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Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
frsrblch
msg #108322
10/9/2012 3:33:59 PM

Based on the entry condition codes he included with each filter, Stratasearch will buy at the open the day after the entry conditions are triggered regardless of whether the exit conditions are met. The stock would then be held until the exit conditions are met.

I haven't had a chance to look into this one myself or I would link an example of the trades Stratasearch is executing.

It might be worth looking into whether you should enter if both the entry and exit conditions are met the day before.

General Discussion · Day Position default values give anomalous result
frsrblch
msg #105910
4/13/2012 9:30:38 PM

I've been pulling apart the filter showcased in the "Winning Strategy" thread on the Filters forum, and I've noticed something unusual.

The default values taken for the Day Position filter are -1 and 5. That's an odd default position value considering that the first parameter, position, is usually between 0 and 1 for the filter, but the formula should still work. It should take the 5-day low and subtract from it the difference between the 5-day high and 5-day low.

Key word: should. But it doesn't. It seems that any negative number fed into the day position filter will give an anomalous result. Did I mention that the default position value for the Day Position filter is negative?

Filter Exchange · Winning Strategy
frsrblch
msg #105901
4/12/2012 10:03:16 PM

Has anybody had any luck importing this filter to StrataSearch? I'm having some difficulty with some of the functions which need to be programmed into StrataSearch.

Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)
frsrblch
msg #105353
3/10/2012 9:09:18 AM

>how is the system performing. I haven't see any update for last few days. is anybody taking any trades.
On March 6th there were 23 stocks selected how should one select in such a situation.

* * * * *

I've been trying to figure this out as well. The StockFetcher filters posted here seems to sort by zscore(16) ascending, suggesting that you should be buying the lowest z-score stocks first, but I don't believe that it has been stated explicitly what settings were used in Kevin's original StrataSearch results. I've haven't been able to fully recreate his backtest in StrataSearch, but there are an array of settings that could be throwing off my results.

It has been mentioned earlier in the thread that sorting by price / MA(200) descending may yield better returns (page 15), but I haven't had a chance to test this properly.

General Discussion · SF, my filter is not working
frsrblch
msg #105271
modified
3/5/2012 6:54:03 PM

If you click Edit > Check Syntax, it will show you that the first line of your filter is not being recognized.

If the ema(10) is increasing, it will be above the value from yesterday. If you make it count the number of times this has happened over the last 30 days (6 weeks), and tell it to show the stocks where this count is 30, it will show you those stocks which have had their ema(10) increasing every day for the last 30 days, or 6 weeks.

stocks are eft
count(ema(10) above ema(10) 1 day ago,30) equals 30

To sort, type "sort by column X ascending/descending" where X is the column number. SF uses the symbol as column 1, so if you made your filter as follows, it would sort by ema(10) descending, which is column 5.

stocks are eft
count(ema(10) above ema(10) 1 day ago,30) equals 30
add column ema(10)
sort by column 5 descending



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