StockFetcher Forums · View by Author: (34 messages)  [ Display By: Date / Subject ]<< 1 2 3 4 >> 
General Discussion · I Can Predict The Future
DMUNCASTER
msg #116975
11/22/2013 1:10:27 PM

Shill : You seem to be talking to yourself here

General Discussion · I Can Predict The Future
DMUNCASTER
msg #116420
11/1/2013 4:12:25 PM

Shill:
Sorry, but I don't see a way to code it. And, without code, I can't backtest. With all due respect, a series of observations gives too few data points to be meaningful. Also, it would be good to have a logical premise underlying any filter.

General Discussion · I Can Predict The Future
DMUNCASTER
msg #116403
11/1/2013 11:02:29 AM

Okay Shill, I'll bite. My email is kaydavid@comcast.net

General Discussion · I Can Predict The Future
DMUNCASTER
msg #116383
10/31/2013 1:50:35 PM

Ah well. Guess I still can't predict the future.

General Discussion · I Can Predict The Future
DMUNCASTER
msg #116356
10/30/2013 4:27:05 PM

I'm willing to test it. Did a lot of work on your slim shorty, but I kept running into problems such as "price > 5", still included penny stocks. Wouldn't generate any trades using only S&P 500 stocks -- too many obscure stocks that would be tough to short. When I coded it to Stratasearch, it lost money no matter what variations I made. Very strange.How do I get you my email address without posting it everyone using SF?

General Discussion · So who can improve on the best short filter ever. Mesayah's Slim Shorty
DMUNCASTER
msg #116260
10/25/2013 3:38:07 PM

Yes, that's it. It defies all reason that it should do so well. I get even better backtest results with this one from Massayah:

Fetcher[
set{adr10 , average day range (10) }
set{adr30 , average day range (30) }

and add column adr10
and add column adr30

average day range(10) is above 10 percent
close price is between 5 and 10000
volume is above 300000

/* TRO STAT DISPLAY - 10 PERCENT POPS PER WEEK */

set{HiOp, high - open}
set{Long_Profit, HiOp/open }

set{B10A, count(Long_Profit > .10 , 100)}

set{A10A, count(Long_Profit > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}

and add column separator
and add column B10A {GT10%}

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}
and add column separator
add column industry
add column sector
and add column separator

sort column 6 descending
CHART-TIME 1 MONTH
]




General Discussion · So who can improve on the best short filter ever. Mesayah's Slim Shorty
DMUNCASTER
msg #116244
10/25/2013 10:01:59 AM

SHILLLLIHS:

Backtesting for last 7 years, this produces good results, but the stocks are predominantly ones that it looks like would be hard to borrow from any brokerage. Do you have any experience in actually trading this?

General Discussion · Something To Play With
DMUNCASTER
msg #116194
10/23/2013 10:47:57 AM

four:

Backtested from 1/1/2008 to 10/21/2013. The first 2 years were good and this past year was very good. Unfortunately, there were enough bad periods in between to make it unsuitable to trade as is. I still like the idea and I'll do some meddling around with it. If something really good pops up, I'll post it.

General Discussion · Something To Play With
DMUNCASTER
msg #116168
10/22/2013 2:14:51 PM

four:

Forgot to say I use RSI(2) > 90 as an exit with a stop loss of 6%.

General Discussion · Something To Play With
DMUNCASTER
msg #116167
10/22/2013 2:08:17 PM

four:
1.
LONG: (stoplimit) at High + .01 to enter?
PS How did you enter?
_____________________________

I entered at the open. Bad on me. I usually use price > high, because I agree with you on using the open. The "random" period I tested was 7/1/08 - 11/1/08. Ran using high + .01 and loss was reduced to -38.1%. But when I added your spx code, there were no trades between 7/1/08 and 3/3/09, then it started generating good profits. My membership only allows backtesting for 4 months at a time, but I'll run this through until the present. Wow! Very impressive. Are you trading this yourself? Oh, I also set my testing at max. 5 stocks/day and 8 max. total.

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