StockFetcher Forums · View by Author: yepher (353 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 36 >> 
General Discussion ·  Double MA Histogram
yepher
msg #34815
1/8/2005 11:15:29 PM

mktmole,

The hisrogram part is possible but it is not a very usable form. If you search for yepher and Histrogram you will see example solution to the problem.

As for the rest of the indicator it seems you already have all the syntax you need in the description. Here is the indicator as a clickable link

Fetcher[
set{dayDelta, high - low}
set{midPoint, dayDelta / 2}
set{myVals, cma(midPoint, 20) - cma(midPoint, 50)}
myVals above 0
and draw myVals
and draw myVals line at 0

and price above 1
and volume above 1000000

]




Filter Exchange · "The PROPHECY"
yepher
msg #33684
10/26/2004 11:07:40 AM

xplorer,

I ran the filter that started this thread and here are the cumalitve results: (this are probably better viewed in Excel or some other CSV viewer)

Result For,samples, overall,Adv #,Adv %,Dec #,Dec %,Unch,IXIC,DJIA
1 Day, 226, 0.3, 14.39, 2.86, 11.2, -2.66, 0.5, -0.01, -0.02
2 Day, 225, 0.7, 14.57, 4.23, 11.27, -3.42, 0.32, 0.08, 0.02
3 Day, 224, 0.88, 14.56, 5.08, 11.39, -4.18, 0.27, 0.09, 0.04
4 Day, 223, 0.87, 14.55, 5.87, 11.51, -4.74, 0.22, 0.12, 0.04
1 Week, 222, 1.03, 15.01, 6.42, 11.14, -5.21, 0.24, 0.14, 0.06
1 Month, 208, 0.65, 13.16, 13.3, 12.75, -11.9, 0.21, 0.49, 0.49
3 Month, 176, -0.95, 13.02, 21.38, 14.99, -20.58, 0.14, 0.14, 1.52
Current, 226, -2.83, 11.06, 32.51, 15, -29.06, 0.03, -1.27, -3.37

FYI,
These results are calculated by stepping through the stockfetcher performance screen form date offset 1 to date offset 300. Summing of each fields and then divide by the total number of samples.

Here is an example how one field would be calulated.

adv % = (n=1∑300) / sample count

where
n is date offset
and sample count the actual results returned for that field




Filter Exchange · "The PROPHECY"
yepher
msg #33689
10/26/2004 3:34:06 PM

As you say the results are biased toward the trigger day's open value. I don't believe there is a workaround for this within Stockfetcher.

> I assume you ran this outside of SF ? How can I incorporate this testing on any and every screen?

These results were generated directly from the StockFetcher's Performance tool. Although I collect the data automagically and do the calculations automatically.

For true backtesing I generally use Metastock. I have plans to autoconvert Stockfetcher to/from Metastock (and probably TradeStation) filters but have yet to achieve my goal. That goal had the nice side effect of producing my own StockFetcher manual.

> some of my screens are for trading, and are really written to hold from 0 to 10 days ... other screens for 0 - 30 days

I believe the data you seek is contained in the result set already.

This row is what the filter produced on average after 1 week from the trigger day:
1 Week, 222, 1.03, 15.01, 6.42, 11.14, -5.21, 0.24, 0.14, 0.06

And this row is what the filter produces on average after 1 month from the trigger day:
1 Month, 208, 0.65, 13.16, 13.3, 12.75, -11.9, 0.21, 0.49, 0.49

There ia a lot of "raw" data that accompanies these brief results but I did not want to post it because it is quite long. If you are interested in the "raw" form of the data let me know and I will provide a link to download the data.

I think you are probably already aware but Cegis has done some really good work with back-testing within Stockfetcher.

If you have a programming background and are interested in creating your own custom back-testing system you might have a look at:

http://eiffel-mas.sourceforge.net/


Regards,


General Discussion · 10 Stocks That Have Paid Uninterrupted Dividends Since 1899
yepher
msg #114913
modified
8/16/2013 10:01:15 AM

I was reading the book "Little Book of Dividends - A Safe Formula for Guaranteed Returns".

This is the filter he calls "Payout Ratio".

Fetcher[



/*
Little Book of Big Dividends - Chapter 3 If Einstein was a Dividend Investor

Payout Ratio


Rules from chapter:
- Ignore stocks with payout ratio > 60%
- Find stocks with a Quadrix score above 75
*/

set{ divYear, dividend }
set{earnings, Trailing EPS}

set{payoutRatio, divYear / earnings }
set{shares, 1000/close}
set{myVal, shares * divYear }

payoutRatio below .60

and earnings above 0
and divYear above 0
and myVal above 20
and volume above 100000
and since dividend below 95


set{ CurrDiv, dividend / close }
set{ CurrDivPct, CurrDiv * 100 }

add column payoutRatio
add column divYear
add column earnings{Yearly EPS}
add column since dividend {since_div}
add column eps
add column dividend {dividend}

add column dividend yield {div yield}
add column CurrDivPct{Current Div Pct}
add column myVal{Value}
add column industry
add column market




]



The books seems to give a good strategy for the Dividend focused investor.

Has any read the book or have experience with the BSD formula?

-- Yepher



General Discussion · 10 Stocks That Have Paid Uninterrupted Dividends Since 1899
yepher
msg #114918
modified
8/16/2013 10:23:43 AM

This is not an exact match to the BDS stocks list but it is close.

General Discussion · 10 Stocks That Have Paid Uninterrupted Dividends Since 1899
yepher
msg #114932
8/16/2013 8:23:08 PM

@duke56468

Thanks for the information. Does the back test take into account dividends as part of gains or does it only look at stock price?

-- Yepher

Filter Exchange · a daily trade filter that needs help
yepher
msg #41000
2/5/2006 11:24:44 PM

I do not use William %R so I can not comment on it's reliability. But I do have a few observations about the filter.

- There are a few redundant lines that do nothing. They are removed in the filter below.

- I think the volume amount you have is too thin for the price stocks you are scanning for (unless you are trading a really small account).

- I can imagine that stocks below $1 are less predictable than the >$1. You might try an analysis to prove or dis-prove this.

- Personally I believe that volume has more predictive power than price alone for determining the direction a stock is going to go. Try using a volume indicator to further refine your filter.

- One other trick I like to play is put some constraints on the Advance Decline ratio so a filter will not return any thing if the overall market is not going in the direction to my benefit.

Corrected filter:
Fetcher[
Show stocks where Williams %R (14) has been increasing over the last 2 days
and williams %R (14) crossed -60 from below one day ago
and close is between .5 and 10
and Average Volume(90) is above 50000
and exchange is not OTCBB
]







Filter Exchange · a daily trade filter that needs help
yepher
msg #41069
2/7/2006 4:18:33 PM

Thanks TRO :)

-- Yepher


Filter Exchange · A filter for stocks with a high probabilty of making a large move
yepher
msg #31693
4/12/2004 3:39:56 PM

What kind of day range do you want to hold the stock?


Filter Exchange · A filter for stocks with a high probabilty of making a large move
yepher
msg #31727
4/13/2004 11:44:49 PM

Here is a filter that I tend to see a big price movement the next day or so from. I have had a lot of success with these filter helping me to pick my next days watch list.

Fetcher[
open below the median bollinger(20)
AND close above the upper bollinger(20)
AND day point range is above 2.00
AND price between 1
AND 10 AND volume above 91000
]



This is a pretty tight filter and has only given 36 or so trades over the past 2 year. One more as of today (04/13/04) COHT. Statistically there is a very good indication that if you buy the result on market close and hold over night on average you will get a return of ~7% if you sell immediatly on open. Once it got ~115%. (I am going from memory on these numbers so the maybe off a little) Of course if you can figure out which direction the market will go the next day and immediatly go Long or Short that number increase to 50-100+%. The problem is you have no protection with stop losses so you can get hurt real bad by trying this so I am NOT suggesting you try it.

Here is a relaxed version of the filter above. I have not analyzed this over time to understand what it's characteristics is but should provide some fairly large movemets the next day.

Fetcher[
close above the upper bollinger(20)
AND day point range > 1.0
AND price between 1 and 10
AND volume above 5000
]

-- Yepher



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