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Filter Exchange · Use the MAX of MA and crossover
medowz
msg #95926
9/1/2010 1:27:39 AM

I'm liking your filters guy. Thanks.

General Discussion · Perfect Stock Alert
medowz
msg #95779
8/22/2010 1:11:24 PM

Run this guy on gumshoe.com

FWIW

Filter Exchange · slow stochastic and rsi
medowz
msg #95682
8/16/2010 11:51:10 AM

Four,

How did you come up with "avgvol(17) > 123000" in your program"?

Filter Exchange · MA and EMA and Slow Stochastics and RSI
medowz
msg #95681
8/16/2010 11:23:53 AM

I've seen about a hundred of these kind of adds, lots of promises, nice bunch of guys wantin' to make you rich. Are you promotin' or using?

Filter Exchange · Thinkorswim vol diff. indicator
medowz
msg #95479
8/6/2010 12:19:37 PM

They are volatility differences, not volume. Its the difference between the front and back month volatilities. Front months are generally higher than back months. The spreads can get huge, too. You have to be careful when you see Vol in a stock or option chains on the TOS site.

FWIW,
medowz

Filter Exchange · Run Forest, Run
medowz
msg #93982
6/17/2010 5:49:21 PM

Reference: the TheRumpledOne on 6/23/2008 12:39:16 PM



*** USE WHILE THE MARKET IS OPEN ***

Fetcher[

/* TRO STAT SCAN - TRAVEL GUIDE - TARGET EDITION */

set{xRange, high - low}
set{AvgRng, cma(xRange 1 day ago,5) }

set{HiOp, High - Open }
set{RunPCT, HiOp/open }
set{AvgRun5, cma(HiOp 1 day ago,5) }
set{RunTgt, open + AvgRun5 }

set{HiCl, High - Close }
set{PBPCT, HiCl/open }
set{AvgPB5, cma(HiCl 1 day ago,5) }
set{PBTgt, High - AvgPB5 }

set{ClLo, Close - low }
set{BouncePCT, ClLo/open }
set{AvgBounce5, cma(ClLo 1 day ago,5) }
set{BounceTgt, Low + AvgBounce5 }


set{OpLo, Open - low}
set{DropPCT, OpLo/open }
set{AvgDrop5, cma(OpLo 1 day ago,5) }
set{DropTgt, Open - AvgDrop5 }

set{Green, count( close > open , 100)}

set{B10A, count(RunPCT > .10 , 100)}

set{A10A, count(RunPCT > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column separator
and add column RunTgt
and add column DropTgt
and add column BounceTgt
and add column PBTgt

and add column separator
add column RunPCT{R(today)}

add column PBPCT{P(today)}

add column DropPCT{D(today)}

add column BouncePCT{B(today)}

and add column separator
add column industry
add column sector
and add column separator

/* SELECTION CRITERIA */

symlist(spf,rdn,abk)

sort column 1 Ascending
]




*** USE WHILE THE MARKET IS OPEN ***

This version uses the 1 DAY AGO in computing the TARGETS... this will keep the targets from "moving" on you.

+++++++++++++++++++++++++++++++++++++++++++++++++++++

TRO,

Do you mean that you should run this filter during and/or while the market is open or that the data is to be used while the market is open?

Thanks for the huge contribution you've made educating traders here and elsewhere, sir.

All the Best!







Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
medowz
msg #93372
6/1/2010 9:57:40 PM

Excellent! More than I deserve for sure. Thanks again.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
medowz
msg #93367
6/1/2010 5:52:15 PM

Thanks Kevin. I'm still unclear which of the posted screens you're using as well as the ETF list. Also, there were references to filters modifications in your posts which has got me a bit confused. Could you give us the page reference, date, time or re-post the proper filter. That would be a big help. I'm playing a bit of catchup since I didn't run the screen on the weekend.

All the best.

Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
medowz
msg #93351
6/1/2010 12:08:24 PM

Just for clarifications sake, is there a consensus on whether it should be a monthly or quarterly screening? The backtesting results seem to favor the quarterly if I'm reading it right. I'm also assuming the Kevin's first screen is still the primary portfolio screen. This is great stuff.



Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS
medowz
msg #92453
5/11/2010 6:07:02 AM

Great thread everybody. Thanks!

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