|StockFetcher Forums · View by Author: (189 messages) [ Display By: Date / Subject ]||<< 1 2 3 4 5 ... 19 >>|
|Filter Exchange · Shills ultimate $1 Filter|
|4/25/2016 10:46:54 PM
Past performance is no G. of future performance.
Extremely unusual 3 month move in energy/commodity arena.
Hindsight is no help. Anyone can see that.
Try this filter.
"Buy beaten down penny stocks/pinks in a once in ten years opportunity window."
Hint. Oil and China alignment have something to do with it.
Dont be fooled and lose your money on this garbage expectimg it to work like this again.
|General Discussion · Accuracy of dailly price % change|
|12/15/2013 9:47:18 PM
After having written an Excel spread sheet to organize stocks into my industry groups, well, I
need to pick a data source.
I am thinking of using Stockfetchers " daily percent change" column.
I just wonder how frequently I will have errors that i must fix. I am not that concerned
about minor .1% or so inaccuracies but more along the lines of .5% or higher.
i will be saving about 900 data points a day.
Has anyone had experience with say Yahoo historical data vs. Stockfetchers?
Any comments appreciated.
|Filter Exchange · Filter for top performance over a range of dates|
|5/29/2013 8:57:01 PM
this may help.
|Filter Exchange · Year to Date Return|
|5/24/2013 5:57:27 PM
That is really nice. Thank you Stockfetcher and Kevin. And nice choice of the initial indicator selection of rsi.
Is there any chance that having done it once it may not be so bad to predict a stochastics fast and slow line
Crossover price. I know everyone would have different opinions but rsi and stochs are big for day bar swing traders.
|General Discussion · Weekly time frame strategies.|
|5/24/2013 5:06:05 PM
I am wondering if there are ways to run simple studies on weekly data in stockfetcher or stratasearch backtesters.
I can possibly see a workaround here on stockfetcher and run these tests over the weekend.
Something like running this on a Saturday: "Weekly rsi(2) 1 week ago below 20 and weekly rsi(2) above 20".
Then, setting exit to "maximum hold of 15days". This would give results in a daily format as usual but if
I download to Excel i can use the default 5,10, my 15, 25 and 40 day gain/loss columns to roughly evaluate
this strat. Max drawdown can give me a feel for MAE .
Haven't thought this through much but wondering if there is some "aha" capability in stockfetcher or SS that I am missing.
|Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO|
|5/11/2013 8:25:03 PM
Jimmy jazz ,
Simple... The best thing you can do here is to learn the basics of the stockfetcher backtester
and Excel. Download the TRADES from the SF backtester into Excel and learn to do these
calculations in Excel.
Example is.....if avg win is $60 and avg loss is $40 and system is 50/50% and there are 100 trades totally
then you have a gross of $3000 won , gross $2000 lost for a net profit of $1000. Now if 51/49% and all else stays the
same the gross profit is $3060 and gross loss is $1960 for a net profit of $1100.
If 1000 trades total then net profit would change from $10,000 to $11,000 if system change from 50/50 to 51/49
I asked Kevin something elsewhere but the bottom line is I can do all the work myself too. I agree it's just easier to
Ask hen you are watching an NBA double header. Good luck. Gotta love iPads.
Ps: barring any simple arithmetic errors I learned something here as I wouldn't give a 50/50 compared to
51/49 system too much thought in my testing but damn a 10% profit difference is indeed significant.
The simple assumption of a 50/50 system with a 60/40 avg win/ avg loss is not extreme but maybe 55/45 better.
Definitely a lot of value getting dirty with simple data iin Excel.
|General Discussion · The Rise of the Machines|
|5/11/2013 5:29:45 PM
I am hoping that simple systems used together in the appropriate market (chop/bull/bear)
will continue to provide swing trading opportunity. I haven't tested this but I would think in the present market
over thelast 11 month bull run ( and in many periods) that Kevin's Zscore system and Divergence system used together
would do nicely. Curious if you looked at this Kevin.? Combined equity ciurves etc..Seems that Zscore trades cluster as the williams(16)
goes in the mud and later , after exiting the Zscore system , the Divergence system kicks in as the trend begins and continues
to take advantage of market trend conditions until the trend in the stock stops. This is looking at the divergence system on the sp500 also.
I do like the way the divergence system shuts off (but not understanding why yet) for each stock . The system itself
seems to keep your picks coming only in good conditions for the stock without using general fitted trend indicators.
But, regarding the topic of this thread..... I have to do only what I can execute and manage consitstenly on the most
busy and demanding work and family days. That has to be nightly signals and limit ordering in a limited amount of time.
Sure I have time to put into this on weekends but it is no good to me if I cannot recognize and take opportunities each day.
Not a customer yet Kevin , but looking at your site, and will most likely be interested in the Pangolin Z system.
It is unbelievable what you generously do here....
|Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)|
|5/6/2013 5:55:51 PM
Does Pangolin Z drawdown more in the same drawdown periods as your original.
Maybe you already answered that with " higher Sharpe ratio too" but just want to be sure.
|General Discussion · Stockfetcher Support....AEP?|
|4/30/2013 9:19:50 PM
Sorry to be a pain here but there is a problem with AEP
Skewing filter/backtest results.
|General Discussion · Stockfetcher Support....AEP?|
|4/29/2013 10:57:17 PM
Hello SF support. There is now approximately 6 months of correct price
data for AEP . Can this be easily repaired ?
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