StockFetcher Forums · View by Author: (34 messages)  [ Display By: Date / Subject ]<< 1 2 3 4 >> 
Filter Exchange · MODIFIED CONNORS RSI(2) FILTER
DMUNCASTER
msg #115365
9/13/2013 4:37:38 PM

Just read through buying the dip thread and I see what you mean. I'm going into SS and check it out for varying time periods starting in 2008. Looks like nice work. I prefer swing trading and momentum trading and use a buy stop on longs of high one day ago +.02 and for shorts low 1 day ago - .02. That way I only get in if the price after the open is heading my way. It's served me well, and i intend to start using it in SS. Just to be the devils advocate, I tested your recent post on this thread over varying time periods starting in 2008. In general, it almost always produces a great win/loss ratio, but loses some horrendous amounts of cash, 25 - 35% over some 4-month periods

Filter Exchange · MODIFIED CONNORS RSI(2) FILTER
DMUNCASTER
msg #115358
9/13/2013 1:39:19 PM

OOPs. I might have sent this twice.

Filter Exchange · MODIFIED CONNORS RSI(2) FILTER
DMUNCASTER
msg #115357
9/13/2013 1:38:28 PM

Kevin_in_GA:
i also have been getting into StratySearch. Aren't you concerned that running all combinations of variables and arriving at something that works gangbusters for a particular period, is just a form of data mining? Doesn't it do a great job of predicting the past with minimal relevance to the future?

Filter Exchange · MODIFIED CONNORS RSI(2) FILTER
DMUNCASTER
msg #115356
9/13/2013 1:34:47 PM

Kevin_in_GA:
i also have been getting into StratySearch. Aren't you concerned that running all combinations of variables and arriving at something that works gangbusters for a particular period, is just a form of data mining? Doesn't it do a great job of predicting the past with minimal relevance to the future?

General Discussion · Trader Action Zone
DMUNCASTER
msg #114556
7/19/2013 2:39:02 PM

lwshultz:
You're looking for a pullback into the TAZ from a strong uptrend. You use a buy stop to get in, placed just above the high for the completed day. After you buy in, you place a protective stop below your entry price. a few cents below the ATR(10) is a good rule. You probably want this to be a mental stop because the NASDAQ at least, makes your stop a market order if hit by the bid price. All this is reversed to trade the short side.

General Discussion · Trader Action Zone
DMUNCASTER
msg #114477
7/15/2013 1:33:14 PM

I think this is what you're looking for:

show stocks where the Aroon Up (20) has been above 70 for the last 2 weeks
and don't draw aroon up(20)
EMA(10) above EMA(30)
and close < EMA(10)
and close > EMA(30)
and draw EMA(10)
and draw EMA(30)
and set {B, price - lower bollinger band}
and set{range, upper bollinger band - lower bollinger band}
and set {%B, B/range}
and %B above .5
and draw %B
and volume(30) above 400000
and price above 3

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
DMUNCASTER
msg #113124
5/4/2013 11:07:24 AM

Thanks Kevin. That gives me some hope.

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
DMUNCASTER
msg #113119
5/3/2013 4:17:16 PM

Kevin_in_GA: I am returning to Stock Fetcher after 3 or 4 years. I left to use Portfolio 123, because you could integrate so much fundamental data in their simulations. I had systems that backtested great, but didn't make significant money when I traded them.
I notice that you are still a member and helping evberybody and that The Rumpled One is still producing long complicated filters that make no money.-- a very personal and perhaps too rude a question that you , of course, can refuse to answer. Do you make any consistent actual money with any of your systems or do you just like to work with systems and help others?

Filter Exchange · Question for four
DMUNCASTER
msg #91672
4/26/2010 1:35:51 PM

I've done a bit of work adapting your "filteringwallstreet.com" filter to get separate long and short filters that backtest.
They do very well, but what is the logic behind filtering for prices between .5 and 10? My filters, based on yours, backtest great in that range, but fall apart at higher ranges.

Backtesting Support · equity summary for short strategies
DMUNCASTER
msg #91415
4/19/2010 4:16:53 PM

Okay. Equity Summary is now available for short strategy backtesting.

StockFetcher Forums ·  · << 1 2 3 4 >>

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.