Money Flows

Discussion in 'Strategy Development' started by Spectre2007, Sep 2, 2007.

  1. scan stock database if index change is greater then 1 percent/day

    a = price change(per share)
    b = Prev. Days Close
    c = inx.xPC
    d = inx.xC

    (b/a) x 100 = percent change

    (c/d) x 100 = percent change of index

    ((b/a) x 100)/((c/d) x 100) = e

    if e is greater then 1, result = watchlistday 1

    watchlistday 2
    watchlistday 3

    filter list based on (a) x volume traded per that day (sort for the highest)

    pick 10 stocks that are common to all three days.

    next day index increases 1% buy on the close last 15 minutes that list of 10,

    exit on third day or when index falls greater then 1 percent.
  2. What index are you using to screen for the 1% change? Are you creating your own index of these stocks, or queuing off one of the majors such as S&P?
  3. sp500 usually sometimes nasdaq comp.

    above forumla should be a/b, just looked at it, ..
  4. znh 4.46/32/53/214
    ach 6.1/25.49/41/212

    last day of trading(friday)/5 day percent change/1monthpc/26weekpc
    isolated global play.

    conservative us plays

    intc 1.86/3.87/5.97/34.75
    aapl 1.64/2.35/1.46/60.43
    csco 1.56/3.87/5.94/25.39
    rimm 3.07/4.34/14.35/90.48
    oih 1.8/1.77/3.33/34.67
    hpq 1.88/2.60/2.32/27.35

    spy .99/-.5/-.01/7.46
  5. update.. on conservative US plays. Another 1% up day on broader index.

    look how the above stocks did relative to the index.
  6. trade ideas dollar volume list 9/4