| StockFetcher Forums · Filter Exchange · Pocket Pivot Scan | << 1 2 3 >>Post Follow-up |
| kmadnani 17 posts msg #152394 - Ignore kmadnani |
6/1/2020 10:47:47 AM @ nibor100 The only other filters I have are stocks above $10, Marketcap > 2B and Volume > Avg(21D Volume) I will post the results from today since I cannot run the scan from last friday anymore. There were definitely around 15 stocks which were flagged and that is more than I have seen recently. I did consolidate it into my bi-weekly scan watchlist so they should all be here from the last 2 weeks of scans. BKNG 1660.665 +21.245 44 -1.0 10.0 ZS 102.7225 +4.6325 160 2.0 48.0 FB 228.9521 +3.8621 57 -2.0 40.0 PVH 48.60 +3.13 68 -1.0 4.0 SBAC 316.99 +2.86 47 6.0 3.0 OKTA 198.44 +2.86 107 2.0 44.0 ADSK 213.235 +2.855 57 10.0 34.0 CDAY 71.71 +2.84 82 10.0 33.0 WYNN 85.82 +2.54 100 1.0 4.0 CMI 172.04 +2.44 67 5.0 5.0 STZ 174.98 +2.28 66 -1.0 40.0 TAL 58.63 +2.17 89 5.0 18.0 RY 66.99 +2.14 35 5.0 4.0 GDS 59.03 +2.03 88 1.0 -3.0 MTCH 91.055 +2.015 92 10.0 42.0 CAR 23.14 +1.61 197 10.0 5.0 SRC 29.89 +1.46 46 -2.0 4.0 CIB 27.32 +1.46 65 7.0 2.0 CCEP 39.15 +1.45 -33 8.0 2.0 FIVN 105.56 +1.36 125 2.0 44.0 WNS 49.69 +1.35 44 9.0 2.0 AMT 259.51 +1.34 45 6.0 4.0 CDK 40.51 +1.20 35 8.0 3.0 LSXMK 37.65 +1.18 52 10.0 4.0 YUM 90.88 +1.15 61 10.0 6.0 PAG 36.57 +.81 72 9.0 4.0 SPGI 325.83 +.81 70 18.0 41.0 NVTA 17.565 +.745 130 7.0 4.0 TRV 107.71 +.73 32 9.0 4.0 SNPS 181.60 +.69 67 10.0 41.0 CHTR 544.65 +.65 47 4.0 41.0 DKS 36.71 +.65 118 10.0 36.0 SITE 106.8699 +.5599 87 10.0 37.0 BCE 42.00 +.53 31 5.0 2.0 IP 34.58 +.53 31 9.0 3.0 EA 123.39 +.51 42 3.0 41.0 KDP 28.385 +.465 45 10.0 13.0 HRC 102.12 +.45 36 3.0 -19.0 MSA 119.33 +.39 37 -1.0 20.0 USFD 19.53 +.39 101 10.0 3.0 ROST 97.34 +.38 62 10.0 5.0 GTHX 17.29 +.32 91 -2.0 35.0 PPG 101.925 +.255 41 10.0 6.0 CLGX 49.78 +.22 96 10.0 35.0 NVST 21.35 +.21 N/A 9.0 4.0 HZO 19.15 +.12 143 11.0 36.0 IUSG 69.52 +.12 40 10.0 40.0 WMGI 29.65 +.10 53 -1.0 -4.0 RCI 41.98 +.08 29 5.0 2.0 HYD 57.625 +.0644 36 21.0 15.0 NYT 39.27 +.04 42 25.0 23.0 PGX 14.40 +.02 44 8.0 4.0 IONS 56.22 +.01 35 7.0 1.0 WBC 136.46 0 11 12.0 9.0 FLO 23.56 -.03 33 4.0 10.0 SNAP 18.8981 -.0419 126 2.0 43.0 JNK 101.45 -.061243 20 10.0 10.0 SHY 86.57 -.09 3 -1.0 2.0 SLGN 33.35 -.09 32 4.0 -14.0 ACB 13.96 -.12 141 -3.0 10.0 MOH 185.70 -.12 73 7.0 41.0 DT 38.3448 -.1252 N/A 18.0 34.0 UNP 169.73 -.13 49 10.0 6.0 IGSB 54.225 -.145 15 14.0 13.0 NTNX 23.91 -.15 91 -2.0 42.0 SNDR 24.02 -.15 45 10.0 5.0 MBB 110.915 -.165 5 -3.0 44.0 IGIB 59.02 -.21 17 13.0 10.0 FAST 40.995 -.265 46 5.0 36.0 TCOM 26.30 -.27 -35 4.0 25.0 EQT 13.01 -.33 162 -2.0 2.0 VCIT 93.22 -.35 18 13.0 9.0 HII 199.39 -.50 29 10.0 4.0 BAX 89.51 -.50 25 3.0 1.0 NVO 65.44 -.50 39 2.0 8.0 BKI 76.47 -.51 47 2.0 38.0 UPS 98.95 -.76 -20 10.0 5.0 PDD 65.91 -.96 246 2.0 44.0 NVS 86.39 -1.04 22 3.0 3.0 MRTX 97.81 -1.38 44 -2.0 41.0 KRTX 92.145 -1.715 N/A 10.0 4.0 FDX 128.66 -1.90 42 9.0 4.0 CB 119.90 -2.04 -27 10.0 6.0 VRSK 169.96 -2.72 40 9.0 39.0 LHX 195.87 -2.73 30 9.0 3.0 VMW 152.83 -3.44 64 4.0 15.0 BIO 487.26 -4.06 70 11.0 39.0 WST 210.97 -5.07 84 2.0 41.0 REGN 604.965 -7.845 121 2.0 16.0 |
| kmadnani 17 posts msg #152395 - Ignore kmadnani |
6/1/2020 11:16:41 AM On the volume filter I need to clarify. The filter is that the 'average volume' is greater than the '21 day colume average'. |
| nibor100 1,044 posts msg #152401 - Ignore nibor100 |
6/1/2020 1:57:54 PM The market cap filter was the big one for my filter version however I'm still getting a few more results for May 22 and May 26 than you had posted. My filter is getting 30 results for May 22 with 11 of the 15 you had posted and 52 results for May 26 with all 18 that you had posted, so I feel I'm very close to what you are looking for. I'm using "volume > average volume(21)" because I don't comprehend your last post where you wrote: "On the volume filter I need to clarify. The filter is that the 'average volume' is greater than the '21 day colume average'." 'average volume' over how many days? is greater than 'colume average' what is colume average? is it "average volume(21)? Thanks, Ed S. |
| kmadnani 17 posts msg #152411 - Ignore kmadnani |
6/1/2020 7:48:58 PM Following is the Scan output for 6/1/2020 AAON 54.27 +.10 31 10.0 16.0 BIP 41.15 +.49 52 5.0 4.0 BYND 138.69 +10.40 157 1.0 36.0 CCC 24.09 +1.20 86 2.0 -11.0 CCK 66.76 +1.33 53 10.0 4.0 CHNG 12.65 +.17 N/A 10.0 40.0 CNMD 73.94 +.53 86 10.0 10.0 DCPH 60.70 +2.13 204 1.0 6.0 DT 38.66 +.19 N/A 18.0 34.0 EEFT 98.21 +3.48 43 9.0 5.0 EMB 106.58 +.18 24 23.0 39.0 ENS 65.24 +1.94 71 10.0 41.0 H 56.19 +1.10 54 10.0 5.0 IRDM 24.16 +1.16 35 10.0 5.0 IUSG 69.75 +.35 41 10.0 40.0 JNK 102.18 +.668757 21 10.0 10.0 LAZ 27.67 +.81 -38 7.0 4.0 LYFT 32.59 +1.33 103 1.0 4.0 MCY 40.61 +.38 -37 13.0 5.0 MMS 72.85 +.83 47 10.0 39.0 NCR 19.48 +1.43 65 1.0 3.0 NDAQ 118.88 +.42 63 15.0 12.0 NTR 35.07 +1.07 40 7.0 -14.0 NVT 18.76 +.43 50 -1.0 5.0 PCY 25.85 +.13 28 23.0 19.0 PGX 14.42 +.04 44 8.0 4.0 PPD 28.07 +.83 100 1.0 37.0 PRSP 23.36 +1.19 52 1.0 38.0 PS 21.35 +.52 179 18.0 40.0 QSR 55.82 +1.26 98 11.0 37.0 REXR 40.04 +.24 -25 9.0 2.0 RUN 17.67 +.97 111 10.0 35.0 SAIA 111.75 +3.31 93 10.0 36.0 TAL 61.03 +4.57 97 5.0 18.0 TXG 81.95 +3.98 N/A 3.0 -6.0 TXRH 52.98 +1.13 74 10.0 9.0 UMPQ 11.74 +.35 -36 9.0 3.0 VC 74.40 +2.40 84 1.0 33.0 |
| kmadnani 17 posts msg #152412 - Ignore kmadnani |
6/1/2020 7:53:51 PM On TOS I have added the Average Volume Study to the filter with the following-->the 21 Period Simple Moving Average of the Volume is Greater than 200000 #Wizard text: The #Wizard input: length #Wizard text: period #Wizard input: averageType #Wizard text: moving average of the Volume is #Wizard input: Choice2 #Wizard input: Choice input price = volume; input length = 50; input averageType = {default Simple, Exponential, Weighted, Wilders, Hull}; input choice2 = {default "greater than", "less than"}; input Choice = 1000000; def avg; switch (averageType) { case Simple: avg = Average(price, length); case Exponential: avg = ExpAverage(price, length); case Weighted: avg = wma(price, length); case Wilders: avg = WildersAverage(price, length); case Hull: avg = HullMovingAvg(price, length); } plot scan; switch (choice2) { case "greater than": scan = avg > choice; case "less than": scan = avg < choice; } |
| nibor100 1,044 posts msg #152415 - Ignore nibor100 |
6/2/2020 10:23:20 AM @kmadnani, Now my filter is much closer to your results as I just get 4 more stocks for Jun1 than you did, and you got 1 that I don't get. a. My filter doesn't get CHNG because its market cap is below 2B so I'm not sure why it is showing up in the TOS results you got for Jun1. b. My filter also returns HCM, HYG, IVV, IWO which all appear to meet all of your criteria so I'm not sure why they aren't being found by your TOS scan. Are you sure there are no other TOS scan criteria, perhaps a stock exchange is excluded or a particular market segment, etc.? Thanks, Ed S. |
| kmadnani 17 posts msg #152443 - Ignore kmadnani |
6/4/2020 11:38:22 AM @nibor100 the only other filters I have are the Optionable Universe of stocks. Additionally I might have removed some PP alerted stocks/ETF's after manual review based on other subjective criteria. BTW is your scan running in TOS or SF. I wanted to get SF to mirror our TOS scan as much as possible since we can go back in time and run the scans at a prior date faster in SF and TOS does not have that capability. I think that is a very powerful feature to look for opportunities since sometimes the instrument retraces after a PP trigger but then shoots up. To backtest the theory in different markets we need the capability to run the scan for dates 1-2 years in the past where the market scenario evolved. |
| nibor100 1,044 posts msg #152465 - Ignore nibor100 |
6/4/2020 4:40:34 PM @ kmadnani, My filter is in SF script as I don't use TOS. Below is my Xarlor modified work in progress filter based on the info you've provided so far. Every once in a while one of your TOS scan stocks doesn't appear in my filter's results because SF labels the Market Cap of some ETFs "N/A" Let me know what you think, Ed S. |
| kmadnani 17 posts msg #152466 - Ignore kmadnani |
6/4/2020 4:53:38 PM Thanks @nibor100. Great progress. I have added the Apache License with the original copyright owners license information since its his logic which is being converted here. This is to ensure we are crediting the original contributor. Hope that's allright by everyone. /* Copyright 2015 Scott J. Johnson (http://scottjjohnson.com) /*Licensed under the Apache License, Version 2.0 (the "License"); /*you may not use this file except in compliance with the License. /*You may obtain a copy of the License at /* http://www.apache.org/licenses/LICENSE-2.0 /*Unless required by applicable law or agreed to in writing, software /*distributed under the License is distributed on an "AS IS" BASIS, /*WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. /*See the License for the specific language governing permissions and /*limitations under the License. /*----------------------------------------------------------------------------------- show stocks where market cap is above 2000 and add column market cap average volume(21) > 200000 /*average volume(30) > 200000*/ /*changed this per Kmadnani*/ close > 10 /*changed from 1 to 10 per Kmadnani*/ close >= close 1 day ago /*added per initial TOS post*/ /*not etf*/ /*Kmadnani's poster results included some ETFs*/ close >= day position(0.38,1) do not draw day position(0.38,1) /*initial TOS post wanted 38 not 62*/ /* daily price closes prior to the pivot should be tight is not required due to initial TOS post*/ /* The low on the day of the pivot must be within 1.4% of the 10-day SMA or the price must have moved up through the 10-day during that day. Had to add the 1.4% above the 10 day sma */ set{malo1,low / ma(10)} set{malo2,malo1 - 1} set{malo,count(malo2 between 0.014 and -0.014,1)} /*set{ma10cross,count(price crossed above ma(10),1)}*//*changed see below*/ set{ma20c,count(low <= ma(10),1)} set{ma30c,count(close >= ma(10),1)} set{ma10cross, ma20c * ma30c} set{mafinal, malo + ma10cross} /*SF wasn't parsing malo + ma10cross > 0 corretly so changed*/ mafinal > 0 close > ma(50) /* Pocket pivots should not be bought when then stock is below the 50- or 200-day simple moving averages. changed because initial TOS post does not use 200 day sma */ set{var,sign(roc(1)) * volume} add column var draw var /*beginning of 10 day Pocket Pivot code*/ set{ver, -1 * volume} ver is below var 1 day ago ver is below var 2 day ago ver is below var 3 day ago ver is below var 4 day ago ver is below var 5 day ago ver is below var 6 day ago ver is below var 7 day ago ver is below var 8 day ago ver is below var 9 day ago ver is below var 10 day ago /* if you want to see how SF handles the 10 lines above to determine if 10 day pocket pivot; add close < 0 line to the bottom of the filter and then click on the 'here' to learn why message*/ chart-time is 1 month draw ma(10) draw ma(50) |
| kmadnani 17 posts msg #152467 - Ignore kmadnani modified |
6/4/2020 4:56:22 PM Thanks @nibor100. Great progress. I have added the Apache License with the original copyright owners license information since its his logic which is being converted here. This is to ensure we are crediting the original contributor. Hope that's allright by everyone. |
| StockFetcher Forums · Filter Exchange · Pocket Pivot Scan | << 1 2 3 >>Post Follow-up |
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