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Announcements · Upcoming Feature Change: User Variables and Global Filters
msg #130469
8/17/2016 11:58:25 PM

It's very buggy. When you create or modify a filter, it will sometimes read in the global vars and sometimes not -- despite that fact that global filters remain turned on the entire time.

Also, why can't SF alert users when a filter is run which contains an undefined variable?? Instead, it just shows zero matches, as if the filter is perfectly valid. This cannot be a difficult change to engineer...

General Discussion · Removing ADRs
msg #130468
8/17/2016 11:55:15 PM

Is there any way to exclude ADRs and/or exclude stocks with five-letter tickers?

msg #126673
1/10/2016 1:39:35 PM

FYI --

General Discussion · My variables stopped working after their transfer to Global Filter ?
msg #126416
12/11/2015 6:30:53 AM

You need to turn global variables on by clicking on the globe by each filter. Even when you do that, though, it doesn't work perfectly yet.

Announcements · Upcoming Feature Change: User Variables and Global Filters
msg #126415
12/11/2015 6:19:32 AM

How is this an appropriate place to sneak in a major change that can silently cause filters to stop working? And guess what, when they stop working bc of undefined variables, your system does not alert the user. (Please change this, by the way). He just sees zero matches, and assumes there are no matches for this day.

If you are going to make a change that might cost your customers money in missed opportunities, at least send out an e-mail about it.

General Discussion · Backtesting Software
msg #125517
10/9/2015 6:01:03 PM

Profitspi is very similar, though the interface is a bit lacking in my opinion. Also,

General Discussion · Backtesting tool provider
msg #124621
8/6/2015 7:18:31 PM

There are a ton. Stratasearch, Quantshare, Profitspi, Amibroker to name a few.

Announcements · StockFetcher Backtesting Discontinued on August 1, 2015
msg #124158
6/24/2015 12:42:30 AM

From SF: "Analyzing the past results of a filter and backtesting (or simulated trades, as currently implemented) are very different constructs. A trading simulation attempts to mimic the entry and exit of cycle of trading approach. We believe it is possible to abstract how a filter selects candidates, including how those candidates behave, without involving the entire trading process. "

I honestly have no idea what this means. Do you mean you'll simply show how the filter would have performed if every qualifier was bought on the next open and then sold after x days?

Announcements · StockFetcher Backtesting Discontinued on August 1, 2015
msg #124090
6/18/2015 6:04:35 PM

"it does not mean we don't have ideas and plans for more effective methods of analyzing the performance of a filter, while avoiding the pitfalls of a backtesting simulation. "

I'm all for new ideas, could you analyze the performance of something without checking the historical performance of it (i.e., backtesting it)? Not trying to be snarky -- I'm genuinely intrigued/confused by your statement. Any further insight would be welcome.

Perhaps you mean your system will record live simulated trades and allow users to look at performance stats over time?

Announcements · StockFetcher Backtesting Discontinued on August 1, 2015
msg #124077
6/18/2015 2:03:48 AM is a very similar site to SF wrt backtesting. Their new interface is overly cumbersome, however, IMO. But the old (classic) one is fairly easy to use and is still accessible on the site. One big difference is that they do not update filter results intraday.

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