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General Discussion · How to implement if else in SF
olathegolf
msg #108317
10/8/2012 9:46:29 PM

TRO has several posts that describe how to do this. Try this link:

http://forums.stockfetcher.com/sfforums/?q=view&tid=28017&start=40&isiframe=


General Discussion · POLITICS GOES HERE
olathegolf
msg #108001
9/10/2012 9:43:53 PM

Some good quotes from Thomas Jefferson:
"If a nation expects to be ignorant and free, in a state of civilization, it expects what never was and never will be."

". . . whenever the people are well-informed, they can be trusted with their own government; that, whenever things get so far wrong as to attract their notice, they may be relied on to set them right."
...............................................................................................................
From 2009: http://www.youtube.com/watch?v=e_JJLLfTR8I&feature=related

From 2008: http://www.youtube.com/watch?v=NyvqhdllXgU
...............................................................................................................
I hope we are better informed in 2012.

Filter Exchange · STOCHASTIC CROSSOVER SYSTEM FOR SDS AND SSO
olathegolf
msg #107450
modified
8/7/2012 11:31:16 PM

Nice, Kevin. Thanks.

Anyone interested in backtesting manually can download (and modify) a stochastics spreadsheet from: http://stochastics.weebly.com/
**Update: Looks like this is not free but you may find the link useful.**

General Discussion · POLITICS GOES HERE
olathegolf
msg #106127
5/7/2012 1:17:20 PM

Totally agree with daybuck.

Contrary to previous posts, I would argue that the sheeple position would be to NOT vote. For many Americans, voting is the one thing that we CAN do to make a difference.

Filter Exchange · Boolean Operators OR and NOT
olathegolf
msg #105956
4/19/2012 9:29:35 PM

TRO has a bunch of posts on this. Here's an excerpt......

guru_trader
454 posts
msg #54660
- Ignore guru_trader 9/9/2007 3:22:11 AM

Yes, thanks for TRO and others ...

Currently StockFetcher does not support conditional boolean logic directly. This is due to the potentially enormous computational impact it might have on StockFetcher's servers. There are, however, some work-arounds which may accomplish any boolean logic (or/if conditions). See the following forum posts for some solutions:

http://www.stockfetcher.com/stockdb/fetcher?p=forum&sub=view&fid=1001&tid=28017

http://www.stockfetcher.com/stockdb/fetcher?p=forum&sub=view&fid=1003&tid=28019

General Discussion · POLITICS GOES HERE
olathegolf
msg #105862
4/9/2012 1:46:43 PM

This is a well documented statement from Obama in January 2001:

"The Supreme Court never ventured into the issues of redistribution of wealth and sort of more basic issues of political and economic justice in this society. And to that extent, as radical as I think people tried to characterize the Warren Court, it wasn't that radical. It didn't break free from the essential constraints that were placed by the founding fathers in the Constitution, as least as it's been interpreted, and [sic] Warren Court interpreted in the same way that, generally, the Constitution is a charter of negative liberties, says what the states can't do to you, says what the federal government can't do to you, but it doesn't say what the federal government or the state government must do on your behalf."

Negative civil liberties. Think hard about that.

Unfortunately, we have been traveling toward the cliff for a number of years. Obama just has his foot on the gas.

I heard someone say that we have a single party system with two faces. That may be truer than we think. There are many lemmings on both sides of the aisle. I don't believe that not voting is the answer. Voting likely is the answer. We need more of what happened in the elections of 2010.

General Discussion · POLITICS GOES HERE
olathegolf
msg #105847
4/7/2012 2:36:48 PM

I agree with TRO. By the way, I don't HATE Obama, just what he stands for.

Filter Exchange · Need help with code
olathegolf
msg #105845
4/6/2012 10:33:26 PM

Fetcher[
symlist(TNA,TZA)
set{x,close/ma(5)}
add column x
]



Filter Exchange · Winning Strategy
olathegolf
msg #105569
3/20/2012 11:04:12 PM

Leavamit,

Nice filter. I tweaked it a bit to include liquidity criteria over 3 time periods. Min $/day set at $5M for each period. There are fewer hits but returns are still very good.

.........................................

Exit Setup
Stop Loss: N/A
Profit Stop: 2%
Trailing Stop Loss: N/A
Minimum Holding Days: 1
Maximum holding days: 3

Advanced Options
Selection Method: select by volume descending
Entry Price: close
Conditional Entry: No
Exit Price: open
Maximum Trades Per Day: 3
Maximum Open Positions: 3
Maximum Selected Stocks: 3
Close all OPEN positions: Yes

Fetcher[
stocks are not OTCBB
Stocks are not etf
Bollinger Width Oscillator(5,2) below -50 in last day
Day Position(0.05,1) below day position 3 days ago
do not draw day position (-1.00,5)
do not draw day position
set{liquidity1,average volume(90) * open}
set{liquidity2,average volume(30) * open}
set{liquidity3,average volume(10) * open}
liquidity1 > 5000000
liquidity2 > 5000000
liquidity3 > 5000000
and draw apo(5,2) > 0.085
and draw cmf(5) below 0 within last 3
and mass index(12) < 26.5
rsi(2) crossed below 1 within last 5 days
]




Test started on 12/31/2001 ended on 12/31/2003, covering 504 days
Filter used:
Trade Statistics
There were 149 total stocks entered. Of those, 149 or 100.00% were complete and or 0.00% were open.
Of the 149 completed trades, 128 trades or 85.91%resulted in a net gain.
Your average net change for completed trades was: 2.27%.
The average draw down of your approach was: -7.68%.
The average max profit of your approach was: 9.63%
The Reward/Risk ratio for this approach is: 4.12
Annualized Return on Investment (ROI): 409.14%, the ROI of ^SPX was: -2.07%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 128 times or 85.91% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 21 times or 14.09% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
Trade Statistics
There were 70 total stocks entered. Of those, 70 or 100.00% were complete and or 0.00% were open.
Of the 70 completed trades, 57 trades or 81.43%resulted in a net gain.
Your average net change for completed trades was: 0.93%.
The average draw down of your approach was: -6.26%.
The average max profit of your approach was: 6.54%
The Reward/Risk ratio for this approach is: 1.86
Annualized Return on Investment (ROI): 149.70%, the ROI of ^SPX was: 6.12%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 56 times or 80.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 14 times or 20.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/30/2005 ended on 12/31/2007, covering 502 days
Filter used:
Trade Statistics
There were 80 total stocks entered. Of those, 80 or 100.00% were complete and or 0.00% were open.
Of the 80 completed trades, 63 trades or 78.75%resulted in a net gain.
Your average net change for completed trades was: 1.79%.
The average draw down of your approach was: -6.53%.
The average max profit of your approach was: 8.82%
The Reward/Risk ratio for this approach is: 2.80
Annualized Return on Investment (ROI): 295.02%, the ROI of ^SPX was: 8.39%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 62 times or 77.50% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 18 times or 22.50% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/28/2007 ended on 12/30/2009, covering 505 days
Filter used:
Trade Statistics
There were 241 total stocks entered. Of those, 241 or 100.00% were complete and or 0.00% were open.
Of the 241 completed trades, 191 trades or 79.25%resulted in a net gain.
Your average net change for completed trades was: 1.94%.
The average draw down of your approach was: -9.10%.
The average max profit of your approach was: 9.84%
The Reward/Risk ratio for this approach is: 2.26
Annualized Return on Investment (ROI): 317.32%, the ROI of ^SPX was: -11.68%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 187 times or 77.59% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 54 times or 22.41% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Test started on 12/31/2009 ended on 12/30/2011, covering 504 days
Filter used:
Trade Statistics
There were 152 total stocks entered. Of those, 152 or 100.00% were complete and or 0.00% were open.
Of the 152 completed trades, 127 trades or 83.55%resulted in a net gain.
Your average net change for completed trades was: 1.46%.
The average draw down of your approach was: -6.24%.
The average max profit of your approach was: 7.85%
The Reward/Risk ratio for this approach is: 2.27
Annualized Return on Investment (ROI): 245.13%, the ROI of ^SPX was: 5.70%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 122 times or 80.26% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 30 times or 19.74% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Filter Exchange · 469% from 3/1/2007 to 2/29/2012
olathegolf
msg #105232
3/3/2012 10:55:13 AM

What are your entry and exit rules?
Need to define under Backtesting - Exit and Advanced Options.


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