StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 36 37 38 39 40 >>Post Follow-up
bagsby32
23 posts
msg #99985
- Ignore bagsby32
modified		 3/29/2011 1:26:18 PM

RumpledOne, just wanted to say thanks. I finally got it this morning. You have made me a better trader today.



TheRumpledOne
6,529 posts
msg #99986
- Ignore TheRumpledOne		 3/29/2011 2:11:48 PM

You're welcome.

What did you "GET"?

Please explain in your own words.

You may help someone else "get it".
rosalieone
4 posts
msg #99998
- Ignore rosalieone		 3/30/2011 10:37:38 AM

Rumpleone or mahkoh is it possible to find the one which is gapping up the most by percent ?
mahkoh
1,065 posts
msg #100004
- Ignore mahkoh		 3/30/2011 5:25:01 PM

The modified TRO filter I posted on jan 23 shows the average gap in percent in the column MA absgap. However this average consists of both gaps up and gaps down and I have not yet figured out whether it is possible to seperate them.
dakokolev
8 posts
msg #100156
- Ignore dakokolev		 4/6/2011 9:23:41 PM


Gents,
Can you simplify this filter just to catch the gaps Up or down within 1 to 3%.

I would like to see all stocks that jumped 1 to 3% UP or DOWN at opening

Something like:

For SHORT:

Show stocks where
Price at opening is between 1 to 3% lower than previous day close

For LONG

Show stocks where
Price at opening is between 1 to 3% higher than previous day close

I would appreciate your help!
dwiggains
447 posts
msg #101044
- Ignore dwiggains		 6/3/2011 3:53:38 PM

TheRumpledOne

How about instead of Fading the Gap
can you show us how to do the following

Stock opens up --- what are the odds that stock will close even higher up than the open

Stock opens down --- what are the odd that stock will close even lower down than the open

This may be a wild rabbit chase.
I would program if I could.

Thanks
See ya
David
djones000buck
206 posts
msg #101047
- Ignore djones000buck
modified		 6/3/2011 4:32:12 PM

Fetcher[

/*Define risk reward greed factor*/
set{greed, .25 / close 1 day ago}

/*stocks that usually go over 2% open to high*/
set{x1, high - open}
set{Long_Percent, x1/open }
set{H2P, count(Long_Percent > .02, 100)}

/*Define MA Indicator average*/
set{rb0, ma(21) - upper bollinger bands(10,.1)}
set{rb1, ma(21) one day ago - upper bollinger bands(10,.1) one day ago}
set{rb2, ma(21) two days ago - upper bollinger bands(10,.1) two days ago}
set{rb3, rb0 + rb1}
set{rb4, rb2 + rb3}
set{rba, rb4 / 3}

/*Define BB Indicator average*/
set{hb0, high - upper bollinger bands(10,.1)}
set{hb1, high one day ago - upper bollinger bands(10,.1) one day ago}
set{hb2, high two days ago - upper bollinger bands(10,.1) two days ago}
set{hb3, hb0 + hb1}
set{hb4, hb2 + hb3}
set{hba, hb4 / 3}
set{hbz, hb1 - hb0}

/*Define averages*/
set{ Maxhba , hba 100 day high }
set{Amaxhba, maxhba * .75}
set{bmaxhba, maxhba * .65}
set{ Minhba , hba 100 day low }
set{ Avghba , CMA( hba , 100 )}
set{Aminhba, minhba * .75}
set{bminhba, minhba * .85}

set{RB, rba - hba}
set{rz10, rsi(2) - rsi(2) one day ago}
set{rz21, rsi(2) one day ago - rsi(2) two days ago}
set{rz31, rsi(2) two days ago - rsi(2) three days ago}

set{rz21c, count(rz21 > 35,1)}
set{rz21d, count(rz21 < -35,1)}

set{RZ1, count(rz10 > 35,1)}
set{RZ2, count(rz10 < -35,1)}
set{RZ3, RZ2 * -1}
set{RZ5, high - close 1 day ago}
set{RZ5S, close 1 day ago - low}
set{RZ5b, count(RZ5 > .1,1)}
set{RZ5c, count(RZ5 > .25,1)}
set{RZ5d, count(RZ5S > .1,1)}
set{RZ5e, count(RZ5S > .25,1)}
set{rz1c, count(rz1 > .9,100)}
set{rz1d, count(rz2 > .9,100)}

set{RZ4, count(rz10 > 35,100)}
set{RZ7, count(rz10 < -35,100)}

set{hiop, high - open}
set{avghiop20, CMA(hiop, 20)}

/*add long stats*/
set{stat1, open - close one day ago}
set{stat2, count(stat1 > 0,1)}
set{stat3, close - open}
set{stat4, count(stat3 > 0,1)}
set{stat5, rz21c + stat2}
set{stat6, count(stat5 > 1.9,100)}
set{stat7, count(close > open,1)}
set{stat8, stat5 +stat7}
set{stat9, count(stat8 > 2.9,1)}
set{stat10, count(stat8 > 2.9,100)}
set{RLGUCU, stat10 / stat6}

set{stat7b, count(close < open,1)}
set{stat5b, rz21c + stat2}
set{stat8b, stat5b + stat7b}
set{stat9b, count(stat8b > 2.9,1)}
set{stat10b, count(stat8b > 2.9,100)}
set{RLGUCD, stat10b / stat6}

/*add short stats*/
set{stat12, open - close one day ago}
set{stat13, count(stat12 < 0,1)}
set{stat14, close - open}
set{stat15, count(stat14 > 0,1)}
set{stat16, rz21c + stat13}
set{stat17, count(stat16 > 1.9,100)}
set{stat18, count(close > open,1)}
set{stat19, stat16 +stat18}
set{stat20, count(stat19 > 2.9,1)}
set{stat21, count(stat19 > 2.9,100)}
set{RLGDCU, stat21 / stat17}

set{stat18b, count(close < open,1)}
set{stat16b, rz21c + stat13}
set{stat19b, stat16b + stat18b}
set{stat20b, count(stat19b > 2.9,1)}
set{stat21b, count(stat19b > 2.9,100)}
set{RLGDCD, stat21b / stat17}

set{RLgolong, RLGDCU + RLGUCU}
set{RLgoshort, RLGDCD + RLGUCD}
set{RLVAR, RLgolong - RLgoshort}

/*add long stats*/
set{sstat1, open - close one day ago}
set{sstat2, count(sstat1 > 0,1)}
set{sstat3, close - open}
set{sstat4, count(sstat3 > 0,1)}
set{sstat5, rz21d + sstat2}
set{sstat6, count(sstat5 > 1.9,100)}
set{sstat7, count(close > open,1)}
set{sstat8, sstat5 +sstat7}
set{sstat9, count(sstat8 > 2.9,1)}
set{sstat10, count(sstat8 > 2.9,100)}
set{RSGUCU, sstat10 / sstat6}

set{sstat7b, count(close < open,1)}
set{sstat5b, rz21d + sstat2}
set{sstat8b, sstat5b + sstat7b}
set{sstat9b, count(sstat8b > 2.9,1)}
set{sstat10b, count(sstat8b > 2.9,100)}
set{RSGUCD, sstat10b / sstat6}

/*add short stats*/
set{sstat12, open - close one day ago}
set{sstat13, count(sstat12 < 0,1)}
set{sstat14, close - open}
set{sstat15, count(sstat14 > 0,1)}
set{sstat16, rz21d + sstat13}
set{sstat17, count(sstat16 > 1.9,100)}
set{sstat18, count(close > open,1)}
set{sstat19, sstat16 + sstat18}
set{sstat20, count(sstat19 > 2.9,1)}
set{sstat21, count(sstat19 > 2.9,100)}
set{RSGDCU, sstat21 / sstat17}

set{sstat18b, count(close < open,1)}
set{sstat16b, rz21d + sstat13}
set{sstat19b, sstat16b + sstat18b}
set{sstat20b, count(sstat19b > 2.9,1)}
set{sstat21b, count(sstat19b > 2.9,100)}
set{RSGDCD, sstat21b / sstat17}

set{RSgolong, RSGDCU + RSGUCU}
set{RSgoshort, RSGDCD + RSGUCD}
set{RSVAR, RSgolong - RSgoshort}

/*get a dime long*/
set{test, RZ5b + rz21c}
set{test1, count(test > 1.9,100)}
set{GET.10L, test1 / rz1c}
set{test3, count(test > 1.9,1)}

/*get a quarter long*/
set{test4, RZ5c + rz21c}
set{test5, count(test4 > 1.9,100)}
set{GET.25L, test5 / rz1c}
set{test6, count(test4 > 1.9,1)}

/*get a dime short*/
set{test7, RZ5d + rz21d}
set{test8, count(test7 > 1.9,100)}
set{GET.10S, test8 / rz1d}
set{test9, count(test7 > 1.9,1)}
set{test13, test9 * -1}

/*get a quarter short*/
set{test10, RZ5e + rz21d}
set{test11, count(test10 > 1.9,100)}
set{GET.25S, test11 / rz1d}
set{test12, count(test10 > 1.9,1)}

/*day 2 odds long*/
set{2d1, count(rz31 > 35,1)}
set{2d100, count(rz31 > 35,100)}
set{2dhicl1, high - close two days ago}
set{2dhicl, count(2dhicl1 > .1,1)}
set{2days, 2dhicl + 2d1}
set{2dayodds, count(2days > 1.9,100)}
set{L2odds, 2dayodds / 2d100}

/*day 2 odds short*/
set{s2d1, count(rz31 < -35,1)}
set{s2d100, count(rz31 < -35,100)}
set{s2dhicl1, low - close 2 days ago}
set{s2dhicl, count(s2dhicl1 < -.1,1)}
set{s2days, s2dhicl + s2d1}
set{s2dayodds, count(s2days > 1.9,100)}
set{S2odds, S2dayodds / s2d100}


set{rz, hba - rba}

/*find signals only*/
set{ARZ10L, count(rz10 > 34.9, 1)}
set{BRZ10S, count(rz10 < -34.9, 1)}
set{OR1, ARZ10L + BRZ10S}

/*Display Information*/
add column greed
add column hba
add column RZ10
add column H2P
add column RLgolong
add column RLgoshort
add column RLVAR
add column RLGUCU
add column RLGUCD
add column RLGDCU
add column RLGDCD
add column RSgolong
add column RSgoshort
add column RSVAR
add column RSGUCU
add column RSGUCD
add column RSGDCU
add column RSGDCD
and draw RZ1
and draw RZ3 on plot RZ1
and draw test3
and draw test13 on plot test3
/*and draw stat9*/
/*and draw stat9b on plot stat9*/
/*and draw stat20*/
/*and draw stat20b on plot stat20*/
/*and draw sstat9*/
/*and draw sstat9b on plot sstat9*/
/*and draw sstat20*/
/*and draw sstat20b on plot sstat20*/
and draw bollinger bands(10,.1)
and draw ma(17)
and draw ma(10)
and draw wma(21)
and draw rba
and draw hba on plot rba
and draw amaxhba on plot hba
and draw bmaxhba on plot hba
and draw aminhba on plot hba
and draw bminhba on plot hba
and draw hb0 on plot hba
and draw bollinger bands(50,1.04)
add column avghiop20
add column GET.10L
add column GET.25L
add column GET.10S
add column GET.25S
add column L2odds
add column S2odds
add column RZ

and draw rlgucu
and draw rlgucd on plot rlgucu

/*Selection criteria*/

GET.10L > .5
GET.10S > .5
h2P > 45
price > 10
price < 60
stock is optionable
average volume(90) > 750000
/*hba > rba*/
/*hba crossed below aminhba*/
show stocks where OR1 above 0
and draw ema(100)
and draw ma(10)
do not draw GET.10L
do not draw GET.10S
do not draw OR1
sort column 6 descending
]



gucu is gap up close up stat
gucd is gap up close down stat
gdcu is gap down close up stat
gdcd is gap down close down stat

the rl in front is nomenclature for a long trade opportunity
the rs in front is nomenclature for a short trade opportunity

and stats galore,

have to sift through it, had to knock the dust off this one..

edit:
forgot to credit the author - TRO
just added some squiggly lines and more stats...
TheRumpledOne
6,529 posts
msg #101964
- Ignore TheRumpledOne
modified		 8/3/2011 9:48:30 AM

Fetcher[

/* TRO STAT DISPLAY - gap fills */

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

set{absgap, abs(Xgapped)}

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, 1)}
set{gapdn100f, count(gapdnfilled > 0, 1)}

set{gapfilled, gapup100f + gapdn100f}

add column gapfilled{(fill)}
add column gapfilled 1 day ago{(-1day)}
add column gapfilled 2 days ago{(-2day)}
add column gapfilled 3 days ago{(-3day)}
add column gapfilled 4 days ago{(-4day)}
add column gapfilled 5 days ago{(-5day)}
add column gapfilled 6 days ago{(-6day)}
add column gapfilled 7 days ago{(-7day)}
add column gapfilled 8 days ago{(-8day)}
and add column separator
add column industry
add column sector
and add column separator

/* SELECTION CRITERIA */

symlist(aapl,rimm)

draw gapfilled

sort column 5 descending
]




The chart shows you when the gap filled and when it didn't. It should be obvious to the reader this is profitable.



TheRumpledOne
6,529 posts
msg #103199
- Ignore TheRumpledOne
modified		 11/2/2011 10:23:12 AM

Fetcher[
/* gap fill statistics */

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(TLT,gmcr)

/* SORT CRITERIA */

SORT COLUMN 7 DESCENDING
]
TheRumpledOne
6,529 posts
msg #103203
- Ignore TheRumpledOne
modified		 11/2/2011 3:52:35 PM

Fetcher[
/* TRO gap fill performance - Weekly Options Funds */

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{HiOp,high - open}
set{OpLo, open - low}

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



set{Long_Profit, absgap }


set{C1A, count(Long_Profit > .02 , 100)}
set{C2A, count(Long_Profit > .09, 100)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 100)}
set{D2A, count(Long_Profit > .19, 100)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 100)}
set{E2A, count(Long_Profit > .29, 100)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 100)}
set{F2A, count(Long_Profit > .39, 100)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 100)}
set{G2A, count(Long_Profit > .49, 100)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 100)}
set{H2A, count(Long_Profit > .99, 100)}
set{H50100, H1A - H2A}

set{I100, count(Long_Profit > .99 , 100)}


/* DISPLAY COLUMNS */


and add column gapfilled

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

and add column separator
and add column C0010 {2_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H50100 {50_99}
and add column I100 {100}

and add column separator
and add column Xgapped
and add column Xgapup
and add column OpLo

and add column Xgapdn
and add column HiOp

and add column cl1lo
and add column hicl1

and add column gapupfilled
and add column gapdnfilled

and add column gappedup100
and add column gappeddn100

and add column gapup100f
and add column gapdn100f


/* SELECTION CRITERIA */

symlist(oex,xeo,spx,djx,ndx,rut,eem,ewz,fas,faz,fxi,gld,gdx,iwm,qqq,sds,spy,slv,sso,tbt,tlt,tza,uso,ung,vxx,xle,xlf)

/* SORT CRITERIA */

SORT COLUMN 5 DESCENDING

]
StockFetcher Forums · Filter Exchange · FADING THE GAP STATISTICS FILTER<< 1 ... 36 37 38 39 40 >>Post Follow-up

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