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General Discussion · Simulation
jimmyjazz
msg #149174
9/18/2019 5:42:11 PM

Thanks, I'll check it out.

General Discussion · Simulation
jimmyjazz
msg #149167
9/17/2019 6:27:00 PM

Oh . . . maybe that's the answer . . . it WAS here but that feature has been disabled?

I remember writing pretty specific trading rules, including things like stop losses, etc. I believe it was one equity at a time.

General Discussion · Simulation
jimmyjazz
msg #149165
9/17/2019 5:02:11 PM

Sorry, I used to post here regularly, but it's been a while. I moved away from exploring various ideas into trading a single ETF (profitably, I might add), mostly based on volatility estimates.

I have an idea I'd like to backtest, and although I do recall building simulations on some platform in the past, I can't recall what that platform was! Does stockfetcher offer this? If not, is there a well-known platform that has existed for years which allows one to explore end-of-day trading of one or more equities based on a certain set of rules? I know I used to do this but for the life of me I can't remember which site it was. Thanks for any help.

General Discussion · NEVER LOSE AGAIN!!
jimmyjazz
msg #123476
4/5/2015 11:49:04 AM

TRO, this is a very long thread with tons of filters. I am curious about your "MTC Checker" concept to identify trading possibilities besides AAPL. It seems that you define your triggers as fractions of a dollar, regardless of share price. Did that change as the filter evolved? For instance, this is one example from fairly early in the thread which identifies 3 stocks with a fair spread on underlying stock price (TSLA, GOOGL, TQQQ which range from ~ $100 to $550):

Submit
Fetcher[
/* TRO MTC CHECKER */

set{ hiop, high - open }
set{ up10, count( hiop > 0.09, 100 ) }
set{ up50, count( hiop > 0.49, 100 ) }
set{ pct1, up50 / up10 }
set{winpct, 100 * pct1 }

add column up10
add column up50
add column winpct


up50 above 79

average volume(90) above 1000000

market is nasdaq

sort column 7 descending
]




Filter Exchange · SPY indicator
jimmyjazz
msg #123465
4/4/2015 1:22:13 PM

Not to discourage your efforts, but that's a 9% annualized yield. You can hit 12% with just a simple moving average crossover technique. (Of course, in all situations when you compare to buy and hold you need to account for taxes and fees.)

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
jimmyjazz
msg #123100
3/10/2015 9:03:24 AM

Kevin, you mentioned this in your original post, and being SF-stupid, I'm not sure exactly what you're saying. Is this a separate filter limited to the stocks one is holding in Pangolin Z?

"For determining the new RSI(2)-based profit target each night you simply set up a watchlist of the stocks you are holding and add a column with "add column reversersi(2,90) {profit target}". This will automatically update the dynamic exit for the next day. "

Filter Exchange · Filter signaling change of state
jimmyjazz
msg #121053
7/19/2014 12:17:30 AM

That's it! Thank you so much. I'm not using those triggers, but I was able to rewrite it for my indicators. I'll share once I confirm it's working exactly as planned.

Filter Exchange · Filter signaling change of state
jimmyjazz
msg #121050
modified
7/18/2014 6:56:46 PM

duke, it's not that simple. Here are the 3 possible results I would like to filter for in my example:

Yesterday: close below EMA(5) and SMA(5)
Today: close above EMA(5) and SMA(5)

Yesterday: close below EMA(5) but above SMA(5)
Today: close above EMA(5) and SMA(5)

Yesterday: close above EMA(5) but below SMA(5)
Today: close above EMA(5) and SMA(5)


See? In all 3 cases, there was a state change between yesterday and today based on BOTH indicators. I am not interested in finding stocks that have (for instance) closed above EMA(5) and SMA(5) for the last week, or even the last 2 days. I want at least one of the indicators to have swung positive today, and both to be true today.

Filter Exchange · Filter signaling change of state
jimmyjazz
msg #121029
7/15/2014 7:31:37 PM

Now we're getting somewhere. Thank you very much!

Filter Exchange · Filter signaling change of state
jimmyjazz
msg #121027
7/15/2014 5:57:51 PM

I'm not seeing it. This would include filter results where both were true for the last 5 weeks. I'm trying to only get results for a logical "AND" that just occured today. (In other words, EMA could have been true for weeks, but SMA just turned today, or vice versa. Or both just turned today.)

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