StockFetcher Forums · View by Author: (1,065 messages)  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 107 >> 
Filter Exchange · 5% pullback -LONG
mahkoh
msg #149203
modified
9/22/2019 6:12:40 AM

Stratasearch code:
ENTRY STRING:
mov(volume,10,s)>50000
and
close>0.1
and
rsi(2)<5
and
proc(close,1)<-10
and
had*lert(ref(rsi(2),-1)>99,60)>1
and
had*lert(high/open>1.05,100)>5

EXIT STRING (take 5% or exit at close)
gtclimit(5)
or
$daysheld>0

Backtest from 1/1/2014 until 9/22/2019
Usually there are 1 or 2 stocks selected by the filter, so let's assume we trade a portfolio of 2.
Initial equity of $50.000, ending equity $421.53
1234 trades, 52.11 % profitable

https://imghostr.com/ONWaK4dQx

You could use a stop, but working with daily candles that cannot be really backtested. Stratasearch will not be able to determine whether the stop or profit was hit first if both triggered.

I'd stick to shorting if I were you. Let me know if I missed anything.

EDIT: had to change ' a' to * in the had/__REMOVED__/ formula. Apparently some html function triggers when one posts alert.

Filter Exchange · Can anyone explain this?
mahkoh
msg #149006
8/28/2019 4:21:44 PM

In order for the stock to satisfy the condition of the filter it must shoot up at least some 80 %. This typically only happens to trash pennystocks..

Filter Exchange · need help - EMA20 crossover EMA40
mahkoh
msg #148965
modified
8/21/2019 5:08:45 AM

Fetcher[
sp500
count(ema(20) crossed above ema(40),6) equal 1
]



Filter Exchange · Need Help - Buy the Dip
mahkoh
msg #148959
8/20/2019 5:02:16 AM

http://www.stockfetcher.com/forums2/Filter-Exchange/BUYING-THE-DIP/113409/-1/113409

General Discussion · high of day on strong volume
mahkoh
msg #148316
6/30/2019 6:36:54 AM

Fetcher[
price between 1 and 9
average volume(30) above 50000

set{drop,close / high}
add column drop
sort column 5 descending

set{avgvolspy,ind(spy,average volume(30))}
set{volspy1,ind(spy,volume)}
set{spyvol,volspy1/avgvolspy}
set{xvol,volume/average volume(30)}
set{relvol,xvol/spyvol}
relvol above 2 do not draw relvol
add column relvol
]



This filter tells you which stocks were near their high of the day some 20 minutes ago.

Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher
mahkoh
msg #148315
6/30/2019 6:22:21 AM

I had to adjust a few statements in order to run it with economy class subscription. It suggests FRSX which I also have as first on the list.

Stratasearch has min/max functions, but they're called lower and higher. Also abs() is available.

Fetcher[
set{x1, max(open, close)}
set{x2, min(open, close)}
set{x3, x1 - x2}
set{x4, CEMA(x3 , 20 ) * 2}
set{cond1, count(average day range(10) is above 10 percent,1)}
set{cond2, count(rsi(2) > 98,1)}
set{cond3, count(close is 10% below high,1)}
set{cond4, count(Slow Stochastics Fast %K(10) above Slow Stochastics Slow %D(10),1)}
set{cond5, count(volume > 1000000,1)}
set{cond6, count(close 1 day ago above open 1 day ago,1)}
set{cond7, count(close > open,1)}
x3 > x4
x3 1 day ago > x4 1 day ago
set{c1, cond1 + cond2}
set{c2, c1 + cond3}
set{c3, c2 + cond4}
set{c4, c3 + cond5}
set{c5, c4 + cond6}
set{c6, c5 + cond7}



c6 > 5

market is not ETF
market is not OTCBB
]



Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher
mahkoh
msg #148301
6/29/2019 11:50:00 AM

I was testing the filter you posted on the holy grail thread using reversersi(2) as alternative exit for covering at the close. Backtesting and optimization were done with Stratasearch. I don't remember the exact filter, but it was rather basic, something like close>2 and roc(2)> 30 and your liquidity criteria. It returned some 1200 trades over a 3 year period with a 185 % compounded annual return. I did trade this for a few months using $500 positions to see whether I would get filled. I was actually surprised that more often than not I was able to get a hold of shares to short at IB. Results were not as stellar as the backtest however, and I noticed many trades reversing during the session to end up a loss.
Further testing and adding criteria I found a few things: high average volume decreases the chance of succes and volume should at least be 10 times average volume(30). And it helps if a significant part of the float was traded.
During the first testperiod I usually got somewhere between 5 and 15 candidates. I would set up orders for the top ten and see which would get a fill. Now I pick no more than 2, but the last few trades IB has not been able to find shares.

Anyway, my filter as of now:
Fetcher[

chartlength 100 weeks

set{x14,1000/close}
set{x13,round(x14,1)}
add column x13{shares}set{liq,volume * price}
liq > 1000000
close between 1 and 9
set{aaa1,count(roc(2,1) > 20,1)}
set{aaa2,count(rsi(2) > 95,1)}
set{aaa3,count(close is 10% below high,1)}
set{aaa4,aaa3 * aaa2}
set{aaa5,aaa4 + aaa1}
aaa5 > 0
set{bv,count(close above close 1 day ago,5)}

add column rsi(2)
set{x,high - close}
set{x11,x/high}
add column average volume(30) 1 day ago > 3000
not otc/bb
set{x1,x11 * 100}
add column x1{drop}
add column drop
set{yy1,volume / average volume(30)}
set{yy2,volume / average volume(90)}
add column yy1{relvol30}
add column yy2{relvol90}
add column bv{updays5}
do not draw liq
add column roc(5,1)
set{float2,shares outstanding * 10000}
set{float1,volume / float2}
add column float1{% of float}

sort column 9 descending
draw price line at close
]



Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher
mahkoh
msg #148268
6/24/2019 6:40:08 PM

Funny, when backtesting your strategy I had also looked at a Reversersi value for additional exit. In my tests Reversersi(2,50) came out as optimal profit target.

Filter Exchange · Help!! How would you code this:
mahkoh
msg #148204
6/19/2019 5:26:11 PM

Fetcher[
sp500
ma(5) above ma(5) 1 day ago
cma(ma(5),5) below cma(ma(5),5) 1 day ago
]



Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher
mahkoh
msg #148190
6/18/2019 1:48:06 PM

KSK, good work on VISL. What do you use as a guide in deciding to exit? Level2, S/R, volume?

StockFetcher Forums ·  · << 1 2 3 4 5 ... 107 >>

*** 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.