milfredo
11 posts
msg #32156
- Ignore milfredo |
5/23/2004 3:17:52 AM
MA(3) crossed above MA(9) and price is above $5 and price is below $10
Can anyone add to it to refine it. Im back testing it, its accurate about 80% of the time.
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milfredo
11 posts
msg #32157
- Ignore milfredo |
5/23/2004 3:28:35 AM
changed to
Price gained less than 5% and CCI(14) Above 0 and MFI(5) increasing for 3 days and MA(3) crossed above MA(9) and price is below $20
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milfredo
11 posts
msg #32158
- Ignore milfredo |
5/23/2004 3:31:54 AM
and:
Narrow 45 day Channel Near Top Price gained less than 5% and CCI(14) Above 0 and MFI(5) increasing for 3 days and MA(3) crossed above MA(9) and price is below $20
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milfredo
11 posts
msg #32159
- Ignore milfredo |
5/23/2004 3:49:53 AM
and:
MFI(5) increasing for 3 days and MA(3) crossed above MA(9) and price is above $5 and price is below $30 and Price gained no more than 10% and Fast Stochastic(5) Fast %K above 20
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milfredo
11 posts
msg #32215
- Ignore milfredo |
6/1/2004 4:57:52 PM
though there isnt much attention to this, i want to update everyone this filter has been 8 out of 8 in finding succesful trades. A succesful trade is classified as a stock that is above the scanned price three days after it is discovered. though it needs more work, so far so good.
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xplorer
257 posts
msg #32217
- Ignore xplorer |
6/1/2004 8:38:12 PM
Intersting ! ... I see potential ... but I am not geting "8 of 8"??? ... are you trading this ? ... or still refining ?
I include the "offset 3 days" to backtest...
I didn't know we could use an expression like "Price gained no more than 10%"...
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xplorer
257 posts
msg #32218
- Ignore xplorer |
6/1/2004 9:30:53 PM
...you may want to anayze your filter at GEOPEDS site. He wrote a nice script to rate these STOCKFETCHER screens... give it a try !
https://www.ipropel.com:8443/stocks/index.jsp
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milfredo
11 posts
msg #32500
- Ignore milfredo |
7/3/2004 8:51:06 PM
that site seems to not work. Can you tell me where I can find it?
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rsdivekar
8 posts
msg #32503
- Ignore rsdivekar |
7/5/2004 2:08:07 AM
nice filter! Just an observation, your filer gives better results if:
1) price range is 15-50 (more liquid stocks)
2) ma(3) is typically 3-5% below ma(9) before crossing
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rsdivekar
8 posts
msg #32506
- Ignore rsdivekar |
7/5/2004 9:32:44 AM
Also add the following condition for better results:
"close is above MA(50)"
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