StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 39 40 41 42 43 >>Post Follow-up
4 posts
msg #124580
Ignore athrasher05
8/3/2015 2:45:46 PM

With the recent changes being made to StockFetcher (i.e. getting rid of backtests) I'd like to start using StrataSearch for backtesting. I really like the system you've developed here with the z-score, etc. but I'm having difficulty coding it over to SS. I know you've posted the link to where you discuss it on the SS forum but still having some issues.

Can you let me know the process I need to take to be able to run this z-score bollinger band system at SS?


3,856 posts
msg #124582
Ignore Kevin_in_GA
8/3/2015 4:23:26 PM

I posted this at the start of this thread:

6/3/2011 3:09:04 PM

I have been working with Stratasearch for the past week or so after reading one of your post referencing it. Appears to be a powerful program ! I am still in the learning phase.

How would you trade your SF code above? Exit ?

The Zscore function I had to write as a custom function (not hard, as the SS coding language is not too complex). You can find it here:

The entry code is:

Zscore(16) < -2 and

close > mov(close,200,simple) and

wlr(16) < -94 and

close < bbl(close,16,2)

Exit code:

Zscore(16) > -1 or

$daysheld > 20


34 posts
msg #124583
Ignore amtmail
8/3/2015 5:20:34 PM

Thank you Kevin
But can you please write the SS code for your PORTFOLIO SELECTION AND MANAGEMENT system ?

1 posts
msg #124673
Ignore TikiTim
8/16/2015 2:56:40 PM

Hi Kevin ,, Help wanted for the small potatoes guys ! I have been reading your many threads in the forum. I am new to SF and wondering if you could share your wealth of knowledge. By developing this trade technique? A friend shared that this has a very high win rate. Great for late afternoon purchases or MOC buys. I have worked with SF support for weeks, with no avail! I see parts of the outcome in your Pangolin W results. I have no performance results and this simple chart with the conditions described are nothing compared to the systems/filters you have shared on SF. I don't have a IRA and am small potatoes compared to the equity I see on the forum. So I am asking for your kind support. It would be deeply appreciated. And may help others like me on the forum. Here is the setup I would like to filter, And whatever you think would (indicator wise) add to the taking of such assets ! Thanks Kevin .............. Tried to post a picture of a chart with a completed trade in XLF ,,, Dec 2014 without any luck .. Please email me and i can send it to you ....... Thanks Again ,,

The asset must make a 90 day price high and subsequently retrace and make a 10 day price low anytime within the next 20 trading days. The day the asset makes the 10 day price low the stock should ideally close in the top 20 th percentile of the daily trading range.
Enter on a buy stop a few cents above the high that was made the day the asset made the 10 day price low and recovered by the end of the day.

The stop loss is placed after the entry is confirmed, a few cents below the price low that was made the day the asset traded at the 10 day price low.

The profit target is the difference between the entry and the stop loss multiplied twice or three times, depending on market conditions

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 39 40 41 42 43 >>Post Follow-up

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