StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 ... 22 23 24 25 26 ... 35 >>Post Follow-up
cwn6161
40 posts
msg #95623
Ignore cwn6161
8/13/2010 11:19:11 AM

stopped out of GKK. Capital at $4675.

cwn6161
40 posts
msg #95676
Ignore cwn6161
modified
8/16/2010 8:24:35 AM

for the week of 8/16/2010 - TZA long, PPC short

cwn6161
40 posts
msg #95791
Ignore cwn6161
8/23/2010 1:14:05 PM

Both TZA and PPC were both 10% losses. PCC was extremely close to it's stop (open at 6.08, week high of 6.69) but in order to be strict I'll count it as a loss.

In choppy markets, this system doesn't seem to perform as well.

For this week, no longs were given, so all in shorting PATH.

seanban
22 posts
msg #97050
Ignore seanban
10/17/2010 2:33:53 PM

Just wondering if there is any evolution with this filter? I've back tested it and modified it to enter only if green for long.

johnpaulca
11,285 posts
msg #98353
Ignore johnpaulca
1/1/2011 1:25:06 PM

johnpaulca
msg #91636
- Edit message 4/25/2010 7:27:43 PM

MHR : the guys who run this company know their stuff, this is a long term hold. I am holding some below $1.

BTW; Moby did you ever buy this stock ???
****************************************************************************************************************************

MHR......hit $8 two days ago

tarun766
50 posts
msg #108517
Ignore tarun766
10/24/2012 5:18:31 PM

Anyone trading this?

jackmack
333 posts
msg #108637
Ignore jackmack
10/31/2012 2:28:09 PM

Did this filter need to be manually back tested or was it able to be run through Stratasearch or even here in SF?
Anyone?
Thank you

tarun766
50 posts
msg #108641
Ignore tarun766
10/31/2012 10:15:29 PM

^^ wondering the same thing.

jackmack
333 posts
msg #108814
Ignore jackmack
11/15/2012 8:46:37 AM

Kevin
Good morning
I am really interested in this filter but was wondering if you could tweak it to scan for - up 2.5% and with a 5% stop?
Just to run it side by side in my saved filters to see how they do and candidates selected.
Thank you in advance
Cheers


jackmack
333 posts
msg #108819
Ignore jackmack
11/15/2012 9:55:11 AM

Would it look like this?

/*MEASURE THE DIFFERENCE FROM WEEKLY OPEN TO WEEKLY HIGH*/
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }

/*DETERMINE THE FREQUENCY THAT 2.5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{2.5_1wk, count(Long_Profit > .05,1)}
set{2.5_4wk, count(Long_Profit > .05,4)}
set{2.5_13wk, count(Long_Profit > .05,13)}

/*APPLY WEIGHTING FACTORS*/
set{var1,2.5_4wk*0.5} /*WEIGHT 4 WK AVERAGE AT 2X*/
set{var2,2.5_13wk*0.07692} /*WEIGHT 13 WK AVERAGE AT 1X*/

/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE (MAX SCORE = 3)*/
set{reward,var1+var2}

/*DETERMINE THE RISK OF TRIPPING A 5% STOP LOSS*/
set{wloss, weekly open - weekly low}
set{max_loss, wloss / weekly open}

/*DETERMINE THE FREQUENCY THAT A 10% STOP LOSS IS TRIPPED OVER MULTIPLE TIME FRAMES*/
set{loss_1wk, count(max_loss > .5,1)}
set{loss_4wk, count(max_loss > .5,4)}
set{loss_13wk, count(max_loss > .5,13)}

/*APPLY WEIGHTING FACTORS*/
set{var11,loss_4wk*0.5} /*WEIGHT 4 WK AVERAGE AT 2X*/
set{var21,loss_13wk*0.07692} /*WEIGHT 13 WK AVERAGE AT 1X*/

/*CREATE A WEIGHTED SUMMATION OF RISK (MAX SCORE = 3)*/
set{risk,var11+var21}
set{performance,reward/risk}

add column performance
add column reward {reward}
add column risk {risk}
add column 2.5_4wk {4 wk reward}
add column loss_4wk {4 wk risk}
add column 2.5_13wk {13 wk reward}
add column loss_13wk {13 wk risk}

/*SCREEN FOR THE STRONGEST CANDIDATES*/
weekly open is above 1
average volume(90) above 400000
and reward is greater than 2.8

and draw 5_1wk
and draw loss_1wk on plot 5_1wk
and do not draw reward

sort column 6 descending

chart-display is weekly


StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 ... 22 23 24 25 26 ... 35 >>Post Follow-up

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