mary4ever
11 posts
msg #36081
- Ignore mary4ever |
5/23/2005 12:22:52 AM
WEEKLY RSI(2) ABOVE 99.7 AND AVERAGE VOLUME >100000 AND CLOSE ABOVE 5 THIS WILL FIND YOU CANIDATES TO SCREEN AND YOU WANT TO SELECT THE ONES THAT HAVE MOVED UP THE FARTHEST THE FASTEST- WHEN YOU GET YOUR LIST GO TO ASKRESEARCH.COM AND USE THE MONTHLY RSI-2 YOUR LOOKING FOR ONE THAT ARE 99.9% ON THE RSI-2 THIS IS INCREDIBLE PLACE TO PLAY PUT OPTIONS ON STOCKS THEMSELVES THEY DONT GO ANY HIGHER THAN 99.9% ON THE MONTHLY AND IDEALLY YOU WANT TO READ THEM INTRADAY FOR THE MONTHLY RSI-2 FOR THE QQQQ THE LAST 14 TIMES ITS HAS GOT TO 99.9% ON THE WEEKLY RSI-2 INTRADY IT HAS FALLEN LIKE A ROCK TO SCREEN FOR STOCKS FOR MOVEMENT USE THE FOLLOWING HEADER ON YOUR FILTER LISTS SET{VO%, ATR(10)/ EMA(10)} AND ADD COLUMN VO% IT WILL GIVE YOU A DECIMAL POINT SO 0.06 WOULD BE AN AVERAGE OF 6 % MOVEMNET THE LAST 10 DAYS AND THE HIGHER THIS NUMBER IS THE FASTER IT WILL MOVE IN EITHER DIRECTIONS-LEROGEE
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mary4ever
11 posts
msg #36082
- Ignore mary4ever |
5/23/2005 12:26:31 AM
STOCKS THAT WENT TO 99.9% ON THE MONTHLY RSI-2( IWISH THEY HAD MONTHLY DATA ON SF) NTES AT 72$ FILL TO 38 IN 4 WEEKS TZO AT 111$ FILL TO 45 IN 4 WEKS OSIP AT 97$ FILL TO 50$ IN 3 WEEKS AND 100S OF OTHERS WHEN YOU FIND A FAST MOVER YOU PLAY THE NEXT PUT OPTION LOWER 1 MONTH OUT AND THEN THE NEXT 1-2 LOWER 2 MONTHS OUT AND SO ON
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rixr321
1 posts
msg #36098
- Ignore rixr321 |
5/23/2005 10:09:15 PM
LEROGEE
Can you post the filter that you use for screening stocks? thanks For some reason I think shorting is easier than going long. Heck most people lose money buying stocks in a bull market! That must tell you something
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TheRumpledOne
6,529 posts
msg #36101
- Ignore TheRumpledOne |
5/24/2005 4:38:58 PM
MAY ALL YOUR FILLS BE COMPLETE.
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trek
72 posts
msg #36259
- Ignore trek |
6/8/2005 10:51:53 PM
Mary
Here is a short filter using rsi and adx. It doesn't give a lot of trades, but the ones it does works out pretty well. It gives really good backtest numbers for all years.
| Approach Information | | Approach Name: ADX/RSI Short | | Test started on 12/31/2004 ended on 06/06/2005, covering 107 days | | Filter used: | | ADX(7)IS ABOVE 70 AND ADX(7) HAS BEEN DECREASING FOR THE LAST 1 DAY AND ADX(7) HAS BEEN INCREASING LAG 2 DAYS AND PRICE IS GREATER THAN 2 AND AVERAGE VOLUME IS GREATER THAN 25000 AND +DI(7) HAS BEEN ABOVE -DI(7) FOR THE LAST 5 DAYS and rsi(2) is above 98 |
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| Trade Statistics | | There were 10 total stocks entered. Of those, 10 or 100.00% were complete and or 0.00% were open. | | Of the 10 completed trades, 7 trades or 70.00%resulted in a net gain. | | Your average net change for completed trades was: 4.14%. | | The average draw down of your approach was: -2.63%. | | The average max profit of your approach was: 9.59% | | The Risk/Reward ratio for this approach is: 3.05 | | Annualized Return on Investment (ROI): 511.66%, the ROI of ^SPX was: -3.05%. |
| Exit Statistics | | Stop Loss was triggered 0 times or 0.00% of the time. | | Stop Profit was triggered 0 times or 0.00% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time (2 days) 10 times or 100.00% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 2 day chg | 5 day chg | 10 day chg | 25 day chg | 40 day chg | | Winners: | 7 | 3 | 3 | 3 | 4 | 4 | | Losers: | 3 | 7 | 7 | 6 | 5 | 5 | | Win/Loss Ratio: | 2.33:1 | 0.43:1 | 0.43:1 | 0.50:1 | 0.80:1 | 0.80:1 | | Net Change: | 4.14% | -4.40% | -3.14% | -4.16% | -3.57% | -11.85% |
| Statistics By Variable: Match Price | | | <10 | <20 | <30 | <40 | <50 | <60 | <70 | <80 | <90 | <100 | | Completed | 4:2 | 1:1 | - | - | 1:0 | 1:0 | - | - | - | - | | 2 day chg | 2:4 | 1:1 | - | - | 0:1 | 0:1 | - | - | - | - | | 5 day chg | 2:4 | 1:1 | - | - | 0:1 | 0:1 | - | - | - | - | | 10 day chg | 3:2 | 0:2 | - | - | 0:1 | 0:1 | - | - | - | - | | 25 day chg | 3:2 | 1:1 | - | - | 0:1 | 0:1 | - | - | - | - | | 40 day chg | 3:2 | 1:1 | - | - | 0:1 | 0:1 | - | - | - | - |
| Statistics By Variable: Average Volume | | | <150000 | <300000 | <450000 | <600000 | <750000 | <900000 | <1.1M | <1.2M | <1.4M | <1.5M | | Completed | 2:2 | 3:1 | - | - | 1:0 | - | - | 1:0 | - | - | | 2 day chg | 2:2 | 1:3 | - | - | 0:1 | - | - | 0:1 | - | - | | 5 day chg | 2:2 | 1:3 | - | - | 0:1 | - | - | 0:1 | - | - | | 10 day chg | 1:2 | 2:2 | - | - | 0:1 | - | - | 0:1 | - | - | | 25 day chg | 2:1 | 2:2 | - | - | 0:1 | - | - | 0:1 | - | - | | 40 day chg | 2:1 | 2:2 | - | - | 0:1 | - | - | 0:1 | - | - |
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trek
72 posts
msg #36260
- Ignore trek |
6/8/2005 11:01:06 PM
sorry, forgot to make clickable
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jlittlej
7 posts
msg #36369
- Ignore jlittlej |
6/17/2005 10:57:05 PM
Mary4ever,
Thanks for this great filter.
I went to my (chart) SETTINGS and ADDED "Draw weekly RSI(2) line at 99.70" - this gives you a visual way to see if the weekly RSI(2) has reached (touched) the 99.7 point. Great for viewing past results, as well.
I will also use this incredible filter to identify any market TOPs that may be forming and whether I should be preparing to exit my Bullish positions or at least, tighten up my stops.
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TheRumpledOne
6,529 posts
msg #36760
- Ignore TheRumpledOne |
7/6/2005 7:44:42 PM
"THIS WILL FIND YOU CANIDATES TO SCREEN AND YOU WANT TO SELECT THE ONES THAT HAVE MOVED UP THE FARTHEST THE FASTEST-
WHEN YOU GET YOUR LIST GO TO ASKRESEARCH.COM AND USE THE MONTHLY RSI-2
YOUR LOOKING FOR ONE THAT ARE 99.9% ON THE RSI-2
THIS IS INCREDIBLE PLACE TO PLAY PUT OPTIONS ON STOCKS THEMSELVES THEY DONT GO ANY HIGHER THAN 99.9% ON THE MONTHLY AND IDEALLY YOU WANT TO READ THEM INTRADAY
FOR THE MONTHLY RSI-2 FOR THE QQQQ THE LAST 14 TIMES ITS HAS GOT TO 99.9% ON THE WEEKLY RSI-2 INTRADY IT HAS FALLEN LIKE A ROCK
TO SCREEN FOR STOCKS FOR MOVEMENT USE THE FOLLOWING HEADER ON YOUR FILTER LISTS SET{VO%, ATR(10)/ EMA(10)} AND ADD COLUMN VO%
IT WILL GIVE YOU A DECIMAL POINT SO 0.06 WOULD BE AN AVERAGE OF 6 % MOVEMNET THE LAST 10 DAYS AND
THE HIGHER THIS NUMBER IS THE FASTER IT WILL MOVE IN EITHER DIRECTIONS-LEROGEE"
I forgot to add in the column for weekly rsi(2).
MAY ALL YOUR FILLS BE COMPLETE.
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SFMc01
358 posts
msg #51949
- Ignore SFMc01 |
6/3/2007 9:47:05 PM
TheRumpledOne:
Re "WEEKLY RSI(2) ABOVE 99.7 AND AVERAGE VOLUME > 100000 AND CLOSE ABOVE 5 "
What would you suggest to reverse engineer this to look for SHORT opportunities?
Thanks
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TheRumpledOne
6,529 posts
msg #51962
- Ignore TheRumpledOne |
6/4/2007 12:00:22 PM
Reverse engineer?
That IS the short filter.
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