Kevin_in_GA
4,599 posts
msg #101836
- Ignore Kevin_in_GA |
7/27/2011 6:36:33 AM
Yes.
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mahkoh
1,065 posts
msg #101837
- Ignore mahkoh |
7/27/2011 7:10:06 AM
Kevin, I notice you have MMM on your eod list. Did you let go of the 200 SMA requirement?
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mdaprasad
6 posts
msg #101842
- Ignore mdaprasad |
7/27/2011 11:29:34 AM
Kevin,
Which filter are you using for entry and exit? What is the process of using this filter. Also, are you still using TRO's BUYZONE method?
Thanks in advance
Prasad
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duke56468
683 posts
msg #101845
- Ignore duke56468 |
7/27/2011 2:12:26 PM
You can increase the % wins by using max of 2 trades a day and 10 total portfolio and the following for selection
set{p, close - ma(200)}
set{percnt, p/ma(200)}
select by percnt descending
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mahkoh
1,065 posts
msg #101855
- Ignore mahkoh |
7/28/2011 5:03:17 PM
Thanks, Duke. I've added this to the filter
set{p, close - ma(200)}
set{above200, p/ma(200)}
set{%above200,above200*100}
add column %above200
This way I can sort by both z-score and %above200.
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saico
59 posts
msg #101865
- Ignore saico
modified |
7/29/2011 4:50:41 PM
Kevin in my SF backtesting setup I have the following phrase to select stocks typed in: ''select by zscore16 ascending''. But when I run the backtest SF is still selecting stocks by the stock price starting from the highest to the lowest. Do you have any idea how to fix that?
Much thanks!
Saico
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Kevin_in_GA
4,599 posts
msg #101866
- Ignore Kevin_in_GA |
7/29/2011 5:09:30 PM
The exit criterion must include the code defining score as well. I posted the correct exit code earlier in this thread.
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novacane32000
331 posts
msg #101873
- Ignore novacane32000
modified |
7/29/2011 10:13:05 PM
DVA is a sell for Monday.
I personally will be holding thru earnings on Wed based on seasonal charts.
DVA is one of a handful of companies I follow on a regular basis and they often do quite well with 2nd Qrt earnings.
Please do your DD.
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fortyfour
189 posts
msg #101911
- Ignore fortyfour |
8/1/2011 2:48:05 PM
I am looking into divergence between price and zscore16....new price lows
as zscore16 improves in some cases.
TNA
CAT
AHT
AKS
are my 1st buys this afternoon using this "system" .
I will to adjust zscore = 0 due to "waiting" for divergence.
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mahkoh
1,065 posts
msg #101918
- Ignore mahkoh |
8/1/2011 5:36:27 PM
I am not sure forty four, but I think a rising zscore while making lower lows would just tell you that SPX is falling faster than your stock. I'm not a big backtester but I have tried al lot on this filter and I have come to the conclusion that Kevin has already optimised it. What you can do is try to get a better price by not buying/selling right at the open after an entry or exit signal.
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