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Filter Exchange · 20 percent range
murknd
msg #28144
8/28/2003 10:12:39 PM

wamphraywater,

This filter catches BCON on August 15 (run it with a date offset of 9 days). It is a variation on a BB squeeze-type filter I've been testing with slightly different parameters than I use. I think it's pretty close to what you are looking for. Keep in mind there are many ways to find stocks trading in a very narrow flat range like BCON prior to August 15, but watching these will drive you nuts. What you really want is a filter that detects outlier data points from this very narrow band - this is what I'm attempting to do with this filter. Check it out and let me know what you think and any tweaks you see of particular value (although it sounds like you don't enjoy designing filters).

D

Fetcher[bollinger width(20) 1 day ago reached a new 1 month low and high is above upper bollinger band(20) and low is above lower bollinger band(20) and volume has gained more than 80% close is between 0.1 and 10 and average volume(90) is above 100000]




General Discussion · A Challenge ... the actual selections ...the best you can offer
murknd
msg #27640
8/1/2003 8:48:03 AM

August 1 - SGI @ 1.23


General Discussion · A Challenge ... the actual selections ...the best you can offer
murknd
msg #27922
8/20/2003 8:29:52 AM

eatmoreplant ... check your math - you may be thinking simple interest, but a 5% daily gain compounded yields a 323011% annual gain (260 trading day assumpton).

D


General Discussion · A COMPLETE LOGIC SYSTEM - ANOTHER GIFT FROM AVERY
murknd
msg #28181
8/31/2003 5:02:56 PM

deprez,

Read this - I think you're mis-using the set feature.

D

http://www.stockfetcher.com/stockdb/fetcher?p=varhelp



Filter Exchange · Boing
murknd
msg #27888
8/17/2003 10:17:58 AM

try this ..

Fetcher[SHOW STOCKS WHERE CLOSE 1 day ago is decreasing over the last 4 DAYS and close is increasing and VOLUME IS above VOLUME 1 DAY AGO AND VOLUME 1 DAY AGO is below AVERAGE VOLUME(90) 1 day ago AND AVERAGE VOLUME(90) IS ABOVE 250,000 AND WEEKLY SLOW STOCHASTICS(5,3) %K IS below 20]



I haven't looked at the charts extensively, but I think it should help a little.

...you also had a couple of errors in your syntax; a'/' in stochastic rather than a ',' and you had average(90) volume raher than average volume(90)

...also, keep in mind above is interpreted as equal to or above and below is interpreted as equal to or below

D


Filter Exchange · BOLLINGER BAND HELP
murknd
msg #35117
2/12/2005 1:25:22 PM

the first part of your equation is simply the bollinger width(20) and this is a standard SF indicator - the SMA(20)is the mid point of the bollinger width, so this equation I think will always yield 50% - I'm not sure what your trying to do, but look at the bollinger %B(20) which is a measure of where the close is within the bollinger bands


General Discussion · Bollinger Band Squeeze
murknd
msg #34126
11/25/2004 1:13:23 PM

All,

I've been working squeeze filters for sometime now and have tried numerous (read many, many, many). I'm currently down to 4 which I'll post here. You can change; close range, volume % increase, day change % increase, etc. for increasing / decreasing the number of hits. Together, these replicate closely smallcapcenter scans (although as muddy indicates, smallcapcenter.com scans are very powerful - I'm adding hits from smallcapcenter to a watchlist and then filtering for pullback (see below)). I've found the key to filtering for these breakouts (Dick, I assume you mean ZICA on 9/20-21) to be 13(ema) xover on increased volume and usually a touch of the UBB. If they continue to break (walk the ubb) then entering on pullback to UBB is good. If they do not continue to break (or they run out of gas) then watch for pullback to and support at ema(13) or sma(20) on much decreased volume. Also, a great pullback signal is very low (near zero) fast stochastic(5,3) %K or near zero rsi(2) - (doesn't happen too often, but what I've seen is pretty strong - eg SWYC on Wednesday - TBD on whether or not it bounces). So here they are - enjoy - improvements/comments welcome!!!

D

Fetcher[volume 300% above average volume(90) and average volume(90) above 50000 and close between 0.45 and 8 and count(close below ema(13),3) equal 1 and close above ema(13) and day change above 0 and volume above volume 1 day ago]



Fetcher[day change above 20% and close between 0.45 and 8 and close above ema(13) and average volume(90) above 50000]



Fetcher[bollinger width(20) 1 day ago less than bollinger width(20) 2 days ago and bollinger width(20) greater than bollinger width(20) 1 day ago and count(high above upper bollinger band(20),2) above 0.1 and slope of upper bollinger band(20) 1 day ago below 0 and slope of lower bollinger band(20) 1 day ago above 0 and close between 0.45 and 8 and volume above 100000 and average volume(90) above 100000 and volume above volume 1 day ago]



Fetcher[close above ema(13) and count(close below ema(13),3) equal 1 and high above upper bollinger band(20) and close between 0.45 and 8 and volume above 100000 and average volume(90) above 100000 and volume above volume 1 day ago]





Filter Exchange · Bollinger Band Squeeze
murknd
msg #27346
7/13/2003 9:36:09 PM

I've been fiddling with these BB squeeze filters as well and simply wanted to post where I'm at - I think they are largely variations on "themes" already posted so I apologize if they're redundant and I don't claim "authorship" - I wouldn't mind a comment or two if anyone see's anything new. I think the first one (variation on ig0r) and the fourth one (variation on petrolpeter) look pretty good - the key being to "detect" the BB expansion immediately the day it happens and to make sure bullish signals (volume up, green at open, etc.) are present.

I noticed BSQR meets this criteria and I think met Muddy's filter a couple of days ago. Surprisingly (perhaps not so surprisingly) BSQR also passed my MACD filter Friday.

I saw Todd's post on yahoo about "too many" filters and I agree it can get very confusing - I spent a couple of hours today just trying to organize "My Filters" in SF - but I like his idea about filter "owners" and a little more method to this madness - I'm also working on the "explosion" filter (I think Karen's idea) and getting close - I'll post separately here in a few days.

One other comment - the global filter is the same one I'm using now for my MACD filters - however it is slightly different than the global filter in my previous post "Building MACD Filters" - notice I got wise to other sectors (besides technology) - I guess there's money to be made elsewhere - LOL ...

Global Filter

Fetcher[close is between 0.1 and 10 and volume is above volume 1 day ago and average volume(90) is above 50000 and low is increasing and close is increasing and open is above close 1 day ago]



BB Squeeze 1

Fetcher[bollinger width(20) 1 day ago dropped between 0 and 50 percent over the last 4 days and bollinger width(20) is between 0 and 0.5 and bollinger width(20) gained between 5 and 100 percent and price touched upper bollinger band(20)]



BB Squeeze 2

Fetcher[bollinger width(20) reached a new 1 month low 3 weeks ago and bollinger oscillator(20) has been increasing the past 3 days and price touched upper bollinger band(20) the past 3 days and FI(15) is above 0 and OBV has been increasing the past 2 days]



BB Squeeze 3

Fetcher[bollinger width(20) reached a new 1 month low 3 weeks ago and bollinger width(20) has been increasing the past 3 days and price touched upper bollinger band(20) the past 3 days and FI(15) above 0 and OBV has been increasing the past 2 days]



BB Squeeze 4

Fetcher[bollinger width(20) reached a new 30 day low within the last 2 days and bollinger width(20) is increasing and high is above upper bollinger band(20)]




Filter Exchange · bollinger bands
murknd
msg #35632
4/16/2005 11:23:49 PM

try ...

Fetcher[lower bollinger band(20) above lower bollinger band(20) 1 day ago
and close crossed above lower bollinger band(20)
]




General Discussion · Box Theory
murknd
msg #27913
8/18/2003 8:43:53 PM

http://www.stockfetcher.com/stockdb/fetcher?p=allpage&id=channel


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