StockFetcher Forums · Filter Exchange · RSI(2) REVISITED<< 1 ... 5 6 7 8 9 ... 12 >>Post Follow-up
TheRumpledOne
6,529 posts
msg #60431
Ignore TheRumpledOne
3/12/2008 7:53:11 PM

"1) Stockfetcher only lets you look at the statistics for the past 100 days (hint hint, it would be great if they would increase this parameter). It's possible for Rimm that the behavior in this period is different from the record over the past 2-3 years. "

You can calculate a value and then say VALUE 100 DAYS AGO and "trick" SF into giving you more than 100 days worth of data.



cmeade2
9 posts
msg #60438
Ignore cmeade2
3/12/2008 10:17:01 PM

That is a great trick!! Thanks for pointing it out!

However, in this case I see that success rate for the rsi(2) pop varies significantly with time (ranging from highly predictable to just the opposite). As a result, one gets very different results from 100 vs. 200 day scans.

Thanks again



maxreturn
745 posts
msg #60485
Ignore maxreturn
3/14/2008 9:19:51 AM

TRO or cmeade2, could you give me an example of how to construct a count phrase so you can get more than 100 days. I tried this on my own but haven't succeeded.

chetron
2,817 posts
msg #60487
Ignore chetron
3/14/2008 9:58:59 AM

TRO'S FILTER....
I KNOW I AM NOT THEM. SORRY FOR BREAKING IN.

Fetcher[


set{chg100, count(day change > 10, 100) }

add column chg100 {%chg(0-100)}
add column chg100 100 days ago {%chg (100-200)}
add column chg100 200 days ago {%chg (200-300)}

market is nasdaq 100

]



cmeade2
9 posts
msg #60490
Ignore cmeade2
3/14/2008 10:22:16 AM

I would do it a little differently

set{chg100, count(day change > 10, 100) }
set {chg200, chg100 100 days ago}
set {chgtotal, chg100 + chg200}

In the above, chgtotal gives the total count for day change > 10 over the past 200 days



maxreturn
745 posts
msg #60492
Ignore maxreturn
3/14/2008 11:36:34 AM

Thanks a lot guys. Chetron, didn't mean to exclude you. Have a great day!

TheRumpledOne
6,529 posts
msg #61149
Ignore TheRumpledOne
modified
4/6/2008 12:48:29 PM

Fetcher[
/* RSI(2) < 25 POP FAIL TEST */

set{HiOp, high - open }

set{LT25, count(rsi(2) 1 day ago below 25,1) }

set{LT25OP, count( LT25 equal 1, 100) }

set{fail, LT25 * count(HiOp below .10,1)} }

set{fails, count( fail equal 1, 1) }

set{failed, count( fails equal 1, 100) }


set{fail50, LT25 * count(HiOp below .50,1)} }

set{fails50, count( fail50 equal 1, 1) }

set{failed50, count( fails50 equal 1, 100) }


add column LT25OP
add column failed
add column failed50

symlist(RIMM)

sort column 5 descending
]



Klynn said "i took a look at rimm and its RSI2 from 2/29/08 to around 10/3/ 07 , its POP the next day when rsi2 is below 25 is no sure thing , i didnt include a few losers, but
i got around 12 up days and 7 down days."

All I need is a dime to make money. 1,000 shares times $.10 equals $100.

The above filter shows how many RIMM RSI(2) < 25 opportunities there were in the last 100 days and how many times HIGH - OPEN "failed" to hit $.10 and failed to hit $.50.

Let's see out of 29 opportunities RIMM failed to hit a dime 0 times and failed to hit fifty cents 3 times.

Do you think you can make money trading RIMM long the day after it's daily RSI(2) is less than 25?

COOL HAND LUKE is my favorite movie of all time. To paraphrase:

"SOME PEOPLE CAN'T BE REACHED."

Perhaps we can start a "remedial training" thread.





klynn55
747 posts
msg #61157
Ignore klynn55
4/6/2008 4:58:52 PM

Tro: i was talking eod not intraday, again there are people here that have jobs, businesses, etc that don't have access to intraday data, or perhaps don't have the confidence or knowhow to trade intraday: do you think i pay the stockfetcher fee to complain about you.Who cares? i want to learn, i want to trade profitably, i want to sit in that chair on the beach. In the end, my and your passing won't matter, so why not go out with some honor and integrity!

welliott111
98 posts
msg #61158
Ignore welliott111
4/6/2008 5:14:27 PM





klynn,
An EOD strategy is to buy Monday edition of Investors Business Daily from local newspaper stand or bookstore, I get mine from Books-A-Million, put the IBD 100 in a watchlist. Rsi(2) < 10 on the watchlist.
Here are the results from 3/31/08.


AGU- AGRIUM INC +11.46%
ANSS - ANSYS, Inc. +5.74%
SNHY - Sun Hydraulics Corp... +6.90%
AUY - YAMANA GOLD INC 0.53 7.52 +2.12%
TISI - Team Inc 27.30 +9.38%
CF - CF INDUSTRIES HOLDI... +21.25%
HMSY - Health Management S... -0.21%


klynn55
747 posts
msg #61159
Ignore klynn55
4/6/2008 5:29:14 PM

well; i thank you , ill give it a try, i wonder how many stockfetchers use EOD vs intraday?

StockFetcher Forums · Filter Exchange · RSI(2) REVISITED<< 1 ... 5 6 7 8 9 ... 12 >>Post Follow-up

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