StockFetcher Forums · Filter Exchange · Long filter for 4/30/2011 to 8/30/2011<< 1 2 3 >>Post Follow-up
duke56468
683 posts
msg #117469
Ignore duke56468
12/20/2013 9:52:51 PM

Sooo........shillllihs are you willing to share any part of your strategy?

shillllihs
6,047 posts
msg #117472
Ignore shillllihs
modified
12/21/2013 12:56:43 AM

Here. I've given it out 20 times. Everything i use here is someone's attempt that flopped.
I just adjust them. Looks like bios are the best and i like to play for 20% using a basket of them.

I would like to know how someone else would play this.


Fetcher[

set{adr10 , average day range (10) }
set{adr30 , average day range (30) }

and add column adr10
and add column adr30

average day range(10) is above 10 percent
close price is between 3.10 and 9.99
volume is above 1000000
MARKET CAP IS BELOW 190

/* TRO STAT DISPLAY - 10 PERCENT POPS PER WEEK */

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B10A, count(Long_Profit > .10 , 100)}

set{A10A, count(Long_Profit > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column separator
and add column B10A {GT10%}

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}
and add column separator
add column industry
add column sector
and add column separator
]



duke56468
683 posts
msg #117477
Ignore duke56468
12/21/2013 3:26:13 PM

shillllihs.....interesting outcome, a little scary without any stop loss on any short wager. How do you deal with that?

shillllihs
6,047 posts
msg #117480
Ignore shillllihs
12/21/2013 7:04:38 PM

I hold my breath and if starts going against me too much, i bail.

What would you do? How would you play them. How much margin would you hold/?

Maybe a basket would be the safest way.

duke56468
683 posts
msg #117481
Ignore duke56468
modified
12/21/2013 7:33:12 PM

backtest not too bad with 50% stoploss 20% profit stop. Not quite as well with 50% stoploss and 50% trailing stop and 20% profit stop. As far back as I went there was one losing 4 month period 8/30/2010 to12/30/2010. The 50% stoploss doesn't work for the 4/30/2011 to 8/30/2011 because of 1 stock ERFB which dropped on 5/24/2011, dropped from $6 trigger date to $0.01 at the open next day which no one in the real world would have bought.

duke56468
683 posts
msg #117502
Ignore duke56468
12/24/2013 9:24:38 AM

shillllihs can you or anyone explain the logic behind why this should be a good SHORT filter? It works, I just don't get it.

Fetcher[average day range(10) is above 10 percent
close price is between 3.10 and 9.99
volume is above 1000000
MARKET CAP IS BELOW 190
]



shillllihs
6,047 posts
msg #117508
Ignore shillllihs
12/24/2013 1:01:36 PM

IDK but if you reach in and pick the wrong ball, it can hurt you.

It's pretty amazing though.

boston
58 posts
msg #117550
Ignore boston
12/28/2013 9:52:07 PM

Here is the one that I think is probably profitable in any period.
Fetcher[
apply to symlist(aapl)
rsi(2) 1 day ago <= 5
rsi(2) >= 5
]



enter on day it goes below 5
and set an exit at 5% or whatever you want too.
think it work with options too.
it only hit twice in that period both would have made 5%
or if you held for 252 days they both been over 60%

duke56468
683 posts
msg #117551
Ignore duke56468
12/29/2013 10:22:17 AM

The real trick here is being able to pick the right stock for the symlist (aapl)

boston
58 posts
msg #117552
Ignore boston
12/29/2013 7:21:13 PM

Yes you are right about that. But kind of like TRO said a long time back, you just find the cow and milk it. I am sure you can take that screen and back test it as far back as you can and you find it very solid.


StockFetcher Forums · Filter Exchange · Long filter for 4/30/2011 to 8/30/2011<< 1 2 3 >>Post Follow-up

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