| 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 4,599 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 1,065 posts msg #104253 - Ignore mahkoh |
1/6/2012 2:59:29 PM Buy signal for COST at 81.60 |
| Kevin_in_GA 4,599 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 1,065 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 4,599 posts msg #104262 - Ignore Kevin_in_GA |
1/6/2012 6:20:57 PM End of day BUY signal for Mastercard (MA). |
| novacane32000 331 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 5,087 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 331 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% 
Below are results with no profit stop -the compound annual return is nearly identical but the Avr Position max drawdown pct is -6.38% 
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| four 5,087 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 5,087 posts msg #104277 - Ignore four |
1/7/2012 6:00:07 PM I see the image NOW. |
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