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General Discussion · Can I get a little help here?
Dylan
msg #153463
8/7/2020 8:25:32 PM

This is perfect! Thank you.

General Discussion · Can I get a little help here?
Dylan
msg #153450
modified
8/6/2020 6:53:22 PM

StockFetcher support has me back and forth about a fairly straightforward ROC question, so I’ll post it here instead. Is it possible to know the price of a stock at a specific ROC (5,1) value? Similar to REVERSERSI(2,50) which shows the price of the stock before the RSI(2) reaches the 50 line. Can the same be coded for ROC(5,1)? Something like, add column ROC(5,1),25). Thank you in advanced.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #151560
3/30/2020 1:55:11 PM

Thank you Village Elder for your contributions. Your attention to detail and problem solving skills are magnificent.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #150732
2/10/2020 12:26:36 PM

Thank you both!

Sandjco - I sent you an e-mail.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #150706
2/6/2020 10:42:39 PM

Village Elder, if you rank the selection by ROC (5,1) descending the amount of profitable trades goes up to 70% with higher yearly returns and overall less drawdown. However, it does make a big difference in the 1 max trade portfolio since you’re not buying every trade. The way to increase the accuracy of this system is to raise the ROC way above 50, but it also yields fewer trades, its either one or the other. Assuming that finding shares to short is not a big problem then you have something worthwhile.

An interesting thing I find about this strategy is that the yearly standard deviation remained neutral in a 5-year period as in a 20-year period, 70% accuracy across both tests, and the fact that you’re handpicking your trades may account for the current 80% accuracy. I wouldn’t be surprised to see it remained in the 75%-85% rage going forward.

I would like to continue to test this system and others but cannot find the SS user guide ANYWHERE on the web. The link to the web archives that was posted by stephenmcmahon83 can’t be viewed, only the shared ideas page which is of no value. If anyone can please e-mail me the stratasearch user manual I would appreciate it. Also, include in your e-mail your SF username so that I may credit you. My email is sviera0000@gmail.com.

Thank you!



Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #150589
modified
1/29/2020 6:36:38 PM



Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #150585
modified
1/29/2020 5:00:38 PM

I agree with you 100%. The key to this system is in the fixed equity amount and trade size. I will run a backtest later on tonight and post the results on here.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #150560
1/28/2020 10:30:42 PM

Village Elder,

The equity and accuracy of this system remained unchanged in a 10-year backtest using a 3 day max hold.

KS8,

A 1 day hold, ROC(2,1) > 88, volume > 1million, close > 3 & 5 max trades, turned $10,000 into $705,652 w/ a 72% accuracy, worst trade was -36% & a 10% system max drawdown realized within the last 10-years.

Same settings as above except 1 max open trade would have turned $10,000 into $2,147,483,648. Yes, that's over 2 billion, biggest loosing trade was -36% and a 50% system max drawdown realized.



Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #150544
1/27/2020 4:17:50 PM

Shillllihs,

Every seasoned trader knows not to trade without insurance because although you hope you never have to use it, it's good to know you have the protection. As TRO used to say, “it’s not what you trade, it’s how you trade it” In other words, you still have to make intelligent trading decisions. Much respect to all of you.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
Dylan
msg #150540
1/27/2020 2:49:50 PM

I ran a series of tests in Stratasearch using ROC(5,1) and found this indicator to yield great returns during most quarters. However, there were a couple of trades that moved above 1000% from the entry price that wiped out all the gains during a 10-year backtesting period.

I’m interested in backtesting this system in Stratasearch using an optimized exit that makes sense, but possess limited coding skills. Can someone with the skills please paste the SS code here?

Thank you in advance.

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