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| Filter Exchange · 5% pullback -LONG | |
| mahkoh msg #149203 modified |
9/22/2019 6:12:40 AM Stratasearch code: ENTRY STRING: mov(volume,10,s)>50000 and close>0.1 and rsi(2)<5 and proc(close,1)<-10 and had*lert(ref(rsi(2),-1)>99,60)>1 and had*lert(high/open>1.05,100)>5 EXIT STRING (take 5% or exit at close) gtclimit(5) or $daysheld>0 Backtest from 1/1/2014 until 9/22/2019 Usually there are 1 or 2 stocks selected by the filter, so let's assume we trade a portfolio of 2. Initial equity of $50.000, ending equity $421.53 1234 trades, 52.11 % profitable https://imghostr.com/ONWaK4dQx You could use a stop, but working with daily candles that cannot be really backtested. Stratasearch will not be able to determine whether the stop or profit was hit first if both triggered. I'd stick to shorting if I were you. Let me know if I missed anything. EDIT: had to change ' a' to * in the had/__REMOVED__/ formula. Apparently some html function triggers when one posts alert. |
| Filter Exchange · Can anyone explain this? | |
| mahkoh msg #149006 |
8/28/2019 4:21:44 PM In order for the stock to satisfy the condition of the filter it must shoot up at least some 80 %. This typically only happens to trash pennystocks.. |
| Filter Exchange · need help - EMA20 crossover EMA40 | |
| mahkoh msg #148965 modified |
8/21/2019 5:08:45 AM |
| Filter Exchange · Need Help - Buy the Dip | |
| mahkoh msg #148959 |
8/20/2019 5:02:16 AM http://www.stockfetcher.com/forums2/Filter-Exchange/BUYING-THE-DIP/113409/-1/113409 |
| General Discussion · high of day on strong volume | |
| mahkoh msg #148316 |
6/30/2019 6:36:54 AM This filter tells you which stocks were near their high of the day some 20 minutes ago. |
| Stock Picks and Trading · KSK8 Questions on The Most Profitable Thread on Stockfetcher | |
| mahkoh msg #148315 |
6/30/2019 6:22:21 AM I had to adjust a few statements in order to run it with economy class subscription. It suggests FRSX which I also have as first on the list. Stratasearch has min/max functions, but they're called lower and higher. Also abs() is available. |
| 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? |
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