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SortWizard™ Searches and Strategies*

Email Your Strategies here:

1. Please type: "SW Criteria" in the subject line of the email so our email filter will work properly.
2. Copy the Search Criteria from the bottom of the Parameters Window by highlighting the text then Ctrl C and then Ctrl V paste it into the email. 
3. Include a detailed description of how you use the strategy.
4. If you want to have your name, nickname, initials included with your search(es) please specify.

Additional Searches and Strategies to try*

* Click Here to read use Disclaimer

These examples assume that you have experience using the SortWizard.  If you are a new SortWizard user, we suggest you go to the Learning Center first and work through the tutorials for more detailed examples.

The search criterion and strategies below have been submitted by traders who have been successfully using the SortWizard.  We would like to thank them all for sharing their ideas with us.

For the searches that have STK files available for downloading, make sure you save the STK file into the SortWizard folder.  If you let the SortWizard install itself without modifications, the default folder is c:\program files\neo inc\sortwizard.

 

Using Time elements.  For example you would like to use the High Time or Low Time fields to set criteria for the time or the the High or Low. 

Let's assume you would like to find stock with the Low of the day prior to 9:40AM.  In Add/Remove Fields you have to go to the RT server (in Server field where it says SORTWIZARD now) and select PRICES server, LIVEQUOTE table and STOCK_MM sub table.  Move the Low Time field over to the Selected Fields column.  There are two ways to do this:

Create a Limit: =HighTime < TIME(9,40,0)

OR

Create a Formula: HTime = HighTime
9:40 in decimal form is 9.76; 9.67/24 = .4029
Set the HTime field in Primary criteria to <.4029

 

Using the Tony Oz Scanner with the SortWizard.  Learn how to use RealTick symbols chains as the data source for you searches and then add your own criteria and use other functions of the SortWizard.

 

Pre and Post market gap scans. For use with SortWizard Plus version 2.1938 or higher.With the  you can easily set up this scan.

These scan take advantage of the time of trade data to filter out trades that do not apply to the reference time period.  We suggest you run the scan with Auto Search mode activated and set to a 1 min search interval.  Click on the links below to download the files.

Pre-market gap up scan  

Pre-market gap down scan  

Post-market gap up and down scan 

 

Trading Setups.  Check out 26 setups and 12 scenarios a successful trader (Walter) scanned for using the SortWizard. 

 

Trading a pullback based on Dave Landry's Trading Lesson of the Week primer for the 2/02 OnlineTrading Expo.

"Trading pullbacks--pauses or temporary reversals in ongoing trends--can be a low-risk, high-profit-potential strategy if approached properly. Here, we (Dave Landry) will discuss how trends and pullbacks form, how to identify good pullback candidates, and how to execute trades on these patterns. For simplicity, we will frame our discussion in terms of uptrends, but the concepts are equally applicable to downtrending markets."

Click here to read the details as to how use this strategy. 

Click here to order Dave Landry's books. 

The setup makes the assumption that the "above the market" entry point is $0.25 above the previous day's high.  The differential between the desired entry point and current trading price is displayed in the "Entry Diff" column.  The entry point differential can be changed to your specific entry point target by editing the the "EntryDiff" formula.

In keeping with the write up, the protective stop should be set at: "below the lowest bar of the pullback"  Therefore, the protective stop differential "Pro Stop Diff" is set at the low of the previous day.  That column displays the difference between the current trading price and the previous day's low.  The protective stop differential can be changed to your specific stop criteria by editing the the "Pro Stop Diff" formula.

Click here to download the DL_ Pullback Reversal STK file.

 

Submitted by Ticker:

Find stocks trading at whole numbers and .5 for all the symbol results of a scan.  With the SortWizard Plus you can easily set up this scan.

This search creates a real-time intraday updating list of symbols that are between -.1 and .1 of the whole number or .5.  The use of the ISNEW function brings the new entrants to the top of the list so they can be isolated easily. The scan uses a single combined OR and AND limit statement and the FRAC function to do all the work. 

Download the sample and look in the Limits tab of the Search Parameter Setup window to see how the OR/AND statement was set up.  You can edit the statement to tighten it up by replacing -.1 and .1 with -.05 and .05 or -.02 and .02.

 

Submitted by Richard:

Determine the Pivot Line, R1, R2, S1 and S2 for all the symbol results of a scan.  With the SortWizard Plus you can easily set up this scan.

This search creates the pivot line and and associated pivots for the previous day.  The pivot line and points could be determined on a intraday basis by using the intraday data fields. 

The formulas used are as follows:

Pivot Line = (Hist Close + Hist High + Hist Low)/3
Pivot High1 = R1 = (2 * Pivot Line) - Hist Low
Pivot Low1= S1 = (2 * Pivot Line) - Hist High
Pivot High2 = R2 = Pivot Line - Hist Low + Hist High
Pivot Low2 = S2 = Pivot Line + Hist Low - Hist High

Download the sample and look in the Formula tab of the Search Parameter Setup window to see how each of the formulas were created.  You will find the formulas as named above at the top of the Selected Fields column to the right.  Just click on a formula and you will see the expression used for that formula in the formula bar at the bottom of the window after the f(x)=.

 

Submitted by Toni:

Review for a number of Moving Average Crossovers in a single scan.  With the SortWizard Plus you can easily set up this scan.

This is one way you can do it.  Open the default template.  In Search Parameters Setup, click on the Add/Remove Fields tab.  Select the SORTWIZARD server and TODAY table.  In the TODAY table you will find the list of Moving Averages (Mov Avg 5 and etc.).  Add the 5, 10, 20, 40, 50,100 and 200 MA fields to the scan

Click on the Formulas tab in the Search Parameters Setup.  Click on the New Formula button to create a formula with the FID named: MA5vs10Cross.  Create the formula =MA_5/MA_10-1.  What this formula will do is return a "0" is the two MAs are crossing, a "+" value when the MA5 is over the MA10 and a "-" value when the MA5 is below the MA10.

Repeat the formula creation process for all the other MAs as follows:
MA10vs20Cross (=MA_10/MA_20-1), MA20vs40Cross (=MA_20/MA_40-1), MA20vs50Cross (=MA_20/MA_50-1), MA50vs100Cross (=MA_50/MA_100-1), MA100vs200Cross (=MA_100/MA_200).

Click on the Formulas tab in the Search Parameters Setup.  Create a formula with the FID named: "Max".  In the formula bar enter: =.01 (1% above the cross).  Create another formula named "Min".  Enter: =-.01 (1% below the cross).  Using this method you can easily change  the percentages for all the MAs used in the formula below by changing only those two numbers.

Click on the Limits Tab.  Here we are going to create a statement that will eliminate all the symbols that do not have a cross that is + or - 1%  for the absolute intersection. To do that we create a conditional statement that is made up of a combination of an "OR" and multiple "AND" statements.  Click on the New Limit button to create the Limit.  Enter this statement (must all be in the same limit formula line):
=OR(AND(MA5vs10Cross>=Min,MA5vs10Cross<=Max),
AND(MA10vs20Cross>=Min,MA10vs20Cross<=Max),
AND(MA20vs40Cross>=Min,MA20vs40Cross<=Max),
AND(MA20vs50Cross>=Min,MA20vs50Cross<=Max),
AND(MA50vs100Cross>=Min,MA50vs100Cross<=Max),
AND(MA100vs200Cross>=Min,MA100vs200Cross<=Max))

Under Limits we want to add a volume ratchet to eliminate stocks that are not liquid (trading on a pace less than 400,000 shares during the trading day).  To do that create new limit and enter this formula: =ACVOL_1>5000+(MKTOPENRATIO()*395000) 

In Primary Criteria tab, add in Net Chg and Chg Open criteria of Outside .1 and -.1 to eliminate stocks that haven't moved during the day.

Run the search.  Now you can toggle between the different MA columns by double clicking on the column headings of each to see all symbols that are at MA crossovers (0.00).  You can also go to the Column Display Setup tab to change the MA fields to display in colors (AutoColor) and change the precision to eliminate extra zeros in the a MA columns.  Then you will get green results for + values and red for - values.

Click here to download the MA Crossovers STK file.

 

Submitted by Christine:

A fast way to look at many candlestick patterns in a single scan.  The SortWizard Plus has some great candlestick setups already programmed into its database.  Here is how how you can work them all at once.  Open the default template.  In Search Parameters Setup, click on the Add/Remove Fields tab.  Select the SORTWIZARD server and TODAY table.  In the TODAY table you will find the list of Candlestick Patterns.  Add all those fields to the scan.

All the candlestick patterns return results in the same way except the Doji.  If the conditions of the pattern are met, the result displayed will be "1" if not, then a "0" is displayed.  The trends used to determine the difference between a Hammer and and Hangman are less that a week.  For longer term trends create  moving average criteria in "Limits" (some examples have already been created) like MA10>MA20 and MA20>MA50 or High 5>High 30 and etc.  A criteria for more liquid stocks has also been added setting the Average 20 Day Volume > 250,000.

The Doji is a little different because it can be used for multiple patterns.  The result displayed for a Doji is number between "1" and "0". In the case of the Doji, a "1" is a perfect Doji, where the open = close.  A "0" is a Marubozu, where the open and close are at the high and low extremes of the day. You use the "% Doji Range" (100% = at the high of the day, 0%=low) field to determine the type of pattern you have.

Doji examples:

Once your scan has been setup, run the search.  All you need to do is "sort" one pattern column at a time in descending order so the "1s" are at the top of the list by double clicking on the column heading.  Repeating that process will display all the symbols at the top of the list that qualify for the pattern selected. 

The programming of the patterns uses the most stringent textbook definitions to set the criteria for qualification.  Qualification under those criteria yields the highest  probability trade opportunities.  Therefore, many fields may return "0" or no results from day to day.  

Click here for a training seminar based on this search.

Click here to download the Candlestick Patterns STK file. 

If you want to look for candle patterns one at a time without the real-time criteria, you can use this search.  To find the the pattern you want, select the pattern and set the criteria Equal To = 1.  You can see how that was done by looking the Search Criteria Summary at the bottom of the Primary Criteria in Search Parameters Setup.

Click here to download the Candlestick Patterns by type STK file.

 

Submitted by Stefan:

A promotional sample real-time intraday file from Jeff Cooper's book Hit and Run Trading I .  All the strategies outlined in the book can be created with the SortWizard Plus.  You can order the book at a discount by clicking on the link above.  Click here to learn more about and purchase the SortWizard add-on modules containing all the scans from this and other books Jeff Cooper has written. 

Click here to download Hit and Run I "180 Long" STK file. 
Click here to download Hit and Run I "180 Short" STK file. 

The strategies work as follows:

For Longs:

  1. Two days prior to the current trading day the stock must close in the bottom 25% of its daily range.  One day prior the stock must close in the top 25% of its range. (note how this is set up under the Limits tab in Search Parameters Setup)
  2. The stock's price must close greater than both the 10 and 50 day moving averages the day prior.  (note how this is set up under the Limits tab in Search Parameters Setup)
  3. In the current trading day buy at .125 above the prior day's high. (note "Entry Point" column)
  4. Set a protective stop at one (1) point under the prior day's high.  (note "Pro Stop" column) 

For Shorts:

  1. Two days prior to the current trading day the stock must close in the top 25% of its daily range.  One day prior the stock must close in the bottom 25% of its range. (note how this is set up under the Limits tab in Search Parameters Setup)
  2. The stock's price must close under both the 10 and 50 day moving averages the day prior.  (note how this is set up under the Limits tab in Search Parameters Setup)
  3. In the current trading day sell short at .125 under the prior day's low. (note "Entry Point" column)
  4. Set a protective stop at one (1) point under the prior day's high.  (note "Pro Stop" column) 

 

Submitted by Red Barron:

A generic sample real-time file to create scans for Tony Oz's book Stock Trading Wizards .  This intraday scan and all the other scans in the book are easy scans to create with the SortWizard Plus.  The sample detailed below contains all the elements needed to create the scans and includes the use of features exclusive to the SortWizard.  If you already own the book, this scan will the provide basics from which all the others can be derived.  You can order the book by clicking the link above or in the menu frame to the left.  The generic sample is setup as follows

From the SORTWIZARD Server's TODAY table add the fields:  Avg Vol 20, Hist Close and RSI 14

Open the Default scan from "Template Files" then under the Primary Criteria tab in Search Parameters Setup set Last Price, Net Chg, Chg Open,  %Rng(day), Exch Name, Avg Vol 20 and RSI as shown below (Search Criteria Summary window):

(DISP_NAME='ALL'), (TRDPRC_1 Between(5,100)),
(NETCHNG_1>.5), (CHG_OPEN>.5), (PCT_RNG_DAY>85%),
(EXCH_NAME={'ASE','NAS','NYS'}), (AvgVol_20>250000),
(RSI_14<75)

Under the Limits Tab in Search Parameters Setup create the following 4 limits using the Hist Close, Open, Avg Vol 20 and Tot Vol fields.  The MKTOPENRATIO() performs the "Q" function.

  1. =OPEN_PRC<=ClosePr+2  (use Open, Hist Close fields)
  2. =OPEN_PRC<=ClosePr*1.04  (use Open, Hist Close fields)
  3. =ACVOL_1>AvgVol_20*MKTOPENRATIO()*1.5  (use Tot Vol, Avg Vol 20 fields)
  4. =ACVOL_1>10000+(MKTOPENRATIO()*240000)  (use Tot Vol field)

Note in the sample there is a great function shown in the 4th column of the display of results titled "NS".  This is the New Stock column.  It will return a "1" when a new qualifying stock arrives in the scan.  If you set the Primary Sort of that column to Descending (right click on the NS column heading to set it) then all the new arrivals will be displayed at the top of the results list.  Check out the formula named "New Stock" to see how it is created.

Check out Tutorials # 5 and #6 in the Learning Center for more tips in the use of the SortWizard Plus.

Sample STK File

 

Submitted by Ticker:

A Plus version search for finding stocks breaking out of an interday channel:  The scan objective is to yield symbols that are just about to break out or down from the 5 day channel.  It uses the combination of a 10 and a 5 day channel compression in conjunction with on pace 10 day average volume and a limit to trigger results that occur 0.1 below the 5 day high or 0.1 above the 5 day low.  Use the New Symbol column to see the symbols (displayed as a "1") that just entered the scan results.  There are a number of different channels and associated fields already written into this scan so you can experiment with your own alternatives.  STK File

A Descending Triangle is variant of a channel.  This scan uses Limits to narrow down the triangle over a 20 day time line.  The Days in a Trend fields are used to determine how those stocks are trending with respect to lower highs and higher lows looking to find those stocks at  the "point" of the triangle.  Nice long and short moves generally occur at the that inflection point.  STK file 

Submitted by NorCalTrader:

Searches for finding stocks with upside potential:

Symbol='????', Trd Price Between(6,10), Vol>1000000, 52High>20, %Rng(day)>75, Bid>0, Exchange='NAS   STK File

Symbol='????', %Gap Between(0,10), Trd Price Between(6,300), %NetChgPrev>10, Vol>100000, %Rng(day)>75, Bid>0, Exchange='NAS'   STK File

Symbol='????',Trd Price Between(6,300), Vol>300000, Exchange='NAS', Bid>0, %Gap Between(0,10), % NetChgPrev Between(5,10), %Rng(day)>85   STK File

A bottomfishing search:

Symbol='????',Trd Price Between(6,50), Vol>300000, Exchange='NAS', Bid>0 %Gap>0,% NetChgPrev>5, %Rng(52wk)<20, %Rng(day)>80   STK File  

 

Submitted by Kewldmd:

Search for finding stocks with morning gap up potential: Start running the clear and search after about 3:30 - 3:40 EST.  Sort % Rng (day) descending. 

Symbol=<ALL>,Trd Price Between(10,100), Bid>0, Vol>500000, Exchange='NAS', %Rng(day)>95
 STK File

Search for finding a Doji candlestick pattern:  Run the clear and search throughout the day.  Toggle the % Rng (day) sort in ascending and descending order to search for short and long candidates.  You could add a volume crieria if you like as well.

Symbol=<ALL>,Trd PriceBetween(10,100),Bid>0, Exchange='NAS', Rng(day)>2,Chg Open Between(1/8,-1/8)   STK File

Search for finding stocks with huge trading day range for intraday scalps:

Symbol=<ALL>,Trd Price Between(40,70), Bid>0, Exchange='NAS' Rng(day)>6    STK File

 

Submitted by Clayleas:

High Break-out:  Catches stocks trading near their 52 week high that are ready to break out.

Symbol=<ALL>, Trd Price Between(5,25), Vol>100000, Bid>0, Exchange=<ALL>, <Auto Clear Search every 3 Min>, %Rng(day)>85, %Rng(52wk)>95   STK File

 

Submitted by _ig_:

Search for Active Highs:

Symbol=<ALL>, Vol>1000000, Trd Price Between(5,30), #Trds>100, Bid>0, Exchange='NAS', RngD>1, %RngD>95
 STK File

Turnaround EarlyBird:

Symbol=<ALL>,Vol>20000, Trd Price Between(.05,2.5), #Trds>20, Bid>0, Exchange=<ALL>, RngD>.05, %RngD>100, %Chg Open>1, % NetChgPrev>1,Spread<.13

 

Submitted by Radar Love:

Pre-lunch search for movers for a hold until the close:   Run the SW at 11:30-12:00 EST or before. This should yield about 5 to 10 stocks up more than $5 on the day with more than 1 million shares traded. You can also use the same STK but with Net Chg Prev set to -5 and compare the results of the two to judge the market direction. Purchase stocks SW identified. Start selling stocks about 15:45 to allow enough time to close out all the positions before the close. 

Symbol=<ALL>, Trd Price Between(50,200), Net Chg Prev>5, Bid>0, Vol>1000000, Exchange='NAS  STK File

 

Submitted by Tim:

The STK file "Morning" is what I use to find the "Behaviors".
What is a Behavior? Well, I'm glad you asked. A behavior is a stock that is moving up or down with a predictable graph pattern. This requires a large move in dollars and in # of trades. As I mentioned I use Elliot Wave Theory to pick entry points. I like to get in at the bottom of Wave 2 or the breakout of Wave 3. I use a five minute candlestick chart. It's a little tricky but I'm sure you'll see the waves in no time. Remember to look over the last 2 or 3 days or longer if necessary to get your bearings. It helps for longer periods to experiment with 10 or 15 minute charts. It's kind of tricky in the open but look for stocks that are both going up big and have a large number of trades relative to the batch that comes up in your search. By the way I use a variation of this search in the afternoon with # trades greater than 300 and up big bucks to limit the selection some. I also look for the big movers in the evening that I can pick out the wave patterns for stocks
to play in the opening. "Stock Patterns for Day Trading" has opening rules for gaps or no gaps. In any case I spent a lot of time trying to figure out how to use the Sort Wizard to find stocks to trade and finally I realized that the answer was in the question, "What am I looking for?" Obviously, stocks that will go up or down big bucks on big volume. So I sort using Change from Open and also # of trades until I find a mover that has a nice trendline.

Symbol=<ALL>, Vol>20000, Trd Price Between(3,25), Exchange='NAS', Chg Open>.125, %Rng(day)>50
 STK File

 

More Searches from NorCalTrader:

Bottomfisher2080   This search finds mid-priced stocks doing well today that are well off their 52week highs.  "Symbol='????', Trd Price Between(6,50), Vol>300000, Exchange='NAS', Bid>0 %Gap>0,% NetChgPrev>5,%Rng(52wk)<20,%Rng(day)>80"

NYSE97pct  This search finds high vol marginable stocks on NYSE that are doing very well today.  "Symbol=<ALL>,Trd Price Between(6,300), Vol>1000000, Bid>0, Exchange='NYS' %Rng(day)>97"

NAZ92pct  This search finds high vol marginable stocks on Nasdaq that are doing very well today.  "Symbol='????', Trd Price Between(6,300), Vol>1000000, Bid>0, Exchange='NAS' %Rng(day)>92"

BasketUp5   This search finds a basket of stocks up 5 points. Strategy calls for buying 100 shares of each at noon EST and selling EoD. Optional: Short QQQ in equal dollar amount to reduce overall market risk exposure. Use BasketUp or BasketDown depending on which gives more issues.   "Symbol='????', Trd Price Between(50,200), Vol>1000000, Net Chg Prev>5, Bid>0, Exchange='NAS';

BasketDown5  This search finds a basket of stocks down 5 points. Strategy calls for shorting 100 shares of each at noon EST and buying back EoD. Optional: Buy QQQ in equal dollar amount to reduce overall market risk exposure. Use BasketUp or BasketDown depending on which gives more issues.  "Symbol='????', Trd Price Between(50,200),  Vol>1000000, Net Chg Prev<-5, Bid>0, Exchange='NAS'")

gapNsnap  This search finds mid-priced stocks that gapped up on overnight order fills, and are then going higher after retracement. Strategy is to run at 7:00 EST.  "Symbol='????',Trd Price Between(6,100), Vol>100000, Exchange='NAS',Bid>0 %Gap>3,%Rng(day)>95")

Wild10s  This search finds stocks under $10 that are up strongly today.  "Symbol='????',Trd Price Between(1,10), Vol>100000, Bid>0, Exchange='NAS', % NetChgPrev>16"

Uppity5s  This search finds stocks under $5 that are at the top of their range today and relative to last 52wks.  "Symbol='????',Trd Price Between(0,5), Vol>100000, Bid>0,Exchange='NAS' %Rng(52wk)>90,%Rng(day)>90"

10were20  This search finds marginable stocks under $10 that were 20 or more in last 52 weeks, and may be turning around for recovery.   "Symbol='????',Trd Price Between(6,10), Vol>1000000, 52High>20, Bid>0, Exchange='NAS' %Rng(day)>75".

Lower30s  This search finds stocks that may be suitable for shorting, as they are in low range for day, with large point range and down from close.  "Symbol=<ALL>,Trd Price
Between(0,300),Vol>1,Bid>0,Exchange='NYS' Chg
Open<0,%Rng(day)<30,Rng(day)>5"

 

* Disclaimer

The trading setups and strategies are intended for educational purposes and only for demonstrating SortWizard usage. Those who act in accordance with the contents and suggestions of this document or any other references linked to or from this page are acting on their own.   Each user of the setups is entirely responsible for his or her own actions, if any.  The user understands there could be errors in the setups and in the SortWizard software that could produce erroneous results.  The use of any of the supplied information, files, strategies, software, and etal supplied to you from anywhere in this web site, materials supplied to you from any other source and/or your reading of this document constitutes that you are in agreement with this disclaimer and exempts the author(s), IPS Technologies, Inc., and Neo Inc. from any liability or from any litigation under any circumstances.  If you do not agree with this disclaimer, it is the user's/reader's responsibility to refrain from taking action on anything detailed within this or any other document(s) referred to.

 

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