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Filter Exchange · RSI(7) below 20
heyen
msg #41973
modified
3/13/2006 5:54:52 AM

I backtested only above $1 and 250,000 average volume, quite satisfying in conjunction with my other criteria for choice...
But hey, if you have much better filters for quick profitable trades, just let me know... ;-)

I tried so many other approaches - as low RSI means its a not hot stock.
But I dont get to catch racing stocks in time, pull backs eat the profits.
Most reliable reproducable profits worked best with RSI(7), wich is almost the same approach as RSI(2) below 1.



Filter Exchange · RSI(7) below 20
heyen
msg #41961
3/12/2006 9:27:44 PM

Fetcher[
RSI(7) below 20
date offset 1
]



can be used to everyones like... just sell after 1 day


Filter Exchange · Searching for a simple but secure filter....
heyen
msg #41820
3/7/2006 5:42:09 PM

Unrealistic? I dont know, be aware of money management and expect those trades only to happen once a month :-). BTW these are all nasdaq stocks, traded above 250000 on average. Its only the icing on the cake. This strategy alone is not satisfying. And an expectation of 10% every 2 days is indeed not realistic.

Ausser man hat die Glaskugel, die die Zukunft zeigt :-)

Approach Information
Approach Name: Megafilter (1110%!!!) 2 Days exactly
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
>>>>> Megafilter 2 Days exactly (saved filter)

Trade Statistics
There were 23 total stocks entered. Of those, 23 or 100.00% were complete and or 0.00% were open.
Of the 23 completed trades, 13 trades or 56.52%resulted in a net gain.
Your average net change for completed trades was: 7.86%.
The average draw down of your approach was: -7.72%.
The average max profit of your approach was: 17.10%
The Reward/Risk ratio for this approach is: 3.74
Annualized Return on Investment (ROI): 769.87%, the ROI of ^SPX was: 6.12%.

Exit Statistics
Stop Loss was triggered 4 times or 17.39% 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 (3 days) 19 times or 82.61% 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:131013121310
Losers:101310111013
Win/Loss Ratio:1.30:10.77:11.30:11.09:11.30:10.77:1
Net Change:7.86%0.40%6.36%3.54%5.38%3.01%

Statistics By Variable: Match Price
 <2.25<2.5<2.75<3<3.25<3.5<3.75<4<4.25<4.5
Completed2:12:11:02:12:0-0:22:21:11:1
1 day chg2:11:20:12:12:0-0:21:31:11:1
2 day chg2:11:21:01:22:0-0:23:11:11:1
3 day chg2:11:21:02:12:0-0:22:21:11:1
4 day chg2:11:21:02:12:0-1:12:21:11:1
5 day chg2:10:31:02:11:1-1:12:21:10:2

Statistics By Variable: Average Volume
 <2.0M<4.0M<6.0M<8.0M<10.0M<12.0M<14.0M<16.0M<18.0M<20.0M
Completed4:42:13:21:11:10:11:01:0--
1 day chg3:51:23:21:10:20:11:01:0--
2 day chg5:32:14:11:10:20:11:00:1--
3 day chg4:42:13:21:10:20:11:01:0--
4 day chg4:42:14:11:10:20:11:01:0--
5 day chg3:51:24:11:10:20:10:11:0--



Filter Exchange · In Bears We Trust
heyen
msg #41432
modified
2/20/2006 8:32:00 PM

Fetcher[ Show stocks where close > MA(130)
And close reached a new 6 week high
And volume reached a new 124 day high

and Average Volume(90) is above 50000
and close is between 2 and 5
and date offset 2
]





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