StockFetcher Forums · Filter Exchange · Anti<< >>Post Follow-up
5 posts
msg #51133
Ignore jack1199
4/15/2007 4:12:00 PM

Since recently joing SF I have been doing a lot of reading and basic research of the best filter variations. I came accross this filter on a post several months ago by as214.

fetcher [ show stocks where offset 0 and price > 3 and price < 40
and average volume(90) > 100000
RSI(2) < 1 and
60 day slope of the ema(50) > 0 and
average volume(90) > 100000
and price is > 5% below DMA(28,-14) ]

I have done the basic canned backtests and they have performed well especially for a 2 day hold. I have manually looked at a lot of the charts and this filter works as is with no entry guidelines. When looking at the charts it seemed to me that better results were gained by not actually waiting for green, but waiting of a decent size pullback from the signal day close.

My question is can the following be done with SF Backtesting? If so, I would appreciate any help with the actual wording for backtesting entry criteria that would allow me to wait for about a 2% drop from from prior days close before entry. Also If the trade does not trigger on 1st day I don't want it triggered at all. My exit is close of 2nd day. My feeble efforts have failed.

36 posts
msg #51145
Ignore Aktienfahnder
4/16/2007 8:59:11 AM

Try this:

entry: close one day ago *0.98
maximum days: 2

5 posts
msg #51146
Ignore jack1199
4/16/2007 10:54:30 AM

Thx for response Aktienfhnder;
I entered your suggestion into the Advanced Entry Box of the Backtest and still get selections that are not down by 2%. I'm not sure that the SF default of buy the next day open can be overidden. I did however check the box that seems to indicate an over ride. This seems like it should be so easy........

StockFetcher Forums · Filter Exchange · Anti<< >>Post Follow-up

*** Disclaimer *** does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. does not recommend particular securities., Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus