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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

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