mrmenstig
20 posts
msg #107690
- Ignore mrmenstig |
8/17/2012 10:10:49 AM
when i see a filter id like to use i copy and paste it into my filters and save the latest on of these is the stochastic crossover filter from the filter exchange.
I cant get them to perform in backtesting like the origional posters do and if i try to alter the exit setups they perform even more poorly.
Also i cannot get any of the indicators to appear on my screen as in go long/short indicators
I read somewhere i might be using an old version of flash that might cause this but any help would be greatly appreciated
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duke56468
683 posts
msg #107695
- Ignore duke56468 |
8/17/2012 12:04:49 PM
Here is the system summary I use to backtest Kevins stochastic crossover, also I did add select on column 6 descending to the filter so the one I want is always on top. I could not get a 3% trail to be profitable, which makes since when it is so close to the ATR.
SDS SSO stochastic cross exit on cross back 3% trail stop (saved filter)
Basic Setup
Name: SDS SSO stochastic cross exit on cross back 3% tr...
Approach Type: Long
Start Date: 04/30/2012
End Date: 08/15/2012
Benchmark Symbol: ^SPX
Exit Setup
Stop Loss: 3%
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: N/A
Exit Trigger #1: STOCHASTICS %D(5,1,5) crossed ABOVE STOCHASTICS %D(5,1,10)
Extra Indicators
Entry Columns:
Show Performance After: after 2 days
after 5 days
after 10 days
after 25 days
after 40 days
Advanced Options
Selection Method: SET{GO_LONG, COUNT(STOCHASTICS %D(5,1,5) BELOW STOCHASTICS %D(5,1,10),1)}
select by go_long descending
Entry Price: open
Conditional Entry: No
Exit Price: open
Maximum Trades Per Day: 1
Maximum Open Positions: 5
Maximum Selected Stocks: 1
Close all OPEN positions: Yes
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Kevin_in_GA
4,599 posts
msg #107698
- Ignore Kevin_in_GA |
8/17/2012 1:31:46 PM
You need to have maximum open positions equal to 1 (or 2 if there is still a bug in the SF backtester that does not let you enter all of the trades). At max open = 5 you are only placing a 20% bet.
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duke56468
683 posts
msg #107700
- Ignore duke56468 |
8/17/2012 2:31:11 PM
I use max open positions of 5 because that places a 20K bet closer to what I use. The max selected stocks 1 and max trades per day 1 seem to solve most of the problem of having too many selections. The selection method also seems to limit to only one or the other. Not sure why I would have to use max position 1.
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mrmenstig
20 posts
msg #107701
- Ignore mrmenstig |
8/17/2012 2:35:35 PM
thanks for the answers they help a lot , as kevin has responded and he is the author of the filter could you tell me why i cant get the go long/short coulmns to show? i copy and past the filter from your post but all i get when i run it is the both etf`s no indicator as to long/short
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mrmenstig
20 posts
msg #107702
- Ignore mrmenstig |
8/17/2012 2:46:44 PM
ok duke thanks i got that working now can i ask Kevin how do i get the go long/short coulmns to appear on the stock scan please?
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mrmenstig
20 posts
msg #107704
- Ignore mrmenstig |
8/17/2012 3:17:38 PM
ah it appears i am blind the indicators are there i was accidently looking for the colored ones like kevin has in his post in the origional filter but i do have a go long /short indicator in text form :/
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novacane32000
331 posts
msg #107718
- Ignore novacane32000 |
8/19/2012 3:35:39 PM
Duke is this the exact wording you are using for the selection method
Advanced Options
Selection Method: SET{GO_LONG, COUNT(STOCHASTICS %D(5,1,5) BELOW STOCHASTICS %D(5,1,10),1)}
select by go_long descending
I keep getting the exact opposite of what should be selected and yes I did add to the original filter
and sort column 6 descending
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duke56468
683 posts
msg #107720
- Ignore duke56468 |
8/19/2012 8:16:14 PM
Yes that is off of the system summary that I used, but I see what you mean when you check the trades the charts don't seem to match the requirements of the filter and backtest.
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