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General Discussion · Filter out prior day results
xarlor
msg #149416
modified
10/25/2019 10:43:35 AM

My solution would be to use count for past 2 days and only return the results where the condition happened once. This will exclude any results that happen 2 days in a row.

Example without count.
AAPL condition triggered yesterday and today
MSFT condition only triggered today

Fetcher[
symlist(MSFT,AAPL)
ma(3) > ma(7)
]



Example with count:
Only show results that triggered today but not yesterday.

Fetcher[
symlist(MSFT,AAPL)
ma(3) > ma(7)
set{var1,count(ma(3) > ma(7),2)}
var1 between 0 and 2
]



Stock Picks and Trading · Weinstein Filters
xarlor
msg #149405
10/24/2019 5:07:45 PM

Weinstein's works well when the market is doing well. Remember, one of the main principles of his methodology is comparing the individual stock to its sector AND to the market as a whole. Since the market has been... shall we say "choppy" since August, there haven't been many good candidates. At least on the long side. He has rules for shorting during bear markets as well, but again it's been a sideways market more than a bull or bear market.

I still look for candidates and have entered a few. Bought a long call on ABR during a strong signal back in August. Broke wma(150) on strong volume after clearing a head and shoulders pattern. It was a beautiful set-up. Of course, it immediately turned around (twice). Held onto it though and am up 86% for now. The method worked, but it decided to take me for a ride before the climb.

I posted it before, but here is the Stage 2 filter I made for myself:

Fetcher[
chart-time is 3 years
optionable
market not etf


set{var1,average volume(5) 1 day ago}
set{var2,var1*2}
volume > var2
volume > 500000
close > 5
close crossed above wma(150)
close 1 day ago < wma(150) for last 30 days

add column sector
Relative Strength(^SPX,150) > 1.0
30-day slope of Relative Strength(^SPX,150) > 0

add column var1
add column var2

draw high 3-year high
draw high 2-year high
draw high 1-year high
add column high 1-year high
add column high 2-year high
add column high 3-year high
]





Filter Exchange · Question for day traders
xarlor
msg #149392
10/23/2019 5:18:29 PM

This may have some merit:

Signal:
CCI(14) crosses above -100
RSI(5) crosses above 30

Followed immediately by Confirmation:
Green bar closes above EMA(5)
EMA(5) crosses above EMA(13)
Second green bar closes above EMA(5)

Buy.

Today's examples:
HEAR at 10:30
FAST at 10:53
X at 11:30
ATVI at 15:19

Getting the entry right is the easy part. It's the exit everyone struggles with.


General Discussion · “Ulcer Index” in StockFetcher?
xarlor
msg #149377
10/18/2019 5:34:06 PM

I was working off the same post and ya beat me to it. Glad we were thinking along the same lines. I noticed the SF version produces a much smoother Ulcer Index, not sure why though.






Public Filter List · all time highs
xarlor
msg #149369
10/17/2019 3:06:24 PM

Thanks to nibor, I was able to extend this filter to 15 years. It looks like that is the cap, it breaks if trying to add more.

Fetcher[

close > 1
average volume(30) > 1234567

set{x1,high 3-year high}
set{x2,x1 3 years ago}
set{x3,x2 3 years ago}
set{x4,x3 3 years ago}
set{x5,x4 3 years ago}
set{var1,max(x1,x2)}
set{var2,max(var1,x3)}
set{var3,max(var2,x4)}
set{15YH,max(var3,x5)}

set{z1,close / 15YH}
set{PercentFromHi,1 - z1}

PercentFromHi < 0.05

add column x1
add column x2
add column x3
add column x4
add column x5
add column 15YH

add column close
add column PercentFromHi
sort by column 12 ascending

draw price line at 15YH
do not draw percentfromhi
do not draw x5
]



General Discussion · Time Travel in StockFetcher
xarlor
msg #149368
10/17/2019 3:04:32 PM

Awesome, nibor! I ran some tests and it seems this is limited to 15 years. Past that, it just breaks. Used this filter to test. Once you add x6 (18 years out) it stops working.

Still, 15 years is a whole lot better than 3 years!

Fetcher[

close > 1
average volume(30) > 1234567

set{x1,high 3-year high}
set{x2,x1 3 years ago}
set{x3,x2 3 years ago}
set{x4,x3 3 years ago}
set{x5,x4 3 years ago}
set{var1,max(x1,x2)}
set{var2,max(var1,x3)}
set{var3,max(var2,x4)}
set{15YH,max(var3,x5)}

set{z1,close / 15YH}
set{PercentFromHi,1 - z1}

PercentFromHi < 0.05

add column x1
add column x2
add column x3
add column x4
add column x5
add column 15YH

add column close
add column PercentFromHi
sort by column 12 ascending

draw price line at 15YH
do not draw percentfromhi
do not draw x5
]



Public Filter List · all time highs
xarlor
msg #149349
10/15/2019 2:58:58 PM

For the purposes of highs and lows, SF is limited to the last 3 years. With that in mind, I wrote the filter looking for stocks that are within 5% of their 3-year high.

Fetcher[
close > 1
average volume(30) > 1234567

set{3YRhi,high 3-year high}
set{var1,close / 3YRhi}
set{PercentFromHi,1 - var1}
PercentFromHi < 0.05

add column 3YRhi
add column close
add column PercentFromHi
sort by column 7 ascending

draw price line at 3YRhi
do not draw percentfromhi
]



General Discussion · Beta and Standard Deviation indicators in SF
xarlor
msg #149328
10/13/2019 10:42:03 AM

Fetcher[
SP500
Set{a, ROC(252) / Beta}
Add column a {RAR}
Sort column 5 descending
]



General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
xarlor
msg #149319
10/11/2019 4:40:50 PM

Hah, no way! Florida alumn myself. Go Gators!

General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
xarlor
msg #149310
10/7/2019 2:40:29 PM

@nibor,, here is your next MNF backtest if you're up for it:

https://www.stockfetcher.com/forums/General-Discussion/Fibonacci-screener/149298

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