StockFetcher Forums · View by Author: (5 messages)  [ Display By: Date / Subject ]<< >> 
General Discussion · Kevin_in_GA
mrparks
msg #123821
5/19/2015 1:46:23 PM

I appreciate your in posts. In your post about the sharpe, trevor ane jensen ratios. Could you include the Sortino Ratio?

Filter Exchange · Webinar with M4M
mrparks
msg #90749
4/3/2010 11:46:12 AM

Did this webinar come to pass?

Filter Exchange · Filter help request
mrparks
msg #43159
4/23/2006 6:09:04 PM

Much thanks to Yepher for the help for writig the filter.

This filter is a counter trend filter. It was backtested in 2001 with results for 10 years of backtesting.
With a target of 16% and a stop of 12% it produced a net average 3.95% per trade with the trades lasting no longer than 3 days. The win ratio was about 67%.

set{delta, high - low}
set{ratio, delta / volume}
set{diff, volume - volume 1 day ago}

volume above 250000
AND close above 10

/*
volume for the current day is greater than the volume for the previous day and
*/
AND volume above volume 1 day ago
AND add column diff
/*
the current days (high-low) / volume is less than the previous day's (high-low) / volume
*/
AND ratio above ratio 1 day ago
High is below High 1 day ago and
Low is below Low 1 day ago
no bar gaps
price is > 25% below ma(13)
close is above day position(0.50)



Filter Exchange · Filter help request
mrparks
msg #43130
4/22/2006 6:48:58 PM

how to state the following:

if volume for the current day is greater than the volume for the previous day and the current day's (high-low) / volume is less than the previous day's (high-low) / volume



General Discussion · PENNY STOCK SPECTACULAR
mrparks
msg #42665
3/30/2006 10:14:46 PM

find stocks where the weekly RSI(2) is below 10
Show stocks where the Double Stochastic(7,3) is increasing past one day
pattern is Hanging Man




StockFetcher Forums ·  · << >>

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus