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| 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 ? |
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