StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 32 33 34 35 36 ... 40 >>Post Follow-up
TheRumpledOne
6,529 posts
msg #74094
- Ignore TheRumpledOne		 5/4/2009 8:35:48 PM

POP
TheRumpledOne
6,529 posts
msg #74195
- Ignore TheRumpledOne		 5/7/2009 2:04:13 PM

Fetcher[
/* TRO - FADING THE GAP STATISTICS FILTER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

symlist(fas,faz)

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]
johnpaulca
12,036 posts
msg #74722
- Ignore johnpaulca		 5/25/2009 10:22:12 PM

Found some great stats on Fading the Gap....enjoy.

http://www.mypivots.com/articles/articles.aspx?artnum=43&page=1
chetron
2,817 posts
msg #74724
- Ignore chetron		 5/25/2009 10:36:43 PM


CLICKABLE



JCastellon
26 posts
msg #74816
- Ignore JCastellon		 5/29/2009 2:35:30 AM

what can I add to the fading the gaps scan to find stocks that gap up more than $1? thanks!
TheRumpledOne
6,529 posts
msg #74856
- Ignore TheRumpledOne
modified		 5/29/2009 11:27:53 PM

To answer your question:

in the selection criteria add

Xgapup above 1

Fetcher[
/* TRO - FADING THE GAP STATISTICS FILTER */

set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}

set{absgap, abs(Xgapped)}

set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}

set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }

set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}

set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }

set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}

set{gapfilled, gapup100f + gapdn100f}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED

/* DISPLAY COLUMNS */

and add column gappedup100
and add column gappeddn100
and add column gapfilled
and add column gapup100f
and add column gapdn100f

and add column cma(absgap, 100)
and add column absgap 100 day high
and add column absgap 100 day low

/* SELECTION CRITERIA */

symlist(fas,faz)
Xgapup above 1

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]
JCastellon
26 posts
msg #74861
- Ignore JCastellon		 5/30/2009 12:57:28 AM

thanks tro i appriciate it, btw are you familiar with ninjatrader?
lookup
1 posts
msg #74866
- Ignore lookup		 5/31/2009 12:54:53 AM

Maybe I missed a post somewhere but can you explain where you enter long or short is it below the 1 min bar and above the 1 min. bar? Sorry if not getting it .
Thanks for all your hard work.
TheRumpledOne
6,529 posts
msg #74903
- Ignore TheRumpledOne		 6/1/2009 1:31:19 PM


Educational Web Seminars

Wednesday, June 03, 2009 4:30:00 PM EST

Trading the Opening Gap

http://www.pfgbest.com/webinar/eventSummary.asp?skey=338700598
bocacob
3 posts
msg #75290
- Ignore bocacob		 6/11/2009 1:54:01 PM

I am new to this Forum and have read a lot of this thread. I was wondering if anyone has done a filter for the "oops" setups that were mentioned previously in this thread? Thanks in advance.

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