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Filter Exchange · /* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */ set{T10, count(...
hrosas
msg #48689
12/17/2006 7:03:35 PM

TRO:
Some time ago you wrote this complex filter (very good indeed!). On the chart you show a TREND 111. How do you filter stocks by two parameters only:
1) When the TREND moves to 100 (or leaves 0)
2) When the TREND moves to 0 (or leaves 100)

I noticed that (generally) when the line (TREND) is on the upper level the stocks are trending up.
thank you
Hugo


Filter Exchange · /* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */ set{T10, count(...
hrosas
msg #48692
12/17/2006 8:04:11 PM

TRO:
Thank you! But this one is even more complex.
Let me refrase: on the following filter:
/* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E1326b,days(ema(13) above ema(26),100)}
set{E1326b1, count(E1326b above -1 , 1)}
set{E1326b2, E1326b * E1326b1}
set{E1326a,days(ema(13) below ema(26),100)}
set{E1326a1, count(E1326a above -1 , 1)}
set{E1326a2, E1326a * E1326a1}

set{E13xE26, E1326a2 - E1326b2}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}


TREND EQUAL 111
E13XE26 ABOVE 0

CLOSE ABOVE 10

VOLUME ABOVE 1000000

ADD COLUMN RSI(2)
ADD COLUMN TREND
ADD COLUMN E13XE26
ADD COLUMN CXE5 {C_x_E5}

ADD COLUMN CXC {C_x_C}

ADD COLUMN VOLPCT {V% chg}
ADD COLUMN VOLCNT {V u/d}

SORT COLUMN 10 DESCENDING

You show a trend --- on a straight line on the upper or lower side. I would like to filter ONLY when the line changes from the low to the up side and viceversa.
Thank you!
Hugo


General Discussion · Anyone have strategies for grinding an account over PDT limit?
hrosas
msg #49316
1/16/2007 9:17:56 PM

juha:
is not Genesis the same as SOGO Invest?
Few months ago I opened an account at SOGO and I did not use it because they enforce the PDT rule. Can you elaborate?
Best! HR


Filter Exchange · Can anyone improve this sweetie?
hrosas
msg #35746
4/26/2005 12:08:10 AM

Marine2, wherever you are:
Thank you for sharing your filter.It is a good one and one more armor for the trading arena. I made some changes not to improve it but to adjust it to my criteria. It is shown below. Today 04/25/05 after the close gave 4 selections. I will be (stop) buying LVS tomorrow. If it moves up I will be in. Once again, THANK YOU!
Hugo

linear regression(10) slope reached a new 3 month low
and slow stochastic %D is below 25
and day change % is below 2.0
and day change % is above 0
and macd(12,26) is below -1
and draw lower bollinger(14)
and Average Volume(90) is above 100000
and close is between 2 and 100
and chart-size is large
and chart-type is candlestick



General Discussion · chart peoples !
hrosas
msg #37037
7/24/2005 3:10:00 AM

cdrudek:
You brought a good subject: Google. You will be right, one of these days it will "implode", whatever it means. But not too soon.
This is my subjective point of view and very bias on the long side. I own 100 shares and very seldom I hold stocks. On 30 years of trading most of my winnings came from the short side. With Google I started PUT CREDIT SPREADS every month since the middle of January when it was about 175. Puts spreads way out of the money generally give about $200 to $300 credit, ten of those is about two to three thousand dollars every month.
Here are some of the reasons, cdrudek:
-Google will not follow any study, be MACD, Bollinger, etc. the other way around: the studies will follow Google and one way to make money will be buying or selling when the stock hits those boundaries. I day trade another 100 shares on Google on the 5 minutes charts using CCI(14) only from the long side: buying when the CCI(14) go from -100 to above -100. Exit a) reversal to below -100 b) reversal to below 0 c) or reversal from over +100 to below +100 whichever happens first. Usually 2 to 4 trades per day. I get tired easily.
Why so stubornly bullish on Googgle:
-Bullish weekly charts, just keep going up
-the believe that the two genius founders will not split shares (they are trying to immitate Buffets's Berkshire) we may see $ 4000 and above share prices in our lifetime.
-now funded rumors that Google will be include on the S&P 500 and it could happen any time, that day and afterwards Google will leap.
-Experts are saying that Google will dominate the whole internet like Microsoft cornered the PC market. Growth earnings, higher stock prices.

P.S. I touched on the Credit Spreads not for arrogance but to give back something to all these members that keep posting wonderful filters, and to all those that hold a job for a living and are unable to sit at the computer during market hours and to those that daytrade like me but are getting tired of looking at the screen for so many hours. Put credit Spreads on stocks with solid up momentum bring steady flow of income. specially with Google where options premiums are very high. This is a position that you take once a month and watch once a day after market closes.
I use Trade Station that charges $2 per spread. So far all expired worthless and saved the closing commission.
My apologies for exceeding the time on this forum.
HR


General Discussion · chart peoples !
hrosas
msg #37051
7/24/2005 11:35:56 PM

cdrudek:
When I refer to studies I mean DAILY time frame. I get buy and sell signals very often but the stock keeps moving up. I built a library of 72 filters that I copied and adapted from fellow members and Google is laughing at most of them. I gave up and became very bias toward the up side. It is paying off very well. But like you said Google will implode and at that time will take some losses. In my case it will be double hit: I keep overnight 100 shares since the middle 170's. I keep 10 vertical credit put spreads (way out of the money)So on any severe drop it will take away a good chunk of realized and paper profits.
Additionally, I trade every day couple of times another 100 shares from the long side only, using the CCI(14). Flat overnigh on this 100. On the 100 long shares the brokerage house uses the FIFO rule (First In - First Out) so my cost is the next to the las buy.
Every body has divided opinions on any stock since for every buyer has to be a seller, but personally I will not be a seller or short on Google. Besides the funded rumor that Google will be included on the S&P has to be viewed as a powerful incentive on the long side. These to boy geniuses founders are hiring the most brilliant minds on earth. They are going places. I missed Dell, Starbucks, Microsoft, Ebay... etc. I will hold on to this one. I know I'm doing the wrong thing rationalizing in order to hold long positions. That's why I'm still trading instead of visiting the beaches of the world.
Again my apologies for taking so much time from this forum.
So long...cdruker


General Discussion · chart peoples !
hrosas
msg #37083
7/26/2005 7:48:59 PM

maxreturn:
More than glad. Easy to do, hard to explain. I will take some time tonight PST (California time). HR


General Discussion · chart peoples !
hrosas
msg #37085
7/26/2005 9:33:42 PM

maxreturn:
Straight answer before I become repetitive:
1) How far out of the money: with Google at least $30 below the current price. Others like BBBY, EBAY, MMM etc. the first out of the money.
2) How far time wise: 30 days or less on Monday, Tuesday or the first week after the previous expiration the 3rd Friday of the month (Expiration) where premiums still high.
3) Strike apart: One level, $5 on sotcks under $100. With Google $ 10
On May I sold 240/230, June 280/270, now in July 270/260 with credit (income) of $2100, $4000, and $2400 for July for 10 contracts each. Even if I was forced to close the spread today I could buy it for only $500and keep the other $1900.00 (GOU TN / GOU TL, .90/.40)
In general (personal opinion), vertical credit spreads whether Puts or Calls have limited potential profits and the risk is greater than the potential income, but the risk is limited too. However the probabilities are superb: if the stock is droping and you write the vertical Call spread you have 2 out of 3 chances of making money, one if the stock does not move that much, two if it keeps dropping. Viceversa with the Puts if the stock is moving up.
Remember that with out of the money options people are paying for time, speculation, hope, for calendar vs. trading days, etc. Sometimes we get nasty surprises like July 7 with the London bombing, MMM dropped $2 to $3 immediately and I was getting $1 with $4 risk. It reversed and finally was all right, but those things happen. Besides I balance positions with stocks that are moving down and up. Over all it is a good source of steady income.
Commissions will make a severe dent if you use OptionsXpress or any other discount brokerage house that charge high minimums. I pay $2 per spread with Trade Station and MBTrading. MBtrading I had to do it manually and it is a hassle. Trade Station charges $ 99.95 a month for the use of the platform but you click on the spread itself rather than negotiating two sides. It is very easy and fast.
Final tought, I never, never write naked puts or calls. Many years ago when I was a Broker for a major House, a colleague of mine accumulated over $ 1 million in profits in less than 5 years,writing NAKED way out of the money Puts and Calls on two issues only: OEX and IBM, and then on the CRASH of October 17, 1987 (THU, FRI and that Monday) he lost over $ 1.7 million. That week he emptied his desk and went out to file for Protection. He earned the 1/16 on his calls but his 1/16 puts became $40, $50, $60 Puts. Since then I can not understand why anybody will recommend or write straight naked options.
HR



General Discussion · chart peoples !
hrosas
msg #37086
7/26/2005 9:50:07 PM

maxreturn: Sorry I missed the timing tool(s): mostly daily CCI(14) over 0 and/or Aroon(25) Oscillator crossing above 0. I will start looking closely if Aroon UP(25) crosses below 70. And sometimes emotional attachement to the up or downside moves. HR


General Discussion · DOW 28, DJIA 28
hrosas
msg #49035
1/8/2007 1:01:18 AM

When filtering for DOW 30 or DJIA we get 28 Symbols.
How can we add the missing ones: JPM and DIS?
I will appreciate your help.
HR


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