StockFetcher Forums · Filter Exchange · 97% winners average gain in 5 days 8%<< >>Post Follow-up
MARY4MONEY
806 posts
msg #54308
Ignore MARY4MONEY
8/24/2007 1:03:45 AM

Performance results for your filter covering the dates:
Thursday August 16, 2007 to Thursday August 23, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.83% 73 (+3.34%) 9 (-1.28%)
0 +2.20% +1.82%
2 Days +4.14% 77 (+4.47%) 5 (-0.90%)
0 +2.35% +2.15%
3 Days +5.01% 76 (+5.56%) 6 (-1.92%)
0 +2.87% +1.91%
4 Days +8.03% 79 (+8.37%) 3 (-0.93%)
0 +4.15% +3.04%
1 Week +7.95% 79 (+8.29%) 3 (-0.85%)
0 +3.70% +3.04%
Current +7.95% 80 (+8.29%) 2 (-0.85%)
0 +3.70% +3.04%
82 matching stocks



MARY4MONEY
806 posts
msg #54309
Ignore MARY4MONEY
8/24/2007 1:05:07 AM

set{ma1,close - ma(200)}
set{ma2, ma1/close}
set{%abovema200, ma2 * 100}


set{low1,close - low 10 day low}
set{low2, low1 / close}
set{%above10daylow, low2 * 100}

add column low 10 day low
add column %above10daylow
add column ma(200)
add column %abovema200

draw ma(200)
and stock is optionable
volume > 200000
close > 3 and close above ma(200) and set{sm%, weekly atr(8)/weekly ema(8)} and sm% above 0.02 and weekly rsi(2) below 5

MARY4MONEY
806 posts
msg #54311
Ignore MARY4MONEY
8/24/2007 1:19:31 AM

same results after 10 days using the 6-27-07--low Home Watch Lists Public Filters Backtesting SF 2.0 My Filters Forums Index Settings



Backtest Summary

Refresh Create New Backtest Forum Help

Name Created Start
Date End
Date Win(%) Lose(%) W/L
Ratio Reward/
Risk ROI(%) Options
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 8/24/2007 6/27/2007 7/11/2007 100% 0% 0.00:1 0.00 926.25% Delete Copy
Edit Rename
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 8/24/2007 8/16/2007 8/23/2007 100% 0% 0.00:1 0.00 1034.93% Delete Copy
Edit Rename




MARY4MONEY
806 posts
msg #54312
Ignore MARY4MONEY
8/24/2007 1:22:39 AM

look what happens when you make the wm%>0.10--see how the % gained jumped way up--Performance results for your filter covering the dates:
Thursday August 16, 2007 to Thursday August 23, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +3.62% 24 (+4.56%) 4 (-2.02%)
0 +2.20% +1.82%
2 Days +5.77% 26 (+6.25%) 2 (-0.49%)
0 +2.35% +2.15%
3 Days +7.33% 26 (+8.11%) 2 (-2.79%)
0 +2.87% +1.91%
4 Days +11.66% 26 (+12.62%) 2 (-0.85%)
0 +4.15% +3.04%
1 Week +10.73% 26 (+11.63%) 2 (-1.04%)
0 +3.70% +3.04%
Current +10.73% 26 (+11.63%) 2 (-1.04%)
0 +3.70% +3.04%
28 matching stocks



chetron
2,817 posts
msg #54329
Ignore chetron
8/24/2007 8:22:06 PM

MADE IT CLICKABLE.

Fetcher[

set{ma1,close - ma(200)}
set{ma2, ma1/close}
set{%abovema200, ma2 * 100}


set{low1,close - low 10 day low}
set{low2, low1 / close}
set{%above10daylow, low2 * 100}

add column low 10 day low
add column %above10daylow
add column ma(200)
add column %abovema200

draw ma(200)
and stock is optionable
volume > 200000
close > 3 and close above ma(200) and set{sm%, weekly atr(8)/weekly ema(8)} and sm% above 0.02 and weekly rsi(2) below 5

]




StockFetcher Forums · Filter Exchange · 97% winners average gain in 5 days 8%<< >>Post Follow-up

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