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Backtesting Support · back testing problem with example
elroz
msg #46626
8/27/2006 10:02:06 PM

It seems others as well as myself are having problems with back testing, and I can understand they don't want to show their filters, they just want it fixed (as do I) so here is a fine example of a major problem I see with the back testing. It seems that when you change a requirement on a filter, it provides completely different results.

STOCKFETCHER SUPPORT - please look at the following filter below. (To others, please know this is a filter I had pulled off an old post and I am using as an example. Although it looks promising, it is not a filter I currently use and I have no knowledge of how to trade it.)

historical volatility(60,1) is greater than 10
rsi(2) below 2
Weekly RSI(2) below 10
and roc(1) one day ago < -3%
and roc(1) < -6%
and average volume(10) is above 500000
and close above 15
and not nasdaq
and not otcbb


Here's how the first test went . .

I used a 3% stop loss
time frame was YTD
0 day hold (buy at the open, sell next day open)
no special exit parameters or profit stops

Now, retest it with a 5% stop loss keeping everything else the same.

You will get a completely different result. If anything I should be stopped out of more of the 3% test than the 5% test. It also seems that with the 5% stop loss, my trades are not sold on the T+1 open. Some trades are still open from July.

Going forward, I will be retesting all of my current filters and I will report all of the problems I have with them. I do encourage others to post their problems with examples as well, so these issues can finally be resolved.

Thank You


General Discussion · Detective Work XI
elroz
msg #43809
5/17/2006 10:18:07 AM

Anytime.


General Discussion · Detective Work XI
elroz
msg #43794
modified
5/16/2006 11:06:23 PM

I needed one of these tonight.

The company seems to be RGUS. Check out the following website. http://www.hotstockmarket.com/forums/archive/index.php/t-35077.htm. Scrool down to around April 19th. Yahoo info on the company seems to talk about these types of engines.

But be careful, I also found this site . . http://www.greencarcongress.com/2006/04/new_toroidal_in.html

which linked me to this site. . . http://www.angellabsllc.com/

Read the "WARNING ABOUT INVESTMENT OFFERS" on the upper right hand side of the Angel Labs page. There could be two different products. I know nothing about engines, but it's best to look through everything.

Good luck.




General Discussion · Backtesting on other sites
elroz
msg #43415
5/2/2006 11:15:26 AM

Thank You both.


General Discussion · HOW TO KNOW WHEN A CORPORATE CRISIS IS GUARANTEED TO CREATE A SHAREHOLDER WINDFALL
elroz
msg #43361
modified
4/30/2006 6:07:51 PM

The second company is a REIT, and looking at stocks which fell 50% from Sep to Mar, MLS and WRP seem to fit the description. MLS was to be bought out by Vornado, but that deal may not happen. Althought I can not confirm "the record breaking earnings last year", the company is still looking to get bought out, and best fits the description given.

Another possibilty is WRP, but they have been in liquidation for a while.

My money is on MLS.



General Discussion · Backtesting on other sites
elroz
msg #43360
4/30/2006 1:30:07 AM

Does anyone use a different site to backtest? Lately, I have been having problems using the Stockfetcher Backtest, and I am starting to doubt it's accuracy.

I am looking for a program which is reliable, and of course, not to expensive. I do appreciate any feedback. Thanks


General Discussion · HOW TO KNOW WHEN A CORPORATE CRISIS IS GUARANTEED TO CREATE A SHAREHOLDER WINDFALL
elroz
msg #43358
4/30/2006 12:59:23 AM

Here's the first company. . .

Microvision (MVIS) http://microvision.blogspot.com/2006/04/mvis-talk-from-around-web.html

I'll let you know when I find the rest.


General Discussion · MobeStar MOBS
elroz
msg #43246
modified
4/27/2006 10:29:18 PM

You can check out the website at

http://www.mobestar.com

as for the currency, it is in GBX(Pence) so I believe you divide it by 100 to get the GBP(Pound) rate. It's 1.80 USD for every 1 GBP.

so 115 GBX = 1.15 GBP = 2.07 USD






Filter Exchange · Volume Rebounder ... 77% Win Rate, 52% RIO
elroz
msg #43236
4/27/2006 12:28:31 PM

I am curious, why would you use a stop loss higher than a profit stop??


Filter Exchange · Filter that has stocks approaching resistance
elroz
msg #43103
4/20/2006 5:26:14 PM

I see what your saying. Just try it. Using just "6 week high" seems to cause the error.


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