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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 · 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 #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 · EMA Crossover scan
irishpitbull
msg #99059
2/12/2011 10:46:10 AM

Stan,

I started using this at the beginning of the year, there is a MACD confirmation included in it. The filter is kinda tight, but is 100% for the year with a +300% ROI. I buy big "lots" of stock so this filter is perfect for me.

For back testing I use a 3% stop loss and 4% profit stop.


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
and MACD Fast Line(12,26,9) is above the MACD Slow Line(12,26,9)
]




Filter Exchange · My swing short filter
irishpitbull
msg #98681
modified
1/20/2011 11:00:36 PM

Fetcher[show stocks where close is between 15 and 50
and slow Stochastic(5) Fast %K crosses above 20 0 day ago
volume above volume 1 day ago
add column 10 day slope of MA(10)
draw resistance(45,15,2)
draw resistance(65,10)
draw support(65,10,1)
draw support(45,15,2)
and average volume(90) > 1000000
and MACD Fast Line(12,26,9) is above the MACD Slow Line(12,26,9)
market is not etf
and KVO is above Average KVO(13)
]



I use the MACD as the trigger. If the divergence is trending down, I pass on trade. If the MACD is flat I'll look to RSI for entry. If RSI is 2 days up ill take it. If MACD is tending up thats the good stuff.



Filter Exchange · My swing short filter
irishpitbull
msg #98657
1/19/2011 6:00:47 PM


Fetcher[show stocks where close is between 15 and 50
and slow Stochastic(5) Fast %K crosses below 75 0 day ago
volume above volume 1 day ago
add column 10 day slope of MA(10)
draw resistance(45,15,2)
draw resistance(65,10)
draw support(65,10,1)
draw support(45,15,2)
and average volume(90) > 1000000
and MACD Fast Line(12,26,9) is below the MACD Slow Line(12,26,9)
market is not etf
and slope of MA (10) is < 0
]



Set stop at recent high and take profits when the slow sto crosses back down.

Filter Exchange · EMA Crossover scan
irishpitbull
msg #98192
12/24/2010 5:52:57 PM

I updated the scan with the new beta info. It back tested much better that before. The newest filter is in the 1st post.

There were 17 total stocks entered. Of those, 15 or 88.24% were complete and 2 or 11.76% were open.
Of the 15 completed trades, 13 trades or 86.67%resulted in a net gain.
Your average net change for completed trades was: 3.08%.
The average draw down of your approach was: -1.59%.
The average max profit of your approach was: 4.85%
The Reward/Risk ratio for this approach is: 7.63
Annualized Return on Investment (ROI): 278.03%, the ROI of ^SPX was: 38.97%.

Filter Exchange · EMA Crossover scan
irishpitbull
msg #98158
12/22/2010 2:42:48 PM

For swing trading, I have found that low ATR and Higher beta (Over 1) have been working pretty well. Also higher volume stocks out pace the lower volume. The sweet spot for profits is 5-10 days out from your buy point.

Also stocks that have a high percentage move have done better than lower.

Filter Exchange · EMA Crossover scan
irishpitbull
msg #98116
12/19/2010 4:20:16 PM

I don't see anything different with this filter? It's the same as the one I posted.

Filter Exchange · Money Flow
irishpitbull
msg #98058
12/17/2010 11:43:47 AM

The filter is to long.

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