|StockFetcher Forums · View by Author: (72 messages) [ Display By: Date / Subject ]||<< 1 ... 4 5 6 7 8 >>|
|Filter Exchange · BEST SHORTING FILTER|
|6/8/2005 10:51:53 PM
Here is a short filter using rsi and adx. It doesn't give a lot of trades, but the ones it does works out pretty well. It gives really good backtest numbers for all years.
|Filter Exchange · CLICKABLE FILTERS|
|5/1/2005 11:31:43 PM
I didn't come up with this filter, it came from someone on stockfetcher about a year ago. It is run with 25% stop loss and 4 day hold.
It gives a low win/loss percentage, but every timeframe I've run has a good ROI%. For the ROI% to be this much with such a low win%, I thought if someone can find a way to "tweak" it to get a better win/loss %, the ROI% may increase drastically.
|General Discussion · Looks like there is nobody to accept this challenge|
|5/1/2005 7:17:46 PM
At last request, SF still did not have fundamental capabilities. I still don't think they have this ability.
|Backtesting Support · Difference in Holding Period|
|5/1/2005 11:30:46 AM
The only difference in these two backtest is the holding period. Same time frame, same test. However, the number of trades on a 4 day hold = 338, while the number of trades on a 3 day hold = 424.
The number of trade shouldn't be based on the holding period, since the buy conditions were the same. Is this a glitch or am I missing something?
Sorry, I could only figure out how to post one preview, so I had to copy/paste the 4 day holding period.
By the way, this is not the only filter this happens on. I've tried other filter backtest and get the same problem.
Here is the filter and results:
show stocks whose Average Volume(15) is more than 150 percent above Average Volume(60) and volume is greater than 100000 and price is greater than 1 and stock is OPTIONABLE and add column industry description and stock is not otcbb and draw darvas box
Approach Name: Vol. Increase - 4 day hold
Test started on 01/02/2003 ended on 12/31/2003, covering 251 days
AvgVol(15) more than 150% above AvgVol(60)- Optionable stocks only (saved filter)
There were 338 total stocks entered. Of those, 337 or 99.70% were complete and 1 or 0.30% were open.
Of the 337 completed trades, 180 trades or 53.41%resulted in a net gain.
Your average net change for completed trades was: 1.70%.
The average draw down of your approach was: -5.56%.
The average max profit of your approach was: 7.69%
The Risk/Reward ratio for this approach is: 1.71
Annualized Return on Investment (ROI): 105.84%, the ROI of ^SPX was: 25.96%.
Stop Loss was triggered 5 times or 1.48% 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 (4 days) 332 times or 98.52% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
|Backtesting Support · backtest waiting|
|4/22/2005 12:07:22 PM
when I hit the start test button, the filter comes up and says "waiting". It never shows the returns. How long does it take or is there something I'm doing wrong.
|Announcements · New Pattern: Cup and Handle|
|6/22/2004 9:24:07 AM
how would the weekly version of cup and handle be written, I tried
|General Discussion · Short interest - Baffled ???|
|2/18/2004 9:27:26 AM
I just recently began to consider this, while watching TASR. TASR has over 50% short for the last few months. The price exploded up, when the shorts had to cover. It seems the only info I find on different websites is a month behind, so it may be that the number of shorts only comes out as monthly data.
Do you have a website with up to date data?
Also look at CALM, it has over 60% short.
This is something SF should add, if possible.
|General Discussion · Weekly charts|
|11/6/2003 9:03:55 AM
Just curious as to progress and expected date for weekly charts.
|General Discussion · My Box Theory Site|
|8/27/2003 10:29:01 PM
Last message should Read "at LEAST double the 52 week high"
|General Discussion · My Box Theory Site|
|8/27/2003 10:07:06 PM
Also remember that Darvas said "he wanted the stock trading at the 52 week high, to be near the all time high, but ALSO TO BE DOUBLE THE 52 WEEK LOW." If you are using 26 week high, may should use double 26 week low. This will cut down on the number of returns, also.
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