StockFetcher Forums · Filter Exchange · New NTRI Scan<< >>Post Follow-up
mbonal
8 posts
msg #43062
Ignore mbonal
4/19/2006 12:41:06 PM

price is above MA(50) last 3 months
price is above MA(200) last 3 months
MA(50) is above MA(200) last 3 months
price is close to MA(50)

add column outstanding shares * close

show stocks between 1 and 20
and volume is above 1000000
and average volume(90) is above 1000000


limestar
79 posts
msg #43071
Ignore limestar
4/19/2006 10:09:40 PM

I like it, for a variety of reasons.


stocktrader
294 posts
msg #43072
Ignore stocktrader
4/19/2006 10:23:00 PM

Looks pretty good.

Doing some backtesting of this filter I'm not seeing where the gains are near NTRI gains. If someone would share symbol(s) that this filter returns that are similar in gains to NTRI, I'd like to compare.

The gains on TRO's Next NTRI filter are significantly higher.

But then again, maybe I've misunderstood the thread title and missed something.

Aside from that, I also like this trend filter.


mbonal
8 posts
msg #43075
Ignore mbonal
4/20/2006 12:58:40 AM

I should have been more clear on the title. It is supposed to reflect NTRI. It follows what TIE and NTRI did and how they behaved. I look for stocks with these trends for long term. I really look for stocks that hug the 50 day MA all the way up like TIE and NTRI did...

The other thing that I have found is they stay either at a 45 degree angle or higher on the charts while riding the 50 MA. My only problem is i have no idea how to even begin to try and calculate that for a stock screen.

Our brain can see things better.

Hope this helps.

just sharing my two cents


TheRumpledOne
6,411 posts
msg #43078
Ignore TheRumpledOne
4/20/2006 7:33:37 AM

This filter returns 0 stocks:

Fetcher[

set{market_cap, shares outstanding * close}

price is above MA(50) last 3 months
price is above MA(200) last 3 months
MA(50) is above MA(200) last 3 months
price is close to MA(50)

and add column market_cap

show stocks between 1 and 20
and volume is above 1000000
and average volume(90) is above 1000000
]



The original returns 17 stocks:

Fetcher[
price is above MA(50) last 3 months
price is above MA(200) last 3 months
MA(50) is above MA(200) last 3 months
price is close to MA(50)

and add column shares outstanding * close

show stocks between 1 and 20
and volume is above 1000000
and average volume(90) is above 1000000
]



This returns 18 stocks:

Fetcher[
price is above MA(50) last 3 months
price is above MA(200) last 3 months
MA(50) is above MA(200) last 3 months
price is close to MA(50)

show stocks between 1 and 20
and volume is above 1000000
and average volume(90) is above 1000000
]



Bug?



TheRumpledOne
6,411 posts
msg #43079
Ignore TheRumpledOne
4/20/2006 7:43:12 AM

This may find the Next NTRI sooner:

Fetcher[
price is above MA(50) last 1 months
price is above MA(200) last 1 months
MA(50) is above MA(200) last 1 months
price is close to MA(50)

show stocks between 1 and 20
and volume is above 1000000
and average volume(90) is above 1000000

/* ENHANCED 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}
set{T10a,days(10 day slope of the close below 0, 100)}
set{T60a,days(60 day slope of the close below 0, 100)}
set{T200a,days(200 day slope of the close below 0, 100)}

/* enter your Upper Limit criteria */
set{UpperLim, High 5 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 5 week Low}

set{Double, UpperLim * .50 }

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

ADD COLUMN TREND
ADD COLUMN T10a
ADD COLUMN T60a
ADD COLUMN T200a

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

SORT COLUMN 5 DESCENDING.
]



All I did was change the selection criteria from 3 months to 1 month.

I added a few display columns.

NXXI appears on this filter!

MAY ALL YOUR FILLS BE COMPLETE.


guru_trader
485 posts
msg #43094
Ignore guru_trader
4/20/2006 4:15:53 PM

With a slight modification, I was able to tweak this to 83.86% ROI during the following dates: 12/30/2005 - 04/19/2006 with an automatic exit on the 25th day
Win%: 63
Lose%: 37
W/L: 1.70:1
R/R: 3.31
ROI: 83.86

Fetcher[
and price is above MA(50) last 1 months
and price is above MA(200) last 1 months
and MA(50) is above MA(200) last 1 months
and price is close to MA(50)

and price between 1 and 15
and average volume(90) < 4000000
and average volume(1) < 4000000

/* ENHANCED 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}
set{T10a,days(10 day slope of the close below 0, 100)}
set{T60a,days(60 day slope of the close below 0, 100)}
set{T200a,days(200 day slope of the close below 0, 100)}

/* enter your Upper Limit criteria */
set{UpperLim, High 5 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 5 week Low}

set{Double, UpperLim * .50 }

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

ADD COLUMN TREND
ADD COLUMN T10a
ADD COLUMN T60a
ADD COLUMN T200a

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

sort column 5 descending
]




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