StockFetcher Forums · Filter Exchange · *** TESTING *** WORK IN PROGRESS ***<< 1 ... 4 5 6 7 8 >>Post Follow-up
TheRumpledOne
6,500 posts
msg #161696
- Ignore TheRumpledOne		 3/15/2025 11:48:35 AM

In case you are following, the filters that compare the previous day's close to the current high are NOT calculating properly.

Researching whether or not this is possible and if I am doing something wrong.


nibor100
1,070 posts
msg #161710
- Ignore nibor100		 3/17/2025 12:06:21 AM

It’s the same issue with Count that I replied to your recent Announcements post.
Ed S
nibor100
1,070 posts
msg #161712
- Ignore nibor100		 3/17/2025 10:01:30 AM

I forgot to mention that when SF does your Thursday close Friday high calc on the Thursday before Friday, it takes the current Thursday close and uses the high from the Friday a week before.

So it seems the daily data used by SF for Date(day of week) is only looking across the most recent 5 days.

Ed S.
TheRumpledOne
6,500 posts
msg #161744
- Ignore TheRumpledOne
modified		 3/27/2025 10:54:28 AM


Fetcher[
/* Turn trades starting below High 20 day Low */

set{ sw1, count( close 1 day ago below open 1 days ago ,1) }
set{ sw2, count( close above open ,1) }
set{ sw3, count( close 1 day ago below high 20 day low,1) }

set{ x1, sw1 * sw2 }
set{ TT, x1 * sw3 }

/* PRICE ACTION TRADE LOW BELOW PREVIOUS LOW and CLOSE ABOVE PREVIOUS CLOSE */

set{ sw4, count( low below low 1 days ago ,1) }
set{ sw5, count( close above close 1 days ago ,1) }
set{ LLHC, sw4 * sw5 }
set{LLHC20, count(LLHC > 0 , 20)}
add column LLHC20

/* high minus previous close*/

set{HiPC, high - close 1 day ago}
set{HPC20, count(HiPC > 0.02 , 20)}
add column HPC20
and add column HiPC

set{ minvol, count( volume below 1000000,30) }
// add column minvol

market is not otcbb
and add column separator
add column exchange
add column industry
add column sector
and add column separator

minvol below 1
price between .90 and 2.00
LLHC above 0


SORT COLUMN 2 ASCENDING
Chart-time is 4 weeks


do not draw minvol
draw LLHC
plottype{LLHC,zerobar}


draw HiPC
plottype{HiPC,zerobar}



]
TheRumpledOne
6,500 posts
msg #161749
- Ignore TheRumpledOne
modified		 3/28/2025 2:00:48 PM

Fetcher[


/* Turn trades starting below High 20 day Low */

set{ sw1, count( close 1 day ago below open 1 days ago ,1) }
set{ sw2, count( close above open ,1) }
set{ sw3, count( close 1 day ago below high 20 day low,1) }

set{ x1, sw1 * sw2 }
set{ TT, x1 * sw3 }

/* PRICE ACTION TRADE LOW BELOW PREVIOUS LOW and CLOSE ABOVE PREVIOUS CLOSE */

set{ sw4, count( low below low 1 days ago ,1) }
set{ sw5, count( close above close 1 days ago ,1) }
set{ LLHC, sw4 * sw5 }
set{LLHC20, count(LLHC > 0 , 20)}
add column LLHC20

/* high minus previous close*/

set{HiPC, high - close 1 day ago}
set{HPC20, count(HiPC > 0.02 , 20)}
add column HPC20
and add column HiPC

set{ minvol, count( volume below 1000000,30) }
add column minvol

market is not otcbb
and add column separator
add column exchange
add column industry
add column sector
and add column separator

/* FIND STOCKS THAT HAVE TRADED LESS THAN 1,000,000 SHARES THE LAST 30 DAYS */
/* AND TRADED OVER 1,000,000 TODAY */

minvol 1 day ago above 29
volume above 1000000

close above .90


SORT COLUMN 2 ASCENDING
Chart-time is 8 weeks

]



I missed a few rocket launches. This should catch some of them.

A trick I learned from MUDDY - Look back 5 days or more for the performance. Lots of shorting opportunities!
bert123
56 posts
msg #161755
- Ignore bert123		 3/30/2025 4:09:12 PM

Is Muddy still around?
nibor100
1,070 posts
msg #161756
- Ignore nibor100
modified		 4/2/2025 10:09:18 AM

I dug up one of my old SF backtest filters and started modifying it for Tro's posted video on "Lower Low,Higher Close".
Total Hits column is supposed to be the number of times a given stock has met his criteria shown in the video, with other columns for winners and losers counts, and charts showing the winners and losers history and size.
Below is what I've done so far.
Ed S.

Fetcher[
/* Turn trades starting below High 20 day Low
set{ sw1, count( close 1 day ago below open 1 days ago ,1) }
set{ sw2, count( close above open ,1) }
set{ sw3, count( close 1 day ago below high 20 day low,1) }
set{ x1, sw1 * sw2 }
set{ TT, x1 * sw3 }*/
/* PRICE ACTION TRADE LOW BELOW PREVIOUS LOW and CLOSE ABOVE PREVIOUS CLOSE */

set{ sw4, count( low 1 day ago below low 2 days ago ,1) }
set{ sw5, count( close 1 day ago above close 2 days ago ,1) }
set{ LLHC, sw4 * sw5 }
set{LLHC20, count(LLHC > 0 , 20)}
/*add column LLHC20*/ add column llhc20 1 day ago

/* high minus previous close*/
set{HiPC, high - close 1 day ago}
set{HPC20, count(HiPC > 0.02 , 20)}
/*add column HPC20*/ add column hpc20 1 day ago
/*and add column HiPC*/ add column hipc 1 day ago

set{ minvol, count( volume below 1000000,30) }

market is not otcbb
/*and add column separator
add column exchange
add column industry
add column sector
and add column separator*/

/* FIND STOCKS THAT HAVE TRADED LESS THAN 1,000,000 SHARES THE LAST 30 DAYS */
/* AND TRADED OVER 1,000,000 TODAY */

/*minvol 1 day ago above 29*/
/*set{minvol3,count(volume 1 day ago above 1000000,1)}*/
set{minvol4,count(minvol 1 days ago below 1,1)}

set{tru2, count(close 1 day ago between .90 and 5 ,1)}
set{tru3, minvol4*llhc}
set{tru4, tru2*1}
set{Tru5, Tru3*Tru4 }

set{var1, high minus close 1 day ago }
set{var2, var1 divided by close 1 day ago}
set{var3, var2 * 100}

set{var4, count( var3 is between 0 and 100, 1)}
set{var6, count( var3 is between -100 and 0, 1)}
set{Tru12, tru5*var4 }
set{var5, count(tru12 > 0 ,252)} and add column var5 {next day winners }
set{Tru13, tru5*var6 }
set{var8, count(tru13 > 0 ,252)} and add column var8 {next day losers }
set{var20, var5 + var8} add column var20 {total hits }

var20 > 0

set{var7, Tru12*var3 } draw var7
set{var9, Tru13*var3 } draw var9
chart-time is 252 days

set{SincTru12,-1 + days(var5 <= 0 ,252) } and add column SincTru12
add column sum(var7,252){sum winners} add column sum(var9,252){sum losers}

SORT COLUMN 10 deSCENDING draw minvol
]
TheRumpledOne
6,500 posts
msg #161757
- Ignore TheRumpledOne		 4/2/2025 10:46:24 AM

I have no idea if Muddy is still around.



nibor100
1,070 posts
msg #161760
- Ignore nibor100		 4/3/2025 2:18:25 PM

For those of you not on the SF Advanced Subscription I reduced functionality of the backtest so it should run for you, might require a couple of separate clicks on Fetch Stocks box, but should run after the first error msg.
Ed S.

Fetcher[
/* Turn trades starting below High 20 day Low
set{ sw1, count( close 1 day ago below open 1 days ago ,1) }
set{ sw2, count( close above open ,1) }
set{ sw3, count( close 1 day ago below high 20 day low,1) }
set{ x1, sw1 * sw2 }
set{ TT, x1 * sw3 }*/
/* PRICE ACTION TRADE LOW BELOW PREVIOUS LOW and CLOSE ABOVE PREVIOUS CLOSE */

set{ sw4, count( low 1 day ago below low 2 days ago ,1) }
set{ sw5, count( close 1 day ago above close 2 days ago ,1) }
set{ LLHC, sw4 * sw5 }
set{LLHC20, count(LLHC > 0 , 20)}
/*add column LLHC20*/ add column llhc20 1 day ago

/* high minus previous close*/
set{HiPC, high - close 1 day ago}
set{HPC20, count(HiPC > 0.02 , 20)}
/*add column HPC20*/ add column hpc20 1 day ago
/*and add column HiPC*/ add column hipc 1 day ago

set{ minvol, count( volume below 1000000,30) }

market is not otcbb
/*and add column separator
add column exchange
add column industry
add column sector
and add column separator*/

/* FIND STOCKS THAT HAVE TRADED LESS THAN 1,000,000 SHARES THE LAST 30 DAYS */
/* AND TRADED OVER 1,000,000 TODAY */

/*minvol 1 day ago above 29*/
/*set{minvol3,count(volume 1 day ago above 1000000,1)}*/
set{minvol4,count(minvol 1 days ago below 1,1)}

set{tru2, count(close 1 day ago between .90 and 5 ,1)}
set{tru3, minvol4*llhc}
set{tru4, tru2*1}
set{tru5, Tru3*Tru4 }

add column count(tru5 > 0,252) is greater than 0 do not draw tru5

set{var1, high minus close 1 day ago }
set{var2, var1 divided by close 1 day ago}
set{var3, var2 * 100}

set{var4, count( var3 is between 0 and 100, 1)}
set{var6, count( var3 is between -100 and 0, 1)}
set{Tru12, Tru5*var4 } /*add column count(tru12 > 0 ,252)*/

set{var5, count(tru12 > 0 ,252)} and add column var5 {next day winners }
set{Tru13, Tru5*var6 }
set{var8, count(tru13 > 0 ,252)} and add column var8 {next day losers }
set{var20, var5 + var8} add column var20 {total hits }

/*var20 > 0*/ /*draw Tru5 draw var5 draw var8*/

set{var7, Tru12*var3 } draw var7
set{var9, Tru13*var3 } draw var9
/*chart-time is 252 days*/

/*set{SincTru12,-1 + days(var5 <= 0 ,252) } and add column SincTru12
add column sum(var7,252){sum winners} add column sum(var9,252){sum losers}

SORT COLUMN 10 deSCENDING draw minvol*/
]
StockFetcher Forums · Filter Exchange · *** TESTING *** WORK IN PROGRESS ***<< 1 ... 4 5 6 7 8 >>Post Follow-up

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