StockFetcher Forums · View by Author: glider (59 messages) ·  [ Display By: Date / Subject ]<< 1 ... 2 3 4 5 6 >> 
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


StockFetcher Forums ·  · << 1 ... 2 3 4 5 6 >>

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus