StockFetcher Forums · View by Author: glider (59 messages) ·  [ Display By: Date / Subject ]<< 1 ... 2 3 4 5 6 >> 
General Discussion · ROI & Win/Loss ratioE
glider
msg #36001
5/14/2005 2:32:53 AM

Corsino,

Good point. Thanks for the comment.
I've found that downloading the trades to an excel spreadsheet, adding a few extra columns for Number of shares, Total gain/loss with a running total etc. gives a more realistic % return. It's always lower than the ROI but still a good return.


General Discussion · ROI & Win/Loss ratioE
glider
msg #35996
5/13/2005 11:05:47 PM

Does anybody have an opinion on the relationship between ROI & Win/Loss ratio? I've noticed when backtesting some filters, a very high ROI will result in a low W/L ratio. Example: ROI = 500%, W/L = 35%/65%. I think a good balance between these two indicators would give better and more consistent results. Example: ROI = 150%, W/L = 65%/35%. Any thoughts?

glider


Filter Exchange · CLICKABLE FILTERS
glider
msg #35874
5/3/2005 11:53:07 AM

Corsino,

Regarding "Test period cannot exceed 1 year", make sure the year is correct. I got that message a couple of times and that was always the problem. When I corrected it, everything worked ok. Even though 'use max' gives you about six months, when you manually enter one year, it works.
You're correct about 'Global Off'. I always select it.
Also be careful after saving a backtest strategy based on a saved filter. I've changed some values in the saved filter after setting the backtesting up and found it wasn't referencing the new values. I had to manually change the values in the backtesting section also.
One other thing regarding general results. Even though the market has been down so far this year, the ROI on your filters is impressive. Most filters don't stand the test of a bear market. But I still don't understand why it would return very poor results for 2004.
Keep up the good work.


Filter Exchange · CLICKABLE FILTERS
glider
msg #35866
5/3/2005 2:30:44 AM

Corsino,
Good work on the filters. Here's my 2 cents worth. Sometimes the results are not consistent.
Example:
M 600 - COG>1 + 10 % DECREASE.
Global Filter Off
No Stop Loss
No Stop Profit
5 Day Hold
---------------------------
Dates:12/31/04 - 4/29/05
ROI: 667.16%
---------------------------
Dates: 1/2/04 - 12/29/04
ROI: -77.06%
---------------------------
Why would there be such a difference in ROI?


General Discussion · Commission cost
glider
msg #35864
5/2/2005 10:18:53 PM

Sorry to have to tell you that Freetrade is history as of last Friday April 29. It is now known as Ameritrade Izone. Here's a blurb from their website:

"Designed exclusively for self-sufficient investors who prefer managing their accounts online. With Ameritrade Izone you'll pay just $5 for Internet equity trades, including stop and limit orders. Plus, there's no share limits, no order handling fees and no maintenance fees."


Backtesting Support · Backtested stocks are bought on same day
glider
msg #35852
5/2/2005 5:47:11 PM

cjust,

I checked it out and you're correct. Thanks for the advice.

Glider


Backtesting Support · Backtested stocks are bought on same day
glider
msg #35807
4/29/2005 7:25:37 PM

I've noticed when backtesting a filter, that stocks are bought on the same day. For example, Stock picks for April 20 are potentials for April 21, but in the backtesting results, they are bought (trigger date) on the 20th.
Does anybody know a way around this?
Thanks

glider


General Discussion · Scan multiple filters for common stocks
glider
msg #35196
2/24/2005 1:21:19 AM

No. I would like to create a new filter to display the results. If this isn't possible, a watch list would be ok. I appreciate the reply.

glider


General Discussion · Scan multiple filters for common stocks
glider
msg #35193
2/23/2005 11:15:06 PM

Is it possible to scan a number of filters for common stocks and save the results in a new filter? I've searched the archives but cannot find any information on this.
Thanks in advance for any advice.

glider


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