StockFetcher Forums · Filter Exchange · Jump Shot<< >>Post Follow-up
brank20
41 posts
msg #93537
Ignore brank20
modified
6/5/2010 7:10:12 AM



The idea behind this filter is to find stocks that have been on the decline for 20 days. They declined between 5 and 10 percent. Then on the 21st day they jumped back up above their decline giving a percentage gain between 0 and 5 percent. Continuing on optimistic trading, you would get in on the 22nd day and try to get a 2.5% stop profit.

Set profit stop to 2.5%
set stop limit to 5%
Set days to hold to 25
I chose to stick to S&P 500 stocks, results may vary based on exchange.

Fetcher[show stocks where index is S&P 500

set{var1, close - close 20 days ago}
set{var2, close 1 day ago - close 20 days ago}
set{var3, var1 / close 20 days ago}
set{var4, var2 / close 20 days ago}

var3 is between 0 and .05
var4 is between -.05 and -.1

average volume(90) > 100000
close > 5

do not draw var3
do not draw var4
draw macd
draw rsi(14)

sort by column 6 descending
]



brank20
41 posts
msg #93538
Ignore brank20
modified
6/5/2010 7:12:30 AM

Results
Results column "Percent Increase" is the high 4 days after the entry point. This is the max you can get on this trade if you place your trailing stop correctly.

Fetcher[show stocks where index is S&P 500

set{var1, close 5 days ago - close 25 days ago}
set{var2, close 6 days ago - close 25 days ago}
set{var3, var1 / close 25 days ago}
set{var4, var2 / close 25 days ago}

var3 is between 0 and .05
var4 is between -.05 and -.1

average volume(90) > 100000
close > 5

do not draw var3
do not draw var4
draw macd
draw rsi(14)

set{var5, high 4 day high}
set{var6, var5 - open 4 days ago}
set{var7, var6 / open 4 days ago}
set{var8, var7 * 100}
add column var8{Percent Increase}
sort by column 5 descending

offset 13 days
]



brank20
41 posts
msg #93539
Ignore brank20
modified
6/5/2010 7:20:39 AM

edit - nm

StockFetcher Forums · Filter Exchange · Jump Shot<< >>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.