StockFetcher Forums · Filter Exchange · Who really wants to find the next NTRI?<< 1 ... 10 11 12 13 14 ... 31 >>Post Follow-up
TheRumpledOne
6,411 posts
msg #42236
Ignore TheRumpledOne
modified
3/20/2006 1:52:38 PM

Fetcher[

/* FINDING THE NEXT NTRI FILTER */

/* TREND DISPLAY */

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}

ADD COLUMN TREND

/* enter your Upper Limit criteria */
set{UpperLim, High 13 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 13 week Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / LowerLim}

set{HiOp,high - open}
set{OpLo, open - low}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl, CCa - CCb}

set{HHb,days(High is above High 1 day ago,100)}
set{HHa,days(High is below High 1 day ago,100)}
set{HixHi, HHa - HHb}

set{LLb,days(Low is above Low 1 day ago,100)}
set{LLa,days(Low is below Low 1 day ago,100)}
set{LoxLo, LLa - LLb}

set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VlXvl, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}

set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}

set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{RChg, count( UpperLim equal UpperLim 1 day ago, 1 ) }
set{SChg, count( LowerLim equal LowerLim 1 day ago, 1 ) }

/* Volatility Direction Filter Display */

set{BBDiff, Upper Bollinger Band(20) - Lower Bollinger Band(20) }

set{BBDb,days(BBDiff is above BBDiff 1 day ago,100)}
set{BBDa,days(BBDiff is below BBDiff 1 day ago,100)}
set{BBTrend, BBDa - BBDb}

set{ATRb,days(ATR(14) is above ATR(14) 1 day ago,100)}
set{ATRa,days(ATR(14) is below ATR(14) 1 day ago,100)}
set{ATRTrend, ATRa - ATRb}

/* profit had you bought the open 5 days ago and sold at the high */

set{High5, High 5 day High}
set{Profit, High5 - open 5 days ago}

/* Narrow Channel Breakout Display */

set{ High20, high 20 day high}
set{ Low20, low 20 day low}

set{ New20High, count( high above High20 1 day ago , 1 ) }
set{ New20Low, count( low below Low20 1 day ago , 1 ) }


/* Tunnel Method Display */

set{ MinEMA, min( ema(144), ema(169) ) }
set{ MaxEMA, max( ema(144), ema(169) ) }

set{ GoLong, count(ema(12) crossed above MaxEMA , 1 ) }

set{ GoShort, count(ema(12) crossed below MinEMA , 1 ) }

/* column display */

add column HiOp
add column OpLo
add column Profit

add column BallOn
add column UpperLim {Resist}
add column LowerLim {Support}

add column RChg
add column SChg

add column GoLong
add column GoShort

add column New20High
add column New20Low

AND ADD COLUMN BBTrend
AND ADD COLUMN ATRTrend

/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price

/* NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

/* NORMALIZE momentum(12) */

set{moval, INDPOSITION(momentum(12), 60) * 100}

/* NORMALIZE rsi(2) */

set{rsval, RSI(2) }

/* NORMALIZE williams %r(10) */

set{wrval, INDPOSITION(williams %r(10), 60) * 100 }


/* DRAW THE MP RSIWLR CHART */

and draw wrval
and draw adval on plot wrval
and draw moval on plot wrval
and draw rsval on plot wrval

add column wrval
add column adval
add column rsval
add column moval

and add column clxcl
and add column VlXvl
and add column Vdbl

add column HixHi
add column LoxLo

add column Bullpower
add column Bearpower
add column BLxBL
add column BRxBR

/* Selection Criteria */

UpperLim above 1
LowerLim below 1

close below 5

avg vol(5) above 500000
avg vol(30) above 500000

add column industry

Sort column 5 descending

]



I added the TUNNEL METHOD DISPLAY to the NEXT NTRI filter.


Column

Trend - 10/60/200 day trend based on slope of the close 1 = up , 0 = down

HiOp - High minus Open... tells me the potential for scalping

OpLo - Open minus Low... tells me how much cheaper I could have bought the stock

Profit - how much I could have made, had I bought the stock at the open 5 days ago.

BallOn - The support line is 0 and the resistance line is 100, this is like a temperature gauge. But I think in terms of football yard markers. Remember the GridIron?

Resist - dynamic resistance based on High 5 Day High

Support - dynamic support based on Low 5 Day Low

rchg - 1 if resistance changed, 0 if same as yesterday

schg - 1 if support changed, 0 if same as yesterday

bbtrend - consecutive days bollinger bands getting wider(+)/narrower(-)

atrtrend - consecutive days Average True Range getting wider(+)/narrower(-)

wrval - normalized williams %r(10) (scale of 0 - 100)

adval - normalized accumulation/distribution (scale of 0 - 100)

rsval - rsi(2)

moval - normalized momentum(12) (scale of 0 - 100)

clxcl - consecutive days close above(+)/below(-) previous day's close

vlxvl - consecutive days volume above(+)/below(-) previous day's volume

vdbl - consecutive days volume doubled

hixhi - consecutive days high above(+)/below(-) previous day's high

loxlo - consecutive days low above(+)/below(-) previous day's low

bullpower/bearpower - ask Riggs...lol

blxbl - consecutive days Bullpower increasing(+)/decreasing(-)

brxbr - consecutive days Bearpower increasing(+)/decreasing(-)

That should bring you up to speed on what the columns mean.

Now, how to use them... that's been debated.

One thing for sure, any stock that doubles it's volume 2 days in a row, has to double it the first day so look for stocks with VDBL = 1.

Look to buy stocks bouncing off of dynamic support.

Look to buy stocks that are trending up... TREND = 1, 10, 11, 100, 110, 111

Look to buy stocks after the Bollinger Bands and ATR have been contracting at least 2 days or more. The longer they contract, the bigger the pop (in theory).

Look to buy stocks that have volume increasing.

Look to buy UPTRENDING stocks that have bottomed in the WARM display.

Look to buy stocks breaking through previous dynamic resistance.




stocktrader
294 posts
msg #42271
Ignore stocktrader
3/20/2006 10:33:49 PM

Up 6.56% ($1,200) today with DVW from the next NTRI filter!

10,000 shares @ 1.83

I wanted these shares really bad, but had to chase them from the premarket and beyond!! Didn't want to pay even one penny more!

09:44:03 >> <EXECUTION> Bought 8900 shares of DVW @1.83 at 09:44:05
09:43:50 >> <EXECUTION> Bought 1100 shares of DVW @1.83 at 09:43:50
09:43:50 >> <ORDERUPDATE> Order [Buy 10000 shares of DVW] [XPB385920060320] was updated with new status [Modifiable/Cancelable]
09:43:37 >> Order Modify for [Buy Limit 10000 shares of DVW] was received and confirmed with [XPB385920060320] [RegSession]
09:43:36 << Sending Modify for [RegSession] order [XQB696020060320] [old limit=1.81, new limit=1.83]
09:42:10 >> <ORDERUPDATE> Order [Buy 10000 shares of DVW] [XQB696020060320] was updated with new status [Modifiable/Cancelable]
09:41:36 ERROR Cannot modify order [XQB696020060320] because it is in Pending state
09:40:38 >> Order Modify for [Buy Limit 10000 shares of DVW] was received and confirmed with [XQB696020060320] [RegSession]
09:40:38 << Sending Modify for [RegSession] order [XDB035120060320] [old limit=1.79, new limit=1.81]
09:34:42 >> Order to [Limit Buy 10000 shares of DVW] was received and confirmed with [XDB035120060320] [RegSession]
09:34:42 << Sending [Limit Buy] order for [10000 shares of DVW] [Day] [RegSession] [Limit @1.79]
09:15:07 >> <CANCEL> confirmed for [DVW] [XKA664320060320], pending prior execution
08:39:20 >> Order to [Limit Buy 10000 shares of DVW] was received and confirmed with [XKA664320060320] [PreSession]
08:39:19 << Sending [Limit Buy] order for [10000 shares of DVW] [Day] [PreSession] [Limit @1.81]


limestar
79 posts
msg #42287
Ignore limestar
3/21/2006 9:03:19 AM

Yeh Covad has been doing well lately. Good news from Earthlink and Telecom sector moving.


stocktrader
294 posts
msg #42290
Ignore stocktrader
3/21/2006 10:12:29 AM

Thanks for the news!

I'm up $3,300 as of this post!


stocktrader
294 posts
msg #42302
Ignore stocktrader
3/21/2006 6:38:16 PM

I'm hot to buy 10,000 shares of PPHM tomorrow. Keep an eye on it.

If it tries to make a move, I'm in!
Remember, insider buying....



TheRumpledOne
6,411 posts
msg #42331
Ignore TheRumpledOne
modified
3/22/2006 12:27:15 PM

Fetcher[
/* NEXT NTRI with FREE SHARES DISPLAY */

/* enter your Upper Limit criteria */
set{UpperLim, High 13 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 13 week Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / LowerLim}

set{HiOp,high - open}
set{OpLo, open - low}

/* FREE SHARES Filter Display */

/*
Open_Qty = iShares ;
xCost = ( iPricePaid * iShares ) + iCommission ;
Open_AvgCost = iPricePaid ;
Open_PL = ( xClose * iShares ) - xCost ;
xFreeShares = round( Open_PL / Open_AvgCost , 0 ) ;
*/

set{ iTradeComm, 10 }
set{ iTradeSize , 5000 }
set{ iEntryPrice , close 1 day ago }
set{ xCost1, iTradeSize * iEntryPrice }
set{ xCost , xCost1 + iTradeComm }


set{xPL1, close * iTradeSize}
set{xPL, xPL1 - xCost }
set{xFreeShares, xPL / iEntryPrice }



/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price

/* column display */

add column iEntryPrice
add column iTradeSize
add column xCost
add column xPL
add column xFreeShares


add column HiOp
add column OpLo

add column BallOn
add column UpperLim {Resist}
add column LowerLim {Support}


/* Selection Criteria */

UpperLim above 1
LowerLim below 1

close below 20

avg vol(5) above 500000
avg vol(30) above 500000

add column industry

Sort column 9 descending
]



Today, I committed a trading error worthy of the BONEHEAD TRADE OF THE YEAR AWARD!

One of my trading buddies told me CAMH had news. The NEXT NTRI filter had picked this stock weeks ago and I missed it then. I wasn't going to make the same mistake twice.

The way I like to "trade" these type of stocks is to buy 5,000 - 10,000 shares and when it runs up enough so that I can sell some shares to get my original money out, I sell.

Well, a slight mental miscalculation on my part didn't trigger me to sell when I was in a position to have 500 "free" shares. Of course, I missed my chance. I BLEW IT!!

So I have written the FREE SHARES display so this doesn't to you! I wrote an indicator for TradeStation first so I have the FREE SHARES in real time.

The SET variables iTradeComm and iTradeSize should be adjusted to your portfolio.

MAY ALL YOUR FILLS BE COMPLETE.




limestar
79 posts
msg #42340
Ignore limestar
3/22/2006 7:22:50 PM

TRO wheres the Tradestation version? Grazie


stocktrader
294 posts
msg #42342
Ignore stocktrader
3/22/2006 7:53:48 PM

Closed DVW today for 14.2% ($2,600) gain over 2 days.
Would have held longer but the stock became dead money and was not moving.
Didn't want to wait around for it go up or down and took the "C A S H".

Hey, did I already say how great the Next NTRI filter is?


TheRumpledOne
6,411 posts
msg #42346
Ignore TheRumpledOne
modified
3/22/2006 10:37:35 PM

TradeStation version of THE NEXT NTRI?

I don't think I coded one.

Filters are for selecting stocks.

Running the SF filter here selects the stocks for me to consider trading.

Perhaps I don't understand what you are asking for?

Unless you are talking about the FREE SHARES INDICATOR... I posted that on the TradeStation forum.





stocktrader
294 posts
msg #42351
Ignore stocktrader
3/23/2006 12:12:01 AM

Today I used this selection criteria derivative of the Next NTRI filter.

I found that there were too few performing stocks today and this opens it up to around 100 to watch, which works in my platform nicely.

Keep using the TRO originals for a nice easy to watch list.

Fetcher[/* FINDING THE NEXT NTRI FILTER */

/* TREND DISPLAY */

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}

ADD COLUMN TREND

/* enter your Upper Limit criteria */
set{UpperLim, High 13 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 13 week Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / LowerLim}

set{HiOp,high - open}
set{OpLo, open - low}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl, CCa - CCb}

set{HHb,days(High is above High 1 day ago,100)}
set{HHa,days(High is below High 1 day ago,100)}
set{HixHi, HHa - HHb}

set{LLb,days(Low is above Low 1 day ago,100)}
set{LLa,days(Low is below Low 1 day ago,100)}
set{LoxLo, LLa - LLb}

set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VlXvl, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

Set{Bullpower, high minus ema(13)}
Set{Bearpower, low minus ema(13)}

set{BLb,days(BullPower is above BullPower 1 day ago,100)}
set{BLa,days(BullPower is below BullPower 1 day ago,100)}
set{BLxBL, BLa - BLb}

set{BRb,days(BearPower is above BearPower 1 day ago,100)}
set{BRa,days(BearPower is below BearPower 1 day ago,100)}
set{BRxBR, BRa - BRb}

set{RChg, count( UpperLim equal UpperLim 1 day ago, 1 ) }
set{SChg, count( LowerLim equal LowerLim 1 day ago, 1 ) }

/* Volatility Direction Filter Display */

set{BBDiff, Upper Bollinger Band(20) - Lower Bollinger Band(20) }

set{BBDb,days(BBDiff is above BBDiff 1 day ago,100)}
set{BBDa,days(BBDiff is below BBDiff 1 day ago,100)}
set{BBTrend, BBDa - BBDb}

set{ATRb,days(ATR(14) is above ATR(14) 1 day ago,100)}
set{ATRa,days(ATR(14) is below ATR(14) 1 day ago,100)}
set{ATRTrend, ATRa - ATRb}

/* profit had you bought the open 5 days ago and sold at the high */

set{High5, High 5 day High}
set{Profit, High5 - open 5 days ago}

/* Narrow Channel Breakout Display */

set{ High20, high 20 day high}
set{ Low20, low 20 day low}

set{ New20High, count( high above High20 1 day ago , 1 ) }
set{ New20Low, count( low below Low20 1 day ago , 1 ) }


/* Tunnel Method Display */

set{ MinEMA, min( ema(144), ema(169) ) }
set{ MaxEMA, max( ema(144), ema(169) ) }

set{ GoLong, count(ema(12) crossed above MaxEMA , 1 ) }

set{ GoShort, count(ema(12) crossed below MinEMA , 1 ) }

/* column display */

add column HiOp
add column OpLo
add column Profit

add column BallOn
add column UpperLim {Resist}
add column LowerLim {Support}

add column RChg
add column SChg

add column GoLong
add column GoShort

add column New20High
add column New20Low

AND ADD COLUMN BBTrend
AND ADD COLUMN ATRTrend

/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price

/* NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

/* NORMALIZE momentum(12) */

set{moval, INDPOSITION(momentum(12), 60) * 100}

/* NORMALIZE rsi(2) */

set{rsval, RSI(2) }

/* NORMALIZE williams %r(10) */

set{wrval, INDPOSITION(williams %r(10), 60) * 100 }


/* DRAW THE MP RSIWLR CHART */

and draw wrval
and draw adval on plot wrval
and draw moval on plot wrval
and draw rsval on plot wrval

add column wrval
add column adval
add column rsval
add column moval

and add column clxcl
and add column VlXvl
and add column Vdbl

add column HixHi
add column LoxLo

add column Bullpower
add column Bearpower
add column BLxBL
add column BRxBR

/* Selection Criteria */

trend equal to 111

close is between 1 and 15

avg vol(5) above 500000
avg vol(30) above 500000

add column industry

Sort column 5 descending

chart-length is 4 months
]




StockFetcher Forums · Filter Exchange · Who really wants to find the next NTRI?<< 1 ... 10 11 12 13 14 ... 31 >>Post Follow-up

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