StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 13 14 15 16 17 ... 43 >>Post Follow-up
3,859 posts
msg #101836
Ignore Kevin_in_GA
7/27/2011 6:36:33 AM


641 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?

6 posts
msg #101842
Ignore mdaprasad
7/27/2011 11:29:34 AM


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


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

641 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)}
add column %above200

This way I can sort by both z-score and %above200.

55 posts
msg #101865
Ignore saico
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!

3,859 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.

268 posts
msg #101873
Ignore novacane32000
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.

179 posts
msg #101911
Ignore fortyfour
8/1/2011 2:48:05 PM

I am looking into divergence between price and price lows
as zscore16 improves in some cases.
are my 1st buys this afternoon using this "system" .
I will to adjust zscore = 0 due to "waiting" for divergence.

641 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.

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 13 14 15 16 17 ... 43 >>Post Follow-up

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