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Thanks - I'll try this,
Sean
----- Original Message -----
From: "Allan Havemose" <havemose@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, January 29, 2001 7:33 PM
Subject: Re: Basic filters
> Sean,
>
> I have found that filtering out stocks with volume less than 500,000
> (50 day average or so) improved my systems. In my experience I seldom
> see fills worse than 1/8's off on stocks with more than 500k volume.
> Actually, I use 500k on NYSE and 750 on NASDAQ, due to double counting
> on nasdaq.
>
> Allan
>
> --- Sean Taylor <sean.taylor@xxxxxxxx> wrote:
> > Hi,
> >
> > I'm looking to catch a short term reversal (perhaps using an
> > overbought/oversold + Volatility breakout). What pre-filters should
> > I use?
> > i.e.
> > Stocks that have traded at least X volume over Y period?
> > Stocks that have a price in the range A-B?
> > Stocks that have a strong trend (medium-long) in the direction I hope
> > to
> > catch? (not sure how to program this - to include strength index).
> > Volatile stocks?
> >
> > Does anybody pre-filter using things like this? Bad experiences?
> >
> > Thanks,
> > Sean
> >
>
>
> =====
> ---
> Allan Havemose, Ph.D.
> havemose@xxxxxxxxxx
> havemose@xxxxxxxxx
>
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