StockFetcher Forums · View by Author: (13 messages)  [ Display By: Date / Subject ]<< 1 2 >> 
Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)
lwschultz
msg #114532
7/18/2013 11:45:29 PM

Is there any way to test for how the market did the same week - For example, if a stock went up during specific weeks and the market went up as well those same weeks, then the filter doesn't really tell you anything.

I'd really like to know which stocks go up or at least are flat during a week when the market goes down. Is there a way to compare performance of stocks against an index(es) for a given week?

General Discussion · Trader Action Zone
lwschultz
msg #114519
7/17/2013 5:34:29 PM

To anyone looking at or using this strategy - what characteristics are you using to select candidates from the results? For example, running 7/17 UNH looks like action has come down in line with prior pullbacks . . . good vol for the day . . . price near EMA(30) . . . etc.

Filter Exchange · Parabolic moves
lwschultz
msg #106035
modified
4/26/2012 10:24:48 PM

I have no idea how to build this filter - but I humbly suggest you keep trading as simple as possible.

Filter Exchange · GAP UP FILTER
lwschultz
msg #106033
4/26/2012 8:33:19 PM

if you fire up Stockfetcher 2.0, then click Stock Screen tab

under Intraday you'll see examples very close to what you are looking for.

Filter Exchange · Winning Strategy
lwschultz
msg #105711
3/27/2012 11:42:01 PM

I went thru the rules and candidates for 3/7 (as I understand the rules) . . . from March 8 thru present

PLUG most recent trade (not complete and not part of the 11)
and first trade JKS

I counted 11 COMPLETED trades:

(2) losses ( 3% 7 %)
(1) B/E
(8) winners ( 2% 2% 5% 6% 7% 9% 12% 32%)

would still be holding PLUG and CVO ( PLUG down .05 and CVO down HUGE) for a total of 13 trades

I tried to be conservative with these trades, and allowed for some fear and greed.

I'd be curious if anyone else would do this experiment and see what they came up with.



Filter Exchange · Winning Strategy
lwschultz
msg #105710
3/27/2012 10:57:32 PM

OK, Now I see there at least (2) filters in this thread . . . . 3/7 and 2%

3/7 is - - buy at open next day after first returned on filter, sell at open within 3 to 7 days after (or) sell if RSI > 55

I will review my candidates and repost.

Filter Exchange · Winning Strategy
lwschultz
msg #105709
3/27/2012 10:50:05 PM

Thanks for the response - - - I am trying to understand the rules. My 'backtesting' would proceed by simply stepping back from today (changing offset) - - and going back in time a week or two.

So the symbols above are all the symbols returned from those 3 days, entry is the Close of the first day AFTER they are returned. I don't know the exit rule - - - but I thought it was to exit when/if there is 2% gain.

My first question - - those symbols I list above, are they auto-buy at close of next day or is there an additional rule I am not getting? I don't know what you mean by '2% filter'

Thanks again.



Filter Exchange · Winning Strategy
lwschultz
msg #105705
3/27/2012 6:17:06 PM

Back-testing for me means what would have happened if I had traded this method in the last month or so . . . although I'd be happy if it worked for a couple of weeks.

Having said that - I want to make sure I understand the rules. I simply back-stepped the most recent filter a few days and this is how I understand it works:

came up on filter Symbol Entry 2% Target Hit Yet (Y?N)

3/20 AXAS 3.20 3.26 Yes
3/20 CVO 4.17 4.25 No
3/21 FLML 5.44 5.59 Yes
3/23 PLUG 1.45 1.48 No


Part of the problem with backtesting is that a symbol may show up 2-3 days in a row - and one would only trade it once, right?

Do I understand the rules based on my table above?



Filter Exchange · Tails, ODRs & ROCdiv...OH MY !!!
lwschultz
msg #102582
9/9/2011 5:23:07 PM

BTW, here is how I use your filter . . .

After hours I run filter and cherry pick candidates that look strong - ideally have 3 1.0's . . . .
note whether they are biased long or short

then, during the day, I wait for them do do the opposite (ie go green if short, red if long) . . . I love it when they move ATR in 'wrong' direction

then, if signals are there (MACD ROC, volume spike, W%R) I trade.

for example, SNDK today (9/9/2011), biased short, went up from open, then MACD went red, ROC fell towards 0, etc. was a nice short.

Filter Exchange · Tails, ODRs & ROCdiv...OH MY !!!
lwschultz
msg #102569
9/8/2011 10:30:07 AM

I rarely run filters during the day - but just a few minutes later your filter returned quite a different list w/o the two above stocks

StockFetcher Forums ·  · << 1 2 >>

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2021 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.