StockFetcher Forums · View by Author: (6 messages)  [ Display By: Date / Subject ]<< >> 
General Discussion · New format
sujones
msg #61317
4/10/2008 6:11:29 PM

When I check a scan from the past (say back 20 days), I get a stock list. When I click on a stock I do not get a chart with the historical signal arrows and past performance of the scan on that stock. This is a big loss because I can no longer see how well the scan worked with the stock.

The only solution is to write down the symbols and do multiple clicks to get to my scan and enter the ticker inside a scan performance chart.

Seems like this will slow me and stockfetcher down with more clicks.



General Discussion · Love 2.0
sujones
msg #49566
1/25/2007 8:48:44 PM

Version 2 doesnt have the crosshairs to follow so you can scan across the price chart and see the lineup of all your indicators in the lower panes.And where is the little green arrows and trade results from the prior trigger points?

I dont see any improvement at all except that you dont have to click between the scan results and the chart. The loss of the crosshairs and the scan results for the last year are a big loss.

Why didnt SF just keep the old charting and add the scan results beside the old chart on the same page. Sorry SF - this is no improvement.


Filter Exchange · A Filter that returned good results
sujones
msg #42800
4/7/2006 10:08:46 AM

In response to a request for less trades I have slightly modified the scan to include searching for volume gains. This reduced the number of stocks retrieved to 247 in 81 days or an average of 3 per day. The win/loss ratio is 4.12 to 1 and the annualized return since Nov 2005 is 66%. Sorry I cant go back further but Im no signed up for that.

Show stocks where Slow Stochastic(13,3) Fast %K crossed above Slow Stochastic(13,3) Slow %D within the last 1 days and where Slow Stochastic(13,3) Fast %K is below 50 and where close is above MA(50) and Average Volume(90) is above 500000 and volume more than 75% above average volume(90)and close is between 5 and 70



Filter Exchange · A Filter that returned good results
sujones
msg #42767
4/5/2006 7:13:34 PM

Thanks for the comments written, I will continue to play with the scan. I have traded stocks since 1990 and used TA for most of that time. Im still trading because Ive been successful at it and it has supplemented may employment income nicely.

Over these many years I have not found a holy grail of a scan, and lord knows, Ive used many forms of scans. This scan will mostly identify stocks that are in an uptrend, but have pullback creating a stochastic low. As with all scans, the trader must manually go thru the list and double check what the computor is spitting out.


Filter Exchange · A Filter that returned good results
sujones
msg #42697
4/1/2006 2:02:10 PM

the backtest for the previous post is:

Show stocks where Slow Stochastic(13,3) Fast %K crossed above Slow Stochastic(13,3) Slow %D within the last 1 days and where Slow Stochastic(13,3) Fast %K is below 50 and where close is above MA(50) and Average Volume(90) is above 500000
and close is between 5 and 70

exit stocks Show stocks where Slow Stochastic(13,3) Fast %K crossed above 80


Filter Exchange · A Filter that returned good results
sujones
msg #42696
4/1/2006 1:57:24 PM

This is for discussion and improvement, the filter is not for daytrading but for up to a 40 day hold.


Approach Information
Approach Name: Long-Slow Stochastic(13,3)cross and price above MA...
Test started on 11/17/2005 ended on 03/17/2006, covering 81 days
Filter used:
Long-Slow Stochastic(13,3)cross and price above MA50 (saved filter)

Trade Statistics
There were 776 total stocks entered. Of those, 526 or 67.78% were complete and 250 or 32.22% were open.
Of the 526 completed trades, 430 trades or 81.75%resulted in a net gain.
Your average net change for completed trades was: 4.51%.
The average draw down of your approach was: -5.04%.
The average max profit of your approach was: 7.74%
The Reward/Risk ratio for this approach is: 6.68
Annualized Return on Investment (ROI): 53.23%, the ROI of ^SPX was: 18.65%.

Exit Statistics
Stop Loss was triggered 2 times or 0.38% of the time.
Stop Profit was triggered 1 times or 0.19% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (200 days) 0 times or 0.00% of the time.
An exit trigger was executed 523 times or 99.43% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:430386377402394326
Losers:94379398372282222
Win/Loss Ratio:4.57:11.02:10.95:11.08:11.40:11.47:1
Net Change:4.51%0.17%0.23%0.68%2.83%3.54%

Statistics By Variable: Match Price
 <10<20<30<40<50<60<70<80<90<100
Completed44:783:18109:2473:1650:1745:1126:1---
2 day chg42:3573:8193:9269:4949:6436:4324:15---
5 day chg42:3975:8486:9966:5252:6134:4622:17---
10 day chg44:3775:83104:8065:5455:5839:4120:19---
25 day chg37:3373:6399:6270:3449:5043:2823:12---
40 day chg33:2372:3978:5257:3437:4033:2316:11---

Statistics By Variable: Average Volume
 <10.0M<20.0M<30.0M<40.0M<50.0M<60.0M<70.0M<80.0M<90.0M<100.0M
Completed404:8919:42:11:0-1:02:01:0--
2 day chg362:35216:194:33:0-1:10:20:10:1-
5 day chg356:36715:214:32:1-0:20:20:10:1-
10 day chg373:34918:185:23:0-0:22:01:00:1-
25 day chg367:26518:113:32:1-1:12:01:00:1-
40 day chg310:20311:103:30:2-1:11:10:10:1-



StockFetcher Forums ·  · << >>

*** Disclaimer *** StockFetcher.com 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. StockFetcher.com does not recommend particular securities. StockFetcher.com, 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 2018 - 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.