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:
|
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.
|