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Filter Exchange · Best filter contest.
irishpitbull
msg #99624
3/11/2011 5:12:28 PM

Time to do another one.

(Rules)
Must provide code
Must use back test results for entire year of 2006(12/31/2005-12/31/2006) Tough year.
Must produce over 100 picks.
Must provide backtest criteria.
ROI and win% added to produce winner.



Suggestions?

Filter Exchange · Best filter contest.
irishpitbull
msg #99625
3/11/2011 5:35:27 PM

319 picks, average draw -2.77 Profit stop is 4%
51% win with 28.06% ROI


Fetcher[show stocks where close is between 15 and 60
and average volume(90) > 1000000
and open < ema(21)
and open < ema(8)
and open < ema(4)
and close > ema(21)
and close > ema(4)
and close > ema(8)
and close > open
and close 3 days ago < ema(21)
and close 5 days ago < close 3 days ago
and close 5 days ago < ema(90)
and add column atr(10)
and sort on column 5 ascending
and add column Beta {Beta}
add column macd
market is not etf
volume above volume 1 day ago
draw resistance(45,15,2)
draw resistance(65,10)
draw support(65,10,1)
draw support(45,15,2)
and beta above 1
]



Filter Exchange · Best filter contest.
irishpitbull
msg #100211
4/12/2011 4:49:02 PM

Thank you. I have worked pretty hard on an taking this idea and improving it. I use it everyday. It is a very pain free and profitable way to trade. I also have a short version. For timing, I use a 9 day normalized slope.

Spy Uptrend
Fetcher[9 day normalized slope of close is above 0.10
add column 9 day normalized slope of close
symlist(spy)
]




SPY downtrend
Fetcher[9 day normalized slope of close is below -0.10
add column 9 day normalized slope of close
add column slope of the MA(9)
symlist(spy)
]





Filter Exchange · bollinger band breakout
irishpitbull
msg #101537
7/9/2011 2:14:38 PM

Fetcher[show stocks where the Bollinger width(15) is < 0.03 and draw Bollinger(15, 2)
show stocks where close is between 10 and 60
and average volume(90) > 500000
and beta above 1
and add column Beta {Beta}
and stock is optionable
market is not etf
]



General Discussion · Can you run Stockfetcher on an Apple iPad?
irishpitbull
msg #100372
modified
4/22/2011 5:27:22 PM

I have not been able to no.

Filter Exchange · EMA Crossover
irishpitbull
msg #145541
12/11/2018 2:17:30 PM

ema(5) crossed above ema(50)
price is greater than 20
Average Volume(30) is greater than 500000
MACD Fast Line(12,26,9) is above MACD Slow Line(12,26,9)
volume is above Average Volume(30)
volume is above Average Volume(50)
add column rsi(14)
draw rsi(14)
rsi(14) is below 60
add column rsi(14)
open is below close
close is above high 1 day ago
draw ema(9)
draw Upper Bollinger Band(15,2)
close is greater than high 1 day ago
close is greater than high 2 days ago
close is greater than high 3 days ago
close is greater than high 4 days ago
close is greater than high 5 days ago
close is above ema(65)
day change is greater than 1
ema(9) is above ma(20)
ema(26) is above ma(200)
ema(65) IS ABOVE MA(200)

Filter Exchange · EMA Crossover scan
irishpitbull
msg #97957
modified
12/11/2010 12:45:20 PM

I'm sure some one has done this before but just wanted to share an simple winning scan.

Fetcher[ show stocks where close is between 10 and 50
and average volume(90) > 500000
and open < ema(21)
and open < ema(8)
and open < ema(4)
and close > ema(21)
and close > ema(4)
and close > ema(8)
and close > open
and close 3 days ago < ema(21)
and close 5 days ago < close 3 days ago
and close 5 days ago < ema(90)
and add column atr(10)
and sort on column 5 ascending
and MACD Fast Line(12,26,9) is above the MACD Slow Line(12,26,9)
draw resistance(45,15,2)
draw resistance(65,10)
draw support(65,10,1)
draw support(45,15,2)
add column slope of EMA(90)
add column slope of weekly MA(9)
and Slow Stochastic(10) Fast %K is below 75
and beta above 1
and add column Beta {Beta}
]


Buy it before close as long as the price is still above the upper moving average. I set my stops below the buy days low.


Name Created Start
Date End
Date Win(%) Lose(%) W/L
Ratio Reward/
Risk ROI(%) Options
Cross daily 12/8/2010 10/1/2010 12/8/2010 84% 16% 5.40:1 7.01 209.58%

Filter Exchange · EMA Crossover scan
irishpitbull
msg #98014
12/15/2010 6:21:24 PM

Yes that blog is amazing, I took her idea and improved it a tiny bit.

During the same time frame I was able to acquire a 84% win rate with max draw down of under 1.5%.

Marlyn's filter had 67% win rate with max draw down of 2.5%.

Either way you look at it both filter are pretty amazing.


Filter Exchange · EMA Crossover scan
irishpitbull
msg #98017
12/15/2010 10:55:59 PM

I took a "sideways" period from 12/29/06 thru 3/30/2007. The SPY's ROI was -1% this scan was + 23% ROI

Win percent was 51% but 28% trades were left open. Meaning there weren't stopped for profit or loss. Reviewing the open positions, I noticed most were low beta. So you would want to be higher beta stocks during sideways action.

max drawdown avg was -2.63
Max profit 3.02

I have been using the 5%KD3 %D5 stochastic for short term trades. For longer you could use MACD histogram.

But this is not the scan I would use during a flat period, I would use more of swing trading scan. This one I used the same flat period as above. The Spy ROI was -1 this was +70%. Max drawdown -2.45% Mas avg profit was 4.13%. Win 58%. For trading this scan, I would use 3% stop and buying the stock at the end of the day. Exiting the trade, I would use the 5%KD3 %D5 cross as my exit or % profit with a trailing stop. Here is the scan.

Fetcher[Williams %R(14) is below -80 and Williams %R is rising the last 1 day
and daily volume is above 1000000 and price is above 4
and RSI(14) is below 40
and MFI(14) is rising the last 1 day
and RSI(14) is rising the last 1 day
and add column Beta {Beta}
volume < volume 1 day ago

]



Filter Exchange · EMA Crossover scan
irishpitbull
msg #98027
modified
12/16/2010 9:04:49 AM

Lou that is awesome. Did you use it on the crossover scan or swing scan?

Could explain how to use the regression exit?

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