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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.

General Discussion · backtesting ideas
nibor100
msg #157011
6/16/2021 10:57:12 AM

Yes, those answers were what I was looking for and more.

Those criteria you listed at the end of your response to b., are they all available from Finviz or your backtesting platform, or just your own criteria from other sources?

Did you also run a series of separate backtests using only the MACD and alternatively just the UO? I'm just curious, not trying to get you to run any additional backtests.

Thanks,
Ed S.





General Discussion · backtesting ideas
nibor100
msg #157008
6/16/2021 5:52:26 AM

@redversa721,

Regarding the backtest stats you posted:

a. 3 trades at a fixed $10K per trade, or 3 trades max at 33% of available equity, or $30K per trade?

b. Is your group of stocks from the Finviz sectors only based on the most recent 5 top stocks per Finviz sector or is the backtest choosing from an updated historical group at the onset of each new trade?

c. What made you choose a Stop Loss of 16% and a max trade duration of 145 days? I'm not sure I would ever choose those 2 parameters for any initial backtest.

Thanks,
Ed S.

General Discussion · Worthy of Consideration
nibor100
msg #156991
6/14/2021 3:28:05 AM

All I'v done is provide some filters for finding "Possible" Dr. Wish GLB stocks on SF,

I did not write a filter to apply his Stop criteria.

Nor did I write a filter to apply all of his other Buy criteria of which there are many....for example he only buys GLB stocks that are in his universe of stocks which is limited by presence on IBD 50 and MarketSmith lists over a running period of time.

You can find all of his other Buy criteria in his talk on you tube from this weekend.

Or the simple way is to just get his daily blog posts and when he mentions a new GLB then you'll know its on his watchlist of stocks that are candidates for purchase.

PS. the presenter after him has some interesting info about trading IPO stocks.

Ed S.


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