StockFetcher Forums · Filter Exchange · Linear Regression<< >>Post Follow-up
wamphraywater
58 posts
msg #29832
- Ignore wamphraywater		 11/12/2003 11:57:12 PM

OK you screen experts,
How do I word a screen that will give me stocks that opened the day below the center Linear Reg. Line and closed above.
First one to get it right gets a Donut !!!!!
TheRumpledOne
6,411 posts
msg #29833
- Ignore TheRumpledOne		 11/13/2003 12:57:11 AM

Fetcher[open below lri(60) and close above lri(60)]



You didn't specify the period so I used my fav.

Now just add price and volume to your liking...

I would use:

Fetcher[open below lri(60) and close above lri(60) and close above .01 and volume above 300,000 and avg vol(90) above 300,000 and 60 day slope of the close above 0]



This gets stocks in a uptrend with enough volume to daytrade.

I sure hope the Krispy Kremes have sprinkles!

MAY ALL YOUR FILLS BE COMPLETE.




wamphraywater
58 posts
msg #29835
- Ignore wamphraywater		 11/13/2003 2:15:51 AM

OK, only a plain one at this point.....I read the Guide but did not get a lot from it, I trade stocks in the .25 to 20 range, based on that and using SF chart what INDICATORS would you use and how would you word it to show a cross over for both the lower and the center lines on a upword slope, ( the last one did not work very well on my settings), also please show a date offset of 5 days just so I know we are on the same boat... Thanks for your time.
Cheers
TheRumpledOne
6,411 posts
msg #29852
- Ignore TheRumpledOne		 11/13/2003 9:12:39 PM

I don't know what you are trying to accomplish.

I look for stocks to bottom on the linear regression line for an entry signal coupled with low rsi(2).




robeal
6 posts
msg #34117
- Ignore robeal		 11/25/2004 1:51:43 AM

Mr Wamphrawater:

I like linear regression, but want to buy upward moving stocks that are
having a "pullback" (as I've read in various texts). Through the years
many people end up preferring one filter over others. I've combined a
number of them, but if I stuck with the original parameters, I'd end up
with no stocks chosen so I use more rules, but I've relaxed each one
somewhat and thrown in a linear regression to catch that stock that's
bouncing back. Here it is;

find stocks where slope of center linear regression line(22) < 0 &
slope of center linear regression line(11) > 0 &
draw MA(20) & slope of OBV > 0 &
MACD fast line(10,20,5) crossed above MACD slow line(10,20,5)
within the last 1 day &
fast stochastics(22,3) fast %k > 50 & slope of slow stochastics > 0 &
RSI > 50 & slope of RSI > 0 &
MACD fast line(65,130) > MACD slow line(65,130) &
average volume(90) > 100000 & close is between $.40 and $40 &
market is not OTCBB & chart-type is OHLC & draw Bollinger bands

One book recommends Bollinger bands for specifying T-Stops, and I figured
out that if the fast MACD(65,130) had crossed above its slow line then
the stock's 13 week moving average (65 business days = one quarter year)
was catching up to or better than it's 26 week moving average (130 business
days = one half year), and "fast stochastics(22,3)" approximates fast WEEKLY stochastics.

If a stock's most recent month has a negative slope (in a linear
regression sense), but it's most recent 2 weeks has a positive slope (in
a linear regression sense), and its MACD fast line has recently crossed
above its MACD slow line, the stock might continue upward soon and you'd
be catching a good price on its upward climb if you bought now.

Well, that filter seems to work well for me.

Also, when the market heads downward, only 85 to 90 percent is going downward.
There are still stocks making 52 week highs. This list might get smaller
each week during a downturn, but this list _doesn't_ disappear.
With a "stock browser" like StockFetcher, finding stocks that are "swimming
against the current" is easier than it once was.

2Penny



robeal
6 posts
msg #34153
- Ignore robeal		 11/27/2004 11:15:36 AM

Mr Wamphraywater:

I should have been more concise. The heart of my previous post is this:

find stocks where slope of center linear regression line(22) < 0
& slope of center linear regression line(11) > 0 .

There are other things thrown in like an approximation to the weekly
stochastics and a comparison between the 13 week (current quarter)
average stock prices and the 26 week (current half year) average
stock prices.

2Penny (husband of robeal)
robeal
6 posts
msg #34159
- Ignore robeal		 11/28/2004 12:37:39 AM

Mr Wampraywater:

I reread your opening statement and "boy was I off". I told you what
I used. You didn't ask that. You wanted something that described a
price crossing the center line of a linear regression. Okay, I took
what I had and deleted a lot of multiple time frame and multiple method
cross checking and left "price just crossed a center linear regression
line 1 day ago (actually applicable an hour or so after the trading
day ends)". Here's the results:

find stocks where slope of center linear regression line(22) < 0 &
slope of center linear regression line(11) > 0 & price crossed above
center linear regression line(11) within the last 1 day & draw MA(20) &
average volume(90) > 100000 & close is between $.40 and $40 & market
is not OTCBB & chart-type is OHLC & draw Bollinger bands

This is probably more like what you were hoping for.

2Penny
TheRumpledOne
6,411 posts
msg #49189
- Ignore TheRumpledOne
modified		 1/12/2007 12:41:48 PM

Fetcher[
/* enter your Upper Limit criteria */
set{UpperLim, High 1 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 1 week Low}

set{f14, fast stochastic fast %k(14)}
set{f141, fast stochastic fast %k(14) 1 day ago }

set{f14b,days(f14 is above f141, 100)}
set{f14a,days(f14 is below f141, 100)}
set{f14xf14, f14a - f14b}



set{E36b,days(ema(3) is above ema(6),100)}
set{E36a,days(ema(3) is below ema(6),100)}
set{E3xE6, E36a - E36b}

set{E50200b,days(ma(50) is above ma(200),100)}
set{E50200a,days(ma(50) is below ma(200),100)}
set{M50xM200, E50200a - E50200b}

set{E1326b,days(ema(13) is above ema(26),100)}
set{E1326a,days(ema(13) is below ema(26),100)}
set{E13xE26, E1326a - E1326b}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}

set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}


set{E50b,days(close is above ma(50),100)}
set{E50a,days(close is below ma(50),100)}
set{CxM50, E50a - E50b}

set{E200b,days(close is above ma(200),100)}
set{E200a,days(close is below ma(200),100)}
set{CxM200, E200a - E200b}


set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}


set{PARBuy, count(close crossed above Parabolic SAR, 5) }
set{DMIBuy, count( di(14) Difference crossed above 0 , 5) }
set{DMIBuyX, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR, 5) }
set{DMISell, count( di(14) Difference crossed below 0, 5) }
set{DMISellX, count( di(14) Difference below 0, 1) }

set{PARSBuy1, PARBuy * DMIBuy}
set{PARSBuy, PARSBuy1 * DMIBuyX}

set{PARSSell1, PARSell * DMISell}
set{PARSSell, PARSSell1 * DMISellX}

set{PARSTrade, PARSBuy + PARSSell}

set{HiOp, high - open}

set{WRb,days(Williams %R(10) is above Williams %R(10) 1 day ago,100)}
set{WRa,days(Williams %R(10) is below Williams %R(10) 1 day ago,100)}
set{WRxWR, WRa - WRb}

and add column VolCnt
and add column Vdbl
and add column volpct

and add column HiOp
and add column Trend

and add column CxC {CxC_}
and add column CxE5 {CxE5}

add column f14xf14
add column fast stochastic fast %k(14)

and add column E3xE6 {E3xE6}
and add column E13xE26 {E13xE26}


and add column CxM50
and add column CxM200
and add column M50xM200

add column rsi(2)
add column weekly rsi(2)

add column PARSBuy
add column PARSSell

add column Williams %R(10)
add column WRxWR

and draw RSI(2)
and draw ema(5)

draw UpperLim on plot price
draw LowerLim on plot price


low below Bottom Linear Regression Line(60)

and close above .01
average volume(90) above 50000

sort column 9 descending
]




Looking for stocks that had a low below the lower linear regression line.




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