StockFetcher Forums · Filter Exchange · Looking for a littel help changing a current popular filter<< >>Post Follow-up
mdl060374
94 posts
msg #70069
Ignore mdl060374
modified
12/27/2008 10:48:13 PM

I orginally posted this in the RFR thread, but was told I should make my own thread for it, so I did so.

I am a fan of the concept behind the "run forest run filter," but am simply looking for the same format (showing how many times out of the last 100 days the stock has moved x%), but rather than "run" meaning gain, it could mean move (either up or down.)

The idea is rather than just focus on statistics on one direction, I would like to be able to focus on the stocks that made big up or down moves repeatedly..

My first thought was simply to use a "ADR(x) is above x%", but that gets skewed on lower volatility days, and wont give me as accurate results I believe. As I dont care as much what has happened over the recent few days past, but more over the last 100 days and the stocks overall behavior.

Can Chetron or anyone else help me out with this.

Its basically RFR with that includes EIITHER a gain or a loss into the "run" criteria..

Any help would be greatly apprecaited.

TheRumpledOne
6,411 posts
msg #70073
Ignore TheRumpledOne
modified
12/28/2008 3:37:26 PM

Fetcher[
/* TRO RANGE FOREST, RANGE */

close is between 1 and 15
average volume(90) above 50000

set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }

set{x1, high - low}
set{Long_Profit, x1/open }

set{C1A, count(Long_Profit > .04 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}

add column Long_Profit {RangePct}

and add column C0010 {4_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column volcnt
and add column volzero
sort column 7 descending
]




Range is high - low,

RangePct is Range / Open.



mdl060374
94 posts
msg #70075
Ignore mdl060374
12/28/2008 6:39:06 PM

Thank you very much TRO, I appreciate it.

Have a great New Year!.

chetron
2,817 posts
msg #70077
Ignore chetron
modified
12/28/2008 10:42:11 PM

or maybe...


Fetcher[


/* Run Forest, Run */
/* should i buy or should i short now, daily */

close is between 1 and 15
average volume(90) above 50000

set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }

set{x1, high - open}
set{Long_Profit, x1/open }

set{C1A, count(Long_Profit > .04 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}

set{sx1, open - low}
set{Short_Profit, sx1/low}

set{C1As, count(Short_Profit > .04 , 100)}
set{C2As, count(Short_Profit > .09, 100)}
set{C0010s, C1As - C2As}

set{D1As, count(Short_Profit > .09 , 100)}
set{D2As, count(Short_Profit > .19, 100)}
set{D1020s, D1As - D2As}

set{E1As, count(Short_Profit > .19 , 100)}
set{E2As, count(Short_Profit > .29, 100)}
set{E2030s, E1As - E2As}

set{F1As, count(Short_Profit > .29 , 100)}
set{F2As, count(Short_Profit > .39, 100)}
set{F3040s, F1As - F2As}

set{G1As, count(Short_Profit > .39 , 100)}
set{G2As, count(Short_Profit > .49, 100)}
set{G4050s, G1As - G2As}

set{H1As, count(Short_Profit > .49 , 100)}
set{H2As, count(Short_Profit > .99, 100)}
set{H50100s, H1As - H2As}

set{I100s, count(Short_Profit > .99 , 100)}

add column Short_Profit {ProfitPcts}

and add column C0010s {4_9s}
and add column D1020s {10_19s}
and add column E2030s {20_29s}
and add column F3040s {30_39s}
and add column G4050s {40_49s}
and add column H50100s {50_99s}
and add column I100s {100s}



add column Long_Profit {ProfitPct}

and add column C0010 {4_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column volcnt
and add column volzero

]



johnpaulca
12,036 posts
msg #70078
Ignore johnpaulca
12/28/2008 10:51:19 PM

CHET....NOT WORKING BRO.

chetron
2,817 posts
msg #70079
Ignore chetron
modified
12/28/2008 10:55:34 PM

stockfetcher doesn't want to fix the bugs here, that would be a nice christmas present.

oops my bad forgot a ,

updated and working






johnpaulca
12,036 posts
msg #70080
Ignore johnpaulca
12/28/2008 11:00:07 PM

Lazy bastards...too much turkey. Notice not even a Christmas greeting from them. Hey SF, we feel the love from you guys.

chetron
2,817 posts
msg #70081
Ignore chetron
12/28/2008 11:09:12 PM

variant 1....


Fetcher[




/* Run Forest, Run */
/* should i buy or should i short now, daily */

close is between 1 and 15
average volume(90) above 50000

set{volcnt, count(volume above 50000, 100) }
set{volzero, count(volume equal 0, 100) }

set{x1, high - open}
set{Long_Profit, x1/open }

set{C1A, count(Long_Profit > .04 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}

set{sx1, open - low}
set{Short_Profit, sx1/low}

set{C1As, count(Short_Profit > .04 , 100)}
set{C2As, count(Short_Profit > .09, 100)}
set{C0010s, C1As - C2As}

set{D1As, count(Short_Profit > .09 , 100)}
set{D2As, count(Short_Profit > .19, 100)}
set{D1020s, D1As - D2As}

set{E1As, count(Short_Profit > .19 , 100)}
set{E2As, count(Short_Profit > .29, 100)}
set{E2030s, E1As - E2As}

set{F1As, count(Short_Profit > .29 , 100)}
set{F2As, count(Short_Profit > .39, 100)}
set{F3040s, F1As - F2As}

set{G1As, count(Short_Profit > .39 , 100)}
set{G2As, count(Short_Profit > .49, 100)}
set{G4050s, G1As - G2As}

set{H1As, count(Short_Profit > .49 , 100)}
set{H2As, count(Short_Profit > .99, 100)}
set{H50100s, H1As - H2As}

set{I100s, count(Short_Profit > .99 , 100)}

add column Short_Profit {ProfitPcts}

and add column C0010s {4_9s}
and add column D1020s {10_19s}
and add column E2030s {20_29s}
and add column F3040s {30_39s}
and add column G4050s {40_49s}
and add column H50100s {50_99s}
and add column I100s {100s}



add column Long_Profit {ProfitPct}

and add column C0010 {4_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column volcnt
and add column volzero

c0010 > 35
c0010s > 35
]



johnpaulca
12,036 posts
msg #70082
Ignore johnpaulca
12/28/2008 11:23:57 PM

Thanks CHET...U da man.

mdl060374
94 posts
msg #70171
Ignore mdl060374
12/30/2008 11:35:43 AM

thanks Chetron!

StockFetcher Forums · Filter Exchange · Looking for a littel help changing a current popular filter<< >>Post Follow-up

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