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General Discussion · Best Trading Approach??
compound_gains
msg #116829
11/17/2013 8:38:16 PM

Hmmmm. None of the above. Momentum, but set the bar high enough that there has to be decent continued momentum carry through, and cut your losses if it starts to fade.

General Discussion · Anyone see ICLD today?
compound_gains
msg #116787
11/15/2013 11:15:24 AM

Now where's the screen that gives us one of those each week? LOL

Filter Exchange · TRO'S CROCK POT 2.0
compound_gains
msg #116191
10/23/2013 8:41:11 AM

UGAZ DGAZ
UGLD DGLD
USLV DSLV
NUGT DUST
EDC ECZ
ERX ERY
FAS FAZ
SPXL SPXS
UPRO SPXU
TQQQ SQQQ
URTY SRTY
TNA TZA
XIV VXX

Filter Exchange · TRO'S CROCK POT 2.0
compound_gains
msg #116180
10/22/2013 9:56:53 PM

I respectfully suggest you speed up your back testing and give us the results...just in case.

Filter Exchange · TRO'S CROCK POT 2.0
compound_gains
msg #116170
10/22/2013 3:01:38 PM

DUST down 11+% today - currently at 29.15 as of this writing (now down 16.6%)

=====================================================================

IMO 2x and 3x ETFs are just too volatile for this type of filter.

Filter Exchange · TRO CROCK POT - SLOW COOKERS FOR SWING TRADERS
compound_gains
msg #116099
10/20/2013 12:31:48 PM

Rule #1: Admit when you're stupid. FREE was not top-of-list for w/o 01 April.
Rule #2: Make sure you've had your morning coffee before you post so you don't show everyone you're stupid.

It's really hard to back test and replicate a real world experience so who can say what's achievable or not? Gain or loss also depends on how you factor in commissions. For example, SNSS was the top listing w/o 11 February and peaked at +2.11%, so getting in at the opening price or lower technically gets you your 2% gain. But what if your entry was actually higher than the open because of the bid/ask spread?

I also built commissions into my back testing and 2% gain test so based on the opening price plus commissions, SNSS would likely not have made a 2% gain that week or since. It opened @ $6.16 then and closed Friday @ $4.75. Again, maybe you got in below the open or you pay less than the $13.90 round trip commission I used. The size of your investment would also make a difference in your total cost, and no one can buy exactly the number of shares that match your equity...you always leave something unspent on the table.

My back testing showed a high risk of loss using small percentage gains, which does not reconcile with the success that some have reported. What is particularly problematic for me is trying to understand the huge difference in results. But then again, I'm playing with what ifs.That being said, I wouldn't be rolling the dice with a $20,000 investment until my comfort level was a lot higher.

Filter Exchange · TRO CROCK POT - SLOW COOKERS FOR SWING TRADERS
compound_gains
msg #116095
10/20/2013 8:44:27 AM

I'm cherry picking, but there are other examples. If I'm correct, FREE was top of the list for w/o 01 April. It opened @ $1.44 and never reached a 2% gain.

If you had closed out the trade end of week you would have taken a 15% loss. Obviously if you were using some kind of stop loss your loss would have been less.

Since then, FREE has never reached a 2% gain over $1.44 and It closed Friday @ $0.42 (-58% before commissions). So what if you happened to be in a phase where you're trading just five stocks? 20% of your equity has been tied up since April doing nothing and congratulations, right now you're sitting on a monster paper loss.

Maybe you got lucky and didn't trade that week. Maybe it was earnings week for FREE (I didn't check) and you don't trade stocks in earnings week. Maybe, maybe, maybe.

I think I do well day trading, but it's a grind and the concept of this filter is awesome IMO. But I have tried all kinds of combinations and I haven't been able to find anything that offers a respectable risk/reward. I will keep searching, however.



Filter Exchange · TRO CROCK POT - SLOW COOKERS FOR SWING TRADERS
compound_gains
msg #116084
modified
10/19/2013 4:26:44 PM

Filter: TRO STAT SCAN for SWING TRADERS
Sort: twopcnt descending
Start date: 09March2012
End date: 18October2013
Period: 84 weeks; 1.64 years
Starting capital: $20,000
Investment: Compounded equal investment weekly in top 5 stocks
Entry: Weekly opening price
Exit: Sell limit or end of week close
Commission: $6.95 x 2 for each trade
Total trades: 420
Check picks w/o 14OCTOBER
CSIQ High: 20.53% Close: 19%
EVC High: 4.86% Close 1%
HSOL High 4.78% Close -1%
GMCR High 2.92% Close -4%
PACB High 9.4% Close 7%

Sell Limit Gain CWGR CAGR
None 71.8% 0.65% 39.8%
1% -39.2% 0.59% -26.5%
2% -27.5% -0.38% -18.0%
3% -41.1% -0.63% -28.0%
4% -22.0% -0.30% -14.3%
5% -11.9% -0.15% -7.6%
6% 12.1% 0.14% 7.3%
7% 30.0% 0.31% 17.6%
8% 43.3% 0.43% 25.0%
9% 59.1% 0.55% 33.3%
10% 77.0% 0.68% 42.4%
15% 89.8% 0.77% 48.7%
20% 94.5% 0.08% 51.0%

Two scenarios here: (1) I've done my back testing wrong; or (2) there's no way you can "nibble" small gains each week and make money using this filter. Raising the sell limit percent looks tasty, but can you tolerate the monster losses that happen from time to time? Don't have the time or interest to test a stop loss because that's a real manual job with SF to figure out which hits occurs first...sell limit, stop loss or neither.

Update: Fixing some silly typos.

Filter Exchange · How to determine lowest and highest values on an indicator
compound_gains
msg #115460
9/20/2013 11:02:02 AM

Your set(ivp, ((hvhigh - hv) / ivrange)) statement should be triggering an error as well if you haven't already caught it.

set{ivp, ((hvhigh - hv) / ivrange)}

It won't like the multiple math either.

set{ivp1, hvhigh - hv)}
set{ivp, ivp1 / ivrange)}

Filter Exchange · How to determine lowest and highest values on an indicator
compound_gains
msg #115404
9/17/2013 2:41:07 PM

Perhaps...
Fetcher[set{hv, historical volatility(100,1)}
add column hv
set{hvhigh, high hv 100 day high}
add column hvhigh
set{hvlow, low hv 100 day low}
add column hvlow
]



Not sure if it's time of day, but it seems to chug along a bit before it spits out results.

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