billrider321
70 posts
msg #75928
- Ignore billrider321 |
7/1/2009 12:43:54 AM
here is good and improvised filter, less selection but returning good.
guys please comment how we can improve..i am trying to share all that i can find
for backtest cant i say go long on close of the bar why do i need to wait till next day.
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billrider321
70 posts
msg #75929
- Ignore billrider321 |
7/1/2009 12:44:02 AM
show stocks where close is above 5
and average volume(90) > 500000
and stock is optionable
and close > open
and close > high one day ago
/*and where volume gained more than 100 percent over average volume(90) */
and rsi(2) one day ago < 5
and draw ind(qqqq,rsi(2))
and ind(qqqq,rsi(2)) < 10
add column rsi(2)
add column ind(qqqq,rsi(2))
/* and linear regression slope(60) > 0 */
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moby
314 posts
msg #75931
- Ignore moby
modified |
7/1/2009 4:05:03 AM
Sorry, tried to make the above filter clickable, but it wouldn't give me any results. So I deleted my post.
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dwiggains
448 posts
msg #75940
- Ignore dwiggains |
7/1/2009 2:53:31 PM
Hi
this one works --- but does not give results everyday
see ya
David
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cabogordon
88 posts
msg #75941
- Ignore cabogordon |
7/1/2009 3:19:43 PM
david ,
nice filter, are you useing it ? any thoughts would be appreciated it. thanks
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billrider321
70 posts
msg #75953
- Ignore billrider321 |
7/1/2009 11:39:05 PM
i have thought and tested a lot , here are the concern
1. you are betting when market is severe beaten down
2. why bet on a particular stock when you can just buy option on qqqq when rsi2 is < 10
3. also tried to see if we can buy stock which have high volatility but was not sucessfull
still testing ..any suggestion welcome
we wont get daily filters as the market needs to be below rsi2 < 10
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