17 longs and 3 shorts for tomorrow.
Longs:
HOKU 8.9
ELON 25.51
AMSC 21.35
PWER 4.00
ZOLT 42.23
INT 36.85
HCSG 20.3
SNS 13.46
MBLX 21.94
TLB 20.85
BWTR 10.26
CERS 6.94
CWT 37.9
MXWL 12.86
AIXD 7.9
EMIS 4.21
CACS 4.47
Shorts:
SFN 8.62
SIR 1.3
NGA 6.83
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6 comments:
Ran Stock Fetcher Aug 14, 8amCT and got 7 Rockets.
SlotMonkley got 17 Longs!
Reason for discrepancy? Thanks!
It returned 16 longs just now with one day offset.
It looks like these picks are produced with a few different filters. One looks like RSI falling below 30, one momentum, and one a decrease in volatility. Just guessing here.
What are your filter parameters?
Good catch, guys. I re-examined the code and found the long filter was missing this line "and RSI(2) is below 20". The long filter for otcbb did have that line of code. And the short filter did have "and RSI(2) is above 90". On some days both versions will return the same stocks which is the case for tomorrow's three picks.
May I suggest running some backtest and see which version performs better. What'll be really cool is to see if you can play around with some of the parameters and come up with a better performing filter.
The code is here http://slotmarket.blogspot.com/2007/05/heres-stockfetcher.html
From May 5 post.
show stocks where count(RSI(2) 2 day ago above 90,60) is above 0
and RSI(2) is below 20
and average volume(10) above 250000
and close one day ago more than 8% below close 2 day ago
and close more than 4% below close 1 day ago
and close above 0.99
and 60 day slope of close is above 0
and market is not otcbb
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