| StockFetcher Forums · View by Author: (54 messages) [ Display By: Date / Subject ] | << 1 ... 2 3 4 5 6 >> |
 | |
| General Discussion · Volatility Analysis - VIX spikes and SPX follow through 1-3 days later | |
| crunkle msg #82388 |
11/3/2009 11:21:09 PM Kev Be careful of the Fed announcement tomorrow afternoon. It could likely be a catalyst for a sharp sell-off. |
| Filter Exchange · swing filter using Slow stochtastics(30,10) | |
| crunkle msg #82091 |
10/30/2009 12:09:28 AM Ran it again but as a short filter. Did much better. Although almost any short filter would have performed well during that period. Approach Name: TEST 4 Test started on 01/02/2009 ended on 02/27/2009, covering 38 days Filter used: TEST 4 (saved filter) Trade Statistics There were 262 total stocks entered. Of those, 210 or 80.15% were complete and 52 or 19.85% were open. Of the 210 completed trades, 119 trades or 56.67%resulted in a net gain. Your average net change for completed trades was: 0.92%. The average draw down of your approach was: -10.44%. The average max profit of your approach was: 10.92% The Reward/Risk ratio for this approach is: 1.19 Annualized Return on Investment (ROI): 149.74%, the ROI of ^SPX was: -120.86%. Exit Statistics Stop Loss was triggered 91 times or 43.33% of the time. Stop Profit was triggered 119 times or 56.67% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (25 days) 0 times or 0.00% of the time. An exit trigger was executed 0 times or 0.00% of the time. gain as a short. Did much better (although almost any short filter would have had success during that period) |
| Filter Exchange · swing filter using Slow stochtastics(30,10) | |
| crunkle msg #82089 |
10/30/2009 12:05:12 AM push, Copied and pasted your filter so I could backtest from 1/01 - 2/28. Here are the results using the same default settings that you also used (10% profit & loss stops, 25 day holding, etc.). Something isn't jiving. Approach Name: TEST 4 Test started on 01/02/2009 ended on 02/27/2009, covering 38 days Filter used: TEST 4 (saved filter) Trade Statistics There were 262 total stocks entered. Of those, 210 or 80.15% were complete and 52 or 19.85% were open. Of the 210 completed trades, 81 trades or 38.57%resulted in a net gain. Your average net change for completed trades was: -1.87%. The average draw down of your approach was: -10.92%. The average max profit of your approach was: 10.44% The Reward/Risk ratio for this approach is: 0.70 Annualized Return on Investment (ROI): -305.08%, the ROI of ^SPX was: -120.86%. Exit Statistics Stop Loss was triggered 129 times or 61.43% of the time. Stop Profit was triggered 81 times or 38.57% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (25 days) 0 times or 0.00% of the time. An exit trigger was executed 0 times or 0.00% of the time. |
| Filter Exchange · swing filter using Slow stochtastics(30,10) | |
| crunkle msg #82020 |
10/29/2009 12:11:18 PM Push, Understand that there's many filters that work well in a rising market (your scan begins 3/02/09, right at a multi-year bottom) and don't work well at all in a declining one. Before you begin to put real money out there, test your filter in the Jan/Feb 09 period to see what it does in a collapsing market or at least during a period where the market fluctuates in both directions, like the year 2007. Good luck |
| Filter Exchange · HELP IN SIMPLE PLAN | |
| crunkle msg #81894 |
10/27/2009 9:00:38 PM jnafach Trade management is infinitely more important than stock selection. Theoretically, you can throw darts at the stock listings. Cut your losers - manage your winners. The "average" professional money manager would sacrifice his mother for 20 - 25% a year. I'm pretty sure Warren Buffet is below that. Bill Miller at Legg Mason beat the S & P 500 for something like 10 straight years. Never came close to 25% annually (year-after-year). Not saying it can't be done but re-read the first sentence |
| General Discussion · Swing Trading Ideas and methods | |
| crunkle msg #80983 modified |
10/12/2009 4:30:38 PM LEAP popped up on a scan late today. Looks to be bouncing off support. RSI turning up. (Mon) ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ (Tue) After trading up early, LEAP jumped out the window today. Fortunately, just a short fall...4% or so (using the after hours close. We'll see tomorrow. |
| StockFetcher 2.0 Beta · Problem with ATR% | |
| crunkle msg #80957 |
10/11/2009 2:15:52 AM Hey! That did the trick. I can plug in my other criteria and play with the percentages, closing prices and volumes to narrow or widen the scans when necessary. I see you posted At 8:49 AM Saturday. 'Preciate it. Hope this didn't keep you up all night. Thanks again........ |
| StockFetcher 2.0 Beta · Problem with ATR% | |
| crunkle msg #80882 modified |
10/9/2009 10:57:24 AM Here's a filter that gives me selected stocks with an ATR(14)/closing price ratio of 3.75% to 7.5% and higher (ex. LAD @ 8.62%) Point is, it can be calculated manually. Let's do it electronically. How about it SF? |
| StockFetcher 2.0 Beta · Problem with ATR% | |
| crunkle msg #80878 |
10/9/2009 10:28:44 AM Average True Range(14) as a percent of the closing price Average True Range(14) > 5% Average True Range(14) > 10% Average True Range(14) > 20% The above was copied directly from the Average True Range section of the Examples drop-down menu at the top of this page and is not working as shown. Since the ATR is shown as a dollar and cents number why can't it be calculated as a percentage of the closing price? Just looking for a simple command to rank stocks by volatility that show up on my filter scans without having to use a calculator. If two stocks each have a 75 cent ATR, I'd be more interested in trading the one selling at $15 than one at $40. |
| StockFetcher 2.0 Beta · Problem with ATR% | |
| crunkle msg #80846 |
10/8/2009 11:14:18 PM Am having a problem trying to get ATR as a % of closing price. Using one of the examples you give - show stocks where ATR(14) >5% , the filter is not giving me a % of the close but instead only stocks where the ATR(14) range is greater than $5.00 |
| StockFetcher Forums · · | << 1 ... 2 3 4 5 6 >> |