StockFetcher Forums · View by Author: Cheese (414 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 42 >> 
Filter Exchange · stochastics signal with backtest
Cheese
msg #149356
10/15/2019 10:22:37 PM

I hope tmuesing will pop in at some time and tell us more about the thinking behind this "stochastic signal with backtest" tool and how to best use it.

Filter Exchange · stochastics signal with backtest
Cheese
msg #149346
modified
10/15/2019 10:53:41 AM

Fetcher[


/* **************** ORIGINAL VERSION by tmuesing is here ***************** */

/* https://www.stockfetcher.com/forums/Filter-Exchange/test/149333 */
/* The stochastics INN signal backtest */
/* tmuesing modified 10/14/2019 12:53:24 PM */


/* **************** ALTERATED VERSION FOR BASIC SUBS ***************** */

/* The stochastics INN signal backtest */
/* XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX */

/*getting the riff raff out */
market is not otcbb
close > 1 for the last 21 days
volume 21 day low > 500000
average day range(21) > 1
do not draw average day range(21)

/* stochastics INN signal */
/*
set{stoc, slow stochastic(7,4,3) %D}
set{innsto1, count(2 day slope stoc > 0,1)}
set{innsto2, count(stoc > 20,1)}
*/
set{innsto1, count(2 day slope slow stochastic (7,4,3) %D > 0,1)}
set{innsto2, count(slow stochastic (7,4,3) %D > 20,1)}
set{innsto, innsto1 * innsto2}
draw slow stochastic(7,4,3) %D
draw innsto

/* XXXXXXXXXXXXXXXXXXXXXXXX THE BACKTEST XXXXXXXXXXXXXXXXXXXXXXXXXXXX */
/* calculate the daily profit */
set{c2c1, close / close 1 day ago}
set{c2c2, c2c1 - 1}
set{daily%, c2c2 * 100}
/* The IN Signal */
set{biginn, count(innsto 1 day ago > 0.5,1)}
set{inday%, daily% * biginn}
/* calculate profit for last 251 days(1 year) */
/* daily % gains, of the in days only, added together */
set{inday1, CMA(inday%,251)}
set{profittotal%, inday1 * 251}

/*
set{zzzz,0}
draw inday% on plot zzzz
*/

/* the real profit % over 251 days */
set{real1, close / close 251 days ago}
set{real2, real1 - 1}
set{realprofit%, real2 * 100}

/* monthly(21 day) gain/loss */
set{profit21day%, SUM(inday%,21)}
/*
set{xxxx,0}
draw profit21day% 251 day low on plot xxxx
draw profit21day% 251 day high on plot xxxx
*/

add column separator
add column daily%
add column inday%
add column biginn
add column separator
add column profittotal%
add column realprofit%
add column profit21day%
sort on column 10 descending
]






Filter Exchange · stochastics signal with backtest
Cheese
msg #149341
10/14/2019 10:15:43 PM

Smart tool. Thanks for sharing, tmuesing.

General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
Cheese
msg #149320
10/11/2019 6:01:14 PM

LOL
Thanks, Ed,

General Discussion · Fibonacci screener
Cheese
msg #149312
10/7/2019 4:41:11 PM

xarlor and everyone,
Since you guys are pretty good at this stuff,
any suggestions to better guess bull traps, bear traps, head fakes,
to get to safer entries and exits?
Thanks,


General Discussion · Stan Weinstein's Secrets For Profiting in Bull and Bear Markets
Cheese
msg #149297
10/6/2019 12:53:53 PM

Oh, sorry Ed. I've completely missed it.
Unfortunately, I don't know which Weinstein posts are good.
I was hoping that you know which Weinstein features are best and test them.
Thanks again for your time Ed. Please feel free to decline my request.


Public Filter List · Position Sizing plus Stop-loss and Take-profit Calculator
Cheese
msg #149295
modified
10/6/2019 12:12:58 PM

Thanks for your thoughts.
Some other posts also have had suggestions for entry and exit.
I would also look at MaxDD(250) /* maximum drawdown last 250 days */

Stock Picks and Trading · A Newbie's Journey
Cheese
msg #149292
10/5/2019 11:50:41 PM

sandjco,

According to some trading posts that I've read, StockTA provides the best support and resistance lines,
apparently in a smart way, i.e. only where appropriate.

StockTA Trend Analysis:
Performs linear regression on short term (20 day), intermediate term (60 day)
and long term (120 day) high and low analysis to determine if trend lines (rSquare>0.8)
and channels exists.
The slope is the daily gain (-loss) of the trend line.Alerts include existence of trend channels
and recent break outs.

As an example, at the time of writing, StockTA shows support and resistance lines for XLRE

http://www.stockta.com/cgi-bin/analysis.pl?symb=XLRE&mode=table&table=trend

StockTA has never asked me for personal info, credit card or donation, but it is the labor of love
of one man band, so sometimes during peak trading hours, the site may not be able to handle the load.

GLTY

Stock Picks and Trading · A Newbie's Journey
Cheese
msg #149291
10/5/2019 6:45:49 PM

sandjco and xarlor,
T A wise, I like your fiters. Thank you for sharing.
You guys are becoming the real valued "go to" members of this forum.

But there are some non-TA black swans and orange swans that are always in the
back of my mind.

Some market bears expect the upcoming high level US-China trade talks on Oct 10-11
to likely disappoint with no major trade concessions from China. Rather, China may only offer
to help tamp down on the opioid crisis and to buy only a moderate amount of US agricultural goods
that China needs. Last Friday. Putin pre-empted all this with his announcement that
China has agreed to buy from Russia all the soybean and other agricultural goods that it needs.

Tweets trump T A dny day.


Stock Picks and Trading · A Newbie's Journey
Cheese
msg #149286
10/5/2019 3:33:06 PM

Thanks, sandjco.

There is always a luck and chance factor, especially when everything can change with tweeting
and jawboning. But first and foremost, I think you are very good with trading and risk management.

Only price pays so you were certainly right in using rsi for your decisions on Fri Oct 4 .
Here is a pinned tweet on Wed. Oct 2 by Thomas Lee, a well known money manager

https://twitter.com/fundstrat/status/1179545118124253184
Watch S&P 500 daily RSI.
Last 4 of 5 times, when it gets to below 30, it has marked end of selloff

As for your automated alert question, I don't have a good answer rand I don't know anything about options.
However, there are plenty of people here and at TradingView who should be able to help you,
for example people like davesaint86, mahkoh, and many more.

GLTY




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