Jun 23, 2009

Data Traders Who Swing: Rejoice With Longer Term Filters

Trade Ideas Releases Start of New Filters Aimed at Longer Term Patterns & Trades

We added several new filters aimed at longer term data traders.
As of today you can now:
  • Filter stocks based on the size of a multi-day range (5, 10, 20 day range)
  • Filter the stock’s position in that multi-day range (5, 10, 20 day range)
  • Filter the size of the stock’s multi-day move (5, 10, 20 day range)

MinRange5D MaxRange5D 5 Day Range

MinRange5DP MaxRange5DP
MinRange10D MaxRange10D 10 Day Range
MinRange10DP MaxRange10DP
MinRange20D MaxRange20D 20 Day Range
MinRange20DP MaxRange20DP

MinR5D MaxR5D Position in 5 Day Range

MinR10D MaxR10D Position in 10 Day Range
MinR20D MaxR20D Position in 20 Day Range

MinU5DD MaxU5DD Up in 5 Days

MinU10DD MaxU10DD Up in 10 Days
MinU10DP MaxU10DP
MinU20DD MaxU20DD Up in 20 Days
MinU20DP MaxU20DP

Strategy Example
Here’s an example strategy that puts these filters to work. This strategy shorts stocks up a certain amount over the last 5 days.

Short 5 Day Range

Provided by: Trade Ideas (copyright © Trade Ideas LLC 2009). All rights reserved. For educational purposes only. Remember these are sketches meant to give an idea how to model a trading plan. Trade-Ideas.com and all individuals affiliated with this site assume no responsibilities for trading and investment results. This strategy’s results not backtested.

Thanks to everyone who helped us beta test these filters before their release. Please provide any feedback in the comments. Good luck!