StockFetcher Forums · View by Author: (57 messages)  [ Display By: Date / Subject ]<< 1 ... 2 3 4 5 6 >> 
General Discussion · Does anyone know these guys?
msg #104846
2/6/2012 2:36:08 PM

msg #104845
2/6/2012 2:31:37 PM


in live trading how do you control the number of fills, since you mentioned there is a maximum number of open positions?
Do you just close trades right after the open, if you have a higher fill rate?


Filter Exchange · Filter that has been working
msg #104804
2/3/2012 9:55:19 AM

I wouldnt write the second line in the script, but in the Entry Price column. Compare the 2 and you'll see different results.

Filter Exchange · Filter that has been working
msg #104788
2/2/2012 2:00:41 PM

apply to watchlist(WL2)

and add column s2
and add column industry

Name: Pivot Trading Stocks
Approach Type: Long
Start Date: 01/31/2012
End Date: 02/02/2012
Benchmark Symbol: ^SPX

Exit Setup
Stop Loss: N/A
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: 1

Extra Indicators
Entry Columns:
Show Performance After: after 1 day

Advanced Options
Selection Method:
Entry Price: below S2 yesterday
Conditional Entry: Yes
Exit Price: close 1 day ago
Maximum Trades Per Day: 5
Maximum Open Positions: 5
Maximum Selected Stocks: All
Close all OPEN positions: Yes

P.S. WL2 is just how I called my watchlist of the stocks I trade, which are actually the components of the Naz 100 and 10-12 additional names I like.

Filter Exchange · Filter that has been working
msg #104787
2/2/2012 1:54:23 PM

Have a watchlist of the Nas100 stocks, buy stocks at, or below S2, max of 5 trades per day, sell everything at the close of the same day, or the next open. Almost too simple, but its been profitable throughout the years, even during bear markets like 2008, or last summer. Give it a try.

Backtesting Support · selection criteria inquery..
msg #104740
1/30/2012 6:42:10 PM

Is anyone able to answer? Would be great!

Thanks in advance!

Filter Exchange · Filter that has been working
msg #104685
1/28/2012 12:41:46 PM

Hi Duke,

thanks for the super fast response! It works nicely. Duke, what code could I use, if I want to buy lets say just 3 Cents above the S1, or S2 instead of below? I think, that those pivots offer some very interesting ideas to play with. What I also noticed is, that in some trades the stock opens below the pivots, but the script still uses the actual pivots as entry, which worsens alot the final backtest result. I dont know if there's a way to get around this.


Filter Exchange · Filter that has been working
msg #104681
1/28/2012 10:43:19 AM

Hi everyone,

would it be possible to run a backtest, that to goes long, if price hits S1, or S2 and sell at the next day open?

Thanks in advance!

General Discussion · WISHLIST FOR STOCKFETCHER IN 2012
msg #104187
1/3/2012 9:24:47 AM

Would be great to have more backtest data back till lets say 1998 since I'm very interested to know how my systems would have performed during the blowup and the burst of the internet bubble.

P.S. I started trading about 13 years ago. 1 year ago I discovered SF and I honestly can say, that this service lifted my whole trading to a level I never reached before. Thanks for providing that amazing content!

I wish everyone a blessed and happy 2012.

Filter Exchange · Winning Strategy
msg #104114
1/1/2012 11:31:20 AM

Dont forget to calculate the commissions. Since you trade very low priced stocks it will have a huge impact to the net profit, even if you use a deep commission broker like IB. Just for example, with a position size of 1000 USD and trading a 2$ stock you would have to pay around 8 USD per round turn. This would cut a 2% profit by almost 50% from 20$ to 12$. Also the fact that the system has very high single position drawdowns would keep me away from trading bigger size. You might change the minimum closing price to 5 which will give a bit less performance but also less commissions and it turns the 6 recent months into a profitable range.

What I like is,that it has good results during strong bear markets like during 2008.

Much thanks for sharing!

StockFetcher Forums ·  · << 1 ... 2 3 4 5 6 >>

*** Disclaimer *** does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. does not recommend particular securities., Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2021 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.