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Filter Exchange · Buyable Gap Up Entry Point
joepistell
msg #117805
1/19/2014 8:07:25 AM

I'm with you. (Price Fills a Gap Up made x Days ago)

This is a filter that I want and a coding challenge that I can't solve. Create a script that can record the "un-filled price gap" that will fire an alert when low falls into the gap. Gap record parameters are Prior day high, Gap Day low.

I've got the gap up marked, and I use RSI(2) to hunt for a sell off. I can't think of a way to record the "gap" and fire of alert when the price enters the gap.


/*GLOBAL*/
show stocks where
avgvol(90) > 100000
and price > 3

/*GAP UP SET UP*/
set{x1, high one day ago}
set{x2, low - x1}
set{x3, close - open}
and x2 has reached a new 250 day high within the last 40 days

add column rsi(2)
draw x2
draw x3
draw rsi(2)
sort column 5 ascending


Filter Exchange · DO NOT apply to Industry?
joepistell
msg #156664
4/23/2021 6:29:21 AM

Is there a way to SF code this?

"do not apply to Industry(Aerospace - Defense Equipment)"

Filter Exchange · DO NOT apply to Industry?
joepistell
msg #156668
4/23/2021 7:31:18 AM

ty frog

Filter Exchange · DO NOT apply to Industry?
joepistell
msg #156669
4/23/2021 7:32:47 AM

frog, how many attributes does SF have that are non-TA based?

I know of: PE, market, industry, sector, etc

thoughts?

Filter Exchange · DO NOT apply to Industry?
joepistell
msg #156673
4/23/2021 9:15:40 AM

SF support sent this to me

https://www.stockfetcher.com/help/Fundamental-Data-on-StockFetcher/100332#OUTSTANDING

[Shares Outstanding] /
[Market Cap] /
[PE Ratio] /
[BETA] /
[Percent Institutional] /
[ROE] /
[EPS (Current Quarter)] /
[EPS (Previous Quarter)] /
[EPS (ttm)] /
[Fiscal Month End] /
[Percent Insiders]

General Discussion · ETF trading: using SF for ETF internals
joepistell
msg #119168
4/19/2014 3:39:24 PM

I need the super smart traders here to tell me if this is possible.

Goal: Trade an ETF based on the technicals of the stocks that are in the ETF.

Example: If 34% of the Dow 30 is above it's ma(8), buy DIA.

I see we have symbol list dow 30, or watch lists to call.

Clueless in Syracuse




General Discussion · ETF trading: using SF for ETF internals
joepistell
msg #119170
modified
4/19/2014 3:59:30 PM

Background

While listening to the world class trader Linda Bradford Raschke on youtube*, she spoke of one of her favorite setups where if close is > ma(5) for 7 of the last 7 days, then buy the 1st close below the ma(5) and sell 7 days later.
*https://www.youtube.com/watch?v=zf6zPlqVVr0 (6:30 mark)

Fetcher[/* GLOBAL*/
show optionable stocks
and not etf
and price above 4
and avgvol(90) is > 250000

and close is above ma(200)
and ma(150) is above ma(200)


and count(close is above ma(5), 7) equals 7
]



While tinkering in backtesting, I noticed brief periods where this filter would drop to zero. They made for FANTASTIC entry points in the major indexes. This lead me to think that tracking internal technicals would be an ideal sell or buy signal for ETFs, indexes or for timing trades in general.

thoughts?

p.s. entry dates back tested last 2 years:

==2012==
6-19
10-31


==2013==
6-16

==2014==
2-5

Un-optimized Summary: if your in an up-trending market this calc equals zero "count(close is above ma(5), 7) equals 7", then buy the next open.


General Discussion · ETF trading: using SF for ETF internals
joepistell
msg #119171
modified
4/19/2014 4:06:16 PM

Here's a screenshot of the backtest. I arrowed the zero buy days.

Image and video hosting by TinyPic

General Discussion · ETF trading: using SF for ETF internals
joepistell
msg #119175
modified
4/20/2014 8:22:10 AM

I arrowed the backtesting signals (above) on a 2yr chart of IWM

Image and video hosting by TinyPic

General Discussion · ETF trading: using SF for ETF internals
joepistell
msg #119634
5/12/2014 7:42:24 PM

Simply looking at internal signals from each stock within the ETF to help signal an change in the tide.

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