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Filter Exchange · alot of potential with this one
push5280
msg #87921
2/7/2010 12:33:16 PM

I have been playing around with the WEEKLY IFT(2,3) for a couple of weeks and I think I've figured out the entry points with really good upside moves on almost every stock using this. I would like you all to take a look and maybe help me write the filter for finding these stocks.

1.) run this filter
Fetcher[
show stocks where ma(8) crossed above ma(21)
and close is between .5 and 2
and average volume(30) is above 250000

and draw weekly IFT(2,3)
and draw weekly RSI(2)
]


2.) click IMGG to open the chart
3.) look at the Weekly IFT indicator time frame of 12/18/09 - 1/29/10, see how the line is "flat lined"?
4.) put your cursor over the weekly IFT on 2/1/10, thats the first day that the line moved up away from flat line, the close on 2/1/10 is .52. It then moved to a high of .71 on 2/4/10. thats a potential gain of 36% in two days.

If you look at any stock using the weekly IFT it works on all of them, I entered GS on the same chart 12/17 - 12/24 with a move up on 12/28 the close on 12/28 was 163.76, the next highest high was on 1/7/2010 of 177.67. potential gain 8.5%.

Any thoughts on how to code this to find the days when the IFT moves up from the flat line?


Filter Exchange · weekly IFT(5,9)
push5280
msg #87906
2/6/2010 5:06:24 PM

I got the copy part down pretty well but I'm still working on the paste part..lol

anyone up to the challenge of converting this to SF code but substituting CCI(20) for RSI(5)?

Value1=0.1*(RSI(5)-50);
Value2=WMA(Value1,9);
ifish=(exp(2*Value2)-1)/(exp(2*Value2)+1);
Plot(ifish,"Inverse Fisher Transform",colorBlue,1);
Plot(0.5,"",colorBrightGreen,1);
Plot(-0.5,"",colorRed,1);




Filter Exchange · weekly IFT(5,9)
push5280
msg #87903
2/6/2010 4:11:46 PM

anyone up to the challenge of converting this to SF code but substituting CCI(20) for RSI(5)?

Filter Exchange · weekly IFT(5,9)
push5280
msg #87738
2/3/2010 8:59:29 AM

thanks for your help everyone!

Filter Exchange · weekly IFT(5,9)
push5280
msg #87526
1/31/2010 6:12:33 PM

I'm trying to write a filter using WEEKLY IFT(5,9) APPROACHING 0 FROM BELOW. This line returns 0 matches. Am I doing something wrong? Any suggestions?

Filter Exchange · swing filter using Slow stochtastics(30,10)
push5280
msg #82078
10/29/2009 10:51:48 PM

ok so I have now manually checked ALL 911 hits that this screen had between 1/1/09 and 10/14/09. here are the results

@trendscanner....
overall 911 hits
14 losing trades ...avg loss of -1.68% per trade, average of 2 days held, losing trades were 1.54% of total
17 trades were a wash..... wash trades were 1.87% of total
880 trades were winning trades....avg return of 30.66% per trade, avg. of 7 days held, winning trades were 96.6%

@crunkle
from 1/1/09 - 2/28/09
371 hits
11 losing trades....avg loss of 1.31% per trade, avg of 3 days held, losing trades were 2.97% of total for period
8 trades were a wash.....wash trades were 2.16 of total for period
352 were winning trades. avg return of 19.50%, and an avg of 5 days held




Filter Exchange · swing filter using Slow stochtastics(30,10)
push5280
msg #82021
10/29/2009 12:14:59 PM

crunk,

I appreciate your input, I am looking at all of the hits from 1/1/09 to today, I just haven't made it that far back yet. I will post updates as I make progress.

Filter Exchange · swing filter using Slow stochtastics(30,10)
push5280
msg #82011
10/29/2009 10:54:15 AM

so as I said in an earlier post I am going through all of the results from 1/1/09 to current to get the true effect of this scan. I am using the close on the day it hits as the entry and the high of the next 14 calendar days as the exit. So far .......


3/2/09 - 9/25/09 529 hits
4 trades were a loss (.75%)
9 trades were a wash (1.70%)
and 516 were profitable (97.54%)

the avg. return on the 529 trades is 38.56% and an avg of 9 calendar days held!!!

Pretty good results so far!!

Filter Exchange · swing filter using Slow stochtastics(30,10)
push5280
msg #81912
10/27/2009 11:03:48 PM

ok, so I'm going through these manually to get a baseline. So far I have looked at every hit for the period of 3/9/2009 through 9/25/2009. Theoretically the entry would be the close of the day of the hit, exit is the high of the next fourteen calender days.

So far I have looked at 302 hits

1 stock was a loss .33%
9 stocks were a wash 2.98%
and 292 were winners 96.69%

The avg. return is 42.39% and the avg time held is 8 calendar days! So far so good!!!!!!!!


Filter Exchange · swing filter using Slow stochtastics(30,10)
push5280
msg #81773
10/26/2009 3:18:02 PM

I'm sure it's going to take some time to go through 900 hits, but I'll post a progress report every day.

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