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General Discussion · WHAT ARE YOU TRYING TO DO?
jimhbutton
msg #66924
9/3/2008 9:07:39 AM

TRO,

I already posted it on another thread.

It's undergoing peer review to determine if the 100+ day figures are accurate.








General Discussion · WHAT ARE YOU TRYING TO DO?
jimhbutton
msg #66906
modified
9/2/2008 8:03:05 PM

Using TRO's filters I Run-Pullback or Drop-Bounce based upon the statistical tendency of each stock to do so over different periods of time ranging from the previous day to 450 days ago (i.e., 90 trading weeks). The Market tells me how to trade each day; I don't have to force it to fit my preconceived ideas or wrongly-directioned trades. If it's a Bull Market I Run-Pullback; if it's a Bear Market I Drop-Bounce. Staying in the flow of the prevailing tide cuts down on drownings and foundering.

General Discussion · Debug Issue with: "Warning: period length exceeded."
jimhbutton
msg #66900
modified
9/2/2008 4:27:32 PM

Hi TRO,

Thanks for the original ideas surrounding your Run-Pullback & Drop-Bounce filters. Personally, I think they're brilliant.

I was in the middle of trading today and hit a glitch with my filter (which is nothing but your Run idea modified to fit my personality and trading style but titled to conform to my table of index). I was freaking out and didn't have time to give credit to whom credit is due; my money was on the line, my heart was in my throat, I was thinking "what the hell else did I screw up in my programming", and "are the stats that I entered the trade with flawed"?

Chetron graciously debugged my programming and in the meantime got me thinking about the whole 100-day count limit thing.

Thanks a million TRO for giving me the tools to fill my toolbox. You literally are the one who has made me a trader with the generous sharing of your secrets.

jhb2

P.S. You can call me "TRO jr." or "son of TRO" if you want.



General Discussion · Debug Issue with: "Warning: period length exceeded."
jimhbutton
msg #66894
modified
9/2/2008 2:38:16 PM

Chet, Tro, Niko, et al:

Chetron do you know which one of your revisions gives ACCURATE results beyond the typical 100 days?

Running all three revised scans for WNR I received three different sets of answers for the 100+ day columns:

C-R450: 9.46 9.65 9.62

C-R275: 9.70 9.96 9.55

O-R275: 9.92 10.15 9.80

O-R450: 9.69 9.91 9.87

In my original filter at the beginning of this thread DIFFERENT results are retrieved for every cma(xxx, yyy) count where the yyy amounts range from 101 through 450 days. After 450 days the results were redundant, leading one (erroneously?) to believe that the amounts up to then were ACCURATE. If in my original filter they are not accurate then just what do my 101 - 450 day results reflect? Has anyone validated the ACCURACY of the 100+ day figures in any 100+ day system of computation, mine included?

The reason I ask this is because in the following link posted on July 15, 2003 @

http://forums.stockfetcher.com/sfforums/?q=view&fid=1004&tid=27374&qrid=&isiframe=

StockFetcher.com stated:

"count(screening phrase , period)

"Current Limitations:

"You can only include a single screen within the count(...) text. That is, you can't include filters which have been joined with "and" inside of the count(...) text.

"THERE IS A LIMIT OF 100 DAYS for accumulating the counts. This restriction is based on performance and HOPEFULLY WE WILL BE ABLE TO INCREASE THAT VALUE."

My question, five years later: Was StockFetcher "able to increase that value"? And has anyone verified it since 2003? Before I revise my present filters (with their 101-day to 450-day feature) with one proven to be ACCURATE I would like confirmation that my current results are flawed. Here is my sample test:

I took the 100-day Previous-Day's-Close-to-Today's-High average overnight Run value of the stock whose symbol is PODD. That average overnight Run was +.38 (from April 11 to September 2, 2008). I then counted back from the Highs of days 101 to 105 and synchronized them with the Closes of days 102 to 106 and found that the average overnight Run from the Previous-Day's-Close-to-Today's-High for this 5-day stretch was exactly +.96. It added approximately +.03 to the 100-day average of +.38 bringing the 105-day average up to +.41 as my test filter verifies.

It seems to me that StockFetcher was "able to increase that [100-day] value" based upon my small sample test. I believe that it is accurate up to 450-days, but will change my point of view if proven wrong.

That's just my two-cents worth. Thanks Chetron for debugging my filter and thanks to TRO for the original inspiration for this filter.

jhb2

P.S. I'm hunting for back info to solve the ACCURACY question. Here's one thread:

http://forums.stockfetcher.com/sfforums/?q=view&fid=1001&tid=58590&qrid=&isiframe=



General Discussion · Debug Issue with: "Warning: period length exceeded."
jimhbutton
msg #66890
modified
9/2/2008 1:50:23 PM

Chet,

Thank you for taking the time to help me. I appreciate it. Was there an error with a single extra bracket, or did I exceed the overall allowable number of brackets? I'm comparing my original with your amended version and I've yet to pinpoint my mistake.

jhb2

P.S. I see it now... The Lo5 and Hi5 brackets...

Is the data over 100 days accurate?

General Discussion · Debug Issue with: "Warning: period length exceeded."
jimhbutton
msg #66886
modified
9/2/2008 11:12:31 AM

Howdy,

My filter seems to work without issue till I plug in certain SYMLIST candidates that appear to fit the price & volume criteria of those that passed muster. Can anyone take a look at this filter and tell me why it is fetching hundreds while giving the following glitch debug phrase ("Warning: period length exceeded.") for other SYMLIST-ers such as ECPG or WNR that appear worthy?

Fetcher[

/* 1 -- Master Run Prognosticator (Combined -- Previous-Close and Open-to-High-Today) */

/* Note: Accurate Info Once StockFetcher's Initial Market Update Around 10 AM */

set{Hi1, High - Close 1 day ago}
set{AvgClRun3, cma(Hi1, 3)}
set{AvgClRun5, cma(Hi1, 5)}
set{AvgClRun50, cma(Hi1, 50)}
set{AvgClRun100, cma(Hi1, 100)}
set{AvgClRun275, cma(Hi1, 275)}
set{AvgClRun450, cma(Hi1, 450)}

set{ClHiLo5, Hi1 5 day Low}
set{ClHiHi5, Hi1 5 day High}
set{ClRun-TgtClHiLo5, Close 1 day ago + ClHiLo5 }
set{ClRun-TgtClHiHi5, Close 1 day ago + ClHiHi5}

set{ClRun-Tgt3, Close 1 day ago + AvgClRun3}
set{ClRun-Tgt5, Close 1 day ago + AvgClRun5}
set{ClRun-Tgt50, Close 1 day ago + AvgClRun50}
set{ClRun-Tgt100, Close 1 day ago + AvgClRun100}
set{ClRun-Tgt275, Close 1 day ago + AvgClRun275}
set{ClRun-Tgt450, Close 1 day ago + AvgClRun450}

set{HiOp1, High - Open}
set{AvgOpRun3, cma(HiOp1, 3)}
set{AvgOpRun5, cma(HiOp1, 5)}
set{AvgOpRun50, cma(HiOp1, 50)}
set{AvgOpRun100, cma(HiOp1, 100)}
set{AvgOpRun275, cma(HiOp1, 275)}
set{AvgOpRun450, cma(HiOp1, 450)}

set{HiLo5, HiOp1 5 day Low}
set{HiHi5, HiOp1 5 day High}
set{OpRun-TgtHiLo5, Open + HiLo5}
set{OpRun-TgtHiHi5, Open + HiHi5}

set{OpRun-Tgt3, Open + AvgOpRun3}
set{OpRun-Tgt5, Open + AvgOpRun5}
set{OpRun-Tgt50, Open + AvgOpRun50}
set{OpRun-Tgt100, Open + AvgOpRun100}
set{OpRun-Tgt275, Open + AvgOpRun275}
set{OpRun-Tgt450, Open + AvgOpRun450}

/* DISPLAY COLUMNS */

add column separator
add column separator
add column ClRun-Tgt450 {C-R450}
add column ClRun-Tgt275 {C-R275}
add column ClRun-Tgt100 {C-R100}
add column ClRun-Tgt50 {C-R50}
add column ClRun-TgtClHiHi5 {[ Hi5}
add column ClRun-Tgt5 {C-R5}
add column ClRun-TgtClHiLo5 {Lo5 ]}
add column ClRun-Tgt3 {C-R3 =}

add column separator
add column AvgClRun450 {+450}
add column AvgClRun275 {+275}
add column AvgClRun100 {+100}
add column AvgClRun50 {+50}
add column AvgClRun5 {+5}
add column AvgClRun3 {+3}

add column separator
add column Close 1 day ago {YCLOSE}
add column separator
add column separator
add column Open
add column separator
add column AvgOpRun3 {+3}
add column AvgOpRun5 {+5}
add column AvgOpRun50 {+50}
add column AvgOpRun100 {+100}
add column AvgOpRun275 {+275}
add column AvgOpRun450 {+450}
add column separator
add column OpRun-Tgt3 {= O-R3}
add column OpRun-TgtHiLo5 {[ Lo5}
add column OpRun-Tgt5 {O-R5}
add column OpRun-TgtHiHi5 {Hi5 ]}
add column OpRun-Tgt50 {O-R50}
add column OpRun-Tgt100 {O-R100}
add column OpRun-Tgt275 {O-R275}
add column OpRun-Tgt450 {O-R450}
add column separator
add column separator

/* SELECTION CRITERIA */

Price < 15

and Average Volume (30) > 100000

and draw Linear Regression Indicator(20)

and draw Parabolic SAR(0.02,0.2)
and draw Parabolic SAR(0.04,0.2)
and draw Parabolic SAR(0.06,0.2)

and draw MA(50)
and draw MA(200)

SYMLIST()

/* SORT CRITERIA */

SORT COLUMN 29 DESCENDING]





Filter Exchange · Bouncers Off Consecutive Day Nearly Equal Lows
jimhbutton
msg #66534
8/21/2008 7:32:03 PM

The same challenge holds true for my "Three Consecutive Equal Highs" filter:

Fetcher[/* Three Consecutive Equal Highs */

Price > 1

Average Volume(5) > 50000
Average Volume(30) > 50000

set{Range1, High - Low}
set{AvgRng5, cma(Range1, 5) }

add column Average Volume(5) {Avg Vol 5}
add column Average Volume(30) {Avg Vol 30}

add column separator
add column separator
add column Range1
add column separator
add column AvgRng5 {Avg Range 5}
add column separator
add column separator

add column Open
add column Low
add column separator
add column High {High1}
add column High 1 day ago {High2}
add column High 2 days ago {High3}
add column High 3 days ago {High4}
add column High 4 days ago {High5}

and High equals High 1 day ago
and High 1 day ago equals High 2 days ago
and High 2 days ago near High 3 days ago
and High 3 days ago near High 4 days ago

sort column 11 descending
]



Filter Exchange · Bouncers Off Consecutive Day Nearly Equal Lows
jimhbutton
msg #66533
modified
8/21/2008 7:24:43 PM

Hi Guys,

I've been tracking GSOL for the past 4 days and have noticed that the Lows are about the same each day:

$10.60 on 8/21/08
$10.61 on 8/20/08
$10.606 on 8/19/08
$10.59 on 8/18/08

These four Lows are about where the Lows were on two previous occasions 5 months ago:

$10.50 on 3/10/08
$10.61 on 3/04/08

Anyway, I've been waiting each day for GSOL to test the approximate $10.60 support, hop on board, and ride the elevator up.

I want to build a filter that lets me track these stocks that are repeatedly testing support day-after-day (like GSOL), that provide a great bounce opportunity, and that can be tied to similar support price points or lines in the previous weeks or months.

The problem that I'm having is that I have only been able to program consecutive daily Lows that are EXACTLY EQUAL to one another versus those that are only a penny or two apart, like GSOL for the past 4 days. I would love to have a filter that would include GSOL and other stocks like it. Here is my present effort that unfortunately excludes GSOL and a host of other potential money makers:

Fetcher[/* Three Consecutive Equal Lows */

Price > 1

Average Volume(5) > 50000
Average Volume(30) > 50000

set{Range1, High - Low}
set{AvgRng5, cma(Range1, 5) }

add column Average Volume(5) {Avg Vol 5}
add column Average Volume(30) {Avg Vol 30}

add column separator
add column separator
add column Range1
add column separator
add column AvgRng5 {Avg Range 5}
add column separator
add column separator

add column Open
add column High
add column separator
add column Low {Low1}
add column Low 1 day ago {Low2}
add column Low 2 days ago {Low3}
add column Low 3 days ago {Low4}
add column Low 4 days ago {Low5}

and Low equals Low 1 day ago
and Low 1 day ago equals Low 2 days ago
and Low 2 days ago near Low 3 days ago
and Low 3 days ago near Low 4 days ago

sort column 11 descending
]



Can any of you resident geniuses program my filter with greater capability:

(1) More flexibility around the recent Lows, + or - a couple of pennies a day, for example, and...

(2) Tying this recent support line trend to previous support lines or daily Lows at or around the same price?

Thanks in advance TRO, Chetron, et al

jhb2

General Discussion · Is there the opposite of the "BETWEEN" action function (i.e., Outside Brackets)?
jimhbutton
msg #65794
8/4/2008 1:18:56 AM

Thank you guru.



General Discussion · Is there the opposite of the "BETWEEN" action function (i.e., Outside Brackets)?
jimhbutton
msg #65525
7/28/2008 2:31:35 AM

In the Stock Fetcher Filter Builder there is a "between" action function. I am looking for a function opposite of "between" that allows me to simultaneously INCLUDE totals less than -.99 and greater than +.99. In other words, while dealing with certain ratios I want to EXCLUDE, at the same time, every quantity returned from StockFetcher greater than -.99 and less than +.99. As an example I include my latest failed attempt:

and %DropRun1 is less than -.99 or greater than .99

I have exhausted every conceivable phrase that I could come up with. I am calling upon the Higher StockFetcher Powers for deliverance!

Thanks for giving this a shot.

jhb



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