StockFetcher Forums · Filter Exchange · HISTOGRAM MAGIC!<< 1 ... 8 9 10 11 12 ... 14 >>Post Follow-up
TheRumpledOne
6,362 posts
msg #46899
Ignore TheRumpledOne
9/12/2006 11:49:44 PM

set{MACDb,days(MACDDiff is above MACDDiff 1 day ago,100)}
set{MACDa,days(MACDDiff is below MACDDiff 1 day ago,100)}
set{MACDX, MACDa - MACDb}

I wonder where you got that from Riggs? LOL!




cdvllc
15 posts
msg #46905
Ignore cdvllc
9/13/2006 12:13:24 PM

Hi All,

How are you back testing Histogram Magic. I tested it 11/2/2005 - 5/18/2006 (a good trading window for me this year) and Histogram Magic didn't do as well. I was using a 20%G and 10%L sell criteria.
Does anyone have any suggestions or do we need to cherry pick the stocks from the list?

Thank you,
R.

 
Approach Information
Approach Name: 2 day slope of DMA(28,-14)is above 0 DMA(28,-14)i...
Test started on 11/02/2005 ended on 05/18/2006, covering 135 days
Filter used:
2 day slope of DMA(28,-14)is above 0
DMA(28,-14)is more than 3% above close
MACD Histogram(4,8)is increasing the last 1-day
MACD Histogram(4,8)1-day ago had been decreasing the last 1-day
Set{MACDDiff, MACD fast line(4,8) - MACD slow line(4,8) }
set{MACDb,days(MACDDiff is above MACDDiff 1 day ago,100)}
set{MACDa,days(MACDDiff is below MACDDiff 1 day ago,100)}
set{MACDX, MACDa - MACDb}
Draw EMA(5)
Draw MA(20)
Average volume(90)is above 100000
Volume is above 100000
Add column DMA(28,-14)
Add column MACDX
sort column 2 descending
close is between 1 and 500
offset 0

/* ACCUMULATION WARM POP-80 */

/* NORMALIZE accumulation distribution */

set{adval, INDPOSITION(accumulation distribution, 60) * 100 }

/* NORMALIZE RSI(7) */

set{rsval, INDPOSITION(RSI(7), 60) * 100}

/* NORMALIZE CCI(7) */

set{ccval, INDPOSITION(CCI(7), 60) * 100 }

/* NORMALIZE williams %R(7) */

set{wrval, INDPOSITION(williams %R(7), 60) * 100 }

and draw wrval
and draw adval on plot wrval
and draw rsval on plot wrval
and draw ccval on plot wrval


rsval is increasing 1-day
wrval is increasing 1-day

Trade Statistics
There were 120 total stocks entered. Of those, 108 or 90.00% were complete and 12 or 10.00% were open.
Of the 108 completed trades, 46 trades or 42.59%resulted in a net gain.
Your average net change for completed trades was: 0.17%.
The average draw down of your approach was: -8.00%.
The average max profit of your approach was: 9.81%
The Reward/Risk ratio for this approach is: 1.04
Annualized Return on Investment (ROI): 3.04%, the ROI of ^SPX was: 9.14%.

Exit Statistics
Stop Loss was triggered 45 times or 41.67% of the time.
Stop Profit was triggered 17 times or 15.74% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (20 days) 46 times or 42.59% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg20 day chg35 day chg
Winners:465959585050
Losers:615861606969
Win/Loss Ratio:0.75:11.02:10.97:10.97:10.72:10.72:1
Net Change:0.17%0.34%0.08%-0.02%-0.92%0.07%

Statistics By Variable: Match Price
 <15<30<45<60<75<90<105<120<135<150
Completed29:356:149:51:31:2-0:10:1--
2 day chg30:3415:710:100:42:3-1:01:0--
5 day chg35:3210:1210:101:33:2-0:10:1--
10 day chg33:328:1413:72:22:3-0:10:1--
20 day chg31:368:149:101:31:4-0:10:1--
35 day chg31:358:147:132:22:3-0:10:1--

Statistics By Variable: Average Volume
 <5.0M<10.0M<15.0M<20.0M<25.0M<30.0M<35.0M<40.0M<45.0M<50.0M
Completed35:488:31:41:30:11:0-0:1-0:1
2 day chg48:417:53:31:30:20:10:10:1-0:1
5 day chg45:457:72:42:20:21:00:11:0-1:0
10 day chg42:4610:43:31:31:11:00:10:1-0:1
20 day chg38:518:61:52:20:21:00:10:1-0:1
35 day chg35:549:52:42:21:10:10:11:0-0:1



tmaugham
115 posts
msg #46906
Ignore tmaugham
9/13/2006 8:16:59 PM

Here are my top plays from my "DMA Histogram Magic" filter today......

CKH
ANDE
FOXH
TNEN

Riggs, why did you pick these four?

Thanks,
Tom


WALLSTREETGENIUS
983 posts
msg #46908
Ignore WALLSTREETGENIUS
modified
9/13/2006 9:58:26 PM

- DELETED BY THEMIGHTYRIGGS HIMSELF -

WALLSTREETGENIUS
983 posts
msg #46910
Ignore WALLSTREETGENIUS
modified
9/14/2006 1:16:16 AM

- DELETED BY THEMIGHTYRIGGS HIMSELF -

cdvllc
15 posts
msg #47019
Ignore cdvllc
9/17/2006 10:28:19 PM

Riggs -
If you're trading 3-5 days you should be able to back test using StockFetcher because it allows you to setup your exit using any method you would like to use.

I guess I'm curious what you use as your exit criteria. Do you just wait for 3 days and sell or do you have a profit target?

Thank you,
CDV - Renn


WALLSTREETGENIUS
983 posts
msg #47020
Ignore WALLSTREETGENIUS
modified
9/17/2006 11:36:40 PM

- DELETED BY THEMIGHTYRIGGS HIMSELF -

WALLSTREETGENIUS
983 posts
msg #47697
Ignore WALLSTREETGENIUS
modified
10/27/2006 3:36:53 AM

- DELETED BY THEMIGHTYRIGGS HIMSELF -

WALLSTREETGENIUS
983 posts
msg #48564
Ignore WALLSTREETGENIUS
modified
12/12/2006 12:45:24 AM

- DELETED BY THEMIGHTYRIGGS HIMSELF -

tmaugham
115 posts
msg #48632
Ignore tmaugham
12/15/2006 12:21:09 PM

pop


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