| StockFetcher Forums · View by Author: mahkoh (1,059 messages) · [ Display By: Date / Subject ] | << 1 2 3 4 5 ... 106 >> |
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| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #148301 |
6/29/2019 11:50:00 AM I was testing the filter you posted on the holy grail thread using reversersi(2) as alternative exit for covering at the close. Backtesting and optimization were done with Stratasearch. I don't remember the exact filter, but it was rather basic, something like close>2 and roc(2)> 30 and your liquidity criteria. It returned some 1200 trades over a 3 year period with a 185 % compounded annual return. I did trade this for a few months using $500 positions to see whether I would get filled. I was actually surprised that more often than not I was able to get a hold of shares to short at IB. Results were not as stellar as the backtest however, and I noticed many trades reversing during the session to end up a loss. Further testing and adding criteria I found a few things: high average volume decreases the chance of succes and volume should at least be 10 times average volume(30). And it helps if a significant part of the float was traded. During the first testperiod I usually got somewhere between 5 and 15 candidates. I would set up orders for the top ten and see which would get a fill. Now I pick no more than 2, but the last few trades IB has not been able to find shares. Anyway, my filter as of now: |
| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #148268 |
6/24/2019 6:40:08 PM Funny, when backtesting your strategy I had also looked at a Reversersi value for additional exit. In my tests Reversersi(2,50) came out as optimal profit target. |
| Filter Exchange · Help!! How would you code this: | |
| mahkoh msg #148204 |
6/19/2019 5:26:11 PM |
| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #148190 |
6/18/2019 1:48:06 PM KSK, good work on VISL. What do you use as a guide in deciding to exit? Level2, S/R, volume? |
| Stock Picks and Trading · Follow The Money (Options) | |
| mahkoh msg #148134 |
6/12/2019 6:14:26 PM Unfortunately market chameleon has become pretty useless without a subscription. |
| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #148114 |
6/11/2019 2:20:46 PM VUZI well done, currently up 24% from open. IB couldn't locate shares to short this morning. |
| Stock Picks and Trading · Intraday Alerts | |
| mahkoh msg #148068 |
6/6/2019 6:27:45 PM Over 12000 posts.. thanks and good luck! |
| Filter Exchange · Almost got my TMF filter working but need one more thing fixed. Help please. | |
| mahkoh msg #148053 |
6/5/2019 3:03:03 PM I think you should use: /* Calculate Highest High (HH) and Lowest Low (LL) LL = minimum(current low or previous close) HH = maximum(current High or previous close) */ set{LL, min(low, close 1 day ago)} set{HH, max(high, close 1 day ago)} You don't want to use R1 as variable name, that is already hardcoded to pivot r1: /* calculate Range = (Close - LL) / (HH - LL) * 2 - 1 ) */ set{RB1, Close - LL} set{RB2, HH - LL} set{RB3, RB1 / RB2} set{RB4, RB3 * 2} set{RB5, RB4 - 1} /* R5 = Range */ /* Calculate Range Volume RangeV = EMA (Volume * Range) */ set{range1, volume * RB5} set{rangeV, CEMA(range1,21)} So this is what I get, I have to leave out the last line to not run in economy class restrictions |
| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #148046 |
6/5/2019 1:35:14 AM WORX.. apperars to be an earnings related move. No go? |
| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #147990 |
5/31/2019 3:59:08 PM Well, must have been an exiting ride so far. |
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