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Filter Exchange · A LITTLE PIECE OF CODE ON VOLATILITY
manumoneya
msg #119077
modified
4/12/2014 2:11:42 AM

symlist(spy,iwm)
set{HVstd, cstddev(historical volatility(20),20)}
set{HVma, cma(historical volatility(20),20)}
set{HVdiff, historical volatility(20) - HVma}
set{HVzscore, HVdiff / HVstd}
set{triggerline, cma(HVZscore, 3)}
set{av3, average volume (3)}
set{av3I , INDPOSITION(av3, close) * 5.5}
add column triggerline

draw triggerline line at -2
draw triggerline line at 2
draw triggerline line at 3.50
draw av3I on plot triggerline
chart-time is 1 year


if av3I is above 3.5 most of the time it doesn't matter whether triggerline cross -2 from below or cross 2 from avobe

General Discussion · Backtest Trades Tab
manumoneya
msg #108126
9/19/2012 11:48:58 PM

Hi Stockfetcher Team.

I was trying new back testing system , and i am thinking there is bug in the system , please notify me if i am wrong , below is the backtesting result

Approach Information
Approach Name: NewFilter205(just for test)
Test started on 2009-12-31 ended on 2011-12-30, covering 504 days
Filter used:
NewFilter205(just for test) (saved filter))

Trade Statistics
There were 75 total stocks entered. Of those, 74 or 98.67% were complete and 1 or 1.33% were open.
Of the 74 completed trades, 43 trades or 58.11%resulted in a net gain.
Your average net change for completed trades was: 10.54%.
The average draw down of your approach was: -14.67%.
The average max profit of your approach was: 29.10%
The Reward/Risk ratio for this approach is: 2.90
Annualized Return on Investment (ROI): 868.07%, the ROI of ^SPX was: 5.70%.

Equity Summary
Starting Account Value: $100,000.00 Fees per trade: $4.95
Ending Account Value: $102,386.76. Cash: $101,970.95 Market value of holdings at end: $415.81 (paid: $38.27)
Realized gain/loss: $2,380.47 ($32.17 per trade.)
Total Commissions Paid: $737.55
Unrealized gain/loss: $377.54.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 74 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.


------
i am confused if ROI is 868.07% , as indicated above my starting Account Value is $ 100000.00 and my Ending Account Value: $102,386.76. Cash: $101,970.95

Please check if it is bug or i am missing some thing as i am new on stockfetcher.

---
I also want to say thanks to all the members of stockfetcher forums , for the efforts they made to make this forum a best place to learn.....

Thanks ,
Mani

General Discussion · Countertrend screener
manumoneya
msg #108303
10/5/2012 11:17:33 PM

RSI(14) increasing for last 2 days
Aroon (20) above 50
Williams %R(20) above 50% from Williams %R(20) 1 day ago
PPO (8,24,8) above 0
close is above Ema (13)
close is above Ema (34)
close is above Ema (50)
close is above Ema (200)
ADX above 25
average volume (90) is above 1500000
and close is between 25 and 50
and date offset is 0

Filter Exchange · Help for Price with in Range
manumoneya
msg #108439
10/19/2012 8:46:24 PM

Hi,
Can anybody help me to find a stock where price has not been increased more than say 1% over the last 50 days

i tried

price is not increasing more than 1% Over the last 50 days

but didn't work .

Thanks in advance for the help

ManuMoneya

General Discussion · How to implement if else in SF
manumoneya
msg #108311
10/8/2012 2:22:19 AM

Hi TRO,

Can you please help me to implement if else in SF , actually i want to add or subtract volume according to bearish or bullish day , if day is bullish add volume to some volume and if day is bearish subtract volume from some volume

set{a , close 1 day ago - open 1 day ago}
set{b , close 2 day ago - open 2 day ago}
set{c , close 3 day ago - open 3 day ago}
set{d , close 4 day ago - open 4 day ago}

based on a,b,c,d is positive or negative i want to add or subtract volume accordingly

General Discussion · How to implement if else in SF
manumoneya
msg #108319
10/9/2012 2:00:27 AM

olathegolf , I am really thankful to you and TRO for help,

Thanks once again,
ManuMoneya

General Discussion · Interesting - VXX:SPY ratio works on any time-frame
manumoneya
msg #119947
5/19/2014 1:33:48 PM

Add this to the ratio code for MAE:

input lengthMAE = 10;
input pctAbove = 10.0;
input pctBelow = 10.0;
plot UpperBandMAE = Average(Relation, lengthMAE) * (1 + pctAbove / 100);
UpperBand.SetDefaultColor(GetColor(0));
plot LowerBandMAE = Average(Relation, lengthMAE) * (1 - pctBelow / 100);
lowerBand.SetDefaultColor(GetColor(0));

###########################################

Hi,

First of all thanks for sharing all this information .... i have one request can you please provide the full TOS code , actually i was trying to add the above code in your's TOS provide on first page it is showing me the error.

Thanks

General Discussion · Intraday Alerts
manumoneya
msg #109678
12/28/2012 12:58:08 AM

Hi johnpaulca,

Can you please help me to figure out how much is the tax deduction on profit earned with stock trades in Canada , i always trade US stocks , Can you please refer me a good accountant in Calgary , Do i have to fill the tax return in US too ?
I have a individual margin account with xyz broker , which one is good practice , having a individual account or do i have to register a company and open a trading account under that company name and trade with that account . I am doing trading as a side business , i have a full time job.

Thanks,
ManuMoneya

General Discussion · Intraday Alerts
manumoneya
msg #109698
12/28/2012 11:48:09 PM

Thanks johnpaulca and Eman93
Your suggestion is valuable for me,

Thanks once again,
ManuMoneya

General Discussion · Intraday Alerts
manumoneya
msg #109991
1/9/2013 3:00:18 AM

Hi JP , EMAN

First of all thank you very much for such a wonderful thread, lot of learning specially for new comers like me.... , I am few hundred pages behind Nick , Hi Nick , i can realiszed you did wonder full job , it 12:55 AM Calgary , me and JP has the same city , just finished 700 pages ..... Now going to sleep, will go to work in the morning....



Tons of thanks to all members ,who share there knowledge in this forum

Special thanks to JP and EMAN without you guys , i may or may not learn all this , but as NICK said lot of questions in mind will ask you later.

Nick try ActiveTick platform it cost $20/month

Thanks,
ManuMoneya



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