.81%1.17%1.23%1.30%

Statistics By Variable: Match Price
 <0.8<1<1.2<1.4<1.6<1.8<2<2.2<2.4<2.6
Completed-19:21143:13049:424:74:32:11:01:00:1
1 day chg0:117:20139:12355:346:63:32:11:01:01:0
2 day chg0:115:25135:13152:412:74:42:11:01:01:0
3 day chg0:120:21138:13253:375:84:42:11:01:00:1
4 day chg0:120:22151:12853:443:103:51:2-1:01:0
5 day chg0:123:21152:13044:474:83:41:20:11:00:1

Statistics By Variable: Average Volume
 <4.0M<8.0M<12.0M<16.0M<20.0M<24.0M<28.0M<32.0M<36.0M<40.0M
Completed211:1918:63:8------1:0
1 day chg214:1738:62:9------1:0
2 day chg202:1967:64:7------0:1
3 day chg211:1919:63:8------1:0
4 day chg216:20211:45:6------1:0
5 day chg212:20512:33:7------1:0



Filter Exchange · RSI(2) < 1 on QQQQ. What happened
heyen
msg #43874
5/18/2006 6:59:26 PM

how often & how long has the qqqq's rsi(2) been below 1 lately?
anyone know? we are writing history!


General Discussion · Insider Buying
heyen
msg #43873
5/18/2006 6:57:50 PM

The other one i have on screen is AMM.

Typical bottom out chart....
Insider buying, first signs of reversing to profitability.

Might not be dead yet....


General Discussion · Insider Buying
heyen
msg #43858
5/18/2006 4:20:17 PM

i'm not talking about a swing trade, i'm rather curious, where it will be in say 3 to 6 months


General Discussion · Insider Buying
heyen
msg #43843
5/18/2006 11:00:25 AM


Company is trading in channel around $1 for 6 months now.
Company has been restructured.
Insider Buying going on.
Institutions still holding stakes.

Speculation or worth to buy?

( BJCT )


Filter Exchange · Filter to find gradual uptrend
heyen
msg #43839
5/18/2006 8:45:47 AM

Fetcher[
EMA(26) increasing the past 40 days
]




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