StockFetcher Forums · Filter Exchange · Help with filter and back testing<< >>Post Follow-up
7 posts
msg #96805
Ignore Tesla
10/8/2010 1:37:38 AM

I'm new to Stock Fetcher and so far am very impressed with this powerful tool. I am trying to build a filter and back test and I am struggling with it. If someone can help me with some suggestions I would really appreciate it!

I have built the basic filter and I am moving the stocks to a watch list once they trigger. This is working perfectly. But once they trigger I only want to buy the stock if MA (5) crosses back above MA (20) within 7 days after the trigger date (or the add to watch list date). If the cross over doesn't happen in 7 days I don't want to enter the trade. I am using this:

MA(5) crossed above MA(20) 7 days after Date Added

As a separate filter on the watch list but I would like this to be either built into the screen or built into the back test somehow otherwise there is no way for me to back test it. Is there anyway to say, "after this filter triggers AND then this filter triggers within 7 days from 1st trigger then Select the stock.

I would also like to exit the trade when MA (5) goes back below MA (20). Is there a way to build this Exit into the back test instead of just using days held or percentages. I have this filter as part of the watch list to close the trade:

MA(5) has crossed below MA(20)

But I only want it to trigger AFTER the stock has been purchased.

Any help would be welcomed! thanks in advance.

34 posts
msg #96814
Ignore louie6digits
10/8/2010 10:35:14 AM

This is a very discreet Watchlist filter. It will screen all stocks that have a ma(5) above ma(20), but it will NOT screen stocks
that are more than 7 days old. If you want to back test it, you must remove the middle code and use the code at the end as the
EXIT SETUP under BackTesting.

/* Watchlist - Days ma(5) above ma(20) */

set{xcnt, count(ma(5) above ma(20),1)}
set{ycnt, count(ma(5) above ma(20),10)}
add column xcnt
add column ycnt
xcnt above 0
ycnt below 8 /* Must be removed if you want to back test */
draw xcnt
do not draw ycnt
draw ma(5)
draw ma(20)

/* Exit - xcnt below 1 */

7 posts
msg #96815
Ignore Tesla
10/8/2010 11:04:54 AM

wow...thanks Louie. I appreciate the help. I need to figure out the best way to integrate this into my existing filter

StockFetcher Forums · Filter Exchange · Help with filter and back testing<< >>Post Follow-up

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