StockFetcher Forums · View by Author: (310 messages)  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 31 >> 
Stock Picks and Trading · Shills Corner
novacane32000
msg #148006
6/2/2019 9:18:31 AM

I have backtested Martingale trading systems and you can win 20 trades in a row then lose the next 3 out of 5 and all your profits are wiped out.

General Discussion · Understanding the Performance Test
novacane32000
msg #148005
6/1/2019 10:50:59 PM

Clickable

Fetcher[ Show stocks where shares outstanding is below 20%
and close is between 2 and 50
Average Day Range(5) Above 2.5%
volume is above 100000
Close above EMA(18)
Close above EMA(9)

Sort Column 5 descending
add column RSI(2)
add column RSI(14)
add column Momentum(12)



Momentum(12) above Momentum(12) 2 day ago
RSI(14) above RSI(14) 1 day ago
MACD Histogram(12,26,9) above MACD Histogram(12,26,9) 1 day ago

draw MACD Histogram(12,26,9)
draw RSI(2)
draw RSI(14)
draw Momentum(12
]



General Discussion · How to find the Most Trending/Momentum Stocks over the last 60D
novacane32000
msg #148001
modified
6/1/2019 1:50:35 PM

Maybe this

Fetcher[ SET{6WEEK, WEEKLY CLOSE / WEEKLY CLOSE 6 WEEKS AGO}
SET{6WEEK3, 6WEEK - 1}
SET{6WKRETURN, 6WEEK3 * 100}

Sort column 5 descending
Volume above 100000
Price above 5

ADD COLUMN 6WKRETURN {6 WEEK RETURN (%)}
]



Filter Exchange · Super Trend Filter
novacane32000
msg #147943
5/28/2019 9:54:13 AM

Thanks
That is the type of backtesting I want to do. Tweak the parameters to see how they work in different markets but my manual process just takes too long.

Thanks for the link , very helpful.

Filter Exchange · Super Trend Filter
novacane32000
msg #147925
5/25/2019 6:29:05 PM

Need help backtesting this filter.

I dug up this filter from Kevin and then manually backtested it on excel going long or short on every trend change the same day it occurs for the sake of ease on the backtest.

Trading SPY
From June 2016 to the present day your account would have grown 20.2% taking all the long trades and exciting when the trend changed on 70 trend changes. Short trades lost 13.6% also on about 70 trades. This makes sense since the market trended up during this time.

From the last qtr of 2017 to present day the filter actually beats the market going long and also makes a profit going short. Prior to that, it underperformed

Now, where I need help and where all can benefit, is finding a way to automate this backtest so we can try different combinations of the MA. I did it the hard way, I looked at the chart and entered the buy and sell price of every SPY trade in an excel sheet and then had my data.

Does anyone have a better idea?

Here is the filter.


/* code by Kevin_in_GA */

/*TRENDSUM*/

/*1. IS THE MA(3) ABOVE THE MA(6)? +1 FOR YES, -1 FOR NO*/
Fetcher[set{var1a, count(ma(3) above ma(6), 1)}
set{var1b, count(ma(3) below ma(6), 1)}
set{var1, var1a - var1b}

/*2. IS THE CLOSE ABOVE THE MA(3)? +1 FOR YES, -1 FOR NO*/
set{var2a, count(close above ma(3), 1)}
set{var2b, count(close below ma(3), 1)}
set{var2, var2a - var2b}

/*3. IS THE CLOSE ABOVE THE MA(6)? +1 FOR YES, -1 FOR NO*/
set{var3a, count(close above ma(6), 1)}
set{var3b, count(close below ma(6), 1)}
set{var3, var3a - var3b}

/*4. IS THE SLOPE OF MA(3) POSITIVE? +1 FOR YES, -1 FOR NO*/
set{var4a, count(ma(3) above ma(3) 1 day ago, 1)}
set{var4b, count(ma(3) below ma(3) 1 day ago, 1)}
set{var4, var4a - var4b}

/*5. IS THE SLOPE OF MA(6) POSITIVE? +1 FOR YES, -1 FOR NO*/
set{var5a, count(ma(6) above ma(6) 1 day ago, 1)}
set{var5b, count(ma(6) below ma(6) 1 day ago, 1)}
set{var5, var5a - var5b}

/*6. IS THE CLOSE ABOVE THE PARABOLIC SAR? +1 FOR YES, -1 FOR NO*/
set{var6a, count(close above Parabolic SAR(0.02,0.2), 1)}
set{var6b, count(close below Parabolic SAR(0.02,0.2), 1)}
set{var6, var6a - var6b}

/*7. IS THE +DI(14) ABOVE THE -DI(14)? +1 FOR YES, -1 FOR NO*/
set{var7a, count(PDI above MDI, 1)}
set{var7b, count(PDI below MDI, 1)}
set{var7, var7a - var7b}

/*SUMMING THE INDIVIDUAL INDICATORS INTO THE TRENDSUM*/
set{sum1, var1 + var2}
set{sum2, sum1 + var3}
set{sum3, sum2 + var4}
set{sum4, sum3 + var5}
set{sum5, sum4 + var6}
set{trendsum, sum5 + var7}
SYMLIST(SPY)

ADD COLUMN TRENDSUM
DRAW MA(3)
DRAW MA(6)
DRAW PARABOLIC SAR
DRAW TRENDSUM
PLOTTYPE{TRENDSUM, ZEROBAR}
DRAW ADX
]





General Discussion · Backtest
novacane32000
msg #146455
2/6/2019 10:07:29 AM

Any suggestions on the best way to backtest a strategy for stockfetcher filters?

Stock Picks and Trading · Shills Corner
novacane32000
msg #146146
1/18/2019 9:43:37 PM

What is about the Philipinos and Karaoke? They all love it !!LOL

Stock Picks and Trading · Shills Corner
novacane32000
msg #145345
11/26/2018 4:47:04 PM

Sold 1/3 of my DGAZ position for a nice profit of 30%.

Stock Picks and Trading · Shills Corner
novacane32000
msg #145336
11/23/2018 1:33:51 PM

Added to my DGAZ position at 2.71

Had my finger on the trigger ready to dump half my position at the close today and then decided to hold.

Up nicely in after-hours. Monday will be interesting.

Stock Picks and Trading · Shills Corner
novacane32000
msg #145333
11/23/2018 11:09:41 AM

Are you holding DGAZ through the weekend ?

StockFetcher Forums ·  · << 1 2 3 4 5 ... 31 >>

*** 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