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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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