StockFetcher Forums · Filter Exchange · Best =5DAY= Filter Contest --Stocks UNDER $4<< >>Post Follow-up
jpistell
123 posts
msg #34515
Ignore jpistell
12/25/2004 10:17:44 PM

Winning Filter will produce max net gains over a =FIVE DAY= (1 week) period.
Contest will be measured from 10 unknown setback days*.
Total highest net gain wins.

===Requirements===
Stocks: < $4
Date SetBack: The dates will be chosen at random, they could be any date, as far back SF allows us to go.

*Once I have enough entries, the contest will be closed and 5 setback days will be announced and results posted.

===ALSO===
When you post your filter, please GIVE IT A NICK NAME and give us some background on it.

Best wishes,
Joe


jpistell
123 posts
msg #34519
Ignore jpistell
12/26/2004 1:43:33 AM

filter name: SLEEPING BEAUTY

Fetcher[
/*SETUP*/
set{vola, count(volume > avgvol(100),50)}
set{volaMA, cma(vola,20)}
draw volaMA on plot vola
and vola reached 200 day high
and vola 10 days ago has been below 10 for the last 44 days
set{volaROC, vola / volaMA}
draw volaROC 200 day high
/*and volaroc > 1*/

/*TRIGGER*/
and pp > ma(10)

/*OVERHEAD CALCULATOR*/
set{recenthi, high pp 100 day high}
set{a, pp - recenthi}
set{b, a / recenthi}
set{overhead, b * 100}
and overhead > -60
add column overhead

/*SELLER CALCULATOR*/
set{recentlow, low pp 100 day low}
set{c, pp - recentlow}
set{d, c / recentlow}
set{Profits, d * 100}
and profits < 200
add column Profits
draw recenthi on plot price
draw recentlow on plot price

/*GLOBAL*/
and price is < 4
and avgvol(90) is above 100000
and volume > 20000
do not draw pp
do not draw profits
do not draw overhead
draw avgvol(22)
add column avgvol(90)
]



Comments:
Volume Precedes Price.
Count above average volume bars and look for signs of accum.
Use overhead calc. to emiminate near term holders that are "upside down".
Use profit calc. to eliminate near term holders that would love to secure profits (read: sell).

The name Sleeping Beauty comes from penny stocks long, long bases that "pop out of no where". My goal is to craft a way to look for a pattern, a signature or a sign that precedes the "pop". The theme of this filter assumes that "someone knows news is coming" and they can't hide it.

Sleeping Beauty is not complete. It needs more work. I've yet to get a handle on why some do not follow thru and why others do. Some of the profits this gererates are quite amazing.

Comments and tweaks always appreciated, bring on your best!
Trader Joe


jpistell
123 posts
msg #34546
Ignore jpistell
12/27/2004 9:52:13 AM

Is there no one worthy?
Can no one beat my "Sleeping Beauty"?

It may not hit more than 5-10 times a month, but it has huge upside gains and a win/loss ratio that is very favorable!

g'luck,
Trader Joe


mazotrade
2 posts
msg #34620
Ignore mazotrade
12/31/2004 12:42:45 AM

Well, I got no matches for offsets going back two months. Can't evaluate your filter if it returns no matches.


rsarno
103 posts
msg #34623
Ignore rsarno
12/31/2004 2:30:56 AM

i like the backtesting results, wish it returned more but its ok.
thanks for the filter!




jpistell
123 posts
msg #34628
Ignore jpistell
12/31/2004 11:12:14 AM

I see that it's not working... I posted it after a looong session and I must have x'd up something. I'll kick it and put it back up.

sry,
Trader Joe


jpistell
123 posts
msg #34670
Ignore jpistell
1/1/2005 9:59:01 PM

New Contest Entry: "Whack-a-Mole"

Fetcher[
/*TRIGGER*/
set{pop, volume / avgvol(100)}
and pop has crossed above 3 within the last 20 days
and Bollinger %B(20,2.0) one day ago has crossed below 1 within the last 7 days
and pp has been decreasing for 3 days
and close > open
draw Bollinger Bands(20,2.0)

/*GLOBAL*/
and price is < 4
and avgvol(90) is above 50000
add column avgvol(90)
/*LOOK OUT FOR SELLERS*/
/*PROFIT TAKERS*/
set{recentlow, low pp 60 day low}
set{hilow, pp / recentlow}
draw recentlow on plot price
add column hilow
draw hilow
and hilow < 2
/*UNHAPPY LONGS*/
set{recenthi, high pp 100 day high}
set{overhead, recenthi / pp}
add column overhead
draw recenthi on plot price
andd overhead < 2

and date offset is 29
]



Ok, I call this one "Whack-a-Mole".
The idea is that spikes in Bollinger and volume are often sold into (mm'ers need to square up their positions). These "pops" are like the "Whack-a-Mole" game at your local Fair. They grab attention and pull in volume (often due to news), then, the buzz wears off and the weak hands sell into the fade. "Whack-a-Mole" looks for a fade and goes long at the first good bar.

G'luck beating this one!!!
Trader Joe


rsarno
103 posts
msg #34744
Ignore rsarno
1/4/2005 7:51:27 PM

how is that "Whack-a-mole" working for you?

seams like a lot going on


jpistell
123 posts
msg #34748
Ignore jpistell
1/4/2005 9:21:22 PM

ah, it's just ok. Not my best effort. I like the setup, but the "catching the turn" part of the script is just plain lame.

Trader Joe


StockFetcher Forums · Filter Exchange · Best =5DAY= Filter Contest --Stocks UNDER $4<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.