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Filter Exchange · Bottom Breakout Filter Help
msg #155296
1/13/2021 5:58:53 PM

Did not reach a 90-day high previously? You'll have to clarify what you mean there.

Your example, GSAT, reached a 90-day high 1 day ago, 3 days ago, 5 days ago, 13 days ago, and 14 days ago which contradicts your requirement.

set{var1,count(close reached a new high 90 day high,1)}
var1 > -1
draw high 90 day high

General Discussion · EDGERATER discussion
msg #155288
1/12/2021 9:10:37 PM

All Trades Winners Losers Neutral
Trade Count % 100% 63.85% 35.97% 0.18%

General Discussion · EDGERATER discussion
msg #155283
1/12/2021 6:23:56 PM

nibor, thank you so much for running this. Rest assured I would/will learn Edgewater's coding if I had time. I just don't right now nor will I at least until this summer. That is why I appreciate you running it for me to see the output of the software. I'm convinced it's something I want to get into for sure now.

If you want to play around with it, I do have a few edits.

  • RSI(2) trading is imperative that you enter at the close of the signal, not the open next day. It rather defeats the purpose of the strategy as the next day has a good chance of opening higher.
  • Similarly, you have to close the position at the close of the exit signal
  • Open the universe of stocks to all except ETFs, so long as > $1 and volume above 200,000,000.
  • Can you run the backtest with these capital settings?
    1. Starting with $100K, 2% NLV per trade (account value), no duplicates allowed, trade using available equity (no margin)

    Cheese, based on Kelly as I understand it, I am getting 12.5% of capital per trade.

  • General Discussion · EDGERATER discussion
    msg #155236
    1/9/2021 12:07:33 PM

    Would like to see backtest results on this simple RSI(2) oversold filter.

    set{buy1,count(RSI(2) < 1,1)}
    set{buy2,count(RSI(2) 1 day ago > 1,1)}
    set{buy3,count(close > 1,1)}
    set{buy4,count(volume > 2000000,1)}
    set{buy5,buy1 * buy2}
    set{buy6,buy5 * buy3}
    set{buy,buy6 * buy4}
    buy > 0

    set{exit,count(rsi(2) > 70,1)}
    exit > -1

    draw rsi(2)

    General rules:
    Enter when RSI(2) < 1 today but not yesterday
    Exit when RSI(2) > 70
    No stop loss
    stocks above $1 and at least 2 million in volume.

    General Discussion · IPO Filter
    msg #155231
    1/8/2021 8:47:26 PM

    Well then, never knew about that one karennma. I changed it to 2 days and sho 'nuf ABNB popped up.

    General Discussion · IPO Filter
    msg #155190
    1/4/2021 11:21:10 PM

    Good catch, nibor.

    The disclaimer at the bottom of the SF site:

    EOD Data sources: DDFPlus & CSI Data

    Seems CSI Data does not have ABNB yet, but DDFPlus (aka BarChart) does. That leads me to believe that chart data is pulled from BarChart while filter data is pulled from CSI Data.

    The more you know.

    General Discussion · IPO Filter
    msg #155186
    1/4/2021 12:37:48 PM

    Those IPO filters are probably okay, the problem is ABNB is not part of the stock universe on SF (yet).


    Filter Exchange · bull flag
    msg #155178
    1/3/2021 10:16:18 AM

    Type "bull flag" in the search up above.

    Filter Exchange · Correct Syntax Needed
    msg #155174
    1/2/2021 10:04:09 AM

    Actually nibor, you may be onto something. I remembered when I started writing my own filters back in the naughts I had made a distinction between price and close. I formed that assumption when reading through the SF Usage Guide. I just went back to search where I might have read it. On page 28, this is why I thought there was a difference; emphasis mine:
    One note about the touched keyword: while the touched keyword may be mixed with combinations or measures, which do not include price, the results may be inconsistent. This is directly due to the fact that price information is multi-dimensional and represents a particular range, not a single, discrete value.
    Turns out it's only the touched keyword that may be inconsistent as interchanging price and close with touched yields the same results.

    Color me enlightened.

    Filter Exchange · Swing trade filter
    msg #155173
    1/2/2021 12:27:52 AM


    Can we get scripts for below swing trade scanner?

    Hope you like scanning pages of charts because those scans are like throwing darts at a dartboard.

    Holy Grail Strategy (bit of a misnomer)

    ADX(14) >= 30
    ADX(14) >= ADX(28)
    high >= MA(20)
    low <= MA(20)

    Moving Average Breaks

    open <= MA(50)
    close >= MA(50)
    open 1 day ago <= MA(50)

    MACD and Stochastic Double-cross

    MACD Fast Line(12,26,9) > MACD Slow Line(12,26,9)
    MACD Histogram(12,26,9) >= 0
    MACD Histogram(12,26,9) <= 0.2

    set{var1,Slow Stochastics Slow %D(10) + 0.5}
    Slow Stochastics Fast %K(10) >= Slow Stochastics Slow %D(10)
    Slow Stochastics Fast %K(10) <= var1
    Stochastics Slow %D(10) < 80

    Scanning for Pullbacks

    close < MA(10)
    close > MA(20)
    set{var1,high 20 day high * 0.95}
    close > var1
    close < high 20 day high

    draw price line at high 20 day high
    do not draw var1
    do not draw high 20 day high

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