| StockFetcher Forums · View by Author: mahkoh (1,059 messages) · [ Display By: Date / Subject ] | << 1 2 3 4 5 ... 106 >> |
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| 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. |
| Filter Exchange · Can anyone explain this? | |
| mahkoh msg #149006 |
8/28/2019 4:21:44 PM In order for the stock to satisfy the condition of the filter it must shoot up at least some 80 %. This typically only happens to trash pennystocks.. |
| Filter Exchange · need help - EMA20 crossover EMA40 | |
| mahkoh msg #148965 modified |
8/21/2019 5:08:45 AM |
| Filter Exchange · Need Help - Buy the Dip | |
| mahkoh msg #148959 |
8/20/2019 5:02:16 AM http://www.stockfetcher.com/forums2/Filter-Exchange/BUYING-THE-DIP/113409/-1/113409 |
| General Discussion · high of day on strong volume | |
| mahkoh msg #148316 |
6/30/2019 6:36:54 AM This filter tells you which stocks were near their high of the day some 20 minutes ago. |
| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #148315 |
6/30/2019 6:22:21 AM I had to adjust a few statements in order to run it with economy class subscription. It suggests FRSX which I also have as first on the list. Stratasearch has min/max functions, but they're called lower and higher. Also abs() is available. |
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