Using Oz Scans

Discussion in 'Trading' started by jem, Apr 23, 2002.

  1. mbg

    mbg

    thanks Tony
     
    #121     May 13, 2002
  2. Chipdude

    Chipdude

    Hi

    Whats the minimum number of down days followed by an up day
    does it take before it shows up on bottom fisher scan ?
     
    #122     May 14, 2002
  3. TonyOz

    TonyOz

    3
     
    #123     May 14, 2002
  4. Chipdude

    Chipdude

    Thanks. In your book "How to take money from Wall St" you also mention that the stocks in your bottom fisher scans must meet additional screening criteria like average daily volume and trading range. Whats the average daily volume and trading range that stocks must meet for bottom fisher scan ? And do these same criteria (avge daily volume and trading range) apply
    to your other scans as well ? Thanks for a great book. I like the
    way you keep thoings simple and don't go into 500 arcane technical indicators.
     
    #124     May 14, 2002
  5. TonyOz

    TonyOz

    The average volume constatntly changes to reflect current market conditions. The same is true for all the scans. The Oz Scanner compares every minute to every minute. RealTick has in its database the volume for every minute of the day. We then apply if volume is greater than x.x% of average volume for this time of day then please alert. Then we add filters to filter out noise and we weigh certain multiplier for every minute of the day. Scans can be used any time of the day. Open and close are very active. Anyhow, the key element is to figure out the formula for "on pace" to trade X number of shares or more today. I hope this helps.

    Glad you found the book valuable.

    Trade Smart!

    Tony
     
    #125     May 14, 2002
  6. I'm sure that the scans have a positive bias, or why would one use them "rather than a blind date". Backtesting would show what this bias is.
    JJ
     
    #126     May 14, 2002
  7. TonyOz

    TonyOz



    And so will Real-Time testing and it will be a lot more accurate for your OWN discrtionary trading system :)
     
    #127     May 14, 2002
  8. long XLNX 9:52 AM

    Entry 39.90
    Stop 40.64
    Target 40.64 (High on 4/23)

    When I took this trade I was not aware that the r/r was less that 3:1. Sometimes I have to guesstimate the r/r because things are busy. I'm not sure, but I may have moved my stop up too quickly and not have given it enough wiggle room. I got stopped out at 39.88 at 10:16 AM.


    Long AMGN 10:50 AM

    Entry 50.69
    Target 51.82 (Just below the 20 day MA)
    Stop 50.55

    I really liked this puppy because it was trending up at a nice slope. I wish that I had gotten my entry a little earlier. It reached its 51.48 high and then traded between 51.20 and 51.40. I bailed when it broke below 51.20 at 51.15. I should have had an automated stop set. Every nickel counts. Other than that, I think I traded well on this one!

    Mike
     
    #128     May 14, 2002

  9. Dear Tony,

    Just curious, when did you originally come up with the bottom fisher scan and its complement?
     
    #129     May 14, 2002
  10. TonyOz

    TonyOz

    The original version was developed in the late 80's. It was not a real-time scan like it is today, but me looking at stocks which traded down three days in a row or more and look for them to have a first up day. No computer was used. I did it all by hand. It is amazing how easy computers and software have made things.

    The same is true for my other scans where I would have a list of 25-100 stocks and have a number of shares breakdown for them and then I calculated the "on pace" to trade higher than average volume every five minutes to confirm technical moves. Again it was all done by hand.

    In the early 90's my soul-mate (who later became my wife) sat with me every night and we "scanned" the newspaper with our own eyes to find new candidates for the master population list. This process will take as long as four hours every night as we sat with a ruler and studied the stock tables in detail. This was the way we collected data which I wrote into tables (drawn with pencil on graph paper). Then, I will look at the trading activity in real-time to determine if an alert will trigger.

    Can you say labor intensive. I will never take computers for granted again :)

    Tony
     
    #130     May 14, 2002