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General Discussion · Is it me?
joepistell
msg #119124
4/15/2014 12:45:47 PM

Question?
On the tab "StockFetcher Backtesting" why do some names have a small blue star in front of them?

(p.s. this explanation should be a hover state)


General Discussion · Is it me?
joepistell
msg #119121
4/15/2014 10:34:11 AM

Four.

I've been a self employed trader for >decade. I traded the 99 bubble. I know risk management. (I'm long $UVXY right now ;-)


General Discussion · Is it me?
joepistell
msg #119120
4/15/2014 10:30:56 AM

Backtesting Question: Could some one explain: "Maximum Selected Stocks: -1"


General Discussion · Is it me?
joepistell
msg #119117
4/15/2014 9:27:33 AM

DOH!

Awesome!! TY

General Discussion · Is it me?
joepistell
msg #119115
4/15/2014 8:42:07 AM

IDEA: Trade size = % of account value
This will bring compounding into performance measurements.



General Discussion · Is it me?
joepistell
msg #119112
4/15/2014 8:39:36 AM

I believe the phrase "Negative Balances" is labeled incorrectly?

"A negative cash balance appears on the balance sheet when the cash account in the general ledger has a credit balance."
http://www.accountingcoach.com/blog/negative-cash-balance

ooo! It just hit me!

If my trade amount is 100% of my opening balance (i.e. $100k), I assumed the system would adjust to what ever the max dollar value would be. Ahh... got it.

I am doing a study on ETF trading vs "buy and hold". Any suggestions how to trade the max $dollar value?



General Discussion · Is it me?
joepistell
msg #119111
4/15/2014 8:31:20 AM

Changed the setting, that's better. TY.

I am puzzled. If I understand your description, the system stops trading if losses go below the account's starting amount? That doesn't make sense, I have plenty of systems that show a loss ;-). How is it that this is different?



General Discussion · Is it me?
joepistell
msg #119107
4/14/2014 6:04:59 PM

and here's the 34ma crossover making errors.

Backtesting exits are wrong and it missed an entry



BackTest name: 34SPY EMAxFib34 uptrend mkt $100k 3% stops (13xofib21)


General Discussion · Is it me?
joepistell
msg #119106
modified
4/14/2014 5:38:54 PM

SF,
I see random problems with the backtest results.

I ran a 2yr 13 ma crossover and Backtester only hit once?

Test is titled: EMA xo Fibma13 hot market

Fetcher[
symlist(spy)
set{fib2, CMA(close,2)}
set{fib3, CMA(fib2,3)}
set{fib5, CMA(fib3,5)}
set{fib8, CMA(fib5,8)}
set{fib13, CMA(fib8,13)}
and ema(13) crossed above fib13
]



I annotated the XO's FYI


General Discussion · Syntax help for my experiment
joepistell
msg #119046
4/9/2014 11:45:16 AM

Fix it, but SF servers don't like it (hourglass runs.... and runs....)

Any ideas on how to clean up this code?

Fetcher[/* GLOBAL*/
show optionable stocks
and not etf
and price above 4
and avgvol(90) is > 250000

set{fib1, CMA(close,1)}
set{fib2, CMA(fib1,2)}
set{fib3, CMA(fib2,3)}
set{fib5, CMA(fib3,5)}
set{fib8, CMA(fib5,8)}
set{fib13, CMA(fib8,13)}

add column fib1
add column fib2
add column fib3
add column fib5
add column fib8
add column fib13

/*setting up an ADX like tool, I am looking at behavior in a trend vs a base*/
set{1minus, abs(fib1 minus fib13)}
set{2minus, abs(fib2 minus fib13)}
set{3minus, abs(fib3 minus fib13)}
set{5minus, abs(fib5 minus fib13)}
set{8minus, abs(fib8 minus fib13)}
/*look at non abs as negative numbers vs long ma may sway results in interesting ways*/

add column 1minus
add column 2minus
add column 3minus
add column 5minus
add column 8minus


set{fibsum1, 1minus + 2minus}
set{fibsum2, 3minus + 5minus}

set{fibsum2a, fibsum1 +fibsum2}
set{fibsum3, fibsum2a + 8minus}


add column fibsum1
add column fibsum2
add column fibsum2a
add column fibsum3

/*to do: DIVIDE FIBSUM BY PRICE TO CREATE A RATIO*/

draw fibsum2 52 week high
]




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