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General Discussion · G5 is Bogus
deprez
msg #28765
9/21/2003 2:05:33 PM

JG,

You don't need to knock a metric because of its results
unless they are unequivocably invalid. You must prove it for it to be the case.
The fact is that the filters produce those results.
I have added sorting capabilities so you can better manage your filter list.
But I can not filter price unless I parse the filter and look for close or price. I may just have to do that to quell your anxieties about the results.
Until then, use your brain to look past filters you do not agree with.

Thanks for pointing out the problem.

Geodepe



General Discussion · New Top Ranking G5-SCORE
deprez
msg #28721
9/20/2003 12:56:35 PM

Looks like we should become Penny Stock Traders!!

Geodepe.


General Discussion · New Top Ranking G5-SCORE
deprez
msg #28720
9/20/2003 12:14:16 PM

jim_c_hill,

Thanks for your comment.

I have added average number of matches to the analysis results.

Geodepe.


General Discussion · Rank Your Filters - G5-SCORE
deprez
msg #28718
9/20/2003 12:10:54 PM

The RumpledOne,

Thanks for the congrats.

Let me think some more about making a TRAINING AREA.

I may have to issue individual accounts so you can have your own filters.

I am not sure if it is worth the extra work.

I will think about it.

Geodepe.


General Discussion · Rank Your Filters - G5-SCORE
deprez
msg #28705
9/19/2003 10:46:05 PM

adrianf

Thanks. I like your 30% Decline.
Good job, keep up the good work.

Geodepe.


General Discussion · Rank Your Filters - G5-SCORE
deprez
msg #28702
9/19/2003 9:00:07 PM

Mark

I am thinking of adding a HALL OF FAME 25 TOP SHORT FILTERS to
compliment the current HALL OF FAME. In that case the table would be ordered with lowest G5-SCORE first.
Hopefully that will help you.

Geodepe


General Discussion · Rank Your Filters - G5-SCORE
deprez
msg #28701
9/19/2003 8:57:16 PM

Jim

StockFetcher provides performance data for 1 day, 2 days, 3 days, 4 days , and 1 week(5 days) for any date offset X.


I take the sum of all the 1 day performance percentages from date offset 1 to X. I also keep track of the count of those 1 days as some days may have no results ie no 1 day performance data. Next, I divide the sum by the count and that gives me the average 1 day performance.

I do the same for 2,3,4, and 5 days; getting their respective averages.

Finally, I average those 5 averages to obtain the G5-SCORE.

Currently, the testing range is fixed at 120 days.
I could increase that range, but the analysis time will increase linearly.
I am not sure wether submitters will wait 1-3 minutes to get a result.

I am thinking of queueing the filter analysis requests, so they can be done off-line ie not in real-time. The results could only be viewed later in that case and possibly the results could be mailed to the submitter.

But for now, this will do.

Also, I may be able rerun all the filters in the database periodically and store the results. Over time, we would have a series of averages which may be compared to a composite. We could then ascertain wether, filter X is better in market A than in Market B.

At least now, we can get a rough estimate of performance.

Geodepe


General Discussion · New Top Ranking G5-SCORE
deprez
msg #28698
9/19/2003 6:23:42 PM

todddunning,

You are welcome.
We needed something like this.
I merely filled the need.

Geodepe


General Discussion · New Top Ranking G5-SCORE
deprez
msg #28697
9/19/2003 6:21:48 PM

Anonymous Filter
Scores Highest G5-SCORE[ 9.75% ]

Fetcher[
show stocks where ma(4) crossed over ma(9) from below 1 day ago and price greater than 1 day ago and price between 1 and 5 and volume between 250000 and 500000 and volume greater than than 1 day ago and VWMACD Fast Line(12,26,9) crossed above VWMACD Slow Line(12,26,9) within last 4 days and price less than 3% greater than 5 days ago and lower bollinger(10) less than 5% greater than lower bollinger(20)
]



The G5-SCORE is the average gain
within a period of 5 days over the last 120 days.

Geodepe



General Discussion · Rank Your Filters - G5-SCORE
deprez
msg #28684
9/19/2003 11:26:03 AM

Everyone is welcome to try my new filter ranking web site.
I have added some of your filters, found on this site, already.
It ranks them according to a new objective metric I created called the
G5-Score. Geodepe's 5-day average gain. This is an objective rank for your filters. It does not measure your trading skills. Your brokerage account is the only true measure for that.

https://www.ipropel.com:8443/stocks/index.jsp

The site is secured. Just say OK to all the security checks.
It should work fine. Let me know if there are any problems.

Think about it.

Geodepe



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