Money Flows

[Spectre2007]

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.

 

[Spectre2007]

http://www.trade-ideas.com/StockInfo/high_dollar_volume.html

crude way to replicate it, screen the dollar volume list each day the index moves up greater then a predefined percent.

screen for the highest dollar change/share that are common to the list on more then the last 2 occassions.

 

[mschey]

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?

 

[Spectre2007]

sp500 usually sometimes nasdaq comp.

above forumla should be a/b, just looked at it, ..

 

[Spectre2007]

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

index
spy .99/-.5/-.01/7.46

 

[Spectre2007]

update.. on conservative US plays. Another 1% up day on broader index.

look how the above stocks did relative to the index.

 

[Spectre2007]

trade ideas dollar volume list 9/4