StockFetcher Forums · Filter Exchange · Up / Down<< >>Post Follow-up
TheRumpledOne
6,411 posts
msg #50184
Ignore TheRumpledOne
modified
2/22/2007 5:11:58 PM

Michal Kreslik and I have been working on FOREX statistics since mid January.

So I am using some of the ideas here.





luc1grunt
622 posts
msg #50185
Ignore luc1grunt
2/22/2007 5:15:08 PM

Been a while since I said "thank you for your efforts" Avery. So Thank You. :)


TheRumpledOne
6,411 posts
msg #50186
Ignore TheRumpledOne
2/22/2007 5:25:29 PM

You're welcome.

GOT MILK?




TheRumpledOne
6,411 posts
msg #50191
Ignore TheRumpledOne
modified
2/23/2007 12:47:16 AM

Fetcher[
/* COW STREAK COUNTER 2 days white above 50 */

set{ xup, count( close above open , 100 ) }
set{ xdn, 100 - xup }
set{ xdiff, xup - xdn }

set{ white2, count( close above open, 2) }
set{ white3, count( close above open, 3) }
set{ white4, count( close above open, 4) }
set{ white5, count( close above open, 5) }

set{ white2s, count( white2 equal 2, 100) }
set{ white3s, count( white3 equal 3, 100) }
set{ white4s, count( white4 equal 4, 100) }
set{ white5s, count( white5 equal 5, 100) }

set{ red2, count( close below open, 2) }
set{ red3, count( close below open, 3) }
set{ red4, count( close below open, 4) }
set{ red5, count( close below open, 5) }

set{ red2s, count( red2 equal 2, 100) }
set{ red3s, count( red3 equal 3, 100) }
set{ red4s, count( red4 equal 4, 100) }
set{ red5s, count( red5 equal 5, 100) }

add column white2s
add column white3s
add column white4s
add column white5s

add column red2s
add column red3s
add column red4s
add column red5s

close 100 days ago above 0

white2s above 50


sort column 5 descending

market is nasdaq

/* date offset is 1 */
]



This show stocks that closed white 2 days in a row more often than not.




TheRumpledOne
6,411 posts
msg #50183
Ignore TheRumpledOne
modified
2/23/2007 12:47:29 AM

Fetcher[
/* WHITE COWS that give Milk */

set{ xup, count( close above open , 100 ) }
set{ xdn, 100 - xup }
set{ xdiff, xup - xdn }

set{ hiop, high - open }
set{ oplo, open - low }
set{ cllo, close - low }

set{ maxhiop, hiop 100 day high }
set{ maxoplo, oplo 100 day high }
set{ maxcllo, cllo 100 day high }

set{ av100hiop, cma( hiop , 100 ) }
set{ av100oplo, cma( oplo , 100 ) }
set{ av100cllo, cma( cllo , 100 ) }

set{ winner, av100hiop * xup }
set{ loser, av100oplo * xdn }
set{ milk, winner - loser }

add column milk
add column winner
add column loser

add column xup
add column xdn
add column xdiff

add column hiop
add column oplo
add column cllo

add column av100hiop
add column av100oplo
add column av100cllo

add column maxhiop
add column maxoplo
add column maxcllo

close 100 days ago above 0

xdiff above 10

close below 25
average volume(20) above 1000000

sort column 5 descending

market is nasdaq

/* date offset is 1 */

]



This is a different breed of "cow" to "milk" - stocks that usually close up.

The filter counts the last 100 days so xup and xdn represent percentage up/dn. The average of HiOp and OpLo for the last 100 days are displayed for use in your money management spreadsheet. Also the filter counts open = close days as LOSERS. This makes the results a little more realistic. avXXX100 = average value last 100 days and maxAAAA = maximum value last 100 days.

The "Milk" column is ( number of winners times the average of HiOp ) minus ( number of losers times the average of OpLo ). This should put us in the ballpark.

Change the price and volume to fit your trading style.

If you trade 1,000 shares and make a dime, that's folding money. Just multiply "MILK" by the number of shares you would normally trade to see how much you would have made over the last 100 days.

All you need is a statistical edge and you can rake it in. Think about it...

If a stock usually closes up and you buy at the open price, all you have to do is apply money management and you should win in the long run just like casinos. Just trade the same stock(s) over and over and over again and again and again. Dairy farmers milk the same cows everyday, right? LOL! :)

Wouldn't casinos love to have this kind of "edge"?

Alway remember...

ANYTHING CAN HAPPEN!



TheRumpledOne
6,411 posts
msg #50190
Ignore TheRumpledOne
modified
2/23/2007 12:47:50 AM

Fetcher[
/* COW STREAK COUNTER */

set{ xup, count( close above open , 100 ) }
set{ xdn, 100 - xup }
set{ xdiff, xup - xdn }

set{ white2, count( close above open, 2) }
set{ white3, count( close above open, 3) }
set{ white4, count( close above open, 4) }
set{ white5, count( close above open, 5) }

set{ white2s, count( white2 equal 2, 100) }
set{ white3s, count( white3 equal 3, 100) }
set{ white4s, count( white4 equal 4, 100) }
set{ white5s, count( white5 equal 5, 100) }

set{ red2, count( close below open, 2) }
set{ red3, count( close below open, 3) }
set{ red4, count( close below open, 4) }
set{ red5, count( close below open, 5) }

set{ red2s, count( red2 equal 2, 100) }
set{ red3s, count( red3 equal 3, 100) }
set{ red4s, count( red4 equal 4, 100) }
set{ red5s, count( red5 equal 5, 100) }

add column white2s
add column white3s
add column white4s
add column white5s

add column red2s
add column red3s
add column red4s
add column red5s


xdiff above 10

close 100 days ago above 0
close below 25
average volume(20) above 1000000

sort column 5 descending

market is nasdaq

/* date offset is 1 */
]




The COW STREAK COUNTER tells how many times the candles were white or red 2, 3, 4 and 5 days in a row.







JohnyYuma
60 posts
msg #50197
Ignore JohnyYuma
2/23/2007 6:19:19 PM

TRO

Similar to before...

How to get consecutive Red candles - prior to today- with a count of days, also
and
today being a white candle day

Thanks for your help


TheRumpledOne
6,411 posts
msg #50203
Ignore TheRumpledOne
modified
2/24/2007 11:13:42 AM

Fetcher[
/* CANDLE COLOR STREAK */

set{diff, close minus open }
set{green, count( diff above 0 , 1 ) }
set{red, count( diff below 0 , 1 ) }

set{CCb,days(red equal 0 ,100)}
set{CCa,days(green equal 0 ,100)}
set{candle, CCa - CCb}
set{candle1, candle 1 day ago }

add column candle
add column candle1

candle equal 1
close above 20
volume above 1000000

sort column 6 ascending
]








JohnyYuma
60 posts
msg #50253
Ignore JohnyYuma
2/25/2007 10:01:33 PM

TRO

Thanks

Appreciate it


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