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General Discussion · Personal web page
sierraseller
msg #103539
11/30/2011 11:03:41 AM

Thanks for posting the pairs in the pairs trading section. Very compelling info!

Are the entry rules and correlation calculation - selection criteria available in previous threads? Once again ,,good job!

General Discussion · Personal web page
sierraseller
msg #103456
11/24/2011 11:13:05 AM

Nice work on the new site. Not only is the info insightful, but the site design is clear, crisp and easy to understand.

Filter Exchange · A SIMPLE MARKET TIMING FILTER
sierraseller
msg #103069
10/23/2011 11:52:33 AM

Kevin:
Nice work.

FYI....All three charts in your post seem identical and don't match the three ETF closing values: i.e. 180 ish for all of the charts vs three different actual losing values for the etfs.. When I run the filter it seems to work ok, so i'm wondering if this is a posting glitch with SF or?

Also, any thoughts on combining this filter with a market direction scheme to catch the downtrends?

TIA

Filter Exchange · TAILS AND SHADOWS
sierraseller
msg #101798
modified
7/25/2011 3:20:04 PM

I get the same results (220 stocks) from the daily version and the same 220 stocks from the weekly version(s) you posted near the bottom of page 1..... also. the values in the weekly column (wbtsize) and the daily column (btsize) are identical. I seem to remember a previous thread where mixing weekly results with daily results seemed to produce unexpected results. It seems like converting to an all day version might create a baseline which could be compared with the weekly version, but I'm unsure how the get equivalency in SF.

Filter Exchange · No bottom feeding. Only breakouts
sierraseller
msg #101701
modified
7/18/2011 3:20:53 PM

iPaid:
I set up a watchlist with RvrRats filter output - then ran your filter against it - works as expected - his list of 444 consolidating stocks is reduced by your filter to 13 candidates. I suspect the watchlist gets stale as time passs so a fresh run to populate it is probably vital to getting good results

Fetcher[
/* Irishpitbulls original PB_Reistance_Support filter */
apply to watchlist(iPaidz_Top_Range_7/18/11)

set{PB ,100*ma(7) divided by ma(65)}
add column PB
and sort column 5 descending
and show stocks where PB is between 200 and 100
draw resistance(45,15,2)
draw resistance(65,10)
draw support(65,10,1)
draw support(45,15,2)
and add column Beta {Beta}
and market is not ETF
set{ iTargetPrice , close * .04 }
set{ Target , itargetprice +close}
add column Target
and price > ,79
and average volume(90) > 100000

/* RvrRatz Momentum tweak to prioritize */
and Momentum(12) increasing last 2 days
Draw Momentum(12)
Draw RSI(2)
Draw Linear Regression Channel(60)
Draw Williams %R(14)
Draw Roc
Draw Force Index(13)
]



Filter Exchange · No bottom feeding. Only breakouts
sierraseller
msg #101699
7/18/2011 2:25:27 PM

Hi iPaid:
I was hoping the combo would select the consolidating stocks from your filter and from that group use RvrRat's filter to catch the ones breaking out. I may run them separately and see what happens. Thanks for the info

Filter Exchange · No bottom feeding. Only breakouts
sierraseller
msg #101682
modified
7/17/2011 12:05:16 PM

To cut the candidate list I combined RvrRat and iPaid 's filters on the recent Breakout forum and on 7/17/12 (Sunday) got three hits.
TVLT, TBL, CFFN
I can't see how to make this hot, but here's the code. I did change the close/price limits to start at $1

/* Irishpitbulls orig PB&momentum filter */
set{PB ,100*ma(7) divided by ma(65)}
add column PB
and sort column 5 descending
and show stocks where PB is between 200 and 100
draw resistance(45,15,2)
draw resistance(65,10)
draw support(65,10,1)
draw support(45,15,2)
and add column Beta {Beta}
and market is not ETF
set{ iTargetPrice , close * .04 }
set{ Target , itargetprice +close}
add column Target
and price between 1 and 50
and average volume(90) > 100000

/* RvrRatz tweak to prioritize */
and Momentum(12) increasing last 2 days
Draw Momentum(12)
Draw RSI(2)
Draw Linear Regression Channel(60)
Draw Williams %R(14)
Draw Roc
Draw Force Index(13)

/* iPaid's: Price stays withi a 2% top range */
set{newhigh, high 1 month high}
set{newhighrange, newhigh * 0.98}
set{newhighrangehits, count(high > newhighrange, 10)}

show stocks where
average volume(10) is above 100000 and
close is above 1
and draw high 1 month high
and the 10 days slope of newhigh equals 0
and newhighrangehits > 0

and add column newhighrangehits



Public Filter List · Breakout combo using RvrRat and iPaid filters together
sierraseller
msg #101681
7/17/2011 11:59:08 AM

Fetcher[
/* RvrRatz orig PB&momentum filter */
set{PB ,100*ma(7) divided by ma(65)}
add column PB
and sort column 5 descending
and show stocks where PB is between 200 and 100
draw resistance(45,15,2)
draw resistance(65,10)
draw support(65,10,1)
draw support(45,15,2)
and add column Beta {Beta}
and market is not ETF
set{ iTargetPrice , close * .04 }
set{ Target , itargetprice +close}
add column Target
and price between 1 and 50
and average volume(90) > 100000
/* RvrRatz tweak to prioritize */
and Momentum(12) increasing last 2 days
Draw Momentum(12)
Draw RSI(2)
Draw Linear Regression Channel(60)
Draw Williams %R(14)
Draw Roc
Draw Force Index(13)

/* iPaid's stays withi a 2% top range */
set{newhigh, high 1 month high}
set{newhighrange, newhigh * 0.98}
set{newhighrangehits, count(high > newhighrange, 10)}

show stocks where
average volume(10) is above 100000 and
close is above 1
and draw high 1 month high
and the 10 days slope of newhigh equals 0
and newhighrangehits > 0

and add column newhighrangehits
]



To cut the candidate list I combined RvrRat and iPaid 's filters on the recent Breakout forum and got three hits


Filter Exchange · ADX DMI Method ^3
sierraseller
msg #101460
modified
7/6/2011 4:15:59 PM

Wheel.. I was interested in the logic, so Here's a really crude start using the info in the links Four sent and loosening up the parametters to get some matches.

If you expand/refine this somewhat and add the post to this thread, the response might be better: Errors leap off the page to competent coders, while a blank page evokes little reaction. Also, putting in some effort before asking for a complete system couldn't hurt.

set{channeltop,high 15 day high}
set{channelbottom,low 15 day low}
set{tchg, channeltop minus channeltop 15 days ago }
set{bchg, channelbottom minus channelbottom 15 days ago}
set{atchg, abs(tchg)}
set{abchg, abs(bchg)}
set{channeltopchange, atchg / channeltop}
set{channelbottomchange, atchg / channeltop}
show stocks where close above 5
and draw channeltop on plot price
and draw channelbottom on plot price
and channeltop < 10 percent above channelbottom
and channeltopchange < 0.025
and channelbottomchange < 0.025

pattern is ascending triangle(15,3)
price crossed above the upper ascending triangle(15,3)

ADX(13) has been < 25 for the last 15 days
+DMI(8) has been above ADX fo the last 3 days
-DMI(8) has been above ADX fo the last 3 days
+DMI(8) crossed above -DMI(8) within the last 1 day
Draw ADX(8)
Draw DI(8) Difference

HTH

General Discussion · Inverse Head & Shoulders pattern filter
sierraseller
msg #100143
4/6/2011 1:11:42 PM

I searched the site and reviewed the guide and the on line indicators section but was unsuccessful in finding a filter for inverse or non inverse head & shoulders pattern(s). Any links or ideas would be appreciated.

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