StockFetcher Forums · Filter Exchange · Best =5DAY= Filter Contest#2 --Stocks <$4<< >>Post Follow-up
jpistell
123 posts
msg #34005
Ignore jpistell
11/18/2004 6:41:28 PM

Filter must produce max net gains over a 5 day (1 week) period.
Gains will be added from 5 unknown setback days*.
Total highest net gain wins.

===Requirements===
Stocks < $4
Avg Vol > 50k
Date SetBack: Could be any date, as far back SF allows us to go.

*Contest entries will be closed on this Sunday, Nov. 21st. The 5 setback days will be announced and results posted.



yepher
359 posts
msg #34009
Ignore yepher
11/19/2004 12:37:51 AM

I am sure this will not produce the highest gains because it is a conservative filters. This filter tries to identify stocks that will gain 3% over the next 1 week. It is also supposed to pick twice as many winners over gainers.

I would say it does a fairly good job of reaching it's goals.

Fetcher[
/* Short Term */
set {sg1, close + close}
set {sg2, sg1 + close 1 day ago}
set {sg3, sg2 divided by 3}
set {sr1, open + open}
set {sr2, sr1 + open 1 day ago}
set {sr3, sr2 divided by 3}
set {sw, sg3 - sr3}

/* Mid Term */
set {mg1, weekly close + weekly close}
set {mg2, mg1 + weekly close 1 week ago}
set {mg3, mg2 divided by 3}
set {mr1, weekly close 1 week ago + weekly close 1 week ago}
set {mr2, mr1 + weekly close 2 weeks ago}
set {mr3, mr2 divided by 3}
set {mw, mg3 - mr3}

/* Long Term */
set {lg1, weekly close 1 month ago + weekly close 1 month ago}
set {lg2, lg1 + weekly close 2 months ago}
set {lg3, lg2 divided by 3}
set {lr1, weekly open 1 month ago + weekly open 1 month ago}
set {lr2, lr1 + weekly open 2 months ago}
set {lr3, lr2 divided by 3}
set {lw, lg3 - lr3}

AND sg3 crossed above sr3
AND the 2 day slope of sg3 is above 0

AND chart-length is 20 days
AND add column lw {long<br>width}
AND add column mw {mid<br>width}
AND add column sw descending {short<br>width}

set{buyPower1, high 15 day high}
set{buyPower2, low 15 day low 15 days ago}
set{15dayBuyPower, buyPower1 minus buyPower2}

set{sellPower1, high 15 day high 15 days ago}
set{sellPower2, low 15 day low}
set{15daySellPower, sellPower1 - sellPower2}

set{scratch1, 15dayBuyPower - 15daySellPower}
set{scratch2, 15dayBuyPower + 15daySellPower}
set{scratch3, scratch2 * .5}
set{scratch4, scratch1 / scratch3}
set{15dayTTF, scratch4 * 100}

AND price above .10
AND 15dayTTF above 100
AND volume above 100000
AND volume 45 days ago above 1000
AND the 2 day slope of sr3 is above 0
AND mg3 above mr3

AND draw buyPower1 on plot price
AND draw buyPower2 on plot price
AND draw 15dayBuyPower
AND draw 15daySellPower on plot 15dayBuyPower
AND draw 15dayTTF
AND bollinger(20) width near 6 month low
AND add column 15dayTTF column 5
]




StockFetcher Forums · Filter Exchange · Best =5DAY= Filter Contest#2 --Stocks <$4<< >>Post Follow-up

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