StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 36 37 38 39 40 >>Post Follow-up
djones000buck
206 posts
msg #101047
Ignore djones000buck
modified
6/3/2011 4:32:12 PM

Fetcher[

/*Define risk reward greed factor*/
set{greed, .25 / close 1 day ago}

/*stocks that usually go over 2% open to high*/
set{x1, high - open}
set{Long_Percent, x1/open }
set{H2P, count(Long_Percent > .02, 100)}

/*Define MA Indicator average*/
set{rb0, ma(21) - upper bollinger bands(10,.1)}
set{rb1, ma(21) one day ago - upper bollinger bands(10,.1) one day ago}
set{rb2, ma(21) two days ago - upper bollinger bands(10,.1) two days ago}
set{rb3, rb0 + rb1}
set{rb4, rb2 + rb3}
set{rba, rb4 / 3}

/*Define BB Indicator average*/
set{hb0, high - upper bollinger bands(10,.1)}
set{hb1, high one day ago - upper bollinger bands(10,.1) one day ago}
set{hb2, high two days ago - upper bollinger bands(10,.1) two days ago}
set{hb3, hb0 + hb1}
set{hb4, hb2 + hb3}
set{hba, hb4 / 3}
set{hbz, hb1 - hb0}

/*Define averages*/
set{ Maxhba , hba 100 day high }
set{Amaxhba, maxhba * .75}
set{bmaxhba, maxhba * .65}
set{ Minhba , hba 100 day low }
set{ Avghba , CMA( hba , 100 )}
set{Aminhba, minhba * .75}
set{bminhba, minhba * .85}

set{RB, rba - hba}
set{rz10, rsi(2) - rsi(2) one day ago}
set{rz21, rsi(2) one day ago - rsi(2) two days ago}
set{rz31, rsi(2) two days ago - rsi(2) three days ago}

set{rz21c, count(rz21 > 35,1)}
set{rz21d, count(rz21 < -35,1)}

set{RZ1, count(rz10 > 35,1)}
set{RZ2, count(rz10 < -35,1)}
set{RZ3, RZ2 * -1}
set{RZ5, high - close 1 day ago}
set{RZ5S, close 1 day ago - low}
set{RZ5b, count(RZ5 > .1,1)}
set{RZ5c, count(RZ5 > .25,1)}
set{RZ5d, count(RZ5S > .1,1)}
set{RZ5e, count(RZ5S > .25,1)}
set{rz1c, count(rz1 > .9,100)}
set{rz1d, count(rz2 > .9,100)}

set{RZ4, count(rz10 > 35,100)}
set{RZ7, count(rz10 < -35,100)}

set{hiop, high - open}
set{avghiop20, CMA(hiop, 20)}

/*add long stats*/
set{stat1, open - close one day ago}
set{stat2, count(stat1 > 0,1)}
set{stat3, close - open}
set{stat4, count(stat3 > 0,1)}
set{stat5, rz21c + stat2}
set{stat6, count(stat5 > 1.9,100)}
set{stat7, count(close > open,1)}
set{stat8, stat5 +stat7}
set{stat9, count(stat8 > 2.9,1)}
set{stat10, count(stat8 > 2.9,100)}
set{RLGUCU, stat10 / stat6}

set{stat7b, count(close < open,1)}
set{stat5b, rz21c + stat2}
set{stat8b, stat5b + stat7b}
set{stat9b, count(stat8b > 2.9,1)}
set{stat10b, count(stat8b > 2.9,100)}
set{RLGUCD, stat10b / stat6}

/*add short stats*/
set{stat12, open - close one day ago}
set{stat13, count(stat12 < 0,1)}
set{stat14, close - open}
set{stat15, count(stat14 > 0,1)}
set{stat16, rz21c + stat13}
set{stat17, count(stat16 > 1.9,100)}
set{stat18, count(close > open,1)}
set{stat19, stat16 +stat18}
set{stat20, count(stat19 > 2.9,1)}
set{stat21, count(stat19 > 2.9,100)}
set{RLGDCU, stat21 / stat17}

set{stat18b, count(close < open,1)}
set{stat16b, rz21c + stat13}
set{stat19b, stat16b + stat18b}
set{stat20b, count(stat19b > 2.9,1)}
set{stat21b, count(stat19b > 2.9,100)}
set{RLGDCD, stat21b / stat17}

set{RLgolong, RLGDCU + RLGUCU}
set{RLgoshort, RLGDCD + RLGUCD}
set{RLVAR, RLgolong - RLgoshort}

/*add long stats*/
set{sstat1, open - close one day ago}
set{sstat2, count(sstat1 > 0,1)}
set{sstat3, close - open}
set{sstat4, count(sstat3 > 0,1)}
set{sstat5, rz21d + sstat2}
set{sstat6, count(sstat5 > 1.9,100)}
set{sstat7, count(close > open,1)}
set{sstat8, sstat5 +sstat7}
set{sstat9, count(sstat8 > 2.9,1)}
set{sstat10, count(sstat8 > 2.9,100)}
set{RSGUCU, sstat10 / sstat6}

set{sstat7b, count(close < open,1)}
set{sstat5b, rz21d + sstat2}
set{sstat8b, sstat5b + sstat7b}
set{sstat9b, count(sstat8b > 2.9,1)}
set{sstat10b, count(sstat8b > 2.9,100)}
set{RSGUCD, sstat10b / sstat6}

/*add short stats*/
set{sstat12, open - close one day ago}
set{sstat13, count(sstat12 < 0,1)}
set{sstat14, close - open}
set{sstat15, count(sstat14 > 0,1)}
set{sstat16, rz21d + sstat13}
set{sstat17, count(sstat16 > 1.9,100)}
set{sstat18, count(close > open,1)}
set{sstat19, sstat16 + sstat18}
set{sstat20, count(sstat19 > 2.9,1)}
set{sstat21, count(sstat19 > 2.9,100)}
set{RSGDCU, sstat21 / sstat17}

set{sstat18b, count(close < open,1)}
set{sstat16b, rz21d + sstat13}
set{sstat19b, sstat16b + sstat18b}
set{sstat20b, count(sstat19b > 2.9,1)}
set{sstat21b, count(sstat19b > 2.9,100)}
set{RSGDCD, sstat21b / sstat17}

set{RSgolong, RSGDCU + RSGUCU}
set{RSgoshort, RSGDCD + RSGUCD}
set{RSVAR, RSgolong - RSgoshort}

/*get a dime long*/
set{test, RZ5b + rz21c}
set{test1, count(test > 1.9,100)}
set{GET.10L, test1 / rz1c}
set{test3, count(test > 1.9,1)}

/*get a quarter long*/
set{test4, RZ5c + rz21c}
set{test5, count(test4 > 1.9,100)}
set{GET.25L, test5 / rz1c}
set{test6, count(test4 > 1.9,1)}

/*get a dime short*/
set{test7, RZ5d + rz21d}
set{test8, count(test7 > 1.9,100)}
set{GET.10S, test8 / rz1d}
set{test9, count(test7 > 1.9,1)}
set{test13, test9 * -1}

/*get a quarter short*/
set{test10, RZ5e + rz21d}
set{test11, count(test10 > 1.9,100)}
set{GET.25S, test11 / rz1d}
set{test12, count(test10 > 1.9,1)}

/*day 2 odds long*/
set{2d1, count(rz31 > 35,1)}
set{2d100, count(rz31 > 35,100)}
set{2dhicl1, high - close two days ago}
set{2dhicl, count(2dhicl1 > .1,1)}
set{2days, 2dhicl + 2d1}
set{2dayodds, count(2days > 1.9,100)}
set{L2odds, 2dayodds / 2d100}

/*day 2 odds short*/
set{s2d1, count(rz31 < -35,1)}
set{s2d100, count(rz31 < -35,100)}
set{s2dhicl1, low - close 2 days ago}
set{s2dhicl, count(s2dhicl1 < -.1,1)}
set{s2days, s2dhicl + s2d1}
set{s2dayodds, count(s2days > 1.9,100)}
set{S2odds, S2dayodds / s2d100}


set{rz, hba - rba}

/*find signals only*/
set{ARZ10L, count(rz10 > 34.9, 1)}
set{BRZ10S, count(rz10 < -34.9, 1)}
set{OR1, ARZ10L + BRZ10S}

/*Display Information*/
add column greed
add column hba
add column RZ10
add column H2P
add column RLgolong
add column RLgoshort
add column RLVAR
add column RLGUCU
add column RLGUCD
add column RLGDCU
add column RLGDCD
add column RSgolong
add column RSgoshort
add column RSVAR
add column RSGUCU
add column RSGUCD
add column RSGDCU
add column RSGDCD
and draw RZ1
and draw RZ3 on plot RZ1
and draw test3
and draw test13 on plot test3
/*and draw stat9*/
/*and draw stat9b on plot stat9*/
/*and draw stat20*/
/*and draw stat20b on plot stat20*/
/*and draw sstat9*/
/*and draw sstat9b on plot sstat9*/
/*and draw sstat20*/
/*and draw sstat20b on plot sstat20*/
and draw bollinger bands(10,.1)
and draw ma(17)
and draw ma(10)
and draw wma(21)
and draw rba
and draw hba on plot rba
and draw amaxhba on plot hba
and draw bmaxhba on plot hba
and draw aminhba on plot hba
and draw bminhba on plot hba
and draw hb0 on plot hba
and draw bollinger bands(50,1.04)
add column avghiop20
add column GET.10L
add column GET.25L
add column GET.10S
add column GET.25S
add column L2odds
add column S2odds
add column RZ

and draw rlgucu
and draw rlgucd on plot rlgucu

/*Selection criteria*/

GET.10L > .5
GET.10S > .5
h2P > 45
price > 10
price < 60
stock is optionable
average volume(90) > 750000
/*hba > rba*/
/*hba crossed below aminhba*/
show stocks where OR1 above 0
and draw ema(100)
and draw ma(10)
do not draw GET.10L
do not draw GET.10S
do not draw OR1
sort column 6 descending
]



gucu is gap up close up stat
gucd is gap up close down stat
gdcu is gap down close up stat
gdcd is gap down close down stat

the rl in front is nomenclature for a long trade opportunity
the rs in front is nomenclature for a short trade opportunity

and stats galore,

have to sift through it, had to knock the dust off this one..

edit:
forgot to credit the author - TRO
just added some squiggly lines and more stats...

TheRumpledOne
6,411 posts
msg #101964
Ignore TheRumpledOne
modified
8/3/2011 9:48:30 AM

Fetcher[

/* TRO STAT DISPLAY - gap fills */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 1)}
set{gapdn100f, count(gapdnfilled > 0, 1)}

set{gapfilled, gapup100f + gapdn100f}

add column gapfilled{(fill)}
add column gapfilled 1 day ago{(-1day)}
add column gapfilled 2 days ago{(-2day)}
add column gapfilled 3 days ago{(-3day)}
add column gapfilled 4 days ago{(-4day)}
add column gapfilled 5 days ago{(-5day)}
add column gapfilled 6 days ago{(-6day)}
add column gapfilled 7 days ago{(-7day)}
add column gapfilled 8 days ago{(-8day)}
and add column separator
add column industry
add column sector
and add column separator

/* SELECTION CRITERIA */

symlist(aapl,rimm)

draw gapfilled

sort column 5 descending
]




The chart shows you when the gap filled and when it didn't. It should be obvious to the reader this is profitable.



TheRumpledOne
6,411 posts
msg #103199
Ignore TheRumpledOne
modified
11/2/2011 10:23:12 AM

Fetcher[
/* gap fill statistics */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

SYMLIST(TLT,gmcr)

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]





TheRumpledOne
6,411 posts
msg #103203
Ignore TheRumpledOne
modified
11/2/2011 3:52:35 PM

Fetcher[
/* TRO gap fill performance - Weekly Options Funds */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }
set{HiOp,high - open}
set{OpLo, open - low}

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED



set{Long_Profit, absgap }


set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}


/* DISPLAY COLUMNS */


and add column gapfilled

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

and add column separator
and add column C0010 {2_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column separator
and add column Xgapped
and add column Xgapup
and add column OpLo

and add column Xgapdn
and add column HiOp

and add column cl1lo
and add column hicl1

and add column gapupfilled
and add column gapdnfilled

and add column gappedup100
and add column gappeddn100

and add column gapup100f
and add column gapdn100f


/* SELECTION CRITERIA */

symlist(oex,xeo,spx,djx,ndx,rut,eem,ewz,fas,faz,fxi,gld,gdx,iwm,qqq,sds,spy,slv,sso,tbt,tlt,tza,uso,ung,vxx,xle,xlf)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING

]







TheRumpledOne
6,411 posts
msg #103204
Ignore TheRumpledOne
modified
11/2/2011 3:55:53 PM

Fetcher[
/* TRO gap fill performance - Weekly Stock Options */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }
set{HiOp,high - open}
set{OpLo, open - low}

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}



set{Long_Profit, absgap }


set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}


/* DISPLAY COLUMNS */

and add column gapfilled

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

and add column separator
and add column C0010 {2_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}


and add column separator
and add column Xgapped
and add column Xgapup
and add column OpLo
and add column Xgapdn
and add column HiOp

and add column cl1lo
and add column hicl1

and add column gapupfilled
and add column gapdnfilled

and add column gappedup100
and add column gappeddn100

and add column gapup100f
and add column gapdn100f

and add column separator
/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* SELECTION CRITERIA */

symlist(aa,aapl,abx,aig,amzn,axp,ba,bac,bidu,bp,c,cat,clf,csco,crm,cvx,ep,f,fcx,ffiv,fslr,ge,gm,gmcr,goog,gs,hal,hd,hpq,hrbn,ibm,idcc,intc,isrg,jnj,jpm,ko,lvs,ma,mcd,mcp,mgm,mmm,mos,mrvl,msft,mu,nem,nflx,nke,nvda,orcl,pcln,pcx,sina,pot,qcom,rimm,rmbs,s,slb,slw,sndk,su,utx,v,wfc,wlt,wmb,wmt,wynn,x,xom,yhoo)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING

]



TheRumpledOne
6,411 posts
msg #103205
Ignore TheRumpledOne
11/2/2011 4:10:02 PM

Fetcher[

/* TRO STAT DISPLAY - gap fills - Weekly Stock Options */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 1)}
set{gapdn100f, count(gapdnfilled > 0, 1)}

set{gapfilled, gapup100f + gapdn100f}

add column gapfilled{(fill)}
add column gapfilled 1 day ago{(-1day)}
add column gapfilled 2 days ago{(-2day)}
add column gapfilled 3 days ago{(-3day)}
add column gapfilled 4 days ago{(-4day)}
add column gapfilled 5 days ago{(-5day)}
add column gapfilled 6 days ago{(-6day)}
add column gapfilled 7 days ago{(-7day)}
add column gapfilled 8 days ago{(-8day)}
and add column separator
add column industry
add column sector
and add column separator

/* SELECTION CRITERIA */


symlist(aa,aapl,abx,aig,amzn,axp,ba,bac,bidu,bp,c,cat,clf,csco,crm,cvx,ep,f,fcx,ffiv,fslr,ge,gm,gmcr,goog,gs,hal,hd,hpq,hrbn,ibm,idcc,intc,isrg,jnj,jpm,ko,lvs,ma,mcd,mcp,mgm,mmm,mos,mrvl,msft,mu,nem,nflx,nke,nvda,orcl,pcln,pcx,sina,pot,qcom,rimm,rmbs,s,slb,slw,sndk,su,utx,v,wfc,wlt,wmb,wmt,wynn,x,xom,yhoo)


draw gapfilled

sort column 5 descending
]



TheRumpledOne
6,411 posts
msg #103206
Ignore TheRumpledOne
modified
11/2/2011 4:43:09 PM

Fetcher[

/* TRO gap fill performance - Weekly Stock Options - GAP MOVEMENT AS A PERCENT */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }
set{HiOp,high - open}
set{OpLo, open - low}
set{xRANGE, high - low}

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

set{Long_Profit, absgap / close 1 day ago }

set{C1A, count(Long_Profit > .00 , 100)}
set{C2A, count(Long_Profit > .01, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .01 , 100)}
set{D2A, count(Long_Profit > .02, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .02 , 100)}
set{E2A, count(Long_Profit > .03, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .03 , 100)}
set{F2A, count(Long_Profit > .04, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .04 , 100)}
set{G2A, count(Long_Profit > .05, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .05 , 100)}
set{H2A, count(Long_Profit > .06, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .06 , 100)}

set{ClOp, close - open }
set{RG0, count(ClOp > 0 ,1)}
set{RG1, count(ClOp 1 day ago > 0 ,1)}
set{RG2, count(ClOp 2 days ago > 0 ,1)}

set{C1R, count(xRANGE > 0.00 , 100)}
set{C2R, count(xRANGE > 1.00, 100)}
set{C0010R, C1R - C2R}

set{D1R, count(xRANGE > 1.00 , 100)}
set{D2R, count(xRANGE > 2.00, 100)}
set{D1020R, D1R - D2R}

set{E1R, count(xRANGE > 2.00, 100)}
set{E2R, count(xRANGE > 3.00, 100)}
set{E2030R, E1R - E2R}

set{F1R, count(xRANGE > 3.00 , 100)}
set{F2R, count(xRANGE > 4.00, 100)}
set{F3040R, F1R - F2R}

set{G1R, count(xRANGE > 4.00 , 100)}
set{G2R, count(xRANGE > 5.00, 100)}
set{G4050R, G1R - G2R}

set{H1R, count(xRANGE > 5.00, 100)}
set{H2R, count(xRANGE > 10.00, 100)}
set{H50100R, H1R - H2R}

set{I100R, count(xRANGE > 10.00 , 100)}
/* PRICE POSITION Display */

/* enter your Upper Limit criteria */
set{UpperLim , High 13 week High}

/* enter your Lower Limit criteria */
set{LowerLim , Low 13 week Low}

set{ Dynamic_Range , UpperLim - LowerLim }
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / Dynamic_Range}
set{BallOn, PPDiv * 100}

/* DISPLAY COLUMNS */


and add column separator

and add column gapfilled

and add column cma(absgap, 100) {gap avg}
and add column absgap 100 day high {gap max}
and add column absgap 100 day low {gap min}
and add column separator

and add column xRANGE {range}
and add column cma(xRANGE, 100) {avg rng}
and add column xRANGE 100 day high {rng max}
and add column xRANGE 100 day low {rng min}

and add column C0010R {0_1}
and add column D1020R {1_2}
and add column E2030R{2_3}
and add column F3040R {3_4}
and add column G4050R{4_5}
and add column H50100R{5_10}
and add column I100R {10_}

and add column separator

and add column RG2
and add column RG1
and add column RG0


add column BallOn {BallOn13}
add column UpperLim
add column LowerLim


and add column separator
and add column C0010 {0_1}
and add column D1020 {1_2}
and add column E2030 {2_3}
and add column F3040 {3_4}
and add column G4050 {4_5}
and add column H50100 {5_6}
and add column I100 {6_}


and add column separator
and add column Xgapped
and add column Xgapup
and add column OpLo
and add column Xgapdn
and add column HiOp

and add column cl1lo
and add column hicl1

and add column gapupfilled
and add column gapdnfilled

and add column gappedup100
and add column gappeddn100

and add column gapup100f
and add column gapdn100f

and add column separator
/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* SELECTION CRITERIA */

symlist(aa,aapl,abx,aig,amzn,axp,ba,bac,bidu,bp,c,cat,clf,csco,crm,cvx,ep,f,fcx,ffiv,fslr,ge,gm,gmcr,goog,gs,hal,hd,hpq,hrbn,ibm,idcc,intc,isrg,jnj,jpm,ko,lvs,ma,mcd,mcp,mgm,mmm,mos,mrvl,msft,mu,nem,nflx,nke,nvda,orcl,pcln,pcx,sina,pot,qcom,rimm,rmbs,s,slb,slw,sndk,su,utx,v,wfc,wlt,wmb,wmt,wynn,x,xom,yhoo)

/* SORT CRITERIA */

SORT COLUMN 6 DESCENDING



]




Important Disclaimer:
Upon viewing, reading, utilizing, downloading, participation, attending, registration and/or purchase/attendance in/of ANYTHING, I hereby waive all claims against ANYBODY for any loss in trading or personal expense I incur related to but not limited to these materials/webinars/chat rooms/channels/seminars/newsletters and events.
I am aware and agree that these materials/webinars/chat rooms/channels/seminars/newsletters and events are provided/conducted for educational purposes only and Nothing provided is to be taken as trading advice.

IMPORTANT:
The risk of loss in online trading futures, options, cash currencies and other leveraged transaction products can be substantial. Therefore only "risk capital" should be used. Futures, options, cash currencies and other leveraged transaction products are not suitable investments for everyone. The valuation of futures, options, cash currencies and other leveraged transaction products may fluctuate and as a result clients may lose more than the amount originally invested and may also have to pay more later. Consider your financial condition before deciding to invest or online trade.

CFTC RULE 4.41
Hypothetical or simulated performance results have certain inherent limitations unlike actual performance record: simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or overcompensated of the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No presentation is being made that any account will or is likely to achieve profits or losses similar to those predicted or shown.


TheRumpledOne
6,411 posts
msg #103649
Ignore TheRumpledOne
12/6/2011 3:39:07 PM

http://www.tradingacademy.com/lessons/20111206/featured_article.htm

Novice Gaps - Easy Opportunity for the Professional Trader

By Sam Seiden, Online Trading Academy Vice President of Education

Novice gaps are the ultimate picture of novice greed in the market. Why do I make gaps such an important part of the Extended Learning Track (XLT) program? Simple, because gaps are the most obvious way to spot a novice market speculator. Remember, if you can't spot the novice, consistently losing trader in a market, the novice trader is probably you. Just like the game of poker - if you sit down at the table and can't figure out quickly who will pay the table that night, it is likely you.

Gaps in price are great because they are the picture of a strong supply and demand imbalance when you understand them. Not every gap sends the same message or represents the same opportunity, so we structure them into an understandable checklist. Once this is done, we can use this information to spot the picture of very novice buying or selling and be there to take the low risk, high reward, and high probability trade.

Live Extended Learning Track (XLT) Session


Figure 1

Above is a chart of XLNX. In the XLT that morning, BEFORE the market opened and fell, we were going over the stock market. We do our analysis when the market is not open and moving so we can be very objective and plan our trades in advance to take care of the emotional issues related to trading for new traders. That morning, there was a gap up in the market and XLNX after a rally in price, in the context of a down trend, and into an area of supply (resistance). This is a clear novice trader signal because it represents such a huge mistake. Anyone who buys after a period of buying and at price levels where supply exceeds demand and in a market whose average price is declining is going to lose consistently over time; the laws of supply and demand ensure that. They may have a winning trade once in a while, but over time, they will lose the majority of the time. The only action worse than those two mistakes is when that person is buying a gap up, and that is what we had above with our XLNX opportunity. What we did next was to look at where the demand was below and determined it was much lower (blue line). This set up a scenario that suggested the path of least resistance is down, and once the market opened right into our supply level where we planned to sell short, price proceeded to decline to demand, our profit target. Could I have been wrong? Of course, that's trading which is why we focus on risk so much. Our goal in trading is not to create certainty because that never exists. Our goal is to become masters at objectively assessing the odds which means objectively quantifying real supply and demand and that is what we did.

Let's get back to gaps... In the XLT, we keep it simple. Here are some rules to keep in mind when you have a gap:

A gap up in price, into supply, after a rally in price and in the context of a downtrend, is a VERY high odds shorting opportunity.
A gap up in price, in the context of an uptrend, is a lower odds shorting opportunity and actually can be a buying opportunity on a pullback to demand when there is a significant profit margin above.
A gap down in price, into demand, after a decline in price and in the context of an uptrend, is a VERY high odds buying opportunity.
A gap down in price, in the context of a downtrend, is a lower odds buying opportunity and may in some cases be a shorting opportunity after a rally into supply when there is a significant profit margin below.

While there is much more on gaps than I can write about in a short piece such as this one, keep in mind that the picture of the ultimate supply and demand imbalance is a gap. When you are ready to take a trade, simply ask yourself, "Who is on the other side of my trade?" and make sure you are trading with someone who is making a big mistake according to the laws of supply and demand, motion into mass, or whatever version of this basic governing dynamic you want to call it. Instead of looking at red and green candles on a chart and following a conventional Technical Analysis book, start looking a little deeper and begin to understand the order flow that's going on behind the scenes that is responsible for the creation of those candles. These basic thoughts will likely give you an edge over those who are on the other side of your trades and having that edge is the key to trading anything. If you are tired of transferring your account into someone else's, stop looking at the market the same way everyone else does.

Have a great day.

- Sam Seiden

TheRumpledOne
6,411 posts
msg #106502
Ignore TheRumpledOne
6/1/2012 7:31:20 PM

Years old and still working.

jcwing01
1 posts
msg #106647
Ignore jcwing01
modified
6/15/2012 9:12:07 AM

I'm guessing you're not still milking the AAPL and RIMM cows (now a giant heifer, and emaciated swayback respectively). I'm trying FFIV and NFLX as of late. Are you still posting regularly in a forum or on chat TRO?

StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 36 37 38 39 40 >>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.