StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 ... 31 32 33 34 35 ... 37 >>Post Follow-up
graftonian
1,089 posts
msg #133965
- Ignore graftonian		 1/30/2017 12:26:16 PM

Good morning
All 10 of Kevins Crockpot opened below the descending 15 minute 13 EMA. the first to cross above the 13 EMA was NM (my first choice last night). Put in a limit buy at 1.87, but didn't get a fill until 1.91. And there it sits as I type.



graftonian
1,089 posts
msg #133988
- Ignore graftonian		 1/31/2017 1:20:08 PM

I have pretty well re-written the filter. The change was an attempt to explore a more complex
weighted summation. Instead of using the 4 and 13 week periods, I have included 1, 2, 3, 5,
8, and 13 week periods (fibonacci numbers are magic, aren't they?). Sorting on Reward - Risk
minimizes failures, significantly reduces wins. Any ideas? Also, anyone know of a way to sort the
filter by last weeks sort criteria, whatever that may be? That would make back-testing much easier.
I welcome your suggestions.

Fetcher[
/* KEVINS CROCKPOT MODIFIED */

/*MEASURE THE DIFFERENCE FROM WEEKLY OPEN TO WEEKLY HIGH*/
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }

/*DETERMINE THE FREQUENCY THAT 5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{5_1wk, count(Long_Profit > .05, 1)}
set{5_2wkA, count(Long_Profit > .05, 2)}
set{5_2wk, 5_2wkA - 5_1wk}
set{5_3wkA, count(Long_Profit > .05, 3)}
set{5_3wk, 5_3wkA - 5_2wkA}
set{5_5wkA, count(Long_Profit > .05, 5)}
set{5_5wk, 5_5wkA - 5_3wkA}
set{5_8wkA, count(Long_Profit > .05, 8)}
set{5_8wk, 5_8wkA - 5_5wkA}
set{5_13wkA, count(Long_Profit > .05, 13)}
set{5_13wk, 5_13wkA -5_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{var1, 5_1wk * 1.0}
set{var2, 5_2wk * 0.50}
set{var3, 5_3wk * 0.333}
set{var5, 5_5wk * 0.20}
set{var8, 5_8wk * 0.125}
set{var13, 5_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{reward5, var1 + var2}
set{reward4, reward5 + var3}
set{reward3, reward4 + var5}
set{reward2, reward3 + var8}
set{reward, reward2 + var13}
add column reward

/*DITTO FOR LOSS*/
set{wloop, weekly low - weekly open}
set{Long_loss, wloop / weekly open }

set{Loss_1wk, count(Long_Loss < -.10, 1)}
set{Loss_2wkA, count(Long_Loss < -.10, 2)}
set{Loss_2wk, Loss_2wkA - Loss_1wk}
set{Loss_3wkA, count(Long_Loss < -.10, 3)}
set{Loss_3wk, Loss_3wkA - Loss_2wkA}
set{Loss_5wkA, count(Long_Loss < -.10, 5)}
set{Loss_5wk, Loss_5wkA - Loss_3wkA}
set{Loss_8wkA, count(Long_Loss < -.10, 8)}
set{Loss_8wk, Loss_8wkA - Loss_5wkA}
set{Loss_13wkA, count(Long_Loss < -.10, 13)}
set{Loss_13wk, Loss_13wkA - Loss_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{loss1, loss_1wk * 1.0}
set{loss2, loss_2wk * 0.50}
set{loss3, loss_3wk * 0.333}
set{loss5, loss_5wk * 0.20}
set{loss8, loss_8wk * 0.125}
set{loss13, loss_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{risk5, loss1 + loss2}
set{risk4, risk5 + loss3}
set{risk3, risk4 + loss5}
set{risk2, risk3 + loss8}
set{risk, risk2 + loss13}
add column risk

set{performance, reward - risk}
add column performance

/*SCREEN FOR THE STRONGEST CANDIDATES*/
weekly open is above 1
average volume(90) above 500000
/*daily howgozit code*/
set{wkly_gain01, weekly high - weekly open}
set{wkly_gain02, wkly_gain01 / weekly open}
set{wkly_gain, wkly_gain02 * 100}
add column separator
add column weekly open{week_open}
add column separator
add column wkly_gain
set{max_loss01, weekly low - weekly open}
set{max_loss02, max_loss01 / weekly open}
set{max_loss, max_loss02 * 100}
add column max_loss
add column separator

plottype{5_1wk,zerobar}
draw 5_1wk
plottype{loss_1wk, zerobar}
draw loss_1wk
do not draw reward
chart-display is weekly
chart-time is 1 year
sort on column 7 descending
]
pthomas215
1,251 posts
msg #133996
- Ignore pthomas215		 1/31/2017 7:30:31 PM

Graftonian, that is a great filter. I took a stab at adding MACD related data to try to determine probability of a swing trade run. sorted it by performance. If I have completely destroyed your great filter, my sincere apologies. Take a look at CBL, 3 month view. Look for the MACD (3,6) crossing above the MACD EMA (9) at a decent slope, combined with the price in the chart above the yellow d1 line with the yellow line sloping downward. I have found when this happens, it is a good candidate for a swing trade.

Fetcher[
/* KEVINS CROCKPOT MODIFIED */

/*MEASURE THE DIFFERENCE FROM WEEKLY OPEN TO WEEKLY HIGH*/
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }

/*DETERMINE THE FREQUENCY THAT 5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{5_1wk, count(Long_Profit > .05, 1)}
set{5_2wkA, count(Long_Profit > .05, 2)}
set{5_2wk, 5_2wkA - 5_1wk}
set{5_3wkA, count(Long_Profit > .05, 3)}
set{5_3wk, 5_3wkA - 5_2wkA}
set{5_5wkA, count(Long_Profit > .05, 5)}
set{5_5wk, 5_5wkA - 5_3wkA}
set{5_8wkA, count(Long_Profit > .05, 8)}
set{5_8wk, 5_8wkA - 5_5wkA}
set{5_13wkA, count(Long_Profit > .05, 13)}
set{5_13wk, 5_13wkA -5_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{var1, 5_1wk * 1.0}
set{var2, 5_2wk * 0.50}
set{var3, 5_3wk * 0.333}
set{var5, 5_5wk * 0.20}
set{var8, 5_8wk * 0.125}
set{var13, 5_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{reward5, var1 + var2}
set{reward4, reward5 + var3}
set{reward3, reward4 + var5}
set{reward2, reward3 + var8}
set{reward, reward2 + var13}
add column reward

/*DITTO FOR LOSS*/
set{wloop, weekly low - weekly open}
set{Long_loss, wloop / weekly open }

set{Loss_1wk, count(Long_Loss < -.10, 1)}
set{Loss_2wkA, count(Long_Loss < -.10, 2)}
set{Loss_2wk, Loss_2wkA - Loss_1wk}
set{Loss_3wkA, count(Long_Loss < -.10, 3)}
set{Loss_3wk, Loss_3wkA - Loss_2wkA}
set{Loss_5wkA, count(Long_Loss < -.10, 5)}
set{Loss_5wk, Loss_5wkA - Loss_3wkA}
set{Loss_8wkA, count(Long_Loss < -.10, 8)}
set{Loss_8wk, Loss_8wkA - Loss_5wkA}
set{Loss_13wkA, count(Long_Loss < -.10, 13)}
set{Loss_13wk, Loss_13wkA - Loss_8WKA}

/*APPLY WEIGHTING FACTORS*/
set{loss1, loss_1wk * 1.0}
set{loss2, loss_2wk * 0.50}
set{loss3, loss_3wk * 0.333}
set{loss5, loss_5wk * 0.20}
set{loss8, loss_8wk * 0.125}
set{loss13, loss_13wk * 0.07692}

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE */
set{risk5, loss1 + loss2}
set{risk4, risk5 + loss3}
set{risk3, risk4 + loss5}
set{risk2, risk3 + loss8}
set{risk, risk2 + loss13}
add column risk

set{performance, reward - risk}
add column performance

/*SCREEN FOR THE STRONGEST CANDIDATES*/
weekly open is above 2
average volume(90) above 2000000
/*daily howgozit code*/
set{wkly_gain01, weekly high - weekly open}
set{wkly_gain02, wkly_gain01 / weekly open}
set{wkly_gain, wkly_gain02 * 100}
add column separator
add column weekly open{week_open}
add column separator
add column wkly_gain
set{max_loss01, weekly low - weekly open}
set{max_loss02, max_loss01 / weekly open}
set{max_loss, max_loss02 * 100}
add column max_loss
add column separator

plottype{5_1wk,zerobar}
draw 5_1wk
plottype{loss_1wk, zerobar}
draw loss_1wk
do not draw reward

chart-time is 1 year
sort on column 11 descending
set{f, 3 + 1}
set{s, 6 + 1}
set{fastcoef, 2.00 / f}
set{slowcoef, 2.00 / s}

set{ema3, ema(3)}
set{ema6, ema(6)}

set{a, ema3 * fastcoef}
set{b, ema6 * slowcoef}
set{c, a - b}
set{d, fastcoef - slowcoef}
set{e, c / d}
set{e_ema, cema(e,6)}
set{cls, close}


draw e_ema on plot price
draw e on plot price
draw d1 on plot price
draw price line at d1

set{a1,1 - fastcoef}
set{a2, a1 * ema3}
set{b1,1 - slowcoef}
set{b2, b1 * ema6}
set{c1, a2 - b2}
set{c2, 0 - c1}
set{d1, c2 / d}
draw d1 on plot price
price above d1 line

add column e{mfastline}
add column e_ema{mslowline}
add column d1{zeroline}

draw macd(3,6,9)
performance > 1
do not draw performance ]
T_Charp13
35 posts
msg #133997
- Ignore T_Charp13		 1/31/2017 9:07:25 PM

Great filter and hopefully you get the thumbs up from graphtonian. What is the blue Line(d1)?
pthomas215
1,251 posts
msg #133999
- Ignore pthomas215		 1/31/2017 9:54:15 PM

Thank you t_charp. I believe it serves as a recent most probable support line.

T_Charp13
35 posts
msg #134109
- Ignore T_Charp13		 2/7/2017 9:36:06 PM

Is there a way to reverse the filter and find stocks to short? So have the scan turn up stocks that broke through the yellow line to the downside and have more loss weeks than win weeks and so on.
pthomas215
1,251 posts
msg #134118
- Ignore pthomas215		 2/8/2017 10:35:00 AM

t charp, I will tinker with it and check.

pthomas215
1,251 posts
msg #134119
- Ignore pthomas215		 2/8/2017 10:37:33 AM

i just sometimes add 'rsi(2) > 99" to any bullish filter and i find those ready for a short.
graftonian
1,089 posts
msg #134124
- Ignore graftonian
modified		 2/8/2017 11:17:15 AM

CLVS, my pick for this week has been skating along near the 10% stoploss. Not much hope.

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

big jump at 11:30
selfhigh05
23 posts
msg #134331
- Ignore selfhigh05
modified		 2/15/2017 3:42:27 PM

nevermind I thought I had something to help narrow down the scan but this doesnt work as well as I thought:

AND close above .1
AND volume is above 500000
AND OBV increased past 2 days
AND CCI(20) increased past 2 days
AND CCI(20) crossed above -100
AND Connors RSI(3,2,100) increased past 2 days
AND volume is above Average Volume(30)

StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 ... 31 32 33 34 35 ... 37 >>Post Follow-up

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