chetron
2,817 posts
msg #74965
- Ignore chetron |
6/3/2009 6:42:30 AM
CLICKABLE...
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calhawk01
135 posts
msg #74972
- Ignore calhawk01 |
6/3/2009 11:13:43 AM
Any directions on how to use this filter?
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mystiq
650 posts
msg #74983
- Ignore mystiq |
6/4/2009 2:07:13 AM
:adjusted with close & vol to limit results:
/*Emans VOL Screen*/
optionable
close is above 3
close is below 50
Average Volume(3) > 2000000
weekly Absolute Volume Oscillator(1,3) < -0.1
weekly AVO(1,3) > weekly AVO(1,3) 1 day ago
set{STRSI, stochRSI(3,2)}
set{wavo, weekly AVO(1,3) 5 day ago - weekly AVO(1,3)}
set{wavd, wavo / weekly AVO(1,3) 5 day ago}
set{AVO%, wavd * 100}
add column AVO% {5 day AVO change%}
sort column 5 descending
/*support*/
close is above Lower Bollinger Band(9,0.1)
and 60 day slope of the close above 0
strsi equal .00
add column ind
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mystiq
650 posts
msg #74984
- Ignore mystiq |
6/4/2009 3:06:19 AM
M4M==>http://www.marketwatch.com/tools/stockresearch/screener/afterhours.asp?count=25&skip=0&sort=54&sortd=0
'--market watch and many other interent sites show the ah trading volume- "and since most of that volume on 98% of the stocks is in the form of block trades which i can easily track to see if they are buys or sells" -all we need to do is make a 30 day ma of the ah volume- and on the day there is none which in most cases is true on stocks- we would just add a 0 for that day- so when any obvious- giant ah spike occured it would jump out at us--'
according to your theory, by sorting the list by volume for the heaviest volume(assuming block trades included)...for your uptick/downtick blocktrade direction finder criteria. ??? (-.-)
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mystiq
650 posts
msg #74985
- Ignore mystiq |
6/4/2009 3:54:27 AM
==>adjusted avo% to limit results:
/*Emans VOL Screen*/
optionable
close is above 3
Average Volume(3) > 200000
weekly Absolute Volume Oscillator(1,3) < -0.1
weekly AVO(1,3) > weekly AVO(1,3) 1 day ago
set{STRSI, stochRSI(3,2)}
set{wavo, weekly AVO(1,3) 5 day ago - weekly AVO(1,3)}
set{wavd, wavo / weekly AVO(1,3) 5 day ago}
set{AVO%, wavd * 100}
add column AVO% {5 day AVO change%}
sort column 5 descending
/*support*/
close is above Lower Bollinger Band(9,0.1)
and 60 day slope of the close above 0
strsi equal .00
avo% > 90
add column ind
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cabogordon
88 posts
msg #75001
- Ignore cabogordon |
6/4/2009 2:43:58 PM
back tested it back to early 08' hit and miss.
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mystiq
650 posts
msg #75019
- Ignore mystiq |
6/5/2009 1:52:57 AM
cabogordon, just trade the "5 day avo change% > 90" results with price action.... i really dont like backtesting, just look for opportunities and take them
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cabogordon
88 posts
msg #75127
- Ignore cabogordon |
6/6/2009 4:47:23 PM
I re-back tested useing the 90% over 5 day versus the higher 97-99% and it GOOD real good filter.
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Eman93
4,750 posts
msg #75130
- Ignore Eman93 |
6/6/2009 5:40:17 PM
changed to 4 weeks
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Eman93
4,750 posts
msg #75142
- Ignore Eman93
modified |
6/7/2009 11:14:40 AM
This is getting closer to a spike look at how it drops off on a run up.........
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