StockFetcher Forums · Filter Exchange · 469% from 3/1/2007 to 2/29/2012<< >>Post Follow-up
bmiller365
5 posts
msg #105218
Ignore bmiller365
3/2/2012 1:43:31 AM

This is probably junk but it shouldn't require much work to write a StockFetcher filter if someone wants. I have it on ProfitSpi but I can only backtest 5 years there and I would like to see if the filter here would find the same stocks.






3/1/2007 - 2/29/2012

Total profit 4,699,589.55
Starting equity 1,000,000.00
Annualized return % 41.58%
Total number of trades 24
Profit from Winning trades 5,155,586.91
Winning / Losing profit ratio 11.31
Number of Winning trades 19
Largest Winning trade profit 816,373.20
Average Winning trade profit 271,346.68
Longest Winning trade 50
Average length of Winning trades 37.95
Most consecutive Winning trades 6

Open Positions profit 0.00
Return on equity % 469.96%
Maximum drawdown % -15.16%
Percent profitable 79.17%
Loss from Losing trades -455,997.36
Largest Losing trade profit -296,435.75
Average Losing trade profit -91,199.47
Longest Losing trade 50
Average length of Losing trades 46.80
Most consecutive Losing trades 1

ProfitSpi Filter


Volume greater than ((Average Volume(30) 1 day ago) * 50)
Close Price greater than or equal to Open Price
Volume greater than 500,000
Open Price greater than or equal to 2
Open Price less than or equal to 10
Price Change % less than 5
Momentum(10) greater than ((Momentum(10) 1 day ago) * 5)


mktmole
325 posts
msg #105221
Ignore mktmole
3/2/2012 2:36:32 PM

Fetcher[
set{voldiff, volume(1) - average volume(30) 1 day ago}
set{volratio, voldiff / average volume(30) 1 day ago}
set{volgain, volratio*100.0}
volgain is above 49.9 and add column volgain
set{momodiff, momentum(10) - momentum(10) 1 day ago}
set {momoratio, momodiff / momentum(10) 1 day ago}
set{momogain, momoratio*100.0}
momogain is above 4.99 and add column momogain
close > 0.01% above close 1 day ago
close < 5.01 % above close 1 day ago
and close above open
and open between 2.00 and 10.00
volume(1) > 500,000
]



mm

olathegolf
64 posts
msg #105232
Ignore olathegolf
3/3/2012 10:55:13 AM

What are your entry and exit rules?
Need to define under Backtesting - Exit and Advanced Options.


bmiller365
5 posts
msg #105267
Ignore bmiller365
3/5/2012 5:31:20 PM

Thank you Mktmole. I couldn't find any of the trades from the profitspi filter in the the stockfetcher filter though. I'm not sure why.

bmiller365
5 posts
msg #105268
Ignore bmiller365
3/5/2012 5:44:20 PM

olathegolf
39 posts
msg #105232
- Ignore olathegolf 3/3/2012 10:55:13 AM

What are your entry and exit rules?
Need to define under Backtesting - Exit and Advanced Options.

Here is the criteria for the profitspi filter.

MARKET... NYSE NASDAQ NYSE_AMEX SMCAP
ENTRY... ENTER A POSITION AT THE OPEN OF THE FOLLOWING DAY
EXIT... EXIT A POSITION AT THE CLOSE WHEN THE CRITERIA IS MET
STOP LOSS 20%
PROFIT STOP40%
MAXIMUM HOLDING DAYS 50
MAXIMUM TRADES PER DAY 2
MAXIMUM OPEN POSITIONS 2

I don't know if it will help but I will post the 24 trades from the profitspi filter later.


StockFetcher Forums · Filter Exchange · 469% from 3/1/2007 to 2/29/2012<< >>Post Follow-up

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