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General Discussion · Kevin_in_GA
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
msg #90749
4/3/2010 11:46:12 AM

Did this webinar come to pass?

Filter Exchange · Filter help request
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
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

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

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