StockFetcher Forums · View by Author: heyen (124 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 13 >> 
Backtesting Support · What are some good backtesting results?
heyen
msg #46048
7/23/2006 3:32:32 PM

yes, you can make profits with loosing 3 out of 4 times.
But when you get in a draw down it really stresses your emotions.

And: dont forget to include comission and worse: slippage!!!


Filter Exchange · Winning Streak!
heyen
msg #45590
7/9/2006 8:46:50 AM

This thread is called winning streak as it is nothing close to a mathematical approach.

Of course there is another option to get in at a certain price.
Anyone that knows can tell....

This should call your attantion to the matter that any backtesting involves information, that would not have been available to you at the time actually trading.

"Past performance is no indication of future results!"

Keep that in mind. Dont try to maximize gains, try to have a simple system, that works most times and keeps the losses small.

This link is not meant as advertising, but as a moral story to anyone trying to make it in trading:

http://www.tradeology.com/million-dollar-trade.html

Please, whenever backtesting, take a calculator. Sum up a double ask-bid-spread slippage both ways and your round trip commission. Take this number off your profits and then decide if your system is all that great.

You can calculate yourself rich without slip or commish. But it wont work.

And please browse the forum for "money management". I pray you.

heyen


Filter Exchange · Winning Streak!
heyen
msg #45396
6/30/2006 3:03:13 PM

I am!

Told you - its luck, not trading.

:-)


Filter Exchange · Winning Streak!
heyen
msg #45392
6/30/2006 12:15:55 PM

Trading is not everything, you also need a bit of luck!

;-p

Approach Information
Approach Name: Mega-Test
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
Open between 2 and 5
and average volume(90) above 750000
and market is nasdaq
and RSI(2) decreasing 1 day

Trade Statistics
There were 504 total stocks entered. Of those, 503 or 99.80% were complete and 1 or 0.20% were open.
Of the 503 completed trades, 447 trades or 88.87%resulted in a net gain.
Your average net change for completed trades was: 4.40%.
The average draw down of your approach was: 0.00%.
The average max profit of your approach was: 7.62%
The Reward/Risk ratio for this approach is: 25.89
Annualized Return on Investment (ROI): 1087.58%, the ROI of ^SPX was: 6.12%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (1 days) 503 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed1 day chg2 day chg3 day chg4 day chg5 day chg
Winners:447482383359353343
Losers:370104130137152
Win/Loss Ratio:12.08:10.00:13.68:12.76:12.58:12.26:1
Net Change:4.40%4.06%4.31%4.52%4.62%4.28%

Statistics By Variable: Match Price
 <2<2.4<2.8<3.2<3.6<4<4.4<4.8<5.2<5.6
Completed26:093:1056:459:556:159:846:546:46:0-
1 day chg26:0106:063:060:055:066:051:049:06:0-
2 day chg20:788:1848:1649:1447:950:1742:1138:91:3-
3 day chg18:680:2647:1841:2041:1651:1742:1237:112:4-
4 day chg17:982:2345:2042:2241:1552:1637:1635:122:4-
5 day chg17:1081:2444:2140:2337:1854:1537:1731:202:4-

Statistics By Variable: Average Volume
 <10.0M<20.0M<30.0M<40.0M<50.0M<60.0M<70.0M<80.0M<90.0M<100.0M
Completed416:3519:03:03:05:2--1:0--
1 day chg449:020:03:03:06:0--1:0--
2 day chg358:9714:42:13:05:2--1:0--
3 day chg336:12013:71:13:05:2--1:0--
4 day chg328:13016:22:13:03:4--1:0--
5 day chg319:14318:21:13:01:6--1:0--



Filter Exchange · 100% Win Rate, 545% ROI, 54 trades?
heyen
msg #44897
6/12/2006 11:33:56 AM

Please also check the surprises in open trades.
Though less than 10% not going the right direction is still above good average.


General Discussion · Woodies CCI Club - day trading style
heyen
msg #44896
6/12/2006 11:23:43 AM

Guckst Du Email!


General Discussion · Trading for a living - Backtesting Systems
heyen
msg #44884
6/11/2006 4:50:38 PM

Test Drive AB Pro and you wont need TS!


General Discussion · Woodies CCI Club - day trading style
heyen
msg #44883
6/11/2006 4:36:16 PM


Since this hasn't been discussed here before, i thought i'd bring it up once.

woodiescciclub.com

There are some videos on the site (all free).
Its about pinpointing entry points for short term trades. Certain CCI patterns
suggest break of support / resistance.

Any thoughts or experiences with CCI for entry/exit?


Filter Exchange · request of stocks that mimic market
heyen
msg #44687
6/6/2006 6:54:56 PM

You might want to have look at the "Foretelling the Future..." thread.

Changed the filter to suit your want:

Fetcher[
market is nasdaq
set{c1,count(ind(qqqq,day change) above 0,1) + count(day change above 0,1)}
set{c2,count(ind(qqqq,day change) below 0,1) + count(day change below 0,1)}
set{correl,count(max(c1,c2) equal 2,100)}
add column correl
sort by column 5 descending
]




Filter Exchange · How to finding stocks to daytrade
heyen
msg #44361
modified
5/29/2006 8:22:42 AM

use this link:

the forum takes out "& image" wich goes where the funny symbol is.

http://img23.imagevenue.com/img.php?loc=loc103& image=70928_sample.jpg

so take out the space in the link between "&" and "image"



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