StockFetcher Forums · Filter Exchange · Run Forest, Run<< 1 ... 40 41 42 43 44 ... 57 >>Post Follow-up
chetron
2,817 posts
msg #70272
- Ignore chetron		 12/31/2008 6:28:29 PM

clickable.....

and cheap seat viewable, please no plus' just put +'s


Fetcher[

/* TRO STAT SCAN - GREEN ON THE SCREEN WITH RUN */

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{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

/* Long Profit Percent Statistics Display */

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B1A, count(Long_Profit > .01 , 100)}
set{B2A, count(Long_Profit > .02 , 100)}
set{B3A, count(Long_Profit > .03 , 100)}
set{B4A, count(Long_Profit > .04, 100)}
set{B5A, count(Long_Profit > .05, 100)}
set{B10A, count(Long_Profit > .10 , 100)}
set{B20A, count(Long_Profit > .20 , 100)}
set{B50A, count(Long_Profit > .50, 100)}

set{D10A, Days(Long_Profit > .10 , 100)}

set{A1A, count(Long_Profit > .10 , 1)}
set{A2A, count(Long_Profit 1 day ago > .10 , 1)}
set{A3A, count(Long_Profit 2 days ago > .10 , 1)}

set{ LP2, A2A + A1A }
set{ LP3, A3A + LP2 }

set{ run2 , count( LP2 equal 2, 100) }
set{ run3 , count( LP3 equal 3, 100) }

draw A1A
draw LP2
draw LP3

add column ClxCl
add column HiOp
add column Long_Profit {ProfitPct}

and add column B10A {OVER10PCT}
and add column D10A {Days }

and add column run2
and add column run3

and add column separator

and add column volcnt
and add column volzero

/* SELECTION CRITERIA */

B10A above 9
close is between 1 and 15
average volume(10) above 250000

sort column 8 descending
]
mdl060374
94 posts
msg #70276
- Ignore mdl060374		 12/31/2008 10:07:36 PM

Thanks Chet!

Happy New Year to you and TRO for keeping these threads alive, and helping us "less programming talented" ones getting our ideas to fruition.

Good luck to all who contribute to on these boards for 2009!
chetron
2,817 posts
msg #70280
- Ignore chetron		 1/1/2009 9:16:08 AM

MAYBE THIS.....................

Fetcher[

/* TRO STAT SCAN - GREEN ON THE SCREEN WITH SHORT RUN */

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

set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

/* Long Profit Percent Statistics Display */

set{LOOP, OPEN - LOW}
set{SHORT_Profit, LOOP/open }

set{B1A, count(SHORT_Profit > .01 , 100)}
set{B2A, count(SHORT_Profit > .02 , 100)}
set{B3A, count(SHORT_Profit > .03 , 100)}
set{B4A, count(SHORT_Profit > .04, 100)}
set{B5A, count(SHORT_Profit > .05, 100)}
set{B10A, count(SHORT_Profit > .10 , 100)}
set{B20A, count(SHORT_Profit > .20 , 100)}
set{B50A, count(SHORT_Profit > .50, 100)}

set{D10A, Days(SHORT_Profit > .10 , 100)}

set{A1A, count(SHORT_Profit > .10 , 1)}
set{A2A, count(SHORT_Profit 1 day ago > .10 , 1)}
set{A3A, count(SHORT_Profit 2 days ago > .10 , 1)}

set{ LP2, A2A + A1A }
set{ LP3, A3A + LP2 }

set{ run2 , count( LP2 equal 2, 100) }
set{ run3 , count( LP3 equal 3, 100) }

draw A1A
draw LP2
draw LP3

add column ClxCl
add column LOOP
add column SHORT_Profit {ProfitPct}

and add column B10A {OVER10PCT}
and add column D10A {Days }

and add column run2
and add column run3

and add column separator

and add column volcnt
and add column volzero

/* SELECTION CRITERIA */

B10A above 9
close is between 1 and 15
average volume(10) above 250000

sort column 8 descending


]
welliott111
98 posts
msg #70343
- Ignore welliott111		 1/2/2009 9:32:55 PM

Muddy's NEW SCAN FOR THE NEW YEAR from http://darksidetrading.blogspot.com/

A modified version of TRO's Stat Scan with 13th's addition of the total column with adjusted price .20 - 1

Sorted column TOTAL descending


Fetcher[
/* RUN FOREST, RUN for 1 day 8 pct loss, 2 day 10 pct loss or more */
/* and fails */

set{ DayChg1 , day change}
set{ DayChg2x , close - close 2 days ago }
set{ DayChg2y , DayChg2x / close 2 days ago }
set{ DayChg2 , DayChg2y * 100 }

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{ pick1 , count( DayChg1 below -7.9999 , 1 ) }
set{ pick2 , count( DayChg2 below -9.9999 , 1 ) }
set{ pickx , pick1 + pick2 }
set{ pickx1 , pickx 1 day ago }
set{ pick3 , count( ClxCl below 0 , 1 ) * pickx1 }
set{ pick , pickx + pick3 }

add column DayChg1 {Day1}
add column DayChg2 {Day2}

/* Long Profit Percent Statistics Display */

set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B1A, count(Long_Profit > .01 , 100)}
set{B2A, count(Long_Profit > .05, 100)}
set{B0010, B1A - B2A}

set{F1A, count(Long_Profit > .05 , 100)}
set{F2A, count(Long_Profit > .10, 100)}
set{F3040, F1A - F2A}

set{I100, count(Long_Profit > .10 , 100)}

and add column B0010 {1_5}
and add column F3040 {5_10}
and add column I100 {10___}

pick above 0

close is between .20 and 1
average volume(10) above 250000

sort column 10 descending
set{total,I100+average day range(10)}
and add column total
and add column average day range(10)
]
chetron
2,817 posts
msg #70346
- Ignore chetron
modified		 1/2/2009 10:21:40 PM

WOULD THIS BE THE REVERSE................

Fetcher[

/* TACHIKAWA */
/* RUN FOREST, RUN for 1 day 8 pct GAIN 2, 2 day 10 pct GAIN2 or more */
/* and WINS2 */

set{ DayChg1 , day change}
set{ DayChg2x , close - close 2 days ago }
set{ DayChg2y , DayChg2x / close 2 days ago }
set{ DayChg2 , DayChg2y * 100 }

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{ pick1 , count( DayChg1 ABOVE 7.9999 , 1 ) }
set{ pick2 , count( DayChg2 ABOVE 9.9999 , 1 ) }
set{ pickx , pick1 + pick2 }
set{ pickx1 , pickx 1 day ago }
set{ pick3 , count( ClxCl ABOVE 0 , 1 ) * pickx1 }
set{ pick , pickx + pick3 }

add column DayChg1 {Day1}
add column DayChg2 {Day2}

/* Long Profit Percent Statistics Display */

set{volcnt, count(volume above 1000000, 100) }
set{volzero, count(volume equal 0, 100) }

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B1A, count(Long_Profit > .01 , 100)}
set{B2A, count(Long_Profit > .05, 100)}
set{B0010, B1A - B2A}

set{F1A, count(Long_Profit > .05 , 100)}
set{F2A, count(Long_Profit > .10, 100)}
set{F3040, F1A - F2A}

set{I100, count(Long_Profit > .10 , 100)}

and add column B0010 {1_5}
and add column F3040 {5_10}
and add column I100 {10___}

pick above 0

close is between .20 and 1
average volume(10) above 250000

sort column 10 descending
set{total,I100+average day range(10)}
and add column total
and add column average day range(10)
]
TheRumpledOne
6,529 posts
msg #70699
- Ignore TheRumpledOne		 1/15/2009 7:10:40 AM

GGP looks like a profitable trader.
jimhbutton
104 posts
msg #71152
- Ignore jimhbutton
modified		 2/3/2009 8:10:26 PM

pops,

You wrote:

"TRO --- I hope that this hasn't been addressed before: Is it possible for you to write a statistical "filter" that will tell you how many times in the last XX days that stocks gained XX cents (or a percentage) BEFORE it lost that same amount of cents or percentage? For example, can a statistical filter be written to show you which stocks in the last 100 days advanced $.50 above the opening price BEFORE they declined $.50 below the opening price during the same trading day.....and which stocks did this the most frequently? What I am trying to find is which stocks are most likely to go up (or down) a predetermined amount from the opening price of that day before they go the opposite direction from the opening price on that same day. If this statistical filter can be written, then it seems that one could vary the cents or percentage numbers to find the highest probability stocks. If so, then this should be a good way for end-of-day traders to plan their next day's trade.

By the way, thank you for your many valuable contributions to this forum.

Bill Roberts"

These are the two OVERNIGHT filters (full subscription) that I use that best approximate in my opinion what you were asking given the present intraday limitations of StockFetcher. You can tailor the "SELECTION CRITERIA" to suit your personal preferences:

Fetcher[

/* (A) Ultimate Two-Way Previous-Close-to-High & Previous-Close-to-Low 50+ Cent Stat Filter */

set{Run1, High - Close 1 day ago }
set{Run2, High 1 day ago - Close 2 days ago}
set{Run3, High 2 days ago - Close 3 days ago}
set{Run4, High 3 days ago - Close 4 days ago}
set{Run5, High 4 days ago - Close 5 days ago}

set{ AvgRN5 , CMA( Run1 , 5 ) }

set{RN1, count( Run1 > .499 , 1)}
set{RN2, count( Run1 > .499 , 2)}
set{RN3, count( Run1 > .499 , 3)}
set{RN4, count( Run1 > .499 , 4)}
set{RN5, count( Run1 > .499 , 5)}
set{RN6, count( Run1 > .499 , 6)}
set{RN7, count( Run1 > .499 , 7)}
set{RN8, count( Run1 > .499 , 8)}
set{RN9, count( Run1 > .499 , 9)}
set{RN10, count( Run1 > .499 , 10)}
set{RN15, count( Run1 > .499 , 15)}
set{RN20, count( Run1 > .499 , 20)}
set{RN25, count( Run1 > .499 , 25)}
set{RN30, count( Run1 > .499 , 30)}
set{RN35, count( Run1 > .499 , 35)}
set{RN40, count( Run1 > .499 , 40)}
set{RN50, count( Run1 > .499 , 50)}
set{RN75, count( Run1 > .499 , 75)}
set{RN100, count( Run1 > .499 , 100)}

set{Drop1, Close 1 day ago - Low}
set{Drop2, Close 2 days ago - Low 1 day ago}
set{Drop3, Close 3 days ago - Low 2 days ago}
set{Drop4, Close 4 days ago - Low 3 days ago }
set{Drop5, Close 5 days ago - Low 4 days ago }

set{ AvgD5 , CMA( Drop1 , 5 ) }

set{D1, count(Drop1 > .499 , 1)}
set{D2, count(Drop1 > .499 , 2)}
set{D3, count(Drop1 > .499 , 3)}
set{D4, count(Drop1 > .499 , 4)}
set{D5, count(Drop1 > .499 , 5)}
set{D6, count(Drop1 > .499 , 6)}
set{D7, count(Drop1 > .499 , 7)}
set{D8, count(Drop1 > .499 , 8)}
set{D9, count(Drop1 > .499 , 9)}
set{D10, count(Drop1 > .499 , 10)}
set{D15, count(Drop1 > .499 , 15)}
set{D20, count(Drop1 > .499 , 20)}
set{D25, count(Drop1 > .499 , 25)}
set{D30, count(Drop1 > .499 , 30)}
set{D35, count(Drop1 > .499 , 35)}
set{D40, count(Drop1 > .499 , 40)}
set{D50, count(Drop1 > .499 , 50)}
set{D75, count(Drop1 > .499 , 75)}
set{D100, count(Drop1 > .499 , 100)}

/* DISPLAY COLUMNS */

add column separator
add column separator
add column Run5 {(R5)}
add column Drop5 {(D5)}
add column separator
add column Run4 {(R4)}
add column Drop4 {(D4)}
add column separator
add column Run3 {(R3)}
add column Drop3 {(D3)}
add column separator
add column Run2 {(R2)}
add column Drop2 {(D2)}
add column separator
add column Run1 {(R1)}
add column Drop1 {(D1)}
add column separator
add column separator
add column AvgRN5 {AvgR5}
add column AvgD5
add column separator
add column separator
add column RN1
add column D1
add column separator
add column RN2
add column D2
add column separator
add column RN3
add column D3
add column separator
add column RN4
add column D4
add column separator
add column RN5
add column D5
add column separator
add column RN7
add column D7
add column separator
add column RN10
add column D10
add column separator
add column RN15
add column D15
add column separator
add column RN20
add column D20
add column separator
add column RN25
add column D25

/* SELECTION CRITERIA */

and Run1 > .499
and Drop1 > .499
and RN5 > 3
and D5 > 3
and RN10 > 7
and D10 > 7

SYMLIST( )

/* SORT CRITERIA */

SORT COLUMN 27 DESCENDING


/* The number headings in parenthesis -- (r5) (d5) (r4) (d4) (r3) (d3) (r2) (d2) (r1) (d1) are the individual five-day previous-close-to-high (r = run) and five-day previous-close-to-low (d = drop) figures.

They are followed by number headings that are simply trading days with the number beneath reflecting how many of those days had 50+ cent previous-close-to-high & previous-close-to-low moves. This is a helpful feature for determining which stocks are on a hot streak.

The filter is preset to give the rn10 & d10 column results sorted in descending order, from higher-to-lower percentages, based on a two week, 10-day statistical standard. The stocks that I hunt for are those that are on a recent 10-day hot streak and that also have comparatively high longer-term, 20-day, statistical results.

These number headings are interspersed with avgr5 (r = run) & avgd5 (d = drop) columns showing what the average 5-day previous-close-to-high and five-day previous-close-to-low are. */

]



Fetcher[

/* (B) Ultimate Extended Two-Way Previous-Close-to-High & Previous-Close-to-Low 50+ Cent Stat Filter */

set{Run1, High - Close 1 day ago }

set{RN5, count( Run1 > .499 , 5)}
set{RN10, count( Run1 > .499 , 10)}
set{RN15, count( Run1 > .499 , 15)}
set{RN20, count( Run1 > .499 , 20)}
set{RN25, count( Run1 > .499 , 25)}
set{RN30, count( Run1 > .499 , 30)}
set{RN40, count( Run1 > .499 , 40)}
set{RN50, count( Run1 > .499 , 50)}
set{RN75, count( Run1 > .499 , 75)}
set{RN100, count( Run1 > .499 , 100)}

set{Drop1, Close 1 day ago - Low}

set{D5, count(Drop1 > .499 , 5)}
set{D10, count(Drop1 > .499 , 10)}
set{D15, count(Drop1 > .499 , 15)}
set{D20, count(Drop1 > .499 , 20)}
set{D25, count(Drop1 > .499 , 25)}
set{D30, count(Drop1 > .499 , 30)}
set{D40, count(Drop1 > .499 , 40)}
set{D50, count(Drop1 > .499 , 50)}
set{D75, count(Drop1 > .499 , 75)}
set{D100, count(Drop1 > .499 , 100)}

/* DISPLAY COLUMNS */

add column separator
add column separator
add column RN5
add column D5
add column separator
add column RN10
add column D10
add column separator
add column RN15
add column D15
add column separator
add column RN20
add column D20
add column separator
add column RN25
add column D25
add column separator
add column RN30
add column D30
add column separator
add column RN40
add column D40
add column separator
add column RN50
add column D50
add column separator
add column RN75
add column D75
add column separator
add column RN100
add column D100
add column separator
add column separator

/* SELECTION CRITERIA */

and RN5 > 3
and D5 > 3
and RN20 > 15
and D20 > 15
and Run1 > .499
and Drop1 > .499

SYMLIST( )

/* SORT CRITERIA */

SORT COLUMN 27 DESCENDING

]
pops
19 posts
msg #71153
- Ignore pops		 2/3/2009 9:08:15 PM

jimhbutton--- Thanks for your tremendous efforts. I'll study your filter and try it out for a few days to see how successful it is. I really appreciate you taking on this challenge. It looks like a lot of work to me. Thanks again.

Bill Roberts
jimhbutton
104 posts
msg #71154
- Ignore jimhbutton
modified		 2/3/2009 9:13:19 PM

pops,

I also have two more filters in my archives that cater to data with an "Open" versus "Previous Close" starting point:

Fetcher[

/* (A) Ultimate Two-Way Open-to-High & Open-to-Low 50+ Cent Stat Filter */

set{Run1, High - Open}
set{Run2, High 1 day ago - Open 1 day ago}
set{Run3, High 2 days ago - Open 2 days ago}
set{Run4, High 3 days ago - Open 3 days ago}
set{Run5, High 4 days ago - Open 4 days ago}

set{ AvgRN5 , CMA( Run1 , 5 ) }

set{RN1, count( Run1 > .499 , 1)}
set{RN2, count( Run1 > .499 , 2)}
set{RN3, count( Run1 > .499 , 3)}
set{RN4, count( Run1 > .499 , 4)}
set{RN5, count( Run1 > .499 , 5)}
set{RN6, count( Run1 > .499 , 6)}
set{RN7, count( Run1 > .499 , 7)}
set{RN8, count( Run1 > .499 , 8)}
set{RN9, count( Run1 > .499 , 9)}
set{RN10, count( Run1 > .499 , 10)}
set{RN15, count( Run1 > .499 , 15)}
set{RN20, count( Run1 > .499 , 20)}
set{RN25, count( Run1 > .499 , 25)}
set{RN30, count( Run1 > .499 , 30)}
set{RN35, count( Run1 > .499 , 35)}
set{RN40, count( Run1 > .499 , 40)}
set{RN50, count( Run1 > .499 , 50)}
set{RN75, count( Run1 > .499 , 75)}
set{RN100, count( Run1 > .499 , 100)}

set{Drop1, Open - Low}
set{Drop2, Open 1 day ago - Low 1 day ago}
set{Drop3, Open 2 days ago - Low 2 days ago}
set{Drop4, Open 3 days ago - Low 3 days ago }
set{Drop5, Open 4 days ago - Low 4 days ago }

set{ AvgD5 , CMA( Drop1 , 5 ) }

set{D1, count(Drop1 > .499 , 1)}
set{D2, count(Drop1 > .499 , 2)}
set{D3, count(Drop1 > .499 , 3)}
set{D4, count(Drop1 > .499 , 4)}
set{D5, count(Drop1 > .499 , 5)}
set{D6, count(Drop1 > .499 , 6)}
set{D7, count(Drop1 > .499 , 7)}
set{D8, count(Drop1 > .499 , 8)}
set{D9, count(Drop1 > .499 , 9)}
set{D10, count(Drop1 > .499 , 10)}
set{D15, count(Drop1 > .499 , 15)}
set{D20, count(Drop1 > .499 , 20)}
set{D25, count(Drop1 > .499 , 25)}
set{D30, count(Drop1 > .499 , 30)}
set{D35, count(Drop1 > .499 , 35)}
set{D40, count(Drop1 > .499 , 40)}
set{D50, count(Drop1 > .499 , 50)}
set{D75, count(Drop1 > .499 , 75)}
set{D100, count(Drop1 > .499 , 100)}

/* DISPLAY COLUMNS */

add column separator
add column separator
add column Run5 {(R5)}
add column Drop5 {(D5)}
add column separator
add column Run4 {(R4)}
add column Drop4 {(D4)}
add column separator
add column Run3 {(R3)}
add column Drop3 {(D3)}
add column separator
add column Run2 {(R2)}
add column Drop2 {(D2)}
add column separator
add column Run1 {(R1)}
add column Drop1 {(D1)}
add column separator
add column separator
add column AvgRN5 {AvgR5}
add column AvgD5
add column separator
add column separator
add column RN1
add column D1
add column separator
add column RN2
add column D2
add column separator
add column RN3
add column D3
add column separator
add column RN4
add column D4
add column separator
add column RN5
add column D5
add column separator
add column RN7
add column D7
add column separator
add column RN10
add column D10
add column separator
add column RN15
add column D15
add column separator
add column RN20
add column D20
add column separator
add column RN25
add column D25

/* SELECTION CRITERIA */

and RN3 > 1
and D3 > 1

SYMLIST( )

/* SORT CRITERIA */

SORT COLUMN 23 DESCENDING

]



Fetcher[

/* (B) Ultimate Extended Two-Way Open-to-High & Open-to-Low 50+ Cent Stat Filter */

set{Run1, High - Open}

set{RN3, count( Run1 > .499 , 3)}
set{RN5, count( Run1 > .499 , 5)}
set{RN10, count( Run1 > .499 , 10)}
set{RN15, count( Run1 > .499 , 15)}
set{RN20, count( Run1 > .499 , 20)}
set{RN25, count( Run1 > .499 , 25)}
set{RN30, count( Run1 > .499 , 30)}
set{RN40, count( Run1 > .499 , 40)}
set{RN50, count( Run1 > .499 , 50)}
set{RN100, count( Run1 > .499 , 100)}

set{Drop1, Open - Low}

set{D3, count(Drop1 > .499 , 3)}
set{D5, count(Drop1 > .499 , 5)}
set{D10, count(Drop1 > .499 , 10)}
set{D15, count(Drop1 > .499 , 15)}
set{D20, count(Drop1 > .499 , 20)}
set{D25, count(Drop1 > .499 , 25)}
set{D30, count(Drop1 > .499 , 30)}
set{D40, count(Drop1 > .499 , 40)}
set{D50, count(Drop1 > .499 , 50)}
set{D100, count(Drop1 > .499 , 100)}

/* DISPLAY COLUMNS */

add column separator
add column separator
add column RN3
add column D3
add column separator
add column RN5
add column D5
add column separator
add column RN10
add column D10
add column separator
add column RN15
add column D15
add column separator
add column RN20
add column D20
add column separator
add column RN25
add column D25
add column separator
add column RN30
add column D30
add column separator
add column RN40
add column D40
add column separator
add column RN50
add column D50
add column separator
add column RN100
add column D100

/* SELECTION CRITERIA */

and RN3 > 2
and D3 > 2

SYMLIST( )

/* SORT CRITERIA */

SORT COLUMN 2 DESCENDING

]
jimhbutton
104 posts
msg #71155
- Ignore jimhbutton		 2/3/2009 9:26:14 PM

pops,

You are welcome.



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