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Stock Picks and Trading · Discussions for Ed S nibor100 Exploring VE's Profitable Short-Sell Filter
mahkoh
msg #151002
modified
2/29/2020 11:41:54 AM

Nibor,

No problem. Was just wondering what led you to explore the hard road while the easy road is so obvious.
I assume you do not have moral issues shorting these names. For the bulk of them the business model is robbing investors by dilution.

Stock Picks and Trading · Discussions for Ed S nibor100 Exploring VE's Profitable Short-Sell Filter
mahkoh
msg #150970
2/28/2020 5:59:53 AM

Isn't it a lot easier to act upon what has happened than trying to predict what will happen? IB usually has short available for multiday runners, Tradezero has them definitely.

Filter Exchange · help with code line
mahkoh
msg #150508
modified
1/26/2020 8:31:35 AM

Use "crossed above 0.8" in the second snippet

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
mahkoh
msg #150439
1/21/2020 2:46:30 PM

One thing I always incorporate in filters like these is:

"add column high 200 week high"

If this column shows a price in the thousands you're dealing with a compulsive reverse splitter. You can be much more confident that it will work out well.

General Discussion · IBs Scale Trader
mahkoh
msg #150113
1/4/2020 9:13:13 PM

IB PRO often fills me at a better price than I settled for, I don't assume they will do that with the free version as well.

General Discussion · faulty ROC filter returns?
mahkoh
msg #149228
9/24/2019 5:46:53 PM

I can't find any difference between your custom_roc and the out of the box ROC(250,1) ?

Filter Exchange · 5% pullback -LONG
mahkoh
msg #149225
9/24/2019 2:24:09 PM

Tradezero has its plusses. No platform fees if you use the webtrader, no commisions if you add liquidity and no PDT rule if you're not a US citizen.

Filter Exchange · 5% pullback -LONG
mahkoh
msg #149213
modified
9/23/2019 4:34:53 PM

I know Tradezero usually charges somewhere around 2 percent locate fee. However if you hold overnight you pay that rate 7 x for the first night and 1 x for every following overnight hold. I don't know the structure for centerpoint but I assume it to be something similar. The question is how much will be left if you have to deduce 15% from every trade? You may be better off shorting the open or hope for a little opening bounce to sell into.

Filter Exchange · 5% pullback -LONG
mahkoh
msg #149207
modified
9/22/2019 3:54:54 PM

Now that's more like the genuine KSK8 stuff.

Again usually 1 or 2 candidates, a portfolio of 2 returns 150% annually without compounding.
$50.000 becomes $462.000 from 1/1/2014 until 9/22/2019, when compounded $22.591.354.
Profitable 60% , biggest loss 100%. Only a few of the losses did not turn into profit if held for a few days/weeks.
https://imghostr.com/ajyRbRmPL
https://imghostr.com/Ych4n2CN5
Note that the strategy had difficult times from late 2014 till mid 2016 and the first half of 2018.

For fun the equity graph of a single portfolio compounded; don't put all eggs in one basket!
https://imghostr.com/Ych4n2CN5

I took the liberty of adding that close must be above 0.1 and did not filter the fundamental part although I do think it can be done in Stratasearch.


Filter Exchange · 5% pullback -LONG
mahkoh
msg #149203
modified
9/22/2019 6:12:40 AM

Stratasearch code:
ENTRY STRING:
mov(volume,10,s)>50000
and
close>0.1
and
rsi(2)<5
and
proc(close,1)<-10
and
had*lert(ref(rsi(2),-1)>99,60)>1
and
had*lert(high/open>1.05,100)>5

EXIT STRING (take 5% or exit at close)
gtclimit(5)
or
$daysheld>0

Backtest from 1/1/2014 until 9/22/2019
Usually there are 1 or 2 stocks selected by the filter, so let's assume we trade a portfolio of 2.
Initial equity of $50.000, ending equity $421.53
1234 trades, 52.11 % profitable

https://imghostr.com/ONWaK4dQx

You could use a stop, but working with daily candles that cannot be really backtested. Stratasearch will not be able to determine whether the stop or profit was hit first if both triggered.

I'd stick to shorting if I were you. Let me know if I missed anything.

EDIT: had to change ' a' to * in the had/__REMOVED__/ formula. Apparently some html function triggers when one posts alert.

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