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Stock Picks and Trading · Village Elder Short -Sell Filter discussions
olathegolf
msg #150941
2/27/2020 9:03:47 AM

I performed a backtest using Village Elder’s revised filter that included KSK8 market cap suggestion. Here are the results:

Test Period: 1/1/19 – 2/20/20

Test 1:
Entry: Based on filter and VE entry rules. All trades included.
Exit: Standard Village Exit Rules
Trades: 609
Record: 454-155
Win %: 74.5
Average Profit/Trade %: 3.07
Largest Win %: 54.1
Biggest Loss %: 105.2
Median Trade %: 3.56
Average Win %: 8.1
Average Loss %: 11.8
Average Days in Trade: 1.52
Std. Deviation of Trades: 13.5
Std. Deviation of Losing Trades: 14.8

Test 2:
Entry: Based on filter and VE entry rules. All trades included.
Exit: Exit trade when ROC5,1 drops below 50
Trades: 609
Record: 406-203
Win %: 66.7
Average Profit/Trade %: 3.63
Largest Win %: 64.3
Biggest Loss %: 105.2
Median Trade %: 3.76
Average Win %: 11.0
Average Loss %: 11.2
Average Days In Trade: 2.09
Std. Deviation of Trades: 15.9
Std. Deviation of Losing Trades: 14.7

Test 3:
Entry: Based on filter and VE entry rules. All trades included.
Exit: Exit trade at the end of day #1
Trades: 609
Record: 375-234
Win %: 61.6
Average Profit/Trade %: 2.04
Largest Win %: 54.1
Biggest Loss %: 113.5
Median Trade %: 1.95
Average Win %: 8.4
Average Loss %: 8.1
Average Days In Trade: 1.0
Std. Deviation of Trades: 12.5
Std. Deviation of Losing Trades: 11.1

Test 4:
Entry: Based on filter and VE entry rules. All trades included.
Exit: Exit trade at the end of day #2
Trades: 609
Record: 385-224
Win %: 63.2
Average Profit/Trade %: 2.23
Largest Win %: 60.9
Biggest Loss %: 388.5
Median Trade %: 3.26
Average Win %: 12.2
Average Loss %: 14.9
Average Days In Trade: 2.0
Std. Deviation of Trades: 28.1
Std. Deviation of Losing Trades: 38.4

Test 5:
Entry: Based on filter and VE entry rules. All trades included.
Exit: Exit trade at the end of day #3
Trades: 609
Record: 385-224
Win %: 63.2
Average Profit/Trade %: 3.02
Largest Win %: 64.3
Biggest Loss %: 364.8
Median Trade %: 3.76
Average Win %: 13.1
Average Loss %: 14.3
Average Days In Trade: 3.0
Std. Deviation of Trades: 23.5
Std. Deviation of Losing Trades: 28.3


Filter Exchange · 4 EMA Cross
olathegolf
msg #150854
2/21/2020 11:46:23 PM

Arenas, when I originally posted the filter, I had ma throughout instead of ema. So I changed and reposted only minutes later.
Maybe SF hadn't refreshed when you viewed.
Please check again.
If you're still seeing ma, simply change the syntax to ema. Thanks.

Filter Exchange · 4 EMA Cross
olathegolf
msg #150839
modified
2/20/2020 10:51:20 PM

Fetcher[
/*Optional Filter*/
average volume(30) above 200000
price above 2

/*Optional Reporting and Drawing*/
add column ema(4) 1 day ago
add column ema(4)
add column ema(8) 1 day ago
add column ema(8)
add column ema(120) 1 day ago
add column ema(120)
draw ema(4)
draw ema(8)
draw ema(120)

/*Filter*/
set{xbelow, count(ema(4) crossed below ema(8),1)}
set{ybelow, count(ema(4) crossed below ema(120),1)}
set{xover,xbelow*ybelow}
xover above 0
draw xover
]



General Discussion · Weekly TSI Data on a Daily Chart
olathegolf
msg #150190
1/8/2020 2:34:23 PM

Thank you!

General Discussion · Weekly TSI Data on a Daily Chart
olathegolf
msg #150170
1/7/2020 1:23:42 PM

Thanks Nibor for the response.
I should have been more clear. Instead of saying "match", I should have said "align."
The trigger being "1" or "0" should represent whether delta is above or below 1.
When I click backwards on the offset date, I get to December 3rd and delta from the results table shows -4.12 while delta on the chart appears to be closer to 23. The next negative delta when working backwards was on October 14th.
On the chart, I was expecting the trigger to be shown as "1" from October 15th onward except for December 3rd.

General Discussion · Weekly TSI Data on a Daily Chart
olathegolf
msg #150141
1/6/2020 8:55:26 AM

In this filter, does anybody know why the output from the trigger variable does not match output from the delta variable?

Fetcher[symlist(spy)
set{delta,weekly tsi(5,5,9) - weekly smoothed tsi(5,5,9)}
set{trigger,count(delta above 0,1)}
add column weekly tsi(5,5,9)
add column weekly smoothed tsi(5,5,9)
add column delta
add column trigger
draw trigger
draw delta line at 0
]



Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher
olathegolf
msg #147281
4/10/2019 12:38:28 AM

Are you also using different exit criteria than EOD? Looks like your VTL exit was close to the low for the day.

Stock Picks and Trading · Any good systems for TQQQ
olathegolf
msg #147272
4/9/2019 7:16:46 PM

And to think I'd given Rocky the credit all these years.

Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher
olathegolf
msg #147271
4/9/2019 6:57:40 PM

Congrats on another win.
Good luck with PRPO.
RSI2 98.7
ROC1,1 31.2
Liquidity 21+M


Stock Picks and Trading · Shills Corner
olathegolf
msg #147222
4/5/2019 3:20:43 PM

At EOD on 4/3/19 (date of entry), CTRP key parameters were:
ROC(1,1) = 1.14
RSI(2) = 77.67
Recent short filters look for ROC and RSI extremes.
What filter were you using?


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