StockFetcher Forums · Filter Exchange · TAILS AND SHADOWS<< 1 2 3 >>Post Follow-up
TheRumpledOne
6,411 posts
msg #37567
Ignore TheRumpledOne
8/20/2005 11:50:21 AM

Some call it a "tail" but the real name is "SHADOW" but it is still the CLOSE minus the LOW of the period.

Fetcher[
/* WEEKLY BOTTOM TAIL INCREASING FILTER */

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{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}
Set{trend1, trend 1 day ago}

set{H52, close 52 week high}
set{L52, close 52 week low}

set{pct1, H52 - L52}
set{pct2, pct1 / L52}
set{pct52, pct2 * 100}

set{H52W, count(close equal close 52 week high, 5)}
set{L52W, count(close equal close 52 week low, 5)}

/* CALCULATE DAILY AND WEEKLY BOTTOM TAIL SIZE */
set{BTSize, close - low}
set{WBTSize, weekly close - weekly low}

add column wbtsize
add column btsize

add column Trend
add column trend1

add column 10 day slope of the close
add column 60 day slope of the close
add column 200 day slope of the close

add column H52W
add column L52W

add column pct52
add column H52
add column L52

add column industry

/* SELECT STOCKS WHERE WEEKLY BOTTOM TAIL IS INCREASING */
wbtsize above wbtsize 1 day ago

close above 20
volume above 1000000

sort column 5 descending
]



Once again, stumbled upon a weekly data problem in SF.

MAY ALL YOUR FILLS BE COMPLETE.



srt520
6 posts
msg #38311
Ignore srt520
10/3/2005 12:36:47 AM

do you have any ones for daily tails instead of weekly


dkatz
64 posts
msg #38317
Ignore dkatz
10/3/2005 10:09:18 PM

Hey Avery (I believe that's your name anyway) -- elegant filter! Applying the "wait for green" credo, this puppy seems a day trader & swing traders dream! Now, I was looking at the weekly charts for the results on prophet and failed to see the tail in many of them or, if there was one, it was small in some cases. Could you further define your target with this one? Are you looking for, essentially, weekly hammer plays? Thanks and, again, nicely done. I may actually employ this one. Very nice of you to share.


TheRumpledOne
6,411 posts
msg #38326
Ignore TheRumpledOne
10/4/2005 1:32:05 PM

Fetcher[
* BOTTOM TAIL INCREASING FILTER */

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{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}
Set{trend1, trend 1 day ago}

set{H52, close 52 week high}
set{L52, close 52 week low}

set{pct1, H52 - L52}
set{pct2, pct1 / L52}
set{pct52, pct2 * 100}

set{H52W, count(close equal close 52 week high, 5)}
set{L52W, count(close equal close 52 week low, 5)}

/* CALCULATE DAILY AND WEEKLY BOTTOM TAIL SIZE */
set{BTSize, close - low}
set{WBTSize, weekly close - weekly low}

add column wbtsize
add column btsize

add column Trend
add column trend1

add column 10 day slope of the close
add column 60 day slope of the close
add column 200 day slope of the close

add column H52W
add column L52W

add column pct52
add column H52
add column L52

add column industry

/* SELECT STOCKS WHERE BOTTOM TAIL IS INCREASING */
btsize above btsize 1 day ago

close above 20
volume above 1000000

sort column 5 descending

]




TheRumpledOne
6,411 posts
msg #38327
Ignore TheRumpledOne
10/4/2005 1:32:58 PM

Fetcher[
/* BOTTOM TAIL INCREASING FILTER */

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{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}

Set{uu, u1 + u2}
Set{TREND, uu + u3}
Set{trend1, trend 1 day ago}

set{H52, close 52 week high}
set{L52, close 52 week low}

set{pct1, H52 - L52}
set{pct2, pct1 / L52}
set{pct52, pct2 * 100}

set{H52W, count(close equal close 52 week high, 5)}
set{L52W, count(close equal close 52 week low, 5)}

/* CALCULATE DAILY AND WEEKLY BOTTOM TAIL SIZE */
set{BTSize, close - low}
set{WBTSize, weekly close - weekly low}

add column wbtsize
add column btsize

add column Trend
add column trend1

add column 10 day slope of the close
add column 60 day slope of the close
add column 200 day slope of the close

add column H52W
add column L52W

add column pct52
add column H52
add column L52

add column industry

/* SELECT STOCKS WHERE BOTTOM TAIL IS INCREASING */
btsize above btsize 1 day ago

close above 20
volume above 1000000

sort column 5 descending

]



Dang we need to be able to edit our posts!



TheRumpledOne
6,411 posts
msg #38328
Ignore TheRumpledOne
10/4/2005 1:34:46 PM

"dkatz 10/3/2005 10:09:18 PM

Hey Avery (I believe that's your name anyway) -- elegant filter! Applying the "wait for green" credo, this puppy seems a day trader & swing traders dream! Now, I was looking at the weekly charts for the results on prophet and failed to see the tail in many of them or, if there was one, it was small in some cases. Could you further define your target with this one? Are you looking for, essentially, weekly hammer plays? Thanks and, again, nicely done. I may actually employ this one. Very nice of you to share. "

No target per se.

But the same logic/strategy that you use for the daily applys to the weekly.

MAY ALL YOUR FILLS BE COMPLETE.


srt520
6 posts
msg #38358
Ignore srt520
10/6/2005 7:44:08 PM

do you have a setup for a daily setup


TheRumpledOne
6,411 posts
msg #38368
Ignore TheRumpledOne
10/7/2005 12:46:52 PM

The last filter I posted above is the daily.

The one above it is the weekly.


dkatz
64 posts
msg #38412
Ignore dkatz
10/11/2005 9:35:55 PM

Avery -- loving your Tails filters ... wondering if it could be written to show following day (& week for your weekly filter) closed above close of signal day (week)? That would eliminate most of the problem stocks (dark cloud cover pattern on most of them)? Thanks for you help!!!


TheRumpledOne
6,411 posts
msg #38416
Ignore TheRumpledOne
10/12/2005 10:22:43 AM

"Avery -- loving your Tails filters ... wondering if it could be written to show following day (& week for your weekly filter) closed above close of signal day (week)? That would eliminate most of the problem stocks (dark cloud cover pattern on most of them)? Thanks for you help!!!"

I don't understand what you are saying.

Show following day?



StockFetcher Forums · Filter Exchange · TAILS AND SHADOWS<< 1 2 3 >>Post Follow-up

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