StockFetcher Forums · Filter Exchange · USING SLOPE OF THE CLOSE<< >>Post Follow-up
TheRumpledOne
6,411 posts
msg #37563
- Ignore TheRumpledOne		 8/20/2005 10:42:57 AM

This filter finds the stocks that have the highest 200 day slope of the close that are making new 52 week highs.

Fetcher[
/* STORE THE 52 WEEK HIGH AND LOW RESULTS */
set{H52, close 52 week high}
set{L52, close 52 week low}

/* CALCULATE THE PERCENTAGE GAIN OVER THE LOW */
set{pct1, H52 - L52}
set{pct2, pct1 / L52}
set{pct52, pct2 * 100}

/* COUNT HOW MANY TIMES IN THE PAST 5 DAYS A 52 WEEK HIGH/LOW HIT */
set{H52W, count(close equal close 52 week high, 5)}
set{L52W, count(close equal close 52 week low, 5)}

add column 200 day slope of the close

add column H52W
add column L52W

add column pct52
add column H52
add column L52

/* SELECT STOCKS THAT MADE A 52 WEEK HIGH IN THE PAST 5 DAYS */
H52W above 0

close above 20
volume above 1000000

sort column 5 descending
]



I sort descending on the 200 day slope of the close to rank the stocks. The ones with the highest slope pop to the top.

NOTE: StockFether has a little problem handling new issues so if the H52 and L52 columns are BOTH above 0, that usually means it's a new issue.

Below is the above filter added to the STOCK DASHBOARD DISPLAY

Fetcher[
/* STOCK DASHBOARD DISPLAY for newbies and old pros */

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}

set{H52, close 52 week high}
set{L52, close 52 week low}

set{pct1, H52 - L52}
set{pct2, pct1 / L52}
set{pct52, pct2 * 100}

set{H52W, count(close equal close 52 week high, 5)}
set{L52W, count(close equal close 52 week low, 5)}

add column 200 day slope of the close

add column H52W
add column L52W

add column pct52
add column H52
add column L52

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}

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 WRxWR

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

and draw Williams %R(10)

and draw Parabolic SAR
and draw +di(14)

and draw -di(14)
and draw adx(14)
and draw di(14) difference


/* your filter code goes below this line */

H52W above 0

close above 20
volume above 1000000

sort column 5 descending
]



MAY ALL YOUR FILLS BE COMPLETE.
TheRumpledOne
6,411 posts
msg #37564
- Ignore TheRumpledOne		 8/20/2005 11:02:00 AM

Now we find stocks that have the highest slopes but are hitting bottom on the 200 day linear regression:

Fetcher[
/* STORE THE 52 WEEK HIGH AND LOW RESULTS */
set{H52, close 52 week high}
set{L52, close 52 week low}

/* CALCULATE THE PERCENTAGE GAIN OVER THE LOW */
set{pct1, H52 - L52}
set{pct2, pct1 / L52}
set{pct52, pct2 * 100}

/* COUNT HOW MANY TIMES IN THE PAST 5 DAYS A 52 WEEK HIGH/LOW HIT */
set{H52W, count(close equal close 52 week high, 5)}
set{L52W, count(close equal close 52 week low, 5)}

/* CALCULATE DAILY AND WEEKLY BOTTOM TAIL SIZE */
set{BTSize, close - low}
set{WBTSize, weekly close - weekly low}

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{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}


add column 200 day slope of the close

add column H52W
add column L52W

add column pct52
add column H52
add column L52

add column btsize
add column wbtsize

add column trend
add column weekly RSI(2)
add column industry

/* SELECT STOCKS THAT ARE NEAR BOTTOM LINEAR REGRESSION LINE */
Price is near the bottom linear regression line(200)

/* SELECT STOCKS THAT HAVE A POSITIVE SLOPE */
200 day slope of the close above 0

close above 20
volume above 1000000

sort column 5 descending
]



I used one of Muddy's lesson - BOTTOM TAIL SIZE. This is an indication that the stock may be bouncing off the bottom. Just remember to WAIT FOR GREEN!

MAY ALL YOUR FILLS BE COMPLETE.
TheRumpledOne
6,411 posts
msg #37566
- Ignore TheRumpledOne		 8/20/2005 11:42:08 AM

Finding stocks where a trend has changed from down to up:

Fetcher[
/* TREND CHANGE FROM DOWN TO UP FILTER */

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{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}
Set{trend1, trend 1 day ago}

set{H52, close 52 week high}
set{L52, close 52 week low}

set{pct1, H52 - L52}
set{pct2, pct1 / L52}
set{pct52, pct2 * 100}

set{H52W, count(close equal close 52 week high, 5)}
set{L52W, count(close equal close 52 week low, 5)}

/* CALCULATE DAILY AND WEEKLY BOTTOM TAIL SIZE */
set{BTSize, close - low}
set{WBTSize, weekly close - weekly low}

add column Trend
add column trend1

add column 10 day slope of the close
add column 60 day slope of the close
add column 200 day slope of the close

add column btsize
add column wbtsize

add column H52W
add column L52W

add column pct52
add column H52
add column L52

add column industry

/* SELECT STOCKS WHERE TREND TURNED UP */
trend above trend1
trend above 0

close above 20
volume above 1000000

sort column 5 descending

]



Remeber feel free to copy/paste these filters and change the volume/price to suit your criteria.

MAY ALL YOUR FILLS BE COMPLETE.
poindexter
21 posts
msg #37577
- Ignore poindexter		 8/21/2005 10:31:44 AM

"NOTE: StockFether has a little problem handling new issues so if the H52 and L52 columns are BOTH above 0, that usually means it's a new issue."

you can overcome this problem by including the phrase: "close is above 0.00001 for the last 52 weeks".

of course you can change the parameters as you like.




TheRumpledOne
6,411 posts
msg #37579
- Ignore TheRumpledOne		 8/21/2005 11:13:17 AM

Thanks for the tip.
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