StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 34 35 36 37 38 ... 40 >>Post Follow-up
prion99
2 posts
msg #89973
Ignore prion99
3/19/2010 10:58:21 PM

TRO--
do you still offer trading seminars. Iin particular, I am interested in your fading the gap strategy. Thanks for all your great information.

Bonnie

TheRumpledOne
6,529 posts
msg #90004
Ignore TheRumpledOne
3/20/2010 11:21:53 AM

I have never offered TRADING SEMINARS.

The members of www.kreslik.com have PIRATE GATHERINGS. The next one is May 10 - 18, in Monaco.



prion99
2 posts
msg #90063
Ignore prion99
3/21/2010 7:51:49 PM

Sorry about that. I thought the 6/1/2009 posting regarding a webinar was one which you offered. Thank you.

TheRumpledOne
6,529 posts
msg #97206
Ignore TheRumpledOne
10/26/2010 7:11:39 PM

POP

TheRumpledOne
6,529 posts
msg #97579
Ignore TheRumpledOne
11/21/2010 10:39:06 AM

FYI

http://www.sfomag.com/eSFO/eSFO2010_11.aspx?pg=47

taylorsk
106 posts
msg #97635
Ignore taylorsk
11/27/2010 11:32:29 AM

Like that article TRO..

HOw about this filter to count index gaps, gaps filled, and closes that went in the direction of the gap?

I woul suggest fading the gaps when the statistics indicate it is a higer probability than gaps succeeding in thier direction.

I have been fading gaps and milking cows for a while with success. I have always been an indexw atcher and now this gives me some index statistics to help me decide on what type of gaps to look for gaps up or down...

Thanks again...

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

/* SELECTION CRITERIA */

symlist(qqqq,spy)


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{closelo, close 1 day ago - low}
set{hiclose, high - close 1 day ago }

set{fillup, count(closelo > 0, 1)}
set{filldn, count(hiclose > 0, 1)}

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

set{gapupfilled100, count(gapupfilled > 0, 100)}
set{gapdnfilled100, count(gapdnfilled > 0, 100)}

set{gapuphold100, count(close > open,100)}
set{gapdownhold100, count(close < open, 100)}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED


add column gappedup100
add column gapupfilled100
add column gapuphold100
add column gappeddn100
add column gapdnfilled100
add column gapdownhold100
]




TheRumpledOne
6,529 posts
msg #97656
Ignore TheRumpledOne
11/28/2010 11:21:47 AM

You left out the diamonds!!

taylorsk
106 posts
msg #97662
Ignore taylorsk
11/28/2010 4:41:09 PM

True.

Left out the diamonds....generally just have these 2 on the screen. trying to reduce clutter, plus trade Nasdaq stocks mostly.

I have also generated a filter on gaps that fil vs. gaps that result in a close in the direction of the gap. Theory being if a stock statistically gaps, fills, but then recoveres and closes in the direction of teh gap, you might get stopped out more often....
I like to trade gaps that fill, but statistically dont recover and close in the direction of the gap...
A positve value for Gap***strengh means the stock does not close in the direction of the gap as often as it gives up the gap statistically speaking in the last 100 days...

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

volume above 750000
and Average Volume(30)is above 1000000
close above 25


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{closelo, close 1 day ago - low}
set{hiclose, high - close 1 day ago }

set{fillup, count(closelo > 0, 1)}
set{filldn, count(hiclose > 0, 1)}

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

set{gapupfilled100, count(gapupfilled > 0, 100)}
set{gapdnfilled100, count(gapdnfilled > 0, 100)}

set{gapuphold100, count(close > open, 100)}
set{gapdownhold100, count(close < open, 100)}


set{gapupstrength, gapupfilled100-gapuphold100}
set{gapdnstrength, gapdnfilled100-gapdownhold100}

/* DRAW PLOTS */

DRAW XGAPPED ON PLOT XGAPPED


add column gappedup100
add column gapupfilled100
add column gapuphold100
add column gapupstrength
add column gappeddn100
add column gapdnfilled100
add column gapdownhold100
add column gapdnstrength

]




taylorsk
106 posts
msg #97700
Ignore taylorsk
12/1/2010 11:40:11 AM

Milked JKS this morning.



TheRumpledOne
6,529 posts
msg #97723
Ignore TheRumpledOne
12/2/2010 10:18:55 AM

Nice trading!



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