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Filter Exchange · Curious Anomaly in SF "minus" vs "-"
nibor100
msg #151740
4/5/2020 4:21:46 PM

Thanks for looking into it.

I wasn't going to send a question to SF because usually when I send a "why" question they don't answer it directly; but simply send me back the part of the filter that actually works...like I didn't already have that part figured out.

Generally, it seems that words in SF filters have more capability in certain situations than arithmetic symbols.

Ed S.

Filter Exchange · Curious Anomaly in SF "minus" vs "-"
nibor100
msg #151726
4/5/2020 9:20:23 AM

Fetcher[
set{hi,days(price reached 52 week high, 100)}
set{lo,days(price reached 52 week low, 100)}
hi above 0
lo above 0
set{diff,abs(hi - lo)}
add column diff
add column hi add column lo


add column abs(hi - lo)
add column abs(lo minus hi)
add column abs(hi minus lo)
]



Seems like it parses past the variable "hi" if the abs command uses "-" instead of "minus"
Ed S.


General Discussion · What is wrong with this filter?
nibor100
msg #151515
3/27/2020 8:35:54 PM

@gokhantk,

I think he has labeled it correctly as I explain below:

This is how StockFetcher parses Xarlor's line of code "set{L3H,high 3-month low} "

name a variable L3H and,
choose the price 'High' (not the price Low, Open, or Close) and,
for the price 'High' for that symbol, determine the '3 month low' by throwing out all High prices higher than the lowest High price occurring in the past 3 months and,
place that value in variable L3H

You can double check if I'm right by adding this line to his filter:
draw l3h on plot price

or even this line
draw l3h

hope this helps,
Ed S.


Filter Exchange · Attn: FILTER GURUS! WT*!!!
nibor100
msg #151225
3/14/2020 4:25:05 PM

@karennma,

The only way I know of to change to Table View in your filter results is to click on the box named "Table" that is below the filter edit window and above the results part of the screen.

Here is a smaller version of the filter showing all stocks >$190 with volume >500K who have had 30 day price drops; and sorted from smallest price drop to largest. (will the biggest drops rebound the most....who knows?)

Fetcher[
market is not ETF close is > 190 volume is > 500000
roc(30,1) is less than 0
add column roc(30,1) {30 day %price drop} sort on column 5 descending
]



Filter Exchange · Quick and dirty 5 day VWAP
nibor100
msg #151122
3/8/2020 1:24:06 AM

@ JoeyViny

This should be a lot shorter.
Ed S.

Fetcher[
set {tovo, pp * volume} add column sum(tovo,5)

/* FIND THE CUMULATIVE 5 DAY VOLUME */
set {myvol, avgvol(5)*5} add column myvol

/* CREATE VOLUME WIEGHTED AVERAGE PRICE (TPV / CVOL) */
set {myvwap1, sum(tovo,5) / myvol} add column myvwap1

Show stocks where close is > 3
and Average Volume(30) is > 500000
add column separator
add column industry
add column sector
draw myvwap on plot price
]



Filter Exchange · Bearish filter: Beat down and continue dropping
nibor100
msg #151102
3/6/2020 1:07:10 PM

Its been 10 days for the self quarantine for those 120+ California health care workers, any update on how many of them have gotten sick? Only 4 days to go before they go back to work....
Thanks,
Ed S.

Stock Picks and Trading · Exploring VE's Profitable Short-Sell Filter
nibor100
msg #151086
3/5/2020 1:23:54 PM

1.Results of my backtest filter as run on the 3 different versions of V.E.'s SSF as documented in his SSF topic thread.

a. total stock potential trades:

SSF #1 673 stocks returned as results for last 252 days.

SSF #2 548 stocks returned as results for last 252 days.

SSF #3 460 stocks returned as results for last 252 days.

b. stocks returned at least once in past 252 days:

SSF#1 315 stocks

SSF#2 250 stocks

SSF#3 213 stocks

Definitely a progression of less candidate trades...

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
nibor100
msg #151083
3/5/2020 3:45:27 AM

@dtatu,
Day 1 of his APT trade was 2/26 based on his filter signal on 2/25. Entry short price of $10.81.

Day 3 ended at the close of 2/28, which was when I would have expected that APT trade to be exited; based on his Exit Rule 3, as explained in his post on his NLS trade in the evening of 1/13.

Day 6 was 3/4.

If you run Olathegolf's 3 day backtest filter on 2/28, you can see the $10.81 short price for 2/26 and the range of exit prices for the expected max of 3 days in trade.

Ed S.



Stock Picks and Trading · Discussions for Ed S nibor100 Exploring VE's Profitable Short-Sell Filter
nibor100
msg #151058
3/3/2020 12:32:26 PM

@V.E. I suggest you add your current filter to your read-only thread so those who just follow that thread can see the latest.

@KSK8,
Thanks for the filter, I had already been looking at volume trends prior to shorting day for V.E.s filter but I'll study this one closely.

Thanks,
Ed S.

Stock Picks and Trading · Discussions for Ed S nibor100 Exploring VE's Profitable Short-Sell Filter
nibor100
msg #151051
3/3/2020 10:27:01 AM

@ksk8,

If your post was directed to me, let me clarify a few things:

a. I never said or hinted that my goal was to match either your short filter's performance nor V.E.s short filter performance with a long filter, as I agree that would be near impossible...I'm just angling to get some of the 5 day build-up gains that many of the stocks in V.E.s short filter seem to enjoy. If I fail no big deal, I always learn a few things from these types of explorations.

b. One of the reasons I'm starting with V.E.s short filter is because it isn't just Penny stocks as over 2/3 of his short trades in the past 14 months, based on Olathegolf's data, are >$5.

c. Sorry, but since I don't short stocks I will not be spending any time trying to improve either of y'alls short filters, so you are on your own to do that.

Thanks,
Ed S.

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