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Filter Exchange · Bollinger Band Squeeze
dmindy
msg #27113
6/28/2003 2:26:55 PM

Ooops forgot to remove the date offset.

You'll want to remove that if you want to get current results of course.


Filter Exchange · Bollinger Band Squeeze
dmindy
msg #27112
6/28/2003 2:25:39 PM

Hi all,

I've been playing around with this idea for some time. Here's what I came up with.
They don't generate nearly as many results but they do eliminate losers.

You can see they get more and more restrictive. Fewer losers in each, but fewer returns and winners as well.

Maybe a Hybrid of ig0r's and one of these would do well??

Fetcher[Show stocks where close is between .25 and 5 and average volume(90) is above 50000 and Bollinger Width (20) reached a new 1 month low 3 weeks ago and bollinger Oscillator(20) has been increasing the past 3 days and price touched upper bollinger band(20) and date offset is 15]



Fetcher[Show stocks where close is between .25 and 5 and average volume(90) is above 50000 and Bollinger Width (20) reached a new 1 month low 3 weeks ago and bollinger Oscillator(20) has been increasing the past 3 days and price touched upper bollinger band(20) the past 3 days and FI(15) above 0 and OBV has been increasing the past 2 days and date offset 15]



Fetcher[Show stocks where close is between .25 and 5 and average volume(90) is above 50000 and Bollinger Width (20) reached a new 1 month low 3 weeks ago and bollinger Oscillator(20) has been increasing the past 3 days and price touched upper bollinger band(20) the past 3 days and FI(15) above 0 and OBV has been increasing the past 2 days and ADX(14) crossed above -DI(14) withiin the past 1 week and date offset 15]




Whuddya think??
dmindy


Filter Exchange · Holy Grail
dmindy
msg #27080
6/26/2003 2:02:33 AM

murknd

True enough.

I am aware of the performance tab.
I posted a question to the stock fetcher team about how that worked. I've not gotten a response yet.

I'm not sure if it shows a time frame or the results if you would have moved the date offset up by that much.

Once the SF team clues me in I'll trust it more.
If it indeed functions as you indicate then I would agree that the back test is more robust that just the date offset.

Again, I'm not trying to poo-poo anybody's filter.
I Just hate to see a bunch of people running around talking about a "holy grail" of filters based on a 3 day old filter and the back test results from one site.

The point was really "Do your OWN investigation".
(although I would hope that goes without saying.)

Also if you have the SF team's word on how the performance page reads please let me know! I'd love it if that were the case!!

Thanks!



Filter Exchange · best 1 month filter is and if you backtest it you will be amazed
dmindy
msg #27076
6/25/2003 9:43:11 PM

ok everyone... step back a minute here.

I'm not commenting on the filter.. maybe it is the best ever, I never ran it but PLEASE keep in mind...

"date offset 30" does NOT give you a good backtest for "periods of thirty days". All it does is give you what happened this last 30 day period.

In order to get that you'd need to test for thirty day periods starting at various dates in the past. Stockfetcher can't do that (as of yet).

If you bump it up and do a date offset 60 or 280 (or whatever) the percentages reflect what happened from that date until NOW. Also not a good back test.

The only way to back test for thirty days via stockfetcher is to do a date offset 30 every day for a year or two AND THEN report the results. Not very effective.

Date offset gives you a GREAT "rough starting point" for possible winning filters but shouldn't be your only source of "back testing"

There are plenty of good filters, and given enough time (20 days, 30 days, a thousand whatever) most of them will look awesome.

Practice Due diligence before labeling something a 100% winner.


Filter Exchange · are you guys paying attention i gave you the worlds best filter
dmindy
msg #27075
6/25/2003 9:41:22 PM

ok everyone... step back a minute here.

I'm not commenting on the filter.. maybe it is the best ever, I never ran it but PLEASE keep in mind...

"date offset 30" does NOT give you a good backtest for "periods of thirty days". All it does is give you what happened this last 30 day period.

In order to get that you'd need to test for thirty day periods starting at various dates in the past. Stockfetcher can't do that (as of yet).

If you bump it up and do a date offset 60 or 280 (or whatever) the percentages reflect what happened from that date until NOW. Also not a good back test.

The only way to back test for thirty days via stockfetcher is to do a date offset 30 every day for a year or two AND THEN report the results. Not very effective.

Date offset gives you a GREAT "rough starting point" for possible winning filters but shouldn't be your only source of "back testing"

There are plenty of good filters, and given enough time (20 days, 30 days, a thousand whatever) most of them will look awesome.

Practice Due diligence before labeling something a 100% winner.


Filter Exchange · Holy Grail
dmindy
msg #27074
6/25/2003 9:40:56 PM

ok everyone... step back a minute here.

I'm not commenting on the filter.. maybe it is the best ever, I never ran it but PLEASE keep in mind...

"date offset 30" does NOT give you a good backtest for "periods of thirty days". All it does is give you what happened this last 30 day period.

In order to get that you'd need to test for thirty day periods starting at various dates in the past. Stockfetcher can't do that (as of yet).

If you bump it up and do a date offset 60 or 280 (or whatever) the percentages reflect what happened from that date until NOW. Also not a good back test.

The only way to back test for thirty days via stockfetcher is to do a date offset 30 every day for a year or two AND THEN report the results. Not very effective.

Date offset gives you a GREAT "rough starting point" for possible winning filters but shouldn't be your only source of "back testing"

There are plenty of good filters, and given enough time (20 days, 30 days, a thousand whatever) most of them will look awesome.

Practice Due diligence before labeling something a 100% winner.


Announcements · New Feature: Slope of ...
dmindy
msg #26958
6/20/2003 2:06:26 AM

Yeah I was trying to do days ago as well.

No luck with lag either.

Is this possible?


General Discussion · Noah's Theory Redone
dmindy
msg #26955
6/20/2003 1:39:10 AM

Or at least just put a VERY tight stop loss on after your day limit. (Even 1%!)

That way you keep it as long as it's going up. Why sell if it's going up?


General Discussion · Results For Next... column
dmindy
msg #26954
6/20/2003 1:37:48 AM

Sorry was in a hurry when I posted that.. I guess I should explain the question more. :)

When you click the performance column header (after doing a date offset query) and the performance screen comes up there's a series of rows that show the performance for certain time periods. (the header is " Results For Next...")

The options are:
1 Day
2 Days
3 Days
4 Days
1 Week
1 Month
3 Month
Current

Do these show the results for that amount of time from the beginning of the period? Or do they function like the next, and previous links at the top and just shift the first day of the offset by that much?

In either case, what does current show me? Overall Total performance for the entire date offset period up to today?

Thanks
dmindy


General Discussion · Results For Next... column
dmindy
msg #26949
6/19/2003 5:19:17 PM

Can anybody give me a good explination of the Results "For Next..." column on the performace screen??


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