set{x,count(volume 3 days ago above volume 4 days ago,1)*2} and set{y,count(volume 3 days ago above average volume(90),3)} and set{z,x+y} and z is above 1.1 and close 3 days ago had been decreasing over the last 3 days and average volume(90) 3 days ago is above 100000 and close 3 days ago is between 1 and 10 and low 3 days ago is below lower bollinger band(20) 3 days ago and count(close 3 days ago above open 3 days ago,3) is below 2.1 and day change has been below 0 for the last 3 days and set{a,count(volume above volume 1 day ago,1)} and set{toptail,high-open} and set{bottail,close-low} and set{taildelta,bottail-toptail} and set{b,count(taildelta is below 0,1)} and set{c,a+b} and c is above 0 and set{d,count(volume 1 day ago above volume 2 days ago,1)} and set{toptaila,high 1 day ago-open 1 day ago} and set{bottaila,close 1 day ago-low 1 day ago} and set{taildeltaa,bottaila-toptaila} and set{e,count(taildeltaa is below 0,1)} and set{f,d+e} and f is above 0 and set{g,count(volume 2 days ago above volume 3 days ago,1)} and set{toptailb,high 2 days ago-open 2 days ago} and set{bottailb,close 2 days ago-low 2 days ago} and set{taildeltab,bottailb-toptailb} and set{h,count(taildeltab is below 0,1)} and set{i,g+h} and i is above 0 offset is 0
** UPDATE
2 day and 1 day fail filters with JV modification
2 day fail
set{x,count(volume 2 days ago above volume 3 days ago,1)*2} and set{y,count(volume 2 days ago above average volume(90),3)} and set{z,x+y} and z is above 1.1 and close 2 days ago had been decreasing over the last 3 days and average volume(90) 2 days ago is above 100000 and close 2 days ago is between 1 and 10 and low 2 days ago is below lower bollinger band(20) 2 days ago and count(close 2 days ago above open 2 days ago,3) is below 2.1 and day change has been below 0 for the last 2 days and set{a,count(volume above volume 1 day ago,1)} and set{toptail,high-open} and set{bottail,close-low} and set{taildelta,bottail-toptail} and set{b,count(taildelta is below 0,1)} and set{c,a+b} and c is above 0 and set{d,count(volume 1 day ago above volume 2 days ago,1)} and set{toptaila,high 1 day ago-open 1 day ago} and set{bottaila,close 1 day ago-low 1 day ago} and set{taildeltaa,bottaila-toptaila} and set{e,count(taildeltaa is below 0,1)} and set{f,d+e} and f is above 0
1 day fail
set{x,count(volume 1 day ago above volume 2 days ago,1)*2} and set{y,count(volume 1 day ago above average volume(90),3)} and set{z,x+y} and z is above 1.1 and close 1 day ago had been decreasing over the last 3 days and average volume(90) 1 day ago is above 100000 and close 1 day ago is between 1 and 10 and low 1 day ago is below lower bollinger band(20) 1 day ago and count(close 1 day ago above open 1 day ago,3) is below 2.1 and day change is below 0 and set{a,count(volume above volume 1 day ago,1)} and set{toptail,high-open} and set{bottail,close-low} and set{taildelta,bottail-toptail} and set{b,count(taildelta is below 0,1)} and set{c,a+b} and c is above 0
enjoy.
3 comments:
so the first one is a scan for long plays (weak and pop), and the one here is for shorting (weak and drop)?
Thanks, CG
they really both can be used for shorting- but the original code selects for longer bottom tails- actually many of the same stocks come up on both
thanks for the clarification. i need to take some time to drill down through all your posts because you have a lot of muddy stuff explained with bonus JV add ons!
CG
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