HOW TO DESIGN A SYSTEM (NOT JUST A FILTER) - StockFetcher.com Stock Screener

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)

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mahkoh 1,065 posts msg #104301 - Ignore mahkoh modified	1/9/2012 4:02:01 PM MPC is no longer triggered, so I guess it should be sold at 30.94 just before the close for a 1.91 % gain.
Kevin_in_GA 4,599 posts msg #104302 - Ignore Kevin_in_GA	1/9/2012 4:21:34 PM No - it continues to be held until the zcore16 crosses back above -1. It fell off the filter today because it's williams %R is above -94 at today's close. That is not the trigger for selling using this system. Kevin
Kevin_in_GA 4,599 posts msg #104349 - Ignore Kevin_in_GA	1/11/2012 11:39:53 AM Intraday SELL for MPC at 32.48. In at 30.36, out at 32.48 for a gain of 7%.
mahkoh 1,065 posts msg #104350 - Ignore mahkoh modified	1/11/2012 1:47:42 PM novacane32000 45 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. ---------------------- You will have to rerun the scan during the day. I use a "prescan" for this filter, this will tell you if canditates are near being triggered. If you find some you can choose to increase the frequency. Fetcher[ S&P500 /FIRST DETERMINE HISTORICAL RATIO OF S&P STOCK TO THE SPY OVER THE LAST 16 DAYS/ SET{PRICERATIO, CLOSE / IND(SPY,CLOSE)} SET{RATIOMA16, CMA(PRICERATIO,16)} SET{RATIOSTD16, CSTDDEV(PRICERATIO,16)} SET{DIFF16, PRICERATIO - RATIOMA16} SET{ZSCORE16, DIFF16 / RATIOSTD16} SET{THRESHOLD16, RATIOSTD16 * 2} /NEXT, SET CRITERIA NECESSARY TO TRIGGER A PAIR TRADE/ SET{UPPERBAND16, RATIOMA16 + THRESHOLD16} SET{LOWERBAND16, RATIOMA16 - THRESHOLD16} ZSCORE16 BELOW -1.8 WILLIAMS %R(16) BELOW -85 set{lobb, LOWER BOLLINGER BAND(16,2)} set{lobb1,close - lobb} set {lowerbandperc1,lobb1/close} set{lowerbandperc,lowerbandperc1100} draw ma(200) draw ma(50) draw ma (20) DRAW LOWERBAND16 ON PLOT PRICERATIO DRAW UPPERBAND16 ON PLOT PRICERATIO DRAW BOLLINGER BANDS(16,2) ADD COLUMN ZSCORE16 {Z-score} ADD COLUMN WILLIAMS %R(16) add column lobb add column lowerbandperc DRAW ZSCORE16 LINE AT -1 DRAW ZSCORE16 LINE AT -2 DRAW ZSCORE16 LINE AT 0 SORT ON COLUMN 5 ASCENDING CHART-TIME IS 6 MONTHS set{p, close - ma(200)} set{above200, p/ma(200)} set{%above200,above200100} add column %above200 price above ma(200) ] By the way: Intraday buy TSN 19.83 And COG does not show yet but I think it will when SF has caught up with the actual situation in 20 min. COG indeed hit the filter at 71.30
mahkoh 1,065 posts msg #104359 - Ignore mahkoh	1/12/2012 12:08:11 PM Intraday buy KR at 23.79
ps143 2 posts msg #104362 - Ignore ps143 modified	1/12/2012 3:05:40 PM
niajy 13 posts msg #104379 - Ignore niajy	1/13/2012 12:30:10 PM TE buy signal?
mahkoh 1,065 posts msg #104381 - Ignore mahkoh modified	1/13/2012 2:10:01 PM TE has indeed been in the filter nearly all day, 18.62 when I first noticed it. Also intrady buy early in the session on AIZ at 38.02 The COG entry got me thinking: It may be an idea to buy in increments if a stock really comes flying into the filter being down more than 3 or 4 %.
Kevin_in_GA 4,599 posts msg #104383 - Ignore Kevin_in_GA	1/13/2012 3:46:15 PM (Essentially) End of day SELL signal for COST - currently at 80.71. initial BUY signal (intraday) at 81.60, so you're out for a loss of 1.1%. Also Intraday SELL for KR at 24.21. Intraday BUY signal was at 23.79, so out for a gain of 1.8%.
mahkoh 1,065 posts msg #104384 - Ignore mahkoh	1/13/2012 4:13:49 PM Kevin, I have been wondering: Since you changed ^SPX to spy for entry did you also make that change in the exit filter?

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)

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