General Discussion · Simulation
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jimmyjazz msg #149174 |
9/18/2019 5:42:11 PM
Thanks, I'll check it out.
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General Discussion · Simulation
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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.
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General Discussion · Simulation
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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.
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General Discussion · NEVER LOSE AGAIN!!
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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
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Filter Exchange · SPY indicator
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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.)
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Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
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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. "
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Filter Exchange · Filter signaling change of state
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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.
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Filter Exchange · Filter signaling change of state
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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.
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Filter Exchange · Filter signaling change of state
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jimmyjazz msg #121029 |
7/15/2014 7:31:37 PM
Now we're getting somewhere. Thank you very much!
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Filter Exchange · Filter signaling change of state
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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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