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Filter Exchange · Real Time Technical Stock Screening Tools
ellios47
msg #40080
1/10/2006 11:12:39 AM

IQChart.com


Filter Exchange · Here is a screen for the Normalized 10 day slope of close
ellios47
msg #40063
1/9/2006 5:20:29 AM

This formula returns the Normalized 10 day slope of close. It is accurate as it has been tested on excel. However, I am having trouble implementing into a filter here at SF. Are there too many variables? Does SF have a limit? Any ideas on why I am having trouble inmplementing it on SF?

Thanks in advance.
Eli

(((10*(close 9 days ago*1 + close 8 days ago*2 + close 7 days ago*3 + close 6 days ago*4 + close 5 days ago*5 + close 4 days ago*6 + close 3 days ago*7 + close 2 days ago*8 + close 1 day ago*9 + close*10) – 55 * (close 9 days ago + close 8 days ago + close 7 days ago + close 6 days ago + close 5 days ago + close 4 days ago + close 3 days ago + close 2 days ago +close 1 day ago + close))/825)/( ((10*(close 9 days ago*1 + close 8 days ago*2 + close 7 days ago*3 + close 6 days ago*4 + close 5 days ago*5 + close 4 days ago*6 + close 3 days ago*7 + close 2 days ago*8 + close 1 day ago*9 + close*10) – 55 * (close 9 days ago + close 8 days ago + close 7 days ago + close 6 days ago + close 5 days ago + close 4 days ago + close 3 days ago + close 2 days ago +close 1 day ago + close))/825)+ ((close 9 days ago + close 8 days ago + close 7 days ago + close 6 days ago + close 5 days ago + close 4 days ago + close 3 days ago + close 2 days ago +close 1 day ago + close) - ((10*(close 9 days ago*1 + close 8 days ago*2 + close 7 days ago*3 + close 6 days ago*4 + close 5 days ago*5 + close 4 days ago*6 + close 3 days ago*7 + close 2 days ago*8 + close 1 day ago*9 + close*10) – 55 * (close 9 days ago + close 8 days ago + close 7 days ago + close 6 days ago + close 5 days ago + close 4 days ago + close 3 days ago + close 2 days ago +close 1 day ago + close))/825) *55)/10))*10 is below -.2


General Discussion · MOO orders
ellios47
msg #39487
12/13/2005 12:47:15 AM

As for the liquidity of the stocks that my system generates I use a filter that requires that the average 3 mo volume multiplied by the last price is greater than $1,000,000. Would you consider stocks with this criteria to be liquid? What would you consider to be a benchmark for large liquidity.
Eli


General Discussion · MOO orders
ellios47
msg #39486
12/13/2005 12:44:04 AM

Thanks for the input guys.
Oliver it sounds like there is some potential with your system. The backtesting feature is interesting, however I am convinced of its credibility. I'll follow it in real time and then decide if it is a realistic trading system. I am not concerned too much with the commission costs because my system averages less than 2 trades per day. Oliver, your system also generates relatively few trades with great returns as well. I am concerned with the slippage. It would be great if there was a feature that reflected how realistic you rystem is. Is there anyone out ther that has an idea on how to determine ifyour system can realitically be implemented?
Thanks.
Eli


General Discussion · MOO orders
ellios47
msg #39473
12/12/2005 12:10:42 AM

I've recently started using SF. I've got 2 questions of there is anyone out there who is knowledgable in the areas and cares to respond I would be very grateful.
First the statistics for the system that I've built has shown in backtesting 2 years to have a ROI of 343% with an average hold time of 1 day and 452 trades in 487 days. Is this a good return?
Second, The system requires that each stock picked by the system is bought at the open of the day following the trigger. Is this very realistic? What is the best way of going about buying nearest to the open? Waht type of order? Market at open orders?
Please excuse my lack of knowledge in this area, I'm still learning.
Thanks.
Eli


Backtesting Support · maximum days to hold
ellios47
msg #39406
12/6/2005 2:24:23 AM

Does anyone have the problem of having backtesting solutions that ignore a 1 day hold maximum? It seems that the trade history of my backtests for a maximum hold time of 1 day is randomly accounting for hold periods of more than 1 day. Is there a solution to this problem?
Also, does the ROI take into account the holding period and number of trades?
Thanks to anyone who cares to help me out.
Eli


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