StockFetcher Forums · Filter Exchange · Backtesting Help Needed on Connors<< >>Post Follow-up
230 posts
msg #94228
Ignore wkloss
6/23/2010 6:17:55 PM

I keep getting no trades when I backtest this filter with various symbols. Note this one used SPY. This was taken from a post by Kevin in GA with some modifications posted by Drew9. Any help will be appreciated.

Enable Filter Categories Global Filter Off (help?) Back to My Filters
Filter Name:

apply to symlist(spy)
close above MA(100)
average volume(50) above 100000
close below close 1 day ago
RSI(2) 1 day ago below 2

draw RSI(2) line at 75

add column RSI(2) {RSI(2)}
sort on column 5 ascending


3,824 posts
msg #94231
Ignore Kevin_in_GA
6/23/2010 8:10:48 PM

The filter works fine - SPY simply is not matching your filter criteria.

Remove the symlist line and you'll see that the syntax is fine. Also, running Debug on it shows no errors.

801 posts
msg #94238
Ignore optionplayer333
6/24/2010 7:31:20 AM

all my back testing filter give me 85-100% winners

230 posts
msg #94245
Ignore wkloss
6/24/2010 1:31:58 PM

Thanks to both of you. I thought I had done something wrong. I would have bet good money that SPY would have returned some hits but I see I was wrong.

What I am trying to do is backtest symbol by symbol to identify the high performers. I believe this was suggested by Bartunes1 or Drew9. Its great to have the benefit of your experience.

StockFetcher Forums · Filter Exchange · Backtesting Help Needed on Connors<< >>Post Follow-up

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