StockFetcher Forums · Filter Exchange · super short filter-loss 62% at bottoms and tops 81% of qqqq<< >>Post Follow-up
MARY4MONEY
806 posts
msg #57362
Ignore MARY4MONEY
modified
12/2/2007 11:54:02 AM

Fetcher[
set{ma1,close - ma(200)}
set{ma2, ma1/close}
set{%abovema200, ma2 * 100}


set{low1,close - low 100 day low}
set{low2, low1 / close}
set{%above100daylow, low2 * 100}

add column low 100 day low
add column %above100 day low
add column ma(200)
add column %abovema200

draw ma(200)

volume > 750000
close > 1
and set{sm%, weekly atr(8)/weekly ema(8)}
and sm% between 0.02 and 0.88
and add column rsi(2)
and add column weekly rsi(2)
and set{wm%, weekly atr(8)/weekly ema(8)}
and add column wm%
and set{v%, volume/average volume(100)}
and add column v%
and set{20d,close/ma(20)}
and add column ma(5)
and set{dm%,atr(20)/ema(20)}
and add column 20d
and stock is optionable
and close below ma (200)
and weekly rsi(2) above 90
]



MARY4MONEY
806 posts
msg #57363
Ignore MARY4MONEY
12/2/2007 11:57:34 AM

and 20d above 1.05--Performance results for your filter covering the dates:
Tuesday October 30, 2007 to Friday November 30, 2007

Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -2.58% 3 (+3.58%) 3 (-8.74%)
0 +1.51% +1.00%
2 Days -6.19% 1 (+5.36%) 5 (-8.50%)
0 -0.78% -1.63%
3 Days -7.04% 2 (+3.35%) 4 (-12.24%)
0 -0.22% -1.43%
4 Days -9.10% 0 (n/a) 6 (-9.10%)
0 -0.76% -1.81%
1 Week -7.23% 2 (+3.08%) 4 (-12.39%)
0 +0.30% -0.95%
Current -20.44% 0 (n/a) 6 (-20.44%)
0 -5.53% -3.05%
6 matching stocks



StockFetcher Forums · Filter Exchange · super short filter-loss 62% at bottoms and tops 81% of qqqq<< >>Post Follow-up

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