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Stock Picks and Trading · Village Elder Short -Sell Filter discussions
msg #150589
1/29/2020 6:36:38 PM

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
msg #150585
1/29/2020 5:00:38 PM

I agree with you 100%. The key to this system is in the fixed equity amount and trade size. I will run a backtest later on tonight and post the results on here.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
msg #150560
1/28/2020 10:30:42 PM

Village Elder,

The equity and accuracy of this system remained unchanged in a 10-year backtest using a 3 day max hold.


A 1 day hold, ROC(2,1) > 88, volume > 1million, close > 3 & 5 max trades, turned $10,000 into $705,652 w/ a 72% accuracy, worst trade was -36% & a 10% system max drawdown realized within the last 10-years.

Same settings as above except 1 max open trade would have turned $10,000 into $2,147,483,648. Yes, that's over 2 billion, biggest loosing trade was -36% and a 50% system max drawdown realized.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
msg #150544
1/27/2020 4:17:50 PM


Every seasoned trader knows not to trade without insurance because although you hope you never have to use it, it's good to know you have the protection. As TRO used to say, “it’s not what you trade, it’s how you trade it” In other words, you still have to make intelligent trading decisions. Much respect to all of you.

Stock Picks and Trading · Village Elder Short -Sell Filter discussions
msg #150540
1/27/2020 2:49:50 PM

I ran a series of tests in Stratasearch using ROC(5,1) and found this indicator to yield great returns during most quarters. However, there were a couple of trades that moved above 1000% from the entry price that wiped out all the gains during a 10-year backtesting period.

I’m interested in backtesting this system in Stratasearch using an optimized exit that makes sense, but possess limited coding skills. Can someone with the skills please paste the SS code here?

Thank you in advance.

msg #143101
4/6/2018 11:13:25 AM

Pthomas, I’m interested in using the IWM/SPY difference as a market tool. However, a few things are still unclear to me from the information you posted. Please point me in the right direction.

1) “As always, the IWM vs SPY on % gain will tell you the next move. if IWM daily % gain is higher than the SPY by a decent margin, we are going higher. If IWM % gain is lower than the SPY % (like today), you can short the SPY/long VIX at the end of the day.

Are you only focusing on the difference in delta value between IWM & SPY and NOT price? I ask because on 4/5 at EOD, IWM did not have a lower price gain than the SPY. IWM gained .83% and SPY .79%.

2) “When IWM has been leading the SPY the whole day with the delta between the two widening”.

If so, what charting software are you using to monitor the “widening” of the delta values between both securities? If trading view, can you please post a link to your set up, or point me to one I can use? BTW, nice market call today. Thanks!

Announcements · StockFetcher Site Changes (beta)
msg #125395
10/4/2015 1:39:16 AM

While requested by some, as you have indicated, is historically a low demand request.


Since high demand items are prioritized. How many Stock Fetcher user requests will it take for you to place the backtesting feature on top of the list?

From a server perspective, we need to replace technology that is no longer supported or prevents us from upgrading to the latest and fastest hardware. Once complete this gives us the ability to implement some features being requested that are more CPU intensive in nature


Please specify what "some" of these features will be.

General Discussion · Repost from section: Announcements
msg #124071
6/17/2015 3:14:54 PM

Lets be logical about this for a minute. When new members sign-up to SF I bet they usually spend most of their time in the Filter Exchange forum browsing for ideas. After gathering a few, they will want to backtest these ideas but wont be able to do so. As a result, SF new client retention rate will drop substantially since learning the SF coding to modify and generate new ideas will now serve very little purpose. This will also discourage current members from posting in the forums since their ideas wont be able to get backtested which will in turn lower the engagement levels. Members who chose to stay with SF will only do so temporarily until they learn a new language code that will allow them to transport their SF ideas, and backtest them elsewhere at which point SF will become of no value.

As some members have already pointed out. If cost seems to be part of the problem, why not make it available as an add-on feature? I bet some of us would be willing to pay for it. Very few of us can trade through simple obseration of squiggly lines on a chart which to me has become the bottom line. Most of us need to backtest our ideas before putting our hard earned money into practice. If client retention rate is pointless to SF then I would say ignore these messages. But, I really hope SF reconsiders this. Or, perhaps SF has decided to adopt a new business plan and has begun heading in that direction. Which to me it seems to be case.

Filter Exchange · Investment System
msg #122978
2/28/2015 1:15:35 AM

A few years ago I joined a website that gave members access to a trend following system. Unfortunately, the service was eventually discontinued. The idea behind the system was simple yet, profitable. Buy 10 stocks during a confirmed market uptrend, and short 10 stocks in a downtrend. The trend confirmation dates were as follow, 8/1/ 06 uptrend, 3/1/07 downtrend, 4/5/07 uptrend, 4/23/07 downtrend, 10/10/07 uptrend, 11/8/07 downtrend, 5/16/2008 uptrend, 6/27/2008 downtrend, 5/5/09 uptrend, 5/21/10 downtrend, 10/4/10 uptrend, 8/4/11 downtrend, 1/19/12 uptrend.

This may not be as simple as it sounds. But, perhaps someone here can crack the code that confirmed the shift in market direction. If so, that would solve the first half of the equation. The system did not employ any stop loss or limit orders. All 10 stocks were sold and bought following the trend confirmation date. From experience, each of these changes in trend produced a profit in the portfolio. Any ideas?

Filter Exchange · Wilson Relative Price Channel
msg #115244
9/7/2013 8:31:07 PM

In my observation I've notice his method works well because it tends to cut looses rapidly while capturing maximum price action. I've tried using NZU as an exit criteria but it does not seem to work. Has anyone figured out the exit? if so, please post.

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