StockFetcher Forums · View by Author: (16 messages)  [ Display By: Date / Subject ]<< 1 2 >> 
Backtesting Support · BUG : Maximum days to hold
MrBid
msg #36145
5/30/2005 12:34:12 PM

For example,
If I want hold a stock for 5 days,
I don't speak about 5 calendar days,
BUT, of course, 5 trading days !!!

If a stock is bought on Friday and I want to keep it for 5 trading days,
if the market is closed on Monday,
I don't want to release it on the next Tuesday !!!!
I want to keep it for 5 tradings days and release it on the next Friday !

Can you correct this bevahiour !?



Backtesting Support · Backtest Only 15 filters ?
MrBid
msg #36134
5/29/2005 10:48:08 AM

Hi !

It's a request feature to bring to number of possible backtests to 30.
15 is really a limiting factor to compare several filters !



Filter Exchange · Problem to elaborate ADA !
MrBid
msg #36117
5/27/2005 9:08:25 AM

Hi !

Because Farley's ADA is not available at SF,
last night, I was trying to write it from scratch.

I'm really near the solution, but I have a little problem
with waccM1. This variable cannot be drawn !

There is a mistake somewhere, but the Debugger
doesn't work with more than 10 variables....

If someone can find the solution ?!



set {TLC1,count(close 1 day ago is above low,1)}
set {TrueLow1,TLC1 * low}
set {TLC2,1 - TLC1}
set {PrevClose,close}
set {TrueLow2,TLC2 * close 1 day ago}
set {TL,TrueLow1 + TrueLow2}
set {THC1,count(close 1 day ago is below high,1)}
set {THC2,1 - THC1}
set {TrueHigh1,THC1 * high}
set {TrueHigh2,THC2 * close 1 day ago}
set {TH,TrueHigh1 + TrueHigh2}
set {clotUp,count(close is above close 1 day ago,1)}
set {clotDn,count(close is below close 1 day ago,1)}
set {clotEq,count(close is equal close 1 day ago,1)}
set {NotClotEq, 1 - clotEq}
set {TLD, close - TL}
set {wacc1,clotUp * TLD}
set {wacc1G,wacc1 * NotClotEq}
set {THD, close - TH}
set {wacc2,clotDn * THD}
set {wacc2G,wacc2 * NotClotEq}
set {wacc,wacc1G + wacc2G}

set {TLC1M1,count(close 2 day ago is above low 1 day ago,1)}
set {TrueLow1M1,TLC1M1 * low 1 day ago}
set {TLC2M1,1 - TLC1M1}
set {PrevCloseM1,close 1 day ago}
set {TrueLow2M1,TLC2M1 * close 2 day ago}
set {TLM1,TrueLow1M1 + TrueLow2M1}
set {THC1M1,count(close 2 day ago is below high 1 day ago,1)}
set {THC2M1,1 - THC1M1}
set {TrueHigh1M1,THC1M1 * high 1 day ago}
set {TrueHigh2M1,THC2M1 * close 2 day ago}
set {THM1,TrueHigh1M1 + TrueHigh2M1}
set {clotUpM1,count(close 1 day ago is above close 2 day ago,1)}
set {clotDnM1,count(close 1 day ago is below close 2 day ago,1)}
set {clotEqM1,count(close 1 day ago is equal close 2 day ago,1)}
set {NotClotEqM1, 1 - clotEqM1}
set {TLDM1, close 1 day ago - TLM1}
set {wacc1M1,clotUpM1 * TLDM1}
set {wacc1GM1,wacc1M1 * NotClotEqM1}
set {THDM1, close 1 day ago - THM1}
set {wacc2M1,clotDnM1 * THDM1}
set {wacc2GM1,wacc2M1 * NotClotEqM1}
set {waccM1,wacc1GM1 + wacc2GM1}

set {SuperWacc,wacc - waccM1}

average volume(60) is above 100000
and close is above 1
and draw wacc
and draw wacc1GM1
and draw wacc2GM1



Filter Exchange · Can anyone improve this sweetie?
MrBid
msg #35771
4/27/2005 8:00:21 AM

What do you mean by 86% of success ???

86% Win and 14% Lost for the backtesting ?
Using which parameters ?

My best filter based on RSI2 can only offer 70% of Wins.



Filter Exchange · Holy Grail
MrBid
msg #35702
4/22/2005 11:07:58 AM

How have you found SMTR ?
Which filter have you used ?



Filter Exchange · New here: What is your screen you bet money on?
MrBid
msg #35697
4/22/2005 8:53:53 AM

Sorry,
but what do you mean by 'UBB "walkers"' ????

Have you succeeded to create a filter using RSI2 for shorting ?


StockFetcher Forums ·  · << 1 2 >>

*** 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 2021 - 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.