StockFetcher Forums · Filter Exchange · Would someone run this for me?<< >>Post Follow-up
334 posts
msg #113910
Ignore jackmack
6/5/2013 11:02:27 AM

I found this filter on TMF board and tried contacting the author but no reply.
I do not have a premium subscription but was wondering if someone wouldn't mind running it since I can't and advising what the results were - additionally if there was a way to create a like version that could be run without being a premium subscriber?

It is for ETF selection on a rolling monthly basis with additional look backs for criteria selection - pretty slick just from the looks of it - anyway here it is;

/*market is etf*/
price is above 15
volume is above 200000

set {a, price}
set {b, price 50 days ago}
set {c, price 225 days ago}
set {d, a divided by b}
set {e, b divided by c}
set {f, log(d)}
set {g, log(e)}
set {h, f multiplied by 5.04}
set {i, g multiplied by 1.44}
set {j, h plus i}
set {k, j multiplied by 100}
k is above k 5 days ago /* to ensure a short term upswing */
add column k /* for printing and sorting purposes*/
draw k /* for charting purposes */

Please advise
Thank you

9 posts
msg #113911
Ignore aferguson3
6/5/2013 12:18:44 PM

sure, I will run the backtest for you. Let me know which exit strategy you would like to use.

187 posts
msg #113912
Ignore compound_gains
6/5/2013 12:27:22 PM

price above 15
volume above 200000

set{a, price / price 50 days ago}
set {b, price 50 days ago / price 225 days ago}
set {c, log(a) * 5.04}
set {d, log(b) * 1.44}}
set {e, c + d}
set {f, e * 100}

f above f 5 days ago
add column f
draw f

StockFetcher Forums · Filter Exchange · Would someone run this for me?<< >>Post Follow-up

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