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Filter Exchange · Breakout Trading Filter - GREAT RESULTS!
msg #133685
1/11/2017 2:30:14 PM


currently am not interested in trying a non-clickable, shouted, filter in run-on paragraph form, that doesn't have any supporting reason(s) or history as to why any of us should want to 'try' it.

Perhaps after you've tried it yourself, you can post a clickable version of it for the Stockfetcher users, if it turns out to have any recurring merit.

Ed S.

Filter Exchange · Breakout Trading Filter - GREAT RESULTS!
msg #133658
1/10/2017 12:58:04 PM


I finally ran a backtest, in Edgerater Pro, of your Breakout filter (the 160 day version) for the period of 12/31/15 to 11/28/16, guessing that was the period of your earlier posted results.

Since you have been fairly vague about entry and exit criteria I used the following:

Enter at the Open, the day after a stock was returned by your Breakout filter
Exit at the Open, the day after a stock had been held 10 days.
Allow duplicates. meaning if a stock showed up in your filter results day after day, start a trade for that stock each day it shows up, exiting each trade separately according to the 10 day hold criteria,

The result was 53.4% winners with a small net profit.

If you can provide more info related to your trade results for 2016, I can refine my backtest to be more in line with how you traded it. Such as, how many positions at a time were usually held, any info about lenth of holding periods, stop criteria, etc.

I note that in your earlier post you state that your trades usually took place 1 to 3 days, Do you have any idea what % of them occurred in 1 day?

Ed S.

Filter Exchange · Highest close within last X days?
msg #133375
12/23/2016 11:48:35 PM


If you really want filter code that gets you what you described in your post text, as opposed to what your post subject line indicates, then the following may help:

Fetcher[add column close 4 week high 1 day ago
add column close
add column close 4 week high
close > close 4 week high 1 day ago
close > 5

Hope this helps,
Ed S.

General Discussion · Is there an "if"
msg #133287
12/19/2016 1:05:38 PM

Sorry about the confusion, I wasn't looking for filter examples regarding "X days ago", as I am familiar with using that expression.

I thought I had asked specific questions regarding the use of "lag X" as it seems to work in some filters and not in others and you had a past post using lag that still returns results.

I was hoping I could use "lag X" instead of "X days ago" in order to save future typing and to make my filters easier to read.

I appreciate the time you took to post those 2 suggested filters and I'll follow your advice to avoid using "lag X"..
Ed S.

General Discussion · Is there an "if"
msg #133272
12/18/2016 12:51:45 PM

@ four

While researching past posts for how to use the "lag" expression as described in the Yepher version of the user manual I ran across this old post of yours from 2011:

"The first ma(10) statement is a required gain and then the second ma(10) statement is a required drop.

The 'lag 11' is to go into the past by 11 days for the first requirement. Then allowing the drop to occur in the last 6 days.
Both actions occur in sequence and within 17 days (11 days + 6 days).

Notice the ma(10) line goes up and then down. I believe you are looking for this pattern.

Submit Fetcher[

ma(10) gained more than 1.0 percent over the last 10 days lag 11
ma(10) dropped more than 0.5 percent over the last 6 days
close > open
close > 5
volume > 10000
high < ma(10) "

I am interpreting lag 11 to mean to go in the past 11 days which would seem to result in stocks that have a 1% gain from 21 days ago thru 11 days ago and not the aforementioned 17 days ago thru 6 days ago, or am I missing something about the first line of the above filter?

2nd question do you have any idea why my test filter below doesn't apply the 10 day lag?

rsi(2) is less than 1 lag 10
add column rsi(2) 10 days ago {ten}
add column rsi(2) 11 days ago {11}
add column rsi(2) 9 days ago {9}
add column rsi(2)

Ed S.

Filter Exchange · Breakout Trading Filter - GREAT RESULTS!
msg #133042
12/4/2016 10:42:41 AM

Hey Wilson,

I got the impression from your earlier posts that once your breakout filter selects a bunch of stocks you then review the charts for candidates over a 1-3 day period. Looking at the chart of CZWI shown below from Sep 30th. would you have chosen it or not and why?

Ed S.

Filter Exchange · Breakout Trading Filter - GREAT RESULTS!
msg #133036
12/3/2016 8:50:23 PM

its worth it to me but it is probably a matter of personal preference.
Here is some of what SF states about the advanced filter support:

"At the standard subscription level, StockFetcher filters can certainly take advantage of custom variables; however, if your filter exceeds the complexity level required for an "advanced" filter, you will see a message indicating that the filter could not complete.

For nearly all filters, Advanced Filter Support is not required. Additionally, if you do experience this issue as a basic subscriber, typically there are work-arounds. If you are unable to find a work-around, you can upgrade your subscription at anytime to support the advanced filters."

a workaround that might work for Wilson's Breakout filter could be as follows:

create a watchlist called WilsonFirstHalf with no symbols in it.
Then run his filter, then edit it and remove everything below "show stocks where V5a equals 240" and save what is left as 'Wilson 1st half'
run that filter on the date you are interested in and when the results show up, switch to table, and check the box labeled symbol, which should then check all of the symbols returned by the filter and ciick on the popup at the bottom of the screen to add checked to watchlist, if there is more than 1 page of results you'll have to repeat the check and add to watchlist steps.

Then create a new filter called Wilson 2nd Half and paste in everything that your removed from the original wilson breakout filter, you'll also have to copy over the 2 lines containing set{xmsum....and set{xema..... paste them in at the top and above them add the line "apply to filter(WisonFirstHalf) as the very first line, save it and run it on the same date as before and I believe you should have a workaround that is not too complex.

Hope this helps,
Ed S.

Filter Exchange · Including indices in symlist?
msg #133022
12/3/2016 10:58:40 AM

fyi from a recent response from SF Support:

" StockFetcher does not include indices in results due to the lack of volume availability"

However, I discovered that if you click on one of the filter results charts it takes you to a larger chart version in which you can replace the symbol with an index symbol such as ^Vix, and click the CHART button and SF wii display a ^Vix chart with all of your filters draw lines on it.

Hope this helps,
Ed S.

Filter Exchange · Breakout Trading Filter - GREAT RESULTS!
msg #132948
12/1/2016 5:46:16 AM

Hey Wilson,

I mistakenly was looking at the number from the 80 day close line instead of the 80 MA line in my last post on chart CISG.

So how about looking at the ELOS chart at day 2/1/16, mine shows 200 ema at 8.66, 200 ma at 9.22, for avg of 8.94, with 80 ma at 7.48 putting the avg about 19.5% above the 80 day ma.

I'm relatively new to Stockfetcher so thanks for the chart mov avg Settings tip, should make my future filters shorter.

Sorry about the earlier confusion ,
Ed S.

Filter Exchange · Breakout Trading Filter - GREAT RESULTS!
msg #132931
11/30/2016 2:50:04 PM


I'm fairly certain now that is not the case due to looking at a one year graph of CISG after adding the following 3 lines to your filter

draw ema(200)
draw ma(200)
draw ma(400)

Looking at the 1 year chart in SF 2.0, so I can see the values for every line plotted on the chart for any point by hovering, it appears that on March 17, 2016 the 80 MA was at 10.17 and the avg of the ema200 and ma200 was at 8.14 which is a diff of much more than 15%.

I believe this is because the coding in your filter for v2a is identical to that for v3a, so the lookback period for both is the same duration and starts on the same date as is true for v3a and v3b.

I was going to backtest this in another program I have access to and I want to make sure of all of the parameters of your filter that supported your paper trade results that you posted earlier so I'll have something to compare to.

Ed S.

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