billrider321
70 posts
msg #76022
- Ignore billrider321 |
7/4/2009 12:07:42 PM
first of all thanks for posting it.
here are some of the results on my best filter
show stocks where close is above 1
and average volume(90) > 100000
/*and where average volume(30) > average volume(90) */
/*and where average volume(5) < average volume(15)
and where the close reached a new 13 week high within the last 15 days */
and rsi(2) < 10
/*and rsi(2) is decreasing for last 5 days */
/*close above high 15 day ago*/
/*and close > ma(20)
and ma(20) > ma(50)
and ma(50) > ma(200)
and close is greater than high 1 day ago */
symlist(AAPL,ABVT,ADY,ANEN,ARO,ARST,ASCA,ASEI,ATNI,BIDU,BJRI,BMA,BRLI,BWY,CACC,CERN,CFL,CLMT,CMG,CMN,CPA,CPSI,CRI,CTRN,CTRP,CTSH,CUB,CVGW,CYOU,DIN,EBIX,EDU,EMS,ENI,EOC,ESRX,FFIV,FUQI,GMCR,GR,HMIN,HMS,HRBN,HWKN,ICON,ICUI,INFA,INFY,INT,JST,LFT,LIFE,LINC,LL,MDAS,MELI,MFE,MVL,MYRG,NEOG,NEU,NFLX,NRGP,NT,ES,NVEC,ORLY,ORN,PCLN,PEET,PEGA,PPD,PWRD,QSII,RENT,RHT,RKT,SNDA,SNX,SOHU,SPH,SQM,STAR,STEC,SXCI,SYNA,SYNT,TDC,TDG,TIS,TKLC,TLEO,TLVT,TNDM,TRLG,TSRA,TTEK,UNFI,VPRT,VRX,WMS)
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Approach Information
Approach Name: cross over ema from marlyn
Test started on 03/16/2009 ended on 07/02/2009, covering 76 days
Filter used:
woodshedder dips (saved filter)
Trade Statistics
There were 246 total stocks entered. Of those, 245 or 99.59% were complete and 1 or 0.41% were open.
Of the 245 completed trades, 164 trades or 66.94%resulted in a net gain.
Your average net change for completed trades was: 2.08%.
The average draw down of your approach was: -3.35%.
The average max profit of your approach was: 5.10%
The Reward/Risk ratio for this approach is: 2.55
Annualized Return on Investment (ROI): 267.09%, the ROI of ^SPX was: 58.92%.
Exit Statistics
Stop Loss was triggered 16 times or 6.53% of the time.
Stop Profit was triggered 109 times or 44.49% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (5 days) 4 times or 1.63% of the time.
An exit trigger was executed 116 times or 47.35% of the time.
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