Spydertrader's Jack Hershey Equities Journal

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SINA was in a clear dry-up but by my calculations did not reach it's Average DU by 11am. Still, it was showing good momentum in both price and volume and looks well on its way to trading over 2 million shares today.

Would you have taken this trade? I think I remember one Hershey trader stating that he would enter if the pro-rata volume simply was greater than the previous day's volume, as long as that was below dry-up, as was the case today.

Congrats to any who took this trade. Also anyone else in TOPT which signalled yesterday, it's looking ok, but I am a bit perplexed by the intraday today, it's like traders forgot it's a tanker stock and took it down with the rest of the market when oil spiked today.
 
mlsignups,

I am new to afl and also got stuck on the volume and the cycles. Looking at the wl code was no help. Have you figured this out? If so could you post the code and explain it?

tia,

nt
 
nt:

I have made some progress but got sidetracked this week w/ various distractions (wife's brithday; getting my taxes to my accountant, all the fun stuff).

Anyway, I'm hoping to get back into this into the next 2 weeks (this coming week and the following week) and would be able to hopefully post some code that works shortly.

Mike
 
Mike,

No problem, I have many things in the fire also. I won't be able to try it again till next weekend due to a conference I will be attending. Thanks for the response!

nt
 
2005-04-06, Wednesday - Lists

I used RS Setting of 90 and EPS Setting of 80 for the following lists

Stocktables.com
Sevens - Ones - Zeros
NXTP - NSS - QSII
EZPW - PTEN - SNDA
SYXI - OS - MEE
FORD - JOYG - JCP
CMN - VLCCF - MCRS
URBN - VMSI - AEOS
VTIV - HP - HUM
MACR - BEBE - LCAV
COL - MHR - CDIS
DCAI - WWCA - MIPS

Wealth-Lab Chartscript/Manual
Hotlist

DCAI
FORD
MIPS
EZPW
SNDA
CMN

Wealth-Lab Data/Yahoo Data
Watch List

CUTR - DU Cycle
TASR - DU Cycle
FRD - DU Cycle - DU5 - DU10
EXM - DU Cycle
SYNA - DU Cycle - DU5
COGT - DU Cycle - DU5
MFLX - DU Cycle - DU5
ELOS - DU Cycle - DU5 - DU10
BCSI - DU Cycle - DU5
MIPS - DU Cycle - DU5
SIGM - DU Cycle
TOPT - DU Cycle
SNDA - DU Cycle - DU5 - DU10 - DU20
PARL - DU Cycle
GDP - DU Cycle

Wealth-Lab Developer Data & Equations/G33M4K Equations
SRVZ Wealth Lab Equations - Dry Up (with G33M4K Score)

BCSI - 1
FRD - 1

Eyeball
Gallas2 "Keep an Eye on These" Stocks

BCSI (Attached)

Yahoo Data/G33M4K Equations
Dry Up Stocks with G33M4K Master List Score of Zero

TASR
COGT
EXM
SIGM
SNDA
GDP

Wealth-Lab DU Volume Range - Hershey V2.0.1 / QCharts Data
Dry Up Stocks and G33M4K Master List Score

BCSI - 0
COGT - 1
CUTR - 5
ELOS - 5
FRD - 5
JUPM - 0
MFLX - 0
SINA - 0
SYNA - 0
TASR - 0
TOPT - 0

Stocktables Sort/Qcharts/G33M4K Equations/
Test Culling Method with Score Hotlist

GDP 0
SNDA 0
ELOS 1
TRGL 1
DCAI 2
XXIA 3
MIPS 4
FORD 5
MFLX 5
EZPW 7
PARL 7

The following Stocks have been ADDED to the Final Universe List as of 2005-04-05: GDP & CMN.

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=722315>
 

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Quote from nwbprop:

Welcome back, hope vacation treated you well.
More...

Thanks. Yes, a week in The Dominican Republic suited me quite well. I had absolutely no desire to return from the land of 24/7 available margaritas, and definitely look forward to returning. I highly recommend the trip. It's difficult to beat The Dominican Republic's combination of great beaches, wonderful weather and low priced travel. I met a number of great people (mostly from Europe) and hope to visit them at the end of the summer (if the falling US Dollar would cooperate).

I have spent most of the day trying to catch up on emails and PM's. I hope to have everything caught up by the weekend.

Although the system didn't trigger any trade signals today, we always can look forward to tomorrow.

Good to be back!

- Spydertrader
 
2005-04-07, Thursday - Lists

I used RS Setting of 90 and EPS Setting of 80 for the following lists

Stocktables.com
Sevens - Ones - Zeros
MDRX - ACI - VPI
SNHY - CCJ - HOLX
NXTP - MHR - EEFT
HMX - OS - PUMP
FORD - FINL - URBN
GIL - AAPL - GRP
AFFX - USG - WLL
CELG - JOYG - CHTT
CMN - KFX - GDP
FTO - WWCA - DCAI

Wealth-Lab Chartscript/Manual
Hotlist

DCAI
FORD
USG
GDP
CMN

Wealth-Lab Data/Yahoo Data
Watch List

CUTR - DU Cycle - DU5
TASR - DU Cycle
FRD - DU Cycle - DU5 - DU10
SYNA - DU Cycle - DU5 - DU10
COGT - DU Cycle
MFLX - DU Cycle - DU5 - DU10 - DU20
ELOS - DU Cycle
BCSI - DU Cycle - DU5 - DU10 - DU20
MIPS - DU Cycle - DU5 - DU10
SIGM - DU Cycle - DU5
BLTI - DU Cycle - DU5 - DU10
TOPT - DU Cycle - DU5
JUPM - DU Cycle - DU5
USG - DU Cycle - DU5
PARL - DU Cycle - DU5
FFIV - DU Cycle - DU5
LCBM - DU Cycle
SPTN - DU Cycle
CALM - DU Cycle - DU5 - DU10 - DU20
ULBI - DU Cycle

Wealth-Lab Developer Data & Equations/G33M4K Equations
SRVZ Wealth Lab Equations - Dry Up (with G33M4K Score)

No Qualified Candidates

Eyeball
Gallas2 "Keep an Eye on These" Stocks

MIPS (Attached)

Yahoo Data/G33M4K Equations
Dry Up Stocks with G33M4K Master List Score of Zero

TASR
SYNA
MFLX
MIPS
BLTI
TOPT
FFIV
CALM
ULBI

Wealth-Lab DU Volume Range - Hershey V2.0.1 / QCharts Data
Dry Up Stocks and G33M4K Master List Score

BCSI - 2
BLTI - 0
COGT - 0
FFIV - 0
JUPM - 2
MIPS - 0
SIGM - 5
SYNA - 2
TASR - 0

Stocktables Sort/Qcharts/G33M4K Equations/
Test Culling Method with Score Hotlist

EZPW 0
MFLX 0
MIPS 0
DCAI 1
XXIA 1
ELOS 2
TRGL 2
PARL 5
FORD 7
GDP 7
SNDA 7

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=723147>
 

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2005-04-07, Thursday - Update

Our system generated another trade signal today when actual volume on CUTR exceeded calculated Dry Up Volume using both the DU Cycle and DU5 methods of Dry Up Volume calculation. While we had price improvement at the time of signal generation ($19.50, up .40 from previous close) and a positive MACD (+.0548), The Stochastic Indicator fell outside desired parameters (72.0947).

In addition, I still hold the 500 shares of CUTR purchased before my trip to The Dominican Republic. During my absence, price for CUTR hit neither our profit target ($20.40), nor our stop ($18.32) set before my departure. Keep in mind that we still plan to monitor price and volume at the $19.87 price point (a previous level of resistance).

As a result, I did not take on additional shares of CUTR, but continue to hold the shares previously purchased.

- Spydertrader
 
2005-04-08, Friday - Lists

I used RS Setting of 90 and EPS Setting of 80 for the following lists

Stocktables.com
Sevens - Ones - Zeros
LI - VTIV - CHTT
CELG - CTSH - WIND
BEBE - EZPW - SYXI
FTO - MHR - GEOI
GIL - OS - MDRX
IRIS - CCJ - GRP
MCRI - TOPT - SGTL
CULS - LSS - VPI
CUTR - JOYG - SNDA
NXTP - WWCA - LCAV

Wealth-Lab Chartscript/Manual
Hotlist

GEOI
CUTR
CULS
EZPW
TOPT
SNDA
MCRI

Wealth-Lab Data/Yahoo Data
Watch List

DCAI - DU Cycle
CUTR - DU Cycle
TASR - DU Cycle - DU5
FRD - DU Cycle - DU5 - DU10 - DU20
EXM - DU Cycle
SYNA - DU Cycle
MFLX - DU Cycle
ELOS - DU Cycle
BCSI - DU Cycle - DU5
MIPS - DU Cycle
SIGM - DU Cycle - DU5
BLTI - DU Cycle - DU5 - DU10
TOPT - DU Cycle - DU5
JUPM - DU Cycle - DU5
HANS - DU Cycle - DU5
USG - DU Cycle
PARL - DU Cycle - DU5 - DU10 - DU20
FFIV - DU Cycle - DU5
GDP - DU Cycle
COGT - DU Cycle - DU5 - DU10
LCBM - DU Cycle
CALM - DU Cycle
PMTI - DU Cycle
ISSC - DU Cycle - DU5 - DU10

Wealth-Lab Developer Data & Equations/G33M4K Equations
SRVZ Wealth Lab Equations - Dry Up (with G33M4K Score)

SIGM - 5

Eyeball
Gallas2 "Keep an Eye on These" Stocks

DCAI (Attached)

Yahoo Data/G33M4K Equations
Dry Up Stocks with G33M4K Master List Score of Zero

DCAI
TASR
EXM
BLTI
HANS
PARL
GDP
ISSC
PMTI

Wealth-Lab DU Volume Range - Hershey V2.0.1 / QCharts Data
Dry Up Stocks and G33M4K Master List Score

BCSI - 7
BLTI - 1
FFIV - 7
FRD - 5
HANS - 4
JUPM - 7
LCBM - 0
MFLX - 5
MIPS - 7
PARL - 0
PMTI - 0
TASR - 0
TOPT - 5

Stocktables Sort/Qcharts/G33M4K Equations/
Test Culling Method with Score Hotlist

DCAI 0
FORD 0
GDP 0
PARL 0
SNDA 0
TRGL 0
XXIA 1
EZPW 2
MIPS 3
ELOS 5
TOPT 6
MFLX 7
SGTL 7

GEOI & CULS failed to make the Final Universe List due to insufficient float.

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=723932>
 

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