| StockFetcher Forums · Filter Exchange · by far best options filter or stock filter | << 1 2 >>Post Follow-up |
| MARY4MONEY 806 posts msg #51915 - Ignore MARY4MONEY |
6/1/2007 6:26:11 PM i have added something really different for a volatility filter- it measures the weekly volatility range on a stock by percent -like >0.06 means for the last 52 weeks this stock has averaged 6% movement and so on - now with that in mind-- i came up with the following filter to play when the qqqq hits its low like 8.7% on 5-24 while it was at 46$----------stock is optionable and close above 15 and ema(5) above ema(10) and ema(10) above ema(20)and ema(20) above ema(50) and ema(50) above ema(200)and average volume(100) above 200000 and volume above 500000 and rsi(2) below 20 and set{sm%,weekly atr(52)/weekly ema(52) } and sm% above 0.05 |
| MARY4MONEY 806 posts msg #51916 - Ignore MARY4MONEY |
6/1/2007 6:28:47 PM here are the incredible results----Performance results for your filter covering the dates: Thursday May 24, 2007 to Friday June 1, 2007 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +1.32% 123 (+1.62%) 15 (-1.07%) 1 +0.76% +0.49% 2 Days +1.62% 121 (+2.05%) 16 (-1.45%) 2 +1.35% +0.60% 3 Days +3.36% 127 (+3.86%) 12 (-1.93%) 0 +2.15% +1.43% 4 Days +3.70% 128 (+4.24%) 11 (-2.54%) 0 +2.62% +1.39% 1 Week +4.69% 126 (+5.40%) 13 (-2.26%) 0 +2.99% +1.69% Current +4.69% 126 (+5.40%) 13 (-2.26%) 0 +2.99% +1.69% 139 matching stocks thats 91% winners after 1 week |
| MARY4MONEY 806 posts msg #51917 - Ignore MARY4MONEY |
6/1/2007 6:32:27 PM look what happens when you increase sm% >0.07--Performance results for your filter covering the dates: Thursday May 24, 2007 to Friday June 1, 2007 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +1.72% 46 (+1.92%) 3 (-0.72%) 1 +0.76% +0.49% 2 Days +1.89% 44 (+2.27%) 5 (-1.08%) 1 +1.35% +0.60% 3 Days +3.86% 45 (+4.46%) 5 (-1.59%) 0 +2.15% +1.43% 4 Days +4.74% 46 (+5.32%) 4 (-1.95%) 0 +2.62% +1.39% 1 Week +5.88% 46 (+6.59%) 4 (-2.29%) 0 +2.99% +1.69% Current +5.88% 46 (+6.59%) 4 (-2.29%) 0 +2.99% +1.69% 50 matching stocks see how the % to the + side moves up and on here we have 92% winners |
| MARY4MONEY 806 posts msg #51918 - Ignore MARY4MONEY modified |
6/1/2007 6:37:38 PM look what happens when you say sm% below 0.05--your winners go down and you %gain goes down dramatically--Performance results for your filter covering the dates: Thursday May 24, 2007 to Friday June 1, 2007 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +0.63% 77 (+0.86%) 18 (-0.27%) 2 +0.76% +0.49% 2 Days +0.88% 77 (+1.22%) 18 (-0.48%) 2 +1.35% +0.60% 3 Days +1.59% 90 (+1.77%) 7 (-0.69%) 0 +2.15% +1.43% 4 Days +1.74% 81 (+2.22%) 16 (-0.66%) 0 +2.62% +1.39% 1 Week +1.76% 84 (+2.68%) 12 (-4.50%) 1 +2.99% +1.69% Current +1.76% 84 (+2.68%) 12 (-4.50%) 1 +2.99% +1.69% 97 matching stocks |
| MARY4MONEY 806 posts msg #51919 - Ignore MARY4MONEY |
6/1/2007 6:41:57 PM when you say sm% above 0.09--you will notice your % gainers increases as the sm% gets higher--Performance results for your filter covering the dates: Thursday May 24, 2007 to Friday June 1, 2007 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +1.60% 7 (+1.84%) 1 (-0.09%) 0 +0.76% +0.49% 2 Days +2.18% 7 (+3.00%) 1 (-3.52%) 0 +1.35% +0.60% 3 Days +4.09% 7 (+5.03%) 1 (-2.49%) 0 +2.15% +1.43% 4 Days +6.81% 7 (+7.90%) 1 (-0.82%) 0 +2.62% +1.39% 1 Week +7.10% 7 (+8.35%) 1 (-1.64%) 0 +2.99% +1.69% Current +7.10% 7 (+8.35%) 1 (-1.64%) 0 +2.99% +1.69% 8 matching stocks |
| MARY4MONEY 806 posts msg #51921 - Ignore MARY4MONEY |
6/1/2007 7:08:18 PM using the qqqq low at 42 on 3-5-07 and sm% above 5--Performance results for your filter covering the dates: Monday March 5, 2007 to Friday June 1, 2007 Change Offset << Week · Day Previous Next Day · Week >> Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%) 1 Day +2.37% 18 (+2.64%) 1 (-2.41%) 0 +1.90% +1.30% 2 Days +2.33% 17 (+2.83%) 2 (-1.98%) 0 +1.45% +1.18% 3 Days +4.17% 18 (+4.66%) 1 (-4.73%) 0 +2.01% +1.75% 4 Days +4.36% 17 (+5.18%) 2 (-2.65%) 0 +2.00% +1.87% 1 Week +4.86% 18 (+5.32%) 1 (-3.46%) 0 +2.63% +2.23% 1 Month +8.83% 18 (+9.62%) 1 (-5.40%) 0 +5.58% +4.23% Current +19.00% 18 (+20.40%) 1 (-6.32%) 0 +11.67% +13.42% 19 matching stocks |
| maxreturn 745 posts msg #51931 - Ignore maxreturn modified |
6/2/2007 12:08:29 PM Made it clickable: Mary, I see you liked my multiple EMA idea. No thanks necesssary. |
| hscott 34 posts msg #51941 - Ignore hscott |
6/3/2007 11:02:00 AM This is certainly a terrific filter. Wonder how well it works in a down market. I tweaked it a bit changing weekly atr & ema to daily stock is optionable and close above 15 and ema(5) above ema(10) and ema(10) above ema(20) and ema(20) above ema(50) and ema(50) above ema(200) and average volume(100) above 200000 and volume above 500000 and rsi(2) below 20 set{sm1,atr(52)} set{sm2,ema(52)} and set{sm%,sm1/sm2} set{sm%%,100*sm%} sm% greater than 0.03 sm% less than 0.04 add column sm1 add column sm2 add column sm%% Gives even better results Calls for Monday buy of ICE & AMZN |
| hdemena 8 posts msg #51944 - Ignore hdemena |
6/3/2007 4:55:46 PM I apologize for being a bit new to this, but I understand the filter, but I'm not sure I follow the comment " came up with the following filter to play when the qqqq hits its low like 8.7%". Does this mean this filter works best after a low in volatility on the Q's? I can't seem to calculate the 8.7% number for QQQQ on the 24th of May. Thanks. |
| maxreturn 745 posts msg #51946 - Ignore maxreturn |
6/3/2007 5:03:41 PM hdemena, My guess is that Mary's referring to the RSI2 value on that date. Meanwhile, made the following filter clickable: |
| StockFetcher Forums · Filter Exchange · by far best options filter or stock filter | << 1 2 >>Post Follow-up |
Copyright 2022 - Vestyl Software L.L.C.•Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data
Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus