StockFetcher Forums · Filter Exchange · Pullback filter win ratio<< >>Post Follow-up
miketranz
808 posts
msg #139506
Ignore miketranz
modified
11/26/2017 8:19:33 AM

Fetcher[ Show stocks where days(high reached a new 1 year high,7) is above .20
and close has been decreasing over the last 2 days
and EMA(8) has been above the EMA(50) for the last 50 days
and EMA(50) has been above the EMA(200) for the last 50 days rsi (4) under 12
]

Can anyone tell me what the win ratio is back testing 12 month period,7 day hold period.Thanks,Miketranz...

Lapre506
48 posts
msg #139523
Ignore Lapre506
11/27/2017 9:14:29 AM

I don't have the means to backtest 12 months but I do find this approach to finding pullbacks interesting. Just clicking back on the filter over the past month looks like it produces alot of winners. I manually backtest my filters 2 months in excel before I trade them live and I'm thinking about giving this approach a go. I'll let you know what I find.

compound_gains
188 posts
msg #139527
Ignore compound_gains
11/27/2017 12:11:29 PM

It's a manual thing you can do yourself. And how do you define what a "win" is? And are you buying on the trigger day close or the next morning?

Fetcher[Show stocks where days(high reached a new 1 year high,7) 7 days ago is above .20
and close 7 days ago has been decreasing over the last 2 days
and EMA(8) 7 days ago has been above the EMA(50) 7 days ago for the last 50 days
and EMA(50) 7 days ago has been above the EMA(200) 7 days ago for the last 50 days
rsi(4) 7 days ago under 12
set{hgh, high 7 day high / open 6 days ago}
set{cl, close / open 6 days ago}
add column hgh {7_day hgh}
add column cl {7-day hold close}
count(volume above 250000, 21) 7 days ago equals 21
close 7 days ago above 2
chart-length is 150 days
]



miketranz
808 posts
msg #139533
Ignore miketranz
modified
11/27/2017 9:39:08 PM

Buy the next morning,hold for 5-7 days,what percent of the time would this filter produce a positive result? Basically if I executed 10 trades,if 8 traded in positive territory,that would be 80%.I noticed this filter works best when the market in general sells off hard.Nov 15 would be a good example.Thanks,appreciate the help.Miketranz...

StockFetcher Forums · Filter Exchange · Pullback filter win ratio<< >>Post Follow-up

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