arimont
57 posts
msg #129937
- Ignore arimont |
7/21/2016 8:51:23 AM
I still haven't traded those, I'm just scanning, then coming back the next day to see if there were CLEAR trading opportunities in the first 2-3 hours. So far I have checked 3 days only.
Fetch[
show stocks where the average day range(100) is above 4%
and Absolute Day Change is above 5%
and abs(high minus low) is above 0.75
and Price is between $3 and $100
and Average volume(30) is greater than 750000
and exchange is not amex
add column Average Volume(30)
add column Average Day Range (30)
add column abs(high minus low)
]
Here are the stats from the last 3 days:
18-Jul: 3 out of 5 wins
ALR 1
IONS 1
IRWD 0
LXU 0
OPTT 1
19-Jul: 5 out of 9 wins
DDD 1
DGLY 1
SSYS 1
RH 0
XPO 1
OPTT 0
LEDS 0
GBT 1
HMNY 0
20-Jul: 12 out of 17 wins
SPU 1
OPTT 1
TWER 0
ACAD 0
ABX 0
AG 0
SGY 1
CDE 0
ZAIS 1
HLX 1
SRPT 1
USLV 1
PCRX 1
MNK 1
BLUE 1
NAV 1
AGIO 1
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arimont
57 posts
msg #129938
- Ignore arimont |
7/21/2016 8:52:19 AM
Now I have to see how I refine the filter to make it more efficient.
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risjr
229 posts
msg #129946
- Ignore risjr |
7/21/2016 10:50:44 AM
Thanks for contributing!
Ron
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arimont
57 posts
msg #130037
- Ignore arimont |
7/25/2016 11:05:53 AM
Today, so far (11 am EST):
25-Jul
4 OUT OF 8 WINS
SP 0
GLNG 0
BSPM 0
SPU 1
KONE 1
S 1
ALNY 1
OPTT 0
|
arimont
57 posts
msg #130048
- Ignore arimont |
7/26/2016 5:36:43 AM
Ok, so this filter, considering the SF 20 mins delay and the SF limitation to "close" data, gives quite accurate results.
If I run it from 10am (EST) every 5-10 minutes it gives me stocks to Day-Trade just with delayed data, which often causes to miss the train.
Does anyone has an idea how to combine this filter in a more "Real-Time" scanning system? How to tweak the filter to give closer to reality findings?
How can we all profit out of this filter?
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StefanM
25 posts
msg #130062
- Ignore StefanM
modified |
7/26/2016 12:18:11 PM
You can create such a filter in real time with the only limitation that Days range (x) for X is <=20, YTD or 52 weeks. The program who gives you these values is Trade-Ideas.com. I can send you some screen shots or so if you tell me how.
I think that I will start a thread about Trade-Ideas. It is a wonderful program which allows customized filtering. Unfortunately these guys started to promote their AI engine instead of continuing working on these manual filters, so they have an SMA but no EMA, you can filter by X but not by Y etc whithout an obvious reason.
I would like to share and exchange setups for Trade-Ideas. They have a forum, but it is not possible to share setups of their own program :-(.
Trade-Ideas costs I believe 99$ per month without AI and Back testing tool. I run the 188$ version with these tools, but I will downgrade as I do not back test my setups and I do not trade AI. It is really quite unique, but from my point of view it is not finished, although I do not look for exotic things.
You can subscribe with the 30 day free trial of eSignal. There Trade-Ideas is included with the 188$ functionality. eSignal subscriber can get T-I as an add on for $50 per month.
By the way, of course I am not a vendor and I do not promote something. I just share my experience.
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StefanM
25 posts
msg #130063
- Ignore StefanM |
7/26/2016 12:26:56 PM
This is what you can look for ;-)
http://www.trade-ideas.com/Help.html#WSF_MinVol1
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arimont
57 posts
msg #130083
- Ignore arimont |
7/27/2016 5:10:49 AM
Thanks Stefan.
I have some questions regarding this, can I email you?
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StefanM
25 posts
msg #130084
- Ignore StefanM |
7/27/2016 6:22:19 AM
Yes you can write at stefan1234567[at]gmx.de. I do not run this email account all over the day, but I look at it regularly
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