Filter Exchange · Interesting filter - perhaps the best I've seen so far
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hawkeyes002 msg #78819 |
9/8/2009 7:52:48 PM
so kevin how long do you keep these stocks after you buy them?
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Filter Exchange · Why don't we have trading journals??
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hawkeyes002 msg #78818 |
9/8/2009 7:51:15 PM
i agree
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Filter Exchange · Interesting filter - perhaps the best I've seen so far
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hawkeyes002 msg #78643 |
9/4/2009 5:42:34 PM
hey kevin where did you get those stocks that you are currently in? this is the filter right? i see a few of the ones that you bought but most of those i do not see
/*BOLLINGER BAND BUY FILTER*/
CLOSE IS BELOW LOWER BOLLINGER BANDS(16,2.5)
and apply to watchlist(WL0,WL1,WL2)
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Filter Exchange · Interesting filter - perhaps the best I've seen so far
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hawkeyes002 msg #78549 |
9/3/2009 1:37:08 PM
ok thanks kevin keep me posted on how you trade this
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Filter Exchange · Interesting filter - perhaps the best I've seen so far
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hawkeyes002 msg #78537 |
9/3/2009 10:04:49 AM
but if the ROI is over 200% why does it matter about their equity simulation?
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Filter Exchange · Interesting filter - perhaps the best I've seen so far
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hawkeyes002 msg #78523 |
9/2/2009 11:36:48 PM
i dont understand the equity aspect of backtrading? any help
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General Discussion · The Muddy (13th Floor) Method
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hawkeyes002 msg #78522 |
9/2/2009 10:49:39 PM
so how did you know the stock would take off?
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Filter Exchange · a little trick to find big runners in ah
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hawkeyes002 msg #78520 |
9/2/2009 9:35:32 PM
so do i buy these stocks at the open tomorrow? is sirius a good buy
Sirius XM Radio Inc 0.61 +0.00 +0.64% 847,151
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Filter Exchange · Interesting filter - perhaps the best I've seen so far
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hawkeyes002 msg #78511 |
9/2/2009 3:49:11 PM
i ran mine with a 3% gain exit trigger here is the equity
09/02/09
09/02/09 bought 15.78 shares ($404.81) of ABAX at 25.65, remaining cash: $96345.64
09/02/09 bought 4.63 shares ($404.81) of ABVT at 87.50, remaining cash: $95940.82
09/02/09 bought 188.29 shares ($404.81) of ACAD at 2.15, remaining cash: $95536.01
09/02/09 bought 10.66 shares ($404.81) of AFL at 37.99, remaining cash: $95131.20
09/02/09 bought 33.18 shares ($404.81) of AFSI at 12.20, remaining cash: $94726.38
09/02/09 bought 25.05 shares ($404.81) of ASCA at 16.16, remaining cash: $94321.57
09/02/09 bought 33.24 shares ($404.81) of CHDX at 12.18, remaining cash: $93916.75
09/02/09 bought 60.06 shares ($404.81) of CRAY at 6.74, remaining cash: $93511.94
09/02/09 bought 6.04 shares ($404.81) of EDU at 67.02, remaining cash: $93107.13
09/02/09 bought 71.52 shares ($404.81) of FHCO at 5.66, remaining cash: $92702.31
09/02/09 bought 88.58 shares ($404.81) of GMTN at 4.57, remaining cash: $92297.50
09/02/09 bought 23.07 shares ($404.81) of GTLS at 17.55, remaining cash: $91892.69
09/02/09 bought 8.22 shares ($404.81) of SAN at 49.22, remaining cash: $91487.87
09/02/09 sold (OPEN) 44.50 shares ($358.19) of APKT at 8.05 for a loss of $44.94
09/02/09 sold (OPEN) 11.84 shares ($406.12) of BBBB at 34.31 for a gain of $1.30
09/02/09 sold (OPEN) 24.15 shares ($372.13) of CYBS at 15.41 for a loss of $31.63
09/02/09 sold (OPEN) 50.60 shares ($365.81) of DL at 7.23 for a loss of $38.96
09/02/09 sold (OPEN) 23.84 shares ($395.04) of ITUB at 16.57 for a loss of $9.77
09/02/09 sold (OPEN) 12.69 shares ($407.48) of KCI at 32.11 for a gain of $2.66
09/02/09 sold (OPEN) 27.30 shares ($398.26) of MDRX at 14.59 for a loss of $6.55
09/02/09 sold (OPEN) 13.94 shares ($391.02) of NCIT at 28.06 for a loss of $13.80
09/02/09 sold (OPEN) 23.13 shares ($391.35) of NUS at 16.92 for a loss of $13.42
09/02/09 sold (OPEN) 11.39 shares ($390.59) of OTEX at 34.30 for a loss of $14.12
09/02/09 sold (OPEN) 15.08 shares ($364.27) of TSRA at 24.16 for a loss of $39.05
09/02/09 sold (OPEN) 15.78 shares ($407.65) of ABAX at 25.83 for a gain of $2.84
09/02/09 sold (OPEN) 4.63 shares ($411.61) of ABVT at 88.97 for a gain of $6.80
09/02/09 sold (OPEN) 188.29 shares ($406.70) of ACAD at 2.16 for a gain of $1.88
09/02/09 sold (OPEN) 10.66 shares ($413.76) of AFL at 38.83 for a gain of $8.95
09/02/09 sold (OPEN) 33.18 shares ($397.85) of AFSI at 11.99 for a loss of $6.97
09/02/09 sold (OPEN) 25.05 shares ($405.31) of ASCA at 16.18 for a gain of $0.50
09/02/09 sold (OPEN) 33.24 shares ($413.79) of CHDX at 12.45 for a gain of $8.97
09/02/09 sold (OPEN) 60.06 shares ($408.42) of CRAY at 6.80 for a gain of $3.60
09/02/09 sold (OPEN) 6.04 shares ($415.57) of EDU at 68.80 for a gain of $10.75
09/02/09 sold (OPEN) 71.52 shares ($396.95) of FHCO at 5.55 for a loss of $7.87
09/02/09 sold (OPEN) 88.58 shares ($382.67) of GMTN at 4.32 for a loss of $22.15
09/02/09 sold (OPEN) 23.07 shares ($410.12) of GTLS at 17.78 for a gain of $5.31
09/02/09 sold (OPEN) 8.22 shares ($404.81) of SAN at 49.22 for a gain of $0.00
Transaction Summary
Daily Gains : $53.58
Daily Losses : $249.22
Running Gain/(Loss) : $1003.33
# Stocks held at end of day : 0
Summary
Invested In Stock: $0.00
Market Value of Stock: $0.00
Market Value - Invested: - $0.00
Available Cash: $101003.33
Total (Cash + Market): $101003.33
also which of the stocks today are you planning on buying? thanks, sam
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Filter Exchange · Interesting filter - perhaps the best I've seen so far
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hawkeyes002 msg #78505 |
9/2/2009 2:15:49 PM
kevin this does seem to be a good filter. Do you buy the stocks the day before or at the open of the next day? also when you run those tests do u have a exit stop loss? i ran it from 5/01/2009 and these results
There were 123 total stocks entered. Of those, 99 or 80.49% were complete and 24 or 19.51% were open.
Of the 99 completed trades, 99 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 3.01%.
The average draw down of your approach was: -3.74%.
The average max profit of your approach was: 5.29%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 294.77%, the ROI of ^SPX was: 36.99%.
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