Filter Exchange · Find strong trend reversals
|
glider msg #37385 |
8/9/2005 11:49:07 PM
RumpledOne,
Two comments on your post.
1. Unlike you, most people are not daytraders. I'm sure people made money on BIDU. DAYTRADERS.
2. I don't think most traders are looking for magic. What they want is a fighting chance. A filter should have a MINIMUM 50/50 win/loss ratio, to be even considered for stock selection. I agree with using other criteria: waiting for green, good volume etc. This filter has a 18/82 win/loss ratio for seven trading days. I'd be interested in hearing what strategy/technique you would apply to make money with this filter. With so many other filters having much better w/l ratios, why would you bother trying. The whole point of filter research is using the good ones and getting of the bad ones.
|
Filter Exchange · Find strong trend reversals
|
glider msg #37373 |
8/9/2005 2:26:52 AM
I backtested your filter from July 28 to August 5 and of 33 stocks picked, 27 were losers. Is this a joke or are you serious?
|
Filter Exchange · Basic Filter for newbies and old pros...
|
glider msg #36587 |
6/30/2005 5:48:05 PM
I agree with some of the sentiments expressed here. RumpledOne, I think you do a GREAT job sharing your knowledge and expertise, but a filter like this probably goes over the heads of most members here including my own. Maybe, when posting an advanced filter like this, you could also post a basic version of the same one. It's a shame not to be able to use, change and generally 'play around' with it.
|
Backtesting Support · Expainations of headings requested
|
glider msg #36467 |
6/25/2005 7:09:31 PM
I would really, REALLY like to see detailed explainations of the headings with some practical examples.
What are Win/Loss Ratio, Risk/Reward, ROI etc. and how are they calculated?
Is drawdown the opposite to maximum profit?
I know many others have requested this also.
Thanks
|
Backtesting Support · Conditional entry not working
|
glider msg #36399 |
6/21/2005 8:27:39 PM
Tomb,
I made the entry as you said and the results were different. I changed the entry price and got different results each time. So, it is working.
Thanks for looking in to this.
|
Public Filter List · STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS
|
glider msg #36334 |
6/14/2005 7:55:12 PM
Thanks Corsino
I couldn't figure out what was wrong!
|
Public Filter List · STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS
|
glider msg #36318 |
6/14/2005 1:43:03 AM
Thanks for posting this filter Rumpled One. I think it has good potential. Except I cannot backtest it. I've tried saving it to My Filters and also copying and pasteing it directly. It shows 0 stocks listed, even for previous years. Anyone have any ideas?
Approach Information | Approach Name: unnamed approach | Test started on 01/03/2005 ended on 06/10/2005, covering 110 days | Filter used: | /* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */
set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}
Set{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}
Set{uu, u1 + u2}
Set{TREND, uu + u3}
set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}
set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}
set{E1326b,days(ema(13) above ema(26),100)}
set{E1326b1, count(E1326b above -1 , 1)}
set{E1326b2, E1326b * E1326b1}
set{E1326a,days(ema(13) below ema(26),100)}
set{E1326a1, count(E1326a above -1 , 1)}
set{E1326a2, E1326a * E1326a1}
set{E13xE26, E1326a2 - E1326b2}
set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}
set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}
TREND EQUAL 111
E13XE26 ABOVE 0
CLOSE ABOVE 10
VOLUME ABOVE 1000000
ADD COLUMN RSI(2)
ADD COLUMN TREND
ADD COLUMN E13XE26
ADD COLUMN CXE5 {C_x_E5}
ADD COLUMN CXC {C_x_C}
ADD COLUMN VOLPCT {V% chg}
ADD COLUMN VOLCNT {V u/d}
SORT COLUMN 10 DESCENDING
|
|
|
Trade Statistics | There were 0 total stocks entered. Of those, or 0 were complete and or 0 were open. | Of the completed trades, trades or 0.00%resulted in a net gain. | Your average net change for completed trades was: 0.00%. | The average draw down of your approach was: 0.00%. | The average max profit of your approach was: 0.00% | The Reward/Risk ratio for this approach is: 0.00 | Annualized Return on Investment (ROI): 0.00%, the ROI of ^SPX was: 0.00%. |
Exit Statistics | Stop Loss was triggered 0 times or 0% of the time. | Stop Profit was triggered 0 times or 0% of the time. | Trailing Stop Loss was triggered 0 times or 0% of the time. | You held for the maximum period of time (5 days) 0 times or 0% of the time. | An exit trigger was executed 0 times or 0% of the time. |
|
|
Backtesting Support · Definitions
|
glider msg #36272 |
6/10/2005 5:54:22 PM
I second that request.
|
Backtesting Support · Conditional entry not working
|
glider msg #36207 |
6/4/2005 7:59:13 PM
I've entered several different entry requirements, none of them work. Examples: .1, open + .1, open + 1%. In each case, it enters the stock at the open price and returns the same number of trades and statistics. Can someone give me the proper syntax.
|
Backtesting Support · Request: Add Exchange to Trades List
|
glider msg #36066 |
5/21/2005 1:59:23 PM
Is it possible to add Exchange as a column in the trades list so that it would be included in a csv download. This would be very useful for research and analysis purposes.
Thanks
|