StockFetcher Forums · Filter Exchange · Can anyone improve this sweetie?<< 1 2 3 4 >>Post Follow-up
hrosas
27 posts
msg #35746
Ignore hrosas
4/26/2005 12:08:10 AM

Marine2, wherever you are:
Thank you for sharing your filter.It is a good one and one more armor for the trading arena. I made some changes not to improve it but to adjust it to my criteria. It is shown below. Today 04/25/05 after the close gave 4 selections. I will be (stop) buying LVS tomorrow. If it moves up I will be in. Once again, THANK YOU!
Hugo

linear regression(10) slope reached a new 3 month low
and slow stochastic %D is below 25
and day change % is below 2.0
and day change % is above 0
and macd(12,26) is below -1
and draw lower bollinger(14)
and Average Volume(90) is above 100000
and close is between 2 and 100
and chart-size is large
and chart-type is candlestick



marine2
829 posts
msg #35767
Ignore marine2
4/27/2005 12:12:29 AM

hrosas, I am glad you liked the filter. Yes let us know how it performs for you. I did a backtest on another one and was very impressed with that one too. It gave a 86% success rate from the first of the year to now. Not too shabby huh.

Goodluck


MrBid
16 posts
msg #35771
Ignore MrBid
4/27/2005 8:00:21 AM

What do you mean by 86% of success ???

86% Win and 14% Lost for the backtesting ?
Using which parameters ?

My best filter based on RSI2 can only offer 70% of Wins.



marine2
829 posts
msg #35783
Ignore marine2
4/28/2005 12:53:12 AM

MrBid, yes you heard it right. Utilizing SF's new backtest tool I had an 86% win rating and only 14% loss rating on one of my RSI(2) filters. We all use different criteria for our individual filter creations so what I use for that one must be one of the best ones out there. I would like to know if someone can beat that one?

Remember the key is to use a good exit command. That is what creates the more successful filters.


corsino
259 posts
msg #35784
Ignore corsino
4/28/2005 10:15:51 AM

Marine2
That's a very good percentage win/loss average. A couple of weeks ago when I was tinkering with filters, I too had one with very good results but not quite that high. But I discarded it because upon further checking I discovered that it gave only a few picks and most of the gain was due to only one pick that had skyrocketed.It seems that as I added criteria to improve the win/loss ratio or ROI, the number of picks decreased until a point is reached where the picks are too few. Then it becomes a question of whether the results are a one-time occurrence or they can be duplicated at other time periods.
But nevertheless, your results sound promising.


bjerrells
6 posts
msg #35785
Ignore bjerrells
4/28/2005 1:43:24 PM

hello, all. anyone know of a filter for oil and gas, I just want the scripts to add to one of my good filters, thanks bj


marine2
829 posts
msg #35796
Ignore marine2
4/29/2005 12:28:34 AM

bjerrells, I use this particular filter for trapping a particular industry or industries:

industry is Oil-and-Gas-Operations
and add column industry is 1 to 101 {Industry}
and ma(30) is increasing previous 30 days
and price is crossing above ma(30) previous 1 day
and day change % is above 0
and day change % is below 1.25
and slow stochastic %D is below 25
and cci(14) is below 0

If you want to capture more industries you can put in its number identifier, if it still works. I think it would look like this on the first line of your filter:

industry is between 1 and 101
and add column industry is 31 {Industry}
and ma(30) is increasing previous 30 days
and price is crossing above ma(30) previous 1 day
and day change % is above 0
and day change % is below 1.25
and slow stochastic %D is below 25
and cci(14) is below 0

If the numeric identifier doesn't work anymore you will need to type the particular industry you want in on seperate lines. Example would be, industry is Retail-Drugs etc.

A fellow forum member (his name was xplorer) put this listing of all the specific industries out there for capturing in one of his threads awhile back. Run the word "industry" thru the search window on the home screen and hopefully you will find the correct way to get those listed industries. Or, search thru this forums threads for Xplorers specific thread he created giving us all his listed industries.

I hope this helps.


corsino
259 posts
msg #35802
Ignore corsino
4/29/2005 1:04:08 PM

A 70% FILTER

Fetcher[Show stocks where volume is above 300000
and close near bottom linear regression line(45,1.0)
and rsi(2)is equal to rsi(2)200 day low
and 2 day slope of cog(3)is greater than 0
and price is between 0.5 and 3
]



From beginning of year : 23 stocks
.........................win/loss 70/30
.........................ROI 378.79%

I hope there are no syntax errors . try it.



bjerrells
6 posts
msg #35803
Ignore bjerrells
4/29/2005 2:21:47 PM

Thanks marine2 appreciate the information


marine2
829 posts
msg #35832
Ignore marine2
5/1/2005 5:55:25 PM

bjerrells, You're welcome.

corsino, Thanks for providing yet another exciting and a worthwhile filter to try out.

This forum section is exactly what we like to see, people helping others out here.




StockFetcher Forums · Filter Exchange · Can anyone improve this sweetie?<< 1 2 3 4 >>Post Follow-up

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