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General Discussion · Not Working

traderblues
msg #48096

11/21/2006 11:35:08 AM

The pe ratio is causing the problem. I have learned not to trust the pe ratios that Stockfetcher uses. They are often very old or innaccurate.

Backtesting Support · Setting "share" quantities for buying

traderblues
msg #48085

11/20/2006 7:24:40 PM

You set the average position size by changing the "maximum open positions" on the Advanced page. This setting defaults to 250, so it will assume each position size is $100,000 / 250 = $400. So if you are only buying $400 worth of shares, many times this will be a very small number of shares. If you change this setting from 250 to 25, then the average position size will be $100,000 / 25 = $4,000.

Then, if you want at least 100 shares, then the stock price must be less than $40. You add this line to your filter.

General Discussion · Backtest challenge

traderblues
msg #48069

11/20/2006 8:29:56 AM

none. no stops, per se. I just look for good exit points.

Filter Exchange · Is it possible to create an ascending triangle scan?

traderblues
msg #48025

11/17/2006 10:26:55 PM

Well, yes, stockfetcher has a triangle patterm, but it's not 100% relaiable, so you have to pick through the results. For example:

Filter Exchange · How do I Screen based on % change?

traderblues
msg #48015

11/17/2006 2:18:04 PM

e.g.

General Discussion · Backtest challenge

traderblues
msg #47997

11/16/2006 9:06:04 AM

That's not my website, but those are my trades. It has been working very well. When I first learned about RSI(2) I was a non-believer. Obviously, not anymore!

General Discussion · Backtest challenge

traderblues
msg #47992

11/15/2006 9:45:45 PM

OK, if nobody else wants to play, I guess I'll play with myself. If your skeptical, go here:

http://www.stocktickr.com/BTStrader/closed/

It's all about RSI(2). Thanks Muddy and TRO. I couldn't have done it without all of your previous work.

Approach Information

Approach Name: RSI(2) Opportunity 10-1-04 to 10-1-06

Test started on 10/01/2004 ended on 09/29/2006, covering 503 days

Filter used:

RSI(2) Opportunity Entry (saved filter)

Trade Statistics

There were 176 total stocks entered. Of those, 174 or 98.86% were complete and 2 or 1.14% were open.

Of the 174 completed trades, 109 trades or 62.64%resulted in a net gain.

Your average net change for completed trades was: 6.75%.

The average draw down of your approach was: -10.29%.

The average max profit of your approach was: 14.64%

The Reward/Risk ratio for this approach is: 2.76

Annualized Return on Investment (ROI): 273.80%, the ROI of ^IXIC was: 8.97%.

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 (10 days) 55 times or 31.61% of the time.

An exit trigger was executed 119 times or 68.39% of the time.

Statistics By Holding Period
	Completed	2 day chg	5 day chg	10 day chg	25 day chg	40 day chg
Winners:	109	91	95	93	83	72
Losers:	61	78	75	79	93	100
Win/Loss Ratio:	1.79:1	1.17:1	1.27:1	1.18:1	0.89:1	0.72:1
Net Change:	6.75%	3.44%	3.03%	3.61%	3.38%	4.18%

Statistics By Variable: Match Price
	<5	<10	<15	<20	<25	<30	<35	<40	<45	<50
Completed	82:45	18:9	5:6	0:1	2:0	1:0	-	-	1:0	-
2 day chg	71:54	13:15	4:6	0:1	1:2	1:0	-	-	1:0	-
5 day chg	73:52	15:13	5:6	0:1	1:2	1:0	-	-	0:1	-
10 day chg	71:57	15:12	4:7	0:1	2:1	1:0	-	-	0:1	-
25 day chg	65:66	13:15	4:7	0:1	1:2	0:1	-	-	0:1	-
40 day chg	55:73	12:15	4:7	0:1	1:2	0:1	-	-	0:1	-

Statistics By Variable: Average Volume
	<2.0M	<4.0M	<6.0M	<8.0M	<10.0M	<12.0M	<14.0M	<16.0M	<18.0M	<20.0M
Completed	104:60	4:1	-	-	-	-	-	1:0	-	-
2 day chg	88:75	2:3	-	-	-	-	-	1:0	-	-
5 day chg	90:73	4:2	-	-	-	-	-	1:0	-	-
10 day chg	88:77	5:1	-	-	-	-	-	0:1	-	-
25 day chg	79:90	3:3	-	-	-	-	-	1:0	-	-
40 day chg	69:97	2:3	-	-	-	-	-	1:0	-	-

General Discussion · Average Volume not working

traderblues
msg #47981

11/15/2006 12:57:42 PM

Don't put the comma in 999999

Filter Exchange · High Tight Flag search (or MOMO search)

traderblues
msg #47952

11/13/2006 5:32:11 PM

General Discussion · Backtesting in a selective market condition.

traderblues
msg #47887
modified

11/9/2006 10:36:43 AM

Lighten up. I think he was trying to teach him how to fish, rather than just giving him a fish.

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