StockFetcher Forums · General Discussion · Shorting<< >>Post Follow-up
sulldt
31 posts
msg #36425
- Ignore sulldt		 6/23/2005 4:13:37 PM

I've got a filter that has potential for finding short stocks but it needs a little work. It goes " Show stocks where close crossed above ema(26)from below in the past 5 days and 1 day close is below ema(26) and av (30) is above 200000 and close is between 20 and 200". That gives too many results, stocks that are trading below and above the ema(26) line frequently.What I'd like to add is "show stocks that have traded below ema(26) for 10 days leading up to the crossover " but I don't know how to word it.Any body have any ideas on how to do that? I would like to cut my search results down to 20 to 30 stocks instead of 250-300.
TheRumpledOne
6,411 posts
msg #36426
- Ignore TheRumpledOne		 6/23/2005 5:28:43 PM

I've got a filter that has potential for finding short stocks but it needs a little work. It goes " Show stocks where close crossed above ema(26)from below in the past 5 days and 1 day close is below ema(26) and av (30) is above 200000 and close is between 20 and 200". That gives too many results, stocks that are trading below and above the ema(26) line frequently.What I'd like to add is "show stocks that have traded below ema(26) for 10 days leading up to the crossover " but I don't know how to word it.Any body have any ideas on how to do that? I would like to cut my search results down to 20 to 30 stocks instead of 250-300.

Fetcher[
Show stocks where close crossed above ema(26)from below in the past 5 days and 1 day close is below ema(26) and av (30) is above 200000 and close is between 20 and 200
]
TheRumpledOne
6,411 posts
msg #36428
- Ignore TheRumpledOne		 6/23/2005 6:05:17 PM

Fetcher[


/* xBB:
1 = High crossed above Upper Bollinger Band(20),
2 = close above Upper Bollinger Band(20),
0 = no cross,
-2 = close below lower Bollinger Band(20),
-1 = Low crossed below lower Bollinger Band(20) */

/* xLR:
1 = High crossed above Top Linear Regression Line(60),
2 = close above Top Linear Regression Line(60),
0 = no cross,
-2 = close below Bottom Linear Regression Line(60),
-1 = Low crossed below Bottom Linear Regression Line(60)


Trend = xyz.00
where x = 1 for 10 day uptrend, 0 for 10 day downtrend
where y = 1 for 60 day uptrend, 0 for 60 day downtrend
where z = 1 for 200 day uptrend, 0 for 200 day downtrend

*/

set{e26, count(close crossed above ema(26), 5) }

set{E26b, days(close 5 day ago above ema(26) 5 day ago, 100)}
set{E26a, days(close 5 day ago below ema(26) 5 day ago, 100)}
set{CxE26, E26a - E26b}


set{xBB1, count(HIGH crossed above the upper bollinger band (20),1) - count(LOW crossed below the lower bollinger band (20),1)}

set{xBB2, count(close above the upper bollinger band (20),1) - count(close below the lower bollinger band (20),1)}

set{xBB, xBB1 + xBB2}

set{xLR1, count(HIGH crossed above the top linear regression line(60),1) - count(LOW crossed below the bottom linear regression line(60),1)}

set{xLR2, count(close above the top linear regression line(60),1) - count(close below the bottom linear regression line(60),1)}

set{xLR, xLR1 + xLR2}
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{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

add column ema(26)

add column e26
add column CxE26

add column rsi(2)
add column weekly rsi(2)

and add column Trend

and add column xBB {BBx_}
and add column xLR {LRx_}

e26 above 0

close below ema(26)

CxE26 below -9

avg volume(30) above 200000

close is between 20 and 200



]



I think you guys are trying to play Stump the Rump because you know I can't resist a filter challenge...lol

I am not really sure this is what you want. Your message isn't clear but this should put you in the ballpark.

I added RSI(2), Trend, Bollinger Band and Linear Regression because if you are going SHORT you want to make sure the stock has peaked!!

E26 tells you how many times the close closed above the ema(26) in the last 5 days.

CxE26 tells you how many days the close closed below the ema(26) 5 DAYS AGO.

I would NOT short stocks if the BBx or LRx are NEGATIVE!!

If rsi(2) or weekly rsi(2) is oversold, BE CAREFUL SHORTING.

Best candidates probably have a TREND of 000 ( total downtrend ) or 111 (uptrend but peaking or pausing).

MAY ALL YOUR FILLS BE COMPLETE.






sulldt
31 posts
msg #36429
- Ignore sulldt		 6/23/2005 6:10:07 PM

Thanks TheRumpledOne- I think I can get what I wanted to find out by adding "and ema(26) has been decreasing for 5 days" to that filter.That's what I was shooting for to start with. If you have the time you might look at the 6 month charts for RIMM and OSTK and see if you think that filter has promise.I value your opinion. Thanks again.


sulldt
31 posts
msg #36430
- Ignore sulldt		 6/23/2005 6:22:26 PM

TheRumpledOne- Had trouble posting my reply earlier.Posted it before I had even gotten your complete reply.Not trying to test you but I'm pretty sure you know your stuff.Looking at using my orginal filter but adding the "ema(26) decreasing for 5 days" to it.More put buying than shorting actually, using a 30% stop loss because I can't predict when that decreasing ema(26) is going to change direction.
TheRumpledOne
6,411 posts
msg #36440
- Ignore TheRumpledOne		 6/24/2005 8:43:35 AM

This is weird...

When I click on the filter I wrote using internet explorer, it causes IE to crash.

So I tried clicking on it with Mozilla and it works fine.

Anyone else having problems with this filter not working under IE?




tomb
267 posts
msg #36441
- Ignore tomb		 6/24/2005 8:47:45 AM

Hi,

What you are seeing is due to a limitation in the URL length for IE. In order to view the previous filter with IE, you will want to click on the "magnifying glass" image. This will cause a "POST" which will allow the filter to work in IE.

Hope that helps!

Tom
StockFetcher.com Support




TheRumpledOne
6,411 posts
msg #36442
- Ignore TheRumpledOne		 6/24/2005 8:53:08 AM

Rather than filter out ema(26) decreasing for 5 days, let's display what the ema(26) has been doing:


Fetcher[
/* xBB:
1 = High crossed above Upper Bollinger Band(20),
2 = close above Upper Bollinger Band(20),
0 = no cross,
-2 = close below lower Bollinger Band(20),
-1 = Low crossed below lower Bollinger Band(20) */

/* xLR:
1 = High crossed above Top Linear Regression Line(60),
2 = close above Top Linear Regression Line(60),
0 = no cross,
-2 = close below Bottom Linear Regression Line(60),
-1 = Low crossed below Bottom Linear Regression Line(60)


Trend = xyz.00
where x = 1 for 10 day uptrend, 0 for 10 day downtrend
where y = 1 for 60 day uptrend, 0 for 60 day downtrend
where z = 1 for 200 day uptrend, 0 for 200 day downtrend

*/

set{e26, count(close crossed above ema(26), 5) }

set{E26b, days(close 5 day ago above ema(26) 5 day ago, 100)}
set{E26a, days(close 5 day ago below ema(26) 5 day ago, 100)}
set{CxE26, E26a - E26b}


set{EB26,days(ema(26) is above ema(26) 1 day ago,100)}
set{EA26,days(ema(26) is below ema(26) 1 day ago,100)}
set{E26xE26, EA26 - EB26}


set{xBB1, count(HIGH crossed above the upper bollinger band (20),1) - count(LOW crossed below the lower bollinger band (20),1)}

set{xBB2, count(close above the upper bollinger band (20),1) - count(close below the lower bollinger band (20),1)}

set{xBB, xBB1 + xBB2}

set{xLR1, count(HIGH crossed above the top linear regression line(60),1) - count(LOW crossed below the bottom linear regression line(60),1)}

set{xLR2, count(close above the top linear regression line(60),1) - count(close below the bottom linear regression line(60),1)}

set{xLR, xLR1 + xLR2}
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{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

add column ema(26)

add column e26
add column CxE26

add column E26xE26

add column rsi(2)
add column weekly rsi(2)

and add column Trend

and add column xBB {BBx_}
and add column xLR {LRx_}

e26 above 0

close below ema(26)

CxE26 below -9

avg volume(30) above 200000

close is between 20 and 200
]



Now we can see how many days the ema(26) has been rising or falling and we can sort on that column. Isn't that better?

MAY ALL YOUR FILLS BE COMPLETE.
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