chetron
2,817 posts
msg #68086
- Ignore chetron
modified |
10/6/2008 6:42:27 AM
HOW ABOUT......
DOESN' T LOOK PROMISING THOUGH.....
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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.
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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 ; )
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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..
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chetron
2,817 posts
msg #68090
- Ignore chetron
modified |
10/6/2008 10:13:13 AM
BETTER YET.....
OOPS....
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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
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Sqwii
160 posts
msg #68092
- Ignore Sqwii |
10/6/2008 10:25:41 AM
chetron
look at this one do you like it?
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%.
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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
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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..
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johnpaulca
12,036 posts
msg #68114
- Ignore johnpaulca |
10/6/2008 4:30:41 PM
Gratitude or is it attitude ???
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