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General Discussion ·  Anyone know of a scan the resembles INVESTOOLS scan
trek
msg #43372
5/1/2006 12:08:24 AM

The three green arrows are the macd cross of the zero line, stochs cross above 25 and price cross above MA(30)

Trek


StockFetcher 2.0 Beta · "chart-display is weekly" does not work
trek
msg #50196
2/23/2007 5:07:15 PM

As I've requested before, why not just make a blue link at the top of the page along with the 3 mth, 6 mth ,1 yr time frames that says weekly chart. This way any chart could be viewed on a weekly timeframe with the click of the button.


Trek


General Discussion · Any great suggestions For Afterhours Charts
trek
msg #93155
5/26/2010 9:35:00 AM

TOS

trek

General Discussion · Average True Range Question?
trek
msg #112914
4/23/2013 8:59:48 AM

I know SF has an ATR indicator, but is it possible to convert it to an ATR trailing stop like
ThinkorSwim has?

I copied and pasted the code from TOS if anyone might can convert into SF code.

thanks,

trek

*********************************************************************************************************

input trailType = {default modified, unmodified};
input ATRPeriod = 5;
input ATRFactor = 3.5;
input firstTrade = {default long, short};

assert(ATRFactor > 0, "'atr factor' must be positive: " + ATRFactor);

def HiLo = Min(high - low, 1.5 * Average(high - low, ATRPeriod));
def HRef = if low <= high[1]
then high - close[1]
else (high - close[1]) - 0.5 * (low - high[1]);
def LRef = if high >= low[1]
then close[1] - low
else (close[1] - low) - 0.5 * (low[1] - high);
def ATRMod = ExpAverage(Max(HiLo, Max(HRef, LRef)), 2 * ATRPeriod - 1);

def loss;
switch (trailType) {
case modified:
loss = ATRFactor * ATRMod;
case unmodified:
loss = ATRFactor * AvgTrueRange(high, close, low, ATRPeriod);
}

rec state = {default init, long, short};
rec trail;
switch (state[1]) {
case init:
if (!IsNaN(loss)) {
switch (firstTrade) {
case long:
state = state.long;
trail = close - loss;
case short:
state = state.short;
trail = close + loss;
}
} else {
state = state.init;
trail = Double.NaN;
}
case long:
if (close > trail[1]) {
state = state.long;
trail = Max(trail[1], close - loss);
}
else {
state = state.short;
trail = close + loss;
}
case short:
if (close < trail[1]) {
state = state.short;
trail = Min(trail[1], close + loss);
}
else {
state = state.long;
trail = close - loss;
}
}

def BuySignal = Crosses(state == state.long, 0, CrossingDirection.Above);
def SellSignal = Crosses(state == state.short, 0, CrossingDirection.Above);

plot TrailingStop = trail;

TrailingStop.SetPaintingStrategy(PaintingStrategy.POINTS);
TrailingStop.DefineColor("Buy", GetColor(0));
TrailingStop.DefineColor("Sell", GetColor(1));
TrailingStop.AssignValueColor(if state == state.long
then TrailingStop.color("Sell")
else TrailingStop.color("Buy"));


General Discussion · Average True Range Question?
trek
msg #112937
4/24/2013 4:58:10 PM

Thanks to all those that responded.

Kevin,
I had looked at the Chandelier exit as well, but does not give the same
value as TOS ATR trailing stop. I don't know how to post the chart from TOS showing
this, but the values are different.

For example today on NFLX, TOS atr trail stop(10,2.5) is 191.51
while SF Chandelier exit(10,2.5) is 193.56

Thanks again for everyone's suggestions,

trek



Backtesting Support · backtest waiting
trek
msg #35703
4/22/2005 12:07:22 PM

tomb,
when I hit the start test button, the filter comes up and says "waiting". It never shows the returns. How long does it take or is there something I'm doing wrong.

thanks,

Trek


Filter Exchange · BEST SHORTING FILTER
trek
msg #36259
6/8/2005 10:51:53 PM

Mary

Here is a short filter using rsi and adx. It doesn't give a lot of trades, but the ones it does works out pretty well. It gives really good backtest numbers for all years.

Approach Information
Approach Name: ADX/RSI Short
Test started on 12/31/2004 ended on 06/06/2005, covering 107 days
Filter used:
ADX(7)IS ABOVE 70 AND ADX(7) HAS BEEN DECREASING FOR THE LAST 1 DAY AND ADX(7) HAS BEEN INCREASING LAG 2 DAYS AND PRICE IS GREATER THAN 2 AND AVERAGE VOLUME IS GREATER THAN 25000 AND +DI(7) HAS BEEN ABOVE -DI(7) FOR THE LAST 5 DAYS and rsi(2) is above 98

Trade Statistics
There were 10 total stocks entered. Of those, 10 or 100.00% were complete and or 0.00% were open.
Of the 10 completed trades, 7 trades or 70.00%resulted in a net gain.
Your average net change for completed trades was: 4.14%.
The average draw down of your approach was: -2.63%.
The average max profit of your approach was: 9.59%
The Risk/Reward ratio for this approach is: 3.05
Annualized Return on Investment (ROI): 511.66%, the ROI of ^SPX was: -3.05%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (2 days) 10 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:733344
Losers:377655
Win/Loss Ratio:2.33:10.43:10.43:10.50:10.80:10.80:1
Net Change:4.14%-4.40%-3.14%-4.16%-3.57%-11.85%

Statistics By Variable: Match Price
 <10<20<30<40<50<60<70<80<90<100
Completed4:21:1--1:01:0----
2 day chg2:41:1--0:10:1----
5 day chg2:41:1--0:10:1----
10 day chg3:20:2--0:10:1----
25 day chg3:21:1--0:10:1----
40 day chg3:21:1--0:10:1----

Statistics By Variable: Average Volume
 <150000<300000<450000<600000<750000<900000<1.1M<1.2M<1.4M<1.5M
Completed2:23:1--1:0--1:0--
2 day chg2:21:3--0:1--0:1--
5 day chg2:21:3--0:1--0:1--
10 day chg1:22:2--0:1--0:1--
25 day chg2:12:2--0:1--0:1--
40 day chg2:12:2--0:1--0:1--



Filter Exchange · BEST SHORTING FILTER
trek
msg #36260
6/8/2005 11:01:06 PM

sorry, forgot to make clickable

Fetcher[ADX(7)IS ABOVE 70 AND ADX(7) HAS BEEN DECREASING FOR THE LAST 1 DAY AND ADX(7) HAS BEEN INCREASING LAG 2 DAYS AND PRICE IS GREATER THAN 2 AND AVERAGE VOLUME IS GREATER THAN 25000 AND +DI(7) HAS BEEN ABOVE -DI(7) FOR THE LAST 5 DAYS and rsi(2) is above 98]




General Discussion · Brokers
trek
msg #28088
8/26/2003 11:27:45 PM

I notice some in Stockfetcher are recommending using margin. I have used Ameritrade for a few years and really like the service. I just decided to start using Margin and found out Ameritrade doesn't allow it on stocks under $5. Does anyone have a broker recommedation for using Margin under $5?

thanks in advance


General Discussion · Camarilla Equation
trek
msg #63602
6/12/2008 10:40:17 AM

Has anyone ever used this equation to day trade? Supposedly gives daily pivot points with great accuracy.

trek

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