StockFetcher Forums · Filter Exchange · TRO'S CROCK POT 2.0<< 1 ... 4 5 6 7 8 >>Post Follow-up
585 posts
msg #116201
Ignore davesaint86
10/23/2013 4:58:25 PM

Forgot to add this a backtesting area.

4,599 posts
msg #116202
Ignore Kevin_in_GA
10/23/2013 7:04:28 PM

Dave - this requires you go long one and short the other. What I was thinking was that you go place a long bet on whichever stock goes up more than X% from the open, knowing that since they are inversely related only one will do this.

585 posts
msg #116206
Ignore davesaint86
10/23/2013 11:13:10 PM

Sorry Kevin. Your idea makes more sense. If each of us would have bought $5,000 of Dust and $5,000 of Nugt at the open Monday morning (also with a 3% trailing stop) I'm pretty sure on Monday the 3% trailing stop for Dust would have been hit. Nugt would have made a high of 18% yesterday and then today I assume the trailing stop would have been triggered at 15%. So we would have had a 15% gain on Nugt and a 3% or so lost on Dust.

4,599 posts
msg #116208
Ignore Kevin_in_GA
10/24/2013 12:01:03 AM

Or just buy the one that gains 3% using a set of buy stops. That was the idea from Bartune1, which saves you money.

1,064 posts
msg #116210
Ignore mahkoh
10/24/2013 6:47:23 AM

One could throw in statistics on how many times the stock went to 5, 8 and 10 % after a 3 % move.
And we could call it "Run Forrest, Run"

116 posts
msg #116233
Ignore olathegolf
10/24/2013 6:13:44 PM

On a daily time frame, I think this is just a variation of TRO's MTC.

Trigger is 3% above the open.
Counts how many times you achieve 0.25%-3% above the trigger

set{hiop,high - open}
set{hioppct,hiop / open}
set{trigger,0.03} /*Trigger - Stock Up 3% from open*/
set{trigger1,1 + trigger}
set{triggervalue,trigger1 * open}
set{gain0.25%,trigger + 0.0025}
set{gain0.5%,trigger + 0.005}
set{gain1.0%,trigger + 0.01}
set{gain1.5%,trigger + 0.015}
set{gain2.0%,trigger + 0.02}
set{gain2.5%,trigger + 0.025}
set{gain3.0%,trigger + 0.03}
set{uptrigger,count(hioppct > trigger,100)}/*Count how many times stock achieves 3% above open*/
set{upgain0.25%,count(hioppct > gain0.25%,100)}/*Count how many times stock achieves 0.25% above trigger*/
set{upgain0.5%,count(hioppct > gain0.5%,100)}/*Count how many times stock achieves 0.5% above trigger*/
set{upgain1.0%,count(hioppct > gain1.0%,100)}/*Count how many times stock achieves 1.0% above trigger*/
set{upgain1.5%,count(hioppct > gain1.5%,100)}/*Count how many times stock achieves 1.5% above trigger*/
set{upgain2.0%,count(hioppct > gain2.0%,100)}/*Count how many times stock achieves 2.0% above trigger*/
set{upgain2.5%,count(hioppct > gain2.5%,100)}/*Count how many times stock achieves 2.5% above trigger*/
set{upgain3.0%,count(hioppct > gain3.0%,100)}/*Count how many times stock achieves 3.0% above trigger*/
add column open
add column uptrigger{trigger3%}
add column triggervalue
add column up0.25{up0.25%}
add column up0.5{up0.5%}
add column up1.0{up1%}
add column up1.5{up1.5%}
add column up2.0{up2%}
add column up2.5{up2.5%}
add column up3.0{up3.0%}
sort column 8 descending

average volume(30) above 500000
close above 10
uptrigger above 40

2,025 posts
msg #116239
Ignore alf44
10/25/2013 1:31:36 AM

"On a daily time frame, I think this is just a variation of TRO's MTC"


I think TRO said his original "Crock Pot" filter WAS a variation of MTC ! (albeit on a WEEKLY time frame)

I would ALSO say that much/most of what TRO has put forth in these forums (in recent years) ... IS a "variation" of MTC !


I would ALSO say ... there is MUCH to be gleaned from these cleverly coded TRO filters !!!

Not saying anything about the viability of them as standalone trading systems ... personally, I don't care much for them !

But, as clever examples of how to use the Stockfetcher platform in creative and entirely different ways (reports/statistics etc ... rather than merely "scan for stocks") ... to me, that is where TRO deserves a place in the SF Hall of Fame !!!

Just sayin'



Actually, as I "re-read" the post above this one this morning ... I think I misunderstood the "jist" of the post.


116 posts
msg #116269
Ignore olathegolf
10/25/2013 9:15:10 PM

alf44 - TRO deserves kudos as this was a variation of his original filter. When I said "just", I suppose it sounded like a minimizing phrase. That was not my intent. He has many great posts.

24 posts
msg #116311
Ignore bjfeen
10/28/2013 10:33:49 PM

Kevin, does SS incorporate intraday data or just EOD? So far in my manual backtesting of the 3% buy stop with a 1-2% trailing stop on DUST/NUGT, price crosses the 3% threshold only to quickly reverse back triggering the trailing stop. I've found that once price crosses that 3% threshold, it has a greater tendency to close the day above 3 percent (and in some cases much more than 3%). I'm testing the buy stop with holding to the close now to see if it produces better results. Just want to compare notes to see if anyone else has seen the same?

976 posts
msg #118709
Ignore guspenskiy13
3/23/2014 3:17:00 PM

I was thinking, whether a buy at the Monday's CLOSE instead of the OPEN would be reasonable.

In case of the Monday sell-off at the open, it would give the system better chances to achieve the 2% target, IMO.

I am also looking how to reduce the risk, as one down week for the market could result in a loss of 5-8% on the position, while other stocks could fluctuate from negative 5% to positive 5% intra-week.

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