StockFetcher Forums · Backtesting Support · DAY TRADING<< >>Post Follow-up
TheRumpledOne
6,363 posts
msg #35633
Ignore TheRumpledOne
4/17/2005 12:35:29 AM

I have a filter that I want to enter at the open price plus 10 cents and exit at 20 cents or more above the open.

Will SF Backtesting enable me to test that?




tomb
267 posts
msg #35650
Ignore tomb
4/18/2005 7:38:34 AM

Hi,

You should be able to do both of those functions through the "Advanced" page when creating your test. On the Advanced page there is an "Entry Price" section. In that area, you will want to enter:

open + 0.10

In the "Exit Price" section, you will want to enter:

open + 0.20

Hope that helps!

Tom
StockFetcher.com Support



stockrod
1 posts
msg #35724
Ignore stockrod
4/24/2005 6:43:04 AM

What if you wanted to trigger only those that traded .10 over the filter day high. I tried - high 1 day ago + .10, but it doesn't work. It keeps triggering at the filter day high.


houghton
29 posts
msg #35729
Ignore houghton
4/24/2005 3:43:00 PM

What logic does SF use to determine exit price if multiple exit criteria/triggers test true on the same day?

Thanks,
Karl


TheRumpledOne
6,363 posts
msg #35947
Ignore TheRumpledOne
5/8/2005 11:17:55 PM

I just can't seem to get it to work properly.

It enters at a price way above open + .10 and then shows a loss when I should have a profit.




TheRumpledOne
6,363 posts
msg #36218
Ignore TheRumpledOne
6/5/2005 11:48:47 AM

Approach Information
Approach Name: Auto Avery - Trade Picker - Long
Test started on 12/31/2004 ended on 03/31/2005, covering 61 days
Filter used:
Auto Avery - Trade Picker (saved filter)



Trade Statistics
There were 0 total stocks entered. Of those, or 0 were complete and or 0 were open.
Of the completed trades, trades or 0.00%resulted in a net gain.
Your average net change for completed trades was: 0.00%.
The average draw down of your approach was: 0.00%.
The average max profit of your approach was: 0.00%
The Risk/Reward ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 0.00%, the ROI of ^IXIC was: 0.00%.

Exit Statistics
Stop Loss was triggered 0 times or 0% of the time.
Stop Profit was triggered 0 times or 0% of the time.
Trailing Stop Loss was triggered 0 times or 0% of the time.
You held for the maximum period of time ( days) 0 times or 0% of the time.
An exit trigger was executed 0 times or 0% of the time.



Entry Filter
Auto Avery - Trade Picker (saved filter)

Basic Setup
Name: Auto Avery - Trade Picker - Long
Approach Type: Long
Start Date: 12/31/2004
End Date: 03/31/2005
Benchmark Symbol: ^IXIC

Exit Setup
Stop Loss: N/A
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: N/A

Extra Indicators
Entry Columns:
Show Performance After: after 1 day
after 2 days
after 3 days
after 4 days
after 5 days


Advanced Options
Selection Method: select by rsi(2) ascending
Entry Price: open + .10
Conditional Entry: Yes
Exit Price: open + .20
Maximum Trades Per Day: 25
Maximum Open Positions: 250


THIS IS FRUSTRATING THE HECK OUT OF ME.

TomB or anyone, what's the problem?




mvalley
3 posts
msg #47354
Ignore mvalley
10/6/2006 10:19:26 PM

Anybody ever get this to work? I tried open + 0.10 in the exit and it doesn't properly exit at that price, ever



tomb
267 posts
msg #47358
Ignore tomb
10/7/2006 8:50:14 AM

Hi,

Please try:

open plus 0.10

Because values can have associated "signs" +/-, when not inside the "set{}" synax you have to use actual verbal operand (e.g. "plus", "minus", etc.)

Tom
StockFetcher.com Support



Stocksight
33 posts
msg #47415
Ignore Stocksight
10/11/2006 3:07:18 PM

Tom,
I'm adding in my Entry Price: open plus .25 and checking Conditional Entry without any different results. Just using a basic volume and price filter. I would assume if there is not enough range in the Entry Day it would default to entry on open, but where there is more than .25 range it still is defaulting to entry on open. I've also tried .25 plus open with the same results.
Thank you


StockFetcher Forums · Backtesting Support · DAY TRADING<< >>Post Follow-up

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