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StockFetcher Forums · Backtesting Support · navigating between Backtesting, Watch lists, and Filters << >>Post Follow-up
chasj
23 posts
msg #96159
- Ignore chasj 9/10/2010 6:39:18 PM
I have been working with stockfetcher for about 6 months so I am not quite a newbie. I love the concept.
But I cannot reliably make filters, watch lists and filters to work as it looks like they should. Is there a manual on how to do this?
I want to set up a watch list with about 100 stocks. I want to have the capability to create filters and run backtests to optimize the filters. Seems simple but I can't break the code. I have instances where it works well then sometimes it doesn't.
I am a PhD in Statistics. I started in computing in 1958. I have been a system engineer during most of my career. I am still working and contributing at 78 years old. But I am bamboozled by Stock Fetcher.
Can I get some help?
Mactheriverrat
662 posts
msg #96169
- Ignore Mactheriverrat 9/10/2010 11:31:46 PM
To me there is no one filter that is the Holy Grail that works great all the time.
One of my filters is below:
Show stocks where the MACD Histogram(12,26,9) is increasing the last 2 days below 0
and close is between 2 and 20
and Slow Stochastics Fast %K(10) crossed above 20
show stocks where the PVO(10,100) has been increasing last 7 days
I did a back test 7-6-10 to 8-9-10 and the results were:
7/6/2010 to 8/9/2010 85% wins 15% loss 5.45:1 win/loss ration 2.83 risk/reward 192.26%ROI
another backtest
2/12/2010 to 4/26/2010 69%wins 29%loss 2.38:1 win / loss ratio 5.04risk/reward 232.04% ROI
So each filter does different when the Bulls are making a semi-run up.
To me when the market goes south play the bear's
http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=96013&qrid=
another filer someone posted called "Interesting - VXX and SPY ratio accurately calls recent tops and bottoms"
-----------------------------------------------------
SET{SPY, IND(SPY,CLOSE)}
SET{VXX, IND(VXX,CLOSE)}
SET{RATIO, VXX / SPY}
SET{RATIOMA13, CMA(RATIO,13)}
SET{VXX_LONG, COUNT(RATIO ABOVE RATIOMA13,1)}
SET{SP500_LONG, COUNT(RATIO BELOW RATIOMA13,1)}
SET{TRIGGER,0}
DRAW RATIO ON PLOT RATIOMA13
DRAW VXX_LONG ON PLOT TRIGGER
DRAW SP500_LONG ON PLOT TRIGGER
SYMLIST(SPY,VXX)
ADD COLUMN SP500_LONG
ADD COLUMN VXX_LONG
-----------------------------------------------
Bulls in charge
11-06-09
to
1-20-10
Bears in charge
1-21-10
to
2-11-10
Bulls take back over
2-12-10
to
4-26-10
Bears back in again
4-27-10
to
6-7-10
Bull takeover
6-8-10
to
6-20-10
Bear trap
6-21-10
to
7-5-10
Bull summer rally
7-6-10
to
8-9-10
Bears late summer take over
8-10-10
to
8-31-10
Sept back to School, Football rally
9-1-10
to
?
stocktrader
293 posts
msg #96181
- Ignore stocktrader 9/11/2010 1:20:47 PM
novacane32000
250 posts
msg #96821
- Ignore novacane32000 10/8/2010 8:03:45 PM
Nice Filter !!
Do you have one that does the exact opposite for short plays?
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