StockFetcher Forums · Filter Exchange · Best strategy!<< 1 2 3 4 >>Post Follow-up
chetron
2,817 posts
msg #68086
Ignore chetron
modified
10/6/2008 6:42:27 AM

HOW ABOUT......

DOESN' T LOOK PROMISING THOUGH.....

Fetcher[

/* TACHIKAWA */
/* HEAVY MUDDY INFLUENCE */
/* SHORT VERSION */

RSI(2) ABOVE 99
WILLIAMS %R(2) ABOVE -1
WILLIAMS %R(2) 1 DAY AGO BELOW -15
DRAW FAST STOCHASTIC FAST %K(14)

CLOSE ABOVE 0.10

]



chetron
2,817 posts
msg #68087
Ignore chetron
10/6/2008 7:04:22 AM


I AM SORRY JP, AT 1ST GLANCE, I THOUGHT YOUR FILTER WAS JUST ANOTHER "TRO RESPIN". VERY NICE AND INTERESTING. GOOD JOB, JP.



chetron
2,817 posts
msg #68088
Ignore chetron
10/6/2008 7:58:28 AM

Sqwii
- Ignore Sqwii 10/6/2008 3:18:03 AM

johnpaulca..

So its just to find a stock which held over 100EMA and use this as a support?

What do you then think about chetrons heavy on JP filter?

**************************************

MORE IMPORTANTLY, SQWII, WHAT DO YOU THINK OF IT. AT LEAST GIVE US THE BACKTEST RESULTS, SO JP KNOWS IF HE IS WASTING HIS BREATH / KEYSTROKES ON A REPLY THAT YOU A GOING TO SAY. "NAH, BACKTESTS POORLY". LOL ; )






Sqwii
160 posts
msg #68089
Ignore Sqwii
10/6/2008 9:50:13 AM

okay.. :)

There were 1508 total stocks entered. Of those, 1287 or 85.34% were complete and 221 or 14.66% were open.
Of the 1287 completed trades, 603 trades or 46.85%resulted in a net gain.
Your average net change for completed trades was: -0.79%.
The average draw down of your approach was: -7.64%.
The average max profit of your approach was: 6.91%
The Reward/Risk ratio for this approach is: 0.83
Annualized Return on Investment (ROI): -16.46%, the ROI of ^SPX was: -0.64%.

I wont say that this is really good in backtesting..

chetron
2,817 posts
msg #68090
Ignore chetron
modified
10/6/2008 10:13:13 AM

BETTER YET.....

OOPS....


Fetcher[

/* TACHIKAWA */
/* JP ON LOCKDOWN */
/* WITH TRO INFLUENCES */



set{Shadow, day point range / opcl}
Shadow above 1

OPEN 2 DAY AGO BELOW EMA(100)
CLOSE 2 DAY AGO ABOVE EMA(100)

set{Hi, high - max(open, close)}
set{Lo, min(open, close) - low}
set{Hiratio, Hi / opcl}
set{Loratio, Lo / opcl}
set{Upper, mod(Hiratio,100) * 100}
set{Lower, mod(Loratio,100) * 100}

add column Upper{Upper (%)}
add column Lower{Lower (%)}


low is below ema(100) for the last 1 day
close is above ema(100)
add column sector
draw Williams %R(100)

set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }
set{wkProfitPct, 100 * Long_Profit }

set{C1A, count(Long_Profit > .04 , 52)}
set{C2A, count(Long_Profit > .09, 52)}
set{C0010, C1A - C2A}

set{D1A, count(Long_Profit > .09 , 52)}
set{D2A, count(Long_Profit > .19, 52)}
set{D1020, D1A - D2A}

set{E1A, count(Long_Profit > .19 , 52)}
set{E2A, count(Long_Profit > .29, 52)}
set{E2030, E1A - E2A}

set{F1A, count(Long_Profit > .29 , 52)}
set{F2A, count(Long_Profit > .39, 52)}
set{F3040, F1A - F2A}

set{G1A, count(Long_Profit > .39 , 52)}
set{G2A, count(Long_Profit > .49, 52)}
set{G4050, G1A - G2A}

set{H1A, count(Long_Profit > .49 , 52)}
set{H2A, count(Long_Profit > .99, 52)}
set{H5052, H1A - H2A}

set{I52, count(Long_Profit > .99 , 52)}
set{fivepct, count(Long_Profit > .05 , 52)}
set{ziphi, count(whiop equal 0 , 52)}
set{ziphix, count(whiop below 0.10 , 1)}
set{onepct, count(Long_Profit > .01 , 52)}
set{twopct, count(Long_Profit > .02 , 52)}
set{halfpct, count(Long_Profit > .005 , 52)}
set{qtrpct, count(Long_Profit > .0025 , 52)}
set{WeekDiff, weekly close- weekly open}
set{ProfitPct, WeekDiff/ weekly open }
set{WeekHold, 100 * ProfitPct}
add column Weekhold
add column wkProfitPct
add column qtrpct
add column halfpct
add column onepct
add column twopct
add column fivepct
add column ziphi
and add column separator
and add column C0010 {4_9}
and add column D1020 {10_19}
and add column E2030 {20_29}
and add column F3040 {30_39}
and add column G4050 {40_49}
and add column H5052 {50_99}
and add column I52 {100}
and add column separator
and add column weekly open {wopen}
and add column weekly high {whigh}
and add column weekly low {wlow}
and add column weekly close {wclose}
and add column separator
close between 2 and 200
volume is above 300000

]



Sqwii
160 posts
msg #68091
Ignore Sqwii
10/6/2008 10:24:23 AM

He he.. yes better.. a LITTLE bit...

There were 281 total stocks entered. Of those, 232 or 82.56% were complete and 49 or 17.44% were open.
Of the 232 completed trades, 115 trades or 49.57%resulted in a net gain.
Your average net change for completed trades was: -0.07%.
The average draw down of your approach was: -7.06%.
The average max profit of your approach was: 6.88%
The Reward/Risk ratio for this approach is: 0.98
Annualized Return on Investment (ROI): -1.31%, the ROI of ^SPX was: -0.64%.

But stil... -0.07% for each trade is not good.. ;p

Sqwii
160 posts
msg #68092
Ignore Sqwii
10/6/2008 10:25:41 AM

chetron

look at this one do you like it?
Fetcher[
RSI(14) below 30
Projection Oscillator(14) is increasing last 1 days

add column Projection Oscillator(14)
show stocks where count(RSI(2) 1 day ago above 99,60) is above 0 and RSI(2) is below 5 and average volume(10) above 50000 and CLOSE ABOVE .01 and close more than 10% below close 1 day ago
]



Trade Statistics
There were 27 total stocks entered. Of those, 24 or 88.89% were complete and 3 or 11.11% were open.
Of the 24 completed trades, 15 trades or 62.50%resulted in a net gain.
Your average net change for completed trades was: 1.90%.
The average draw down of your approach was: -8.20%.
The average max profit of your approach was: 14.48%
The Reward/Risk ratio for this approach is: 1.51
Annualized Return on Investment (ROI): 119.64%, the ROI of ^SPX was: -0.64%.

chetron
2,817 posts
msg #68097
Ignore chetron
modified
10/6/2008 12:04:58 PM

SQWII, YOUR LAST FILTER MIGHT BE WORTH LOOKING AT.
I GOT THE BELOW RESULTS.....

SQWII AGIN 10/6/2008 5/1/2008 8/22/2008 52% 48% 1.10:1 1.35 311.39%
SQWII AGIN 10/6/2008 6/29/2007 10/22/2007 53% 47% 1.11:1 1.13 132.56%

HTH


Fetcher[

/* HEAVY HOLYGRAIL INFLUENCE */

RSI(14) below 30
Projection Oscillator(14) is increasing last 1 days

add column Projection Oscillator(14)

count(RSI(2) 1 day ago above 99,60) is above 0
RSI(2) is below 5
average volume(10) above 50000
CLOSE ABOVE .01
close more than 10% below close 1 day ago


]



Sqwii
160 posts
msg #68110
Ignore Sqwii
10/6/2008 3:35:23 PM

chetron dont CAPS LOCK please :)!

Its because of your dates offset.. mine is from 2003-2004... that is maybe why..

johnpaulca
11,290 posts
msg #68114
Ignore johnpaulca
10/6/2008 4:30:41 PM

Gratitude or is it attitude ???

StockFetcher Forums · Filter Exchange · Best strategy!<< 1 2 3 4 >>Post Follow-up

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