ARTICLE :
September 20, 2006
Set of filters
I am currently backtesting 13 set of filters,
Here is the description of the three first ones :
1 - SF1
Minimum Price = 10$
Maximum Spread = 20 Pennies
Min Dollar Volume = 10 M$
Minimum Volatility = 0.4%
Most Long alerts are backtested.
2 - SF2
Minimum Price = 5$
Maximum Spread = 30 Pennies
Min Dollar Volume = 1 M$
Minimum Volatility = 0.5%
Most Long alerts are backtested.
3 - SF3 : Bullish Stocks under 15$
Maximum Price = 15$
Maximum Spread = 5 Pennies
Minimum Daily Volume = 300 000 Shares
Minimum Current Volume > 1.5
Minimum Position in Range = 70%
RUI Alert (Running Up Intermediate)
Set of Filters @ Day-trading.in |