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General Discussion · Trading Strategy
nibor100
msg #157188
7/7/2021 1:04:34 PM

@push5280,

1. I was just trying to point out what appeared to be excessive steps to get to the ratio of 12 month gains to 12 month losses (the goal of 2). I didn't realize that your Goal Seek depended on those formula...

However, an alternative way of getting your new lower Stop loss percentage in those cases where the ratio calculation is less than 2.0 is to use the following formula in Excel:

=((12 month total gain/2) / #of losing trades)

2. I would still like to know if you are using a trailing stop or not?

Thanks,
Ed S.

General Discussion · Set Statement Issue
nibor100
msg #157183
7/7/2021 3:57:02 AM

@zeos,
Yes the advanced subscription level has complexity limits set by SF, generally at around 10 nested set statements but sometimes there are ways to change your filter code to cut down nesting levels and still get the end result your after but not always.

Even referring to a multi level nested variable in an add column statement can be the complexity shut off point

SF also has cautioned us that mixing weekly and daily commands in filters will sometimes hav unexpected results...

Ed S

General Discussion · Trading Strategy
nibor100
msg #157160
7/6/2021 12:03:05 AM

@push5280,

1. It seems to me that you have a few unnecessary calcs in your spreadsheet...I believe if you just divide your total 12 month gains by your total 12 month losses you'll get identical results; since dividing a total by a count is what gives you the average, which means multiplying the avg by the count gives you the total you started with.

Is your 7% stop loss a trailing stop?

Thanks,
Ed S.


Filter Exchange · Darvas Box question
nibor100
msg #157159
7/5/2021 11:43:24 PM

Yes, try this:

set{dt1, darvas top 1 day ago}
set{db1, darvas bottom 1 day ago}

add column dt1
add column db1

Ed S.


General Discussion · Set Statement Issue
nibor100
msg #157158
7/5/2021 11:38:07 PM

@zeos,

Without at least some of your code its impossible to really help you; but if I were to guess I'd say you have too many nested variables for your subscription level, as I'm assuming there are aa1, aa2, thru aa8 building upon each other....

Ed S.

Filter Exchange · Monthly EMAs
nibor100
msg #157091
modified
6/27/2021 12:57:14 AM

@billdew88,
The pos38 variable is the approximate relative percentage position of the ema(24) with respect to its highest and lowest value’s of the past 100 days because SF does not have monthly EMAs, just daily and weekly EMAs.

Ed S.

General Discussion · Need help with code for Weekly narrowing range
nibor100
msg #157068
6/23/2021 2:29:26 AM

Note that the use of weekly day range being lower each week will occasionally miss a stock due to the math involved in calculating the SF day range.

It is possible for a following weekly day range, for an inside week to be higher than the weekly day range of the prior week, due to the position of the Close, which is an integral part of the SF day range calculation.

Ed S.

Filter Exchange · VWAP Breakout or Breakdown filter
nibor100
msg #157066
6/22/2021 3:19:57 PM

Vwap is an intraday indicator and SF only has single stream 20 minute delay of daily data so no 5 seconds, 1 minute, 15 minute charts or data, etc.

TC2000 version 20 has it on its intraday time frames

Ed S.

General Discussion · backtesting ideas
nibor100
msg #157015
6/17/2021 12:00:50 PM

@redversa721,

I'm not laughing as choosing from stock name ascending seems to be used fairly often in backtesting.

Using the FinViz link you provided and your lists of 20 first trades I believe I was able to create most of your REG_! watchlist as I ended up with 43 stocks.

Using VectorVest on those 43 stocks, I was able to check a couple of your FinViz criteria back on Jan 3,2012 and found 12 stocks that don't have dividends back then, and as you suspected many stocks (21) don't meet the MarketCap 10B criteria. I can provide the names if you want.

Thanks,
Ed S.

General Discussion · backtesting ideas
nibor100
msg #157012
6/16/2021 11:02:45 AM

OOps, forgot to include a couple of questions:

1. How many stocks are in your REG_1 watchlist?

2. Since there might be times where your MACD and UO criteria are met when the backtest needs to purchase a different stock, how is the choice made between 2 or more candidates?

Thanks again,
Ed S.

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