StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 23 24 25 26 27 ... 43 >>Post Follow-up
Kevin_in_GA
4,553 posts
msg #104236
Ignore Kevin_in_GA
1/5/2012 5:00:15 PM

End of day SELL signal for AZO. In at 319.40, out at the close today at 333.85 (a gain of 4.5%).

mahkoh
894 posts
msg #104253
Ignore mahkoh
1/6/2012 2:59:29 PM

Buy signal for COST at 81.60

Kevin_in_GA
4,553 posts
msg #104255
Ignore Kevin_in_GA
1/6/2012 3:32:15 PM

Yup, now at 81.61. This signal may not be there at the end of the day since the Bolinger %B(16,2) is at -0.01 and it may move back within the bands before the close. I'll add this as an intraday BUY at 81.61 an we'll see how it plays out.

mahkoh
894 posts
msg #104256
Ignore mahkoh
1/6/2012 3:56:46 PM

Now 81.29. Should it go down further 80.55 may be a good point to add to the position. 200 MA and monthly S1 are both in that area.

Kevin_in_GA
4,553 posts
msg #104262
Ignore Kevin_in_GA
1/6/2012 6:20:57 PM

End of day BUY signal for Mastercard (MA).

novacane32000
273 posts
msg #104273
Ignore novacane32000
1/7/2012 2:37:15 PM

Kevin
I used Stratasearch to run the filter with a 5% and 7% profit stop . The 7% profit stop achieved nearly identical results to a no-stop filter with the advantage of having a better "Avr Position Max Drawdown pct" (-3.81% compared to -6.38%).

My SF backtest stats showed that only 1 in 20 trades went on to gain over 7% so I figured that would be a good place for a profit stop and stratasearch seems to agree.

Will this improve the bottom line? No , the results are nearly the same but I think it can help avoid the pain of dealing with drawdowns and having the statistical assurance that taking profits at a 7% gain is ok.

I have the stratasearch detailed analysis reports on a .jpg file. If someone would be kind enough to show me how to post those files to this page I would be glad to do so.

four
4,006 posts
msg #104274
Ignore four
modified
1/7/2012 3:02:53 PM

1. http://imageshack.us/

2. Browse and upload image and I selected: 640x480

3. I selected HTML Code code, copied and pasted into this message (image is clickable) - or -




Uploaded with ImageShack.us




3. I clicked on HTML Thumbnail code, copied and pasted into this message (image is clickable)




Uploaded with ImageShack.us




novacane32000
273 posts
msg #104275
Ignore novacane32000
modified
1/7/2012 5:05:52 PM

Thanks Four

Below are results with a 7% profit stop 2000 thru 2010
Avr Position max drawdown pct is only -3.81%

z7%



Below are results with no profit stop -the compound annual return is nearly identical but the Avr Position max drawdown pct is -6.38%

Z no profit stop




four
4,006 posts
msg #104276
Ignore four
modified
1/7/2012 5:40:55 PM

I seem to be able to post the link but not the image.
- -

novacane,

Post the link and I will try to get it to work.

four
4,006 posts
msg #104277
Ignore four
1/7/2012 6:00:07 PM

I see the image NOW.

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 23 24 25 26 27 ... 43 >>Post Follow-up

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