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General Discussion · vol expansion filter but needs one tweak...
jimvin
msg #155860
2/18/2021 5:51:25 PM

This discussion of conditionals (courtesy of "four") may help your quest:

https://www.stockfetcher.com/forums/Filter-Exchange/How-to-count-when-two-separate-criteria-are-met/136196/-1/136200


Filter Exchange · Open equals low of day
jimvin
msg #155740
2/13/2021 5:21:48 PM

Thanks! As noted, I hoped minds far greater than mine would modify my humble attempt to be more in line with the model desired -

Filter Exchange · Open equals low of day
jimvin
msg #155731
2/13/2021 10:33:23 AM

A crude and very basic attempt...hopefully to be modified by much more skilled coders...

Fetcher[show stocks where
close > 10
Open equals low of day
Day range(60) is above 1%
Average volume (30) above 1000000
]



Filter Exchange · Back-test this filter please
jimvin
msg #155355
1/18/2021 5:25:58 PM

If there are no volunteers, you can cut out these lines:

close > 5
average(30) day volume above 500000

(the current version offers no hits) and use the Fetcher "Filter Performance" tool to check it,

Here are the results as of today using the default 68-day Change Offset setting:

1 days -16.98%
2 days -7.5%
3 days -1.11%
4 days -12.88%
5 days -9.59%
23 days -16.4%
48 days 21.52% 5
to current day 32.24%


Filter Exchange · Squeez Filter
jimvin
msg #154241
10/8/2020 9:53:49 PM

Suggestion:

Go to YouTube and do a search for "ttm squeeze."

You'll find a number of informative videos; some linked to specific racing platforms (thinkorswim), others generic.

All are applicable to this type of charting.

Filter Exchange · Need advice on Bollinger Width
jimvin
msg #153482
8/9/2020 1:33:21 AM

...you might also try adding the "ttm squeeze" to the models above and playing with the results...

set{momo,cema(momentum(16),5)}
add column momo
draw momo
plottype{momo,zerobar}


Filter Exchange · DARVAS BOX
jimvin
msg #153347
modified
8/1/2020 2:29:02 PM

Link to Darvas' book; downloadable in PDF format (virus free; no login, no subscription required...):

http://0104.nccdn.net/1_5/2d1/36f/0ee/How-I-Made-2-Million-in-the-Stock-Market_klse2u.pdf


Filter Exchange · Win Rate
jimvin
msg #152612
6/11/2020 9:55:57 PM

Leaving out the big boys from previous generations (Jesse Livermore, Nicholas Darvas) the fairly recent crop of BMOCs (yes, the vast majority are dudes) have a win rate of around 60%. (I did a study of the win-records of the heavy-weights in grad' school 20 years ago). I bested them in the 6-months before the 2000 mega-meltdown, but that was living in the Land of Oz.
Since then I've come close to 80% in short sprints of a few months, but as the last 2-days show, its very difficult to sustain that record over any significant stretch of time....
Validea Capitol Management, an investment firm HQ'd at Tyson's Corner (Va.) offers "A Digital Advisor that Invests Using the Strategies of Wall Street Legends"; you might check with them to see their win-rate baseline.
(Disclosure: I have neither an account, nor employment history with that organization, nor any other interaction with them other than noticing the building they reside in when, on rare occasion, I visit the near--by shopping mall).
In any case, I wish you luck in your quest; please keep us posted on the resutls -




Filter Exchange · McGinley Dynamic Indicator
jimvin
msg #152541
modified
6/7/2020 2:50:46 PM

"...never give in, never give in, never, never, never, never-in nothing, great or small, large or petty - never give in except to convictions of honour and good sense." - Winston Churchill

So, with that admonition in mind, here's a site with 2 coding examples to chose from:

https://www.tradingview.com/scripts/mcginley/

...and one from ninja trader that is downloadable.

https://ninjatraderecosystem.com/user-app-share-download/mcginley-dynamic-indicator/

Disclosure: I haven't tried any of these and can't write code with a flame thrower held to my head, so these examples are for informational purposes only...

Filter Exchange · McGinley Dynamic Indicator
jimvin
msg #152535
modified
6/7/2020 10:00:22 AM

Downloadable version here;

https://www.mql5.com/en/code/20179

...and detailed information on its use here:

https://www.dittotrade.academy/guides/mt4-indicators-guide/using-mt4s-mcginley-dynamic-indicator-to-generate-trading-signals/

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