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General Discussion · Explanation of Backtesting results
msg #115173
8/31/2013 7:30:55 PM

Could someone give a brief rundown on these numbers? I ran a test from July 2011 to July 2013

Annualized Return on Investment (ROI): 24.67%, the ROI of ^SPX was: 13.11%.

Equity Summary
Starting Account Value: $100,000.00 Fees per trade: $7.00
Ending Account Value: $107,849.69. Cash: $82,092.63 Market value of holdings at end: $25,757.06 (paid: $28,648.59)
Realized gain/loss: $12,092.22 ($63.31 per trade.)
Total Commissions Paid: $2,681.00
Unrealized gain/loss: $-2,891.53.

How did they calculate:

Realized gain/loss of $12,092
ROI of 24.67%
ROI of ^SPX 13.11%

Filter Exchange · Up after an orderly decline
msg #114362
7/7/2013 3:52:11 AM

I wonder if a stock is more likely to rise after a decline, if the decline was orderly rather than chaotic.

"Orderly" might be defined as within a standard deviation of a slope. Does anybody know how to put that into stockfetcher syntax?

See how nicely behaved the decline of Apple was:

Fetcher[apply to symlist(aapl)
close above 12
close .7% above open
low reached a new 15 day low 1 day ago
draw 15 day slope of close
date offset 4

General Discussion · Best Simulator
msg #114112
6/15/2013 7:59:42 PM

Any opinions on a free or minimal fee stock trading simulator?

Investopedia seems ok but if there is something better...

There are 2 things I'm looking for
1. I don't want to open an IRA in order to have the free simulator
2. I want it to be a web app, not a desktop app

It would also be nice if it provided email alerts for conditions like ROC above a certain level.

PS. In SF filter I see Sell Buy Hold in the upper left. What do they do? Couldn't find it in the docs

Filter Exchange · BUYING THE DIP
msg #113849
6/2/2013 10:44:23 PM

Mahkoh, thanks for the response. I've also tried various changes, but they haven't been improvements -- including a conditional entry of high 1 day ago.

Filter Exchange · BUYING THE DIP
msg #113843
6/1/2013 4:04:21 PM

How did you apply extra pullback percentages, in SF or after the backtest in Excel? And what did you use as your entry price? I too think it is worth trying to improve these very promising results.

Also, I am wondering if there is a way to add an additional condition to wait until price turns upward before purchasing.

Filter Exchange · BUYING THE DIP
msg #113697
5/25/2013 1:58:40 PM

What cautionary steps would be good to take before pulling the trigger on a BUY? Would you scan for news on the stock? See if an earnings statement is about to come out? (how is that done?) Wait and see if the stock rises after the first couple hours of the day? Does it help to know how the particular sector is doing, or the overall S&P 500 ? Or are those last two statistically insignificant?

Thanks for any advice.

General Discussion · Sending Sell Alerts to email
msg #113695
5/25/2013 1:40:53 PM

Scottrade's alerts are not sophisticated enough to notify me to sell if this condition is met: ROC(7,1) above 2

So is SF a good way to get alerts? I think it would go like this:

1. Create a Watch List called My_Purchased_Stocks. Whenever I buy a stock, put it in this watch list.
2. Create a filter called Sell_has_been_Triggered. Activate the email icon. Filter would have this:

Fetcher[ROC(7,1) above 2
apply to watchlist(My_Purchased_Stocks)

Then I'd get an email in the evening to sell the triggered stock.

Any other tips on how to do this? Thanks.

Filter Exchange · 3 days down then 1 day up
msg #113403
5/15/2013 4:24:12 AM

Kevin, thank you!

Filter Exchange · 3 days down then 1 day up
msg #113391
5/14/2013 2:47:58 PM

I have a filter for 3 days down:

high has been decreasing for the last 3 day
close has been decreasing for the last 3 days
close below open for the last 3 days

... but I would like to turn this into "3 days down, then the next day it goes above yesterday's high"

How would that be coded?

Also, on that last day, is there a way to NOT trigger if the S&P 500 closed down?


General Discussion · The Rise of the Machines
msg #113307
5/11/2013 1:28:07 PM

This makes me wonder about the long term viability of individual technical traders. At this forum we spend time finding an edge with technical analysis. What edge can we come up with that cannot eventually be discovered and implemented with software by companies with deep pockets? The computer probably will get in and out of trades with better timing than we humans can. Our edge becomes flat. Is this a plausible future that makes our efforts here a bad bet?

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