Kevin_in_GA
4,599 posts
msg #104057
- Ignore Kevin_in_GA |
12/30/2011 2:37:01 PM
Intraday SELL for
MAT in at 27.59, out at 27.96 for a gain of 1.3%
BBBY in at 56.85, out at 58.44 for a gain of 2.8%
and yesterday one would have sold IBM at the open price of 184.07 for a gain of 2.3%.
As of now, there are no open trades or intraday BUY signals.
|
Billirider321
62 posts
msg #104119
- Ignore Billirider321 |
1/1/2012 1:52:26 PM
After a long time I am back to SF in search of some good filters. Few of my thoughts in improving this filter is.
1. IF the stock has good volume you can trade options and make some good coin.
2. Look for stock which are just above 200 day average and put open orders for next day close to 200 day ma. from my 7 yr experience I see lot of trades stock to 200 day and go higher.
3. slope of ma(70) needs to be positive on spy is a good market direction filter.
4. Enter stock selected today with a 1 to 5 % below the closing price. I am not sure how to test that in backtest.
Problems with these result -
Kevin - does your test account for delisted stocks. how about survivorship bias.
|
Kevin_in_GA
4,599 posts
msg #104193
- Ignore Kevin_in_GA |
1/3/2012 1:22:50 PM
Intraday BUY signal for Autozone (AZO) at 319.48. Zscore is -2.76, price is currently below the lower BB(16,2), and the William's %R is at -98.25.
|
novacane32000
331 posts
msg #104221
- Ignore novacane32000 |
1/4/2012 3:49:45 PM
Is there a way to have SF notify you when there is an intraday signal for your filter? Or is it up to you to refresh your filter throughout the day?
I have always had to refresh the filter but am hoping for an easier way.
|
Billirider321
62 posts
msg #104228
- Ignore Billirider321 |
1/5/2012 9:09:06 AM
If you bought AZO option jan 21 strike 320 for 4.50 you could have sold it for 10 dollars today.
I did watch azo showing up intraday. I am still testing this system.
Looks to be a nice one.
|
Kevin_in_GA
4,599 posts
msg #104236
- Ignore Kevin_in_GA |
1/5/2012 5:00:15 PM
End of day SELL signal for AZO. In at 319.40, out at the close today at 333.85 (a gain of 4.5%).
|
mahkoh
1,065 posts
msg #104253
- Ignore mahkoh |
1/6/2012 2:59:29 PM
Buy signal for COST at 81.60
|
Kevin_in_GA
4,599 posts
msg #104255
- Ignore Kevin_in_GA |
1/6/2012 3:32:15 PM
Yup, now at 81.61. This signal may not be there at the end of the day since the Bolinger %B(16,2) is at -0.01 and it may move back within the bands before the close. I'll add this as an intraday BUY at 81.61 an we'll see how it plays out.
|
mahkoh
1,065 posts
msg #104256
- Ignore mahkoh |
1/6/2012 3:56:46 PM
Now 81.29. Should it go down further 80.55 may be a good point to add to the position. 200 MA and monthly S1 are both in that area.
|
Kevin_in_GA
4,599 posts
msg #104262
- Ignore Kevin_in_GA |
1/6/2012 6:20:57 PM
End of day BUY signal for Mastercard (MA).
|