StockFetcher Forums · Filter Exchange · Interesting filter - perhaps the best I've seen so far<< 1 ... 4 5 6 7 8 >>Post Follow-up
hawkeyes002
49 posts
msg #78537
Ignore hawkeyes002
9/3/2009 10:04:49 AM

but if the ROI is over 200% why does it matter about their equity simulation?

Kevin_in_GA
4,553 posts
msg #78548
Ignore Kevin_in_GA
9/3/2009 1:23:39 PM

The ROI is calculated from the closed trades, not the open ones. The equity summary closes out all of the open trades on the last day of the test period, and tells you where you stand.

I use the average % gain per trade and % profitable as my primary indicators, but the equity summary tell you how much cash you actually made.

hawkeyes002
49 posts
msg #78549
Ignore hawkeyes002
9/3/2009 1:37:08 PM

ok thanks kevin keep me posted on how you trade this

chetron
2,817 posts
msg #78557
Ignore chetron
modified
9/3/2009 6:13:30 PM

KEV, I TRIED PUTTING THE BELOW IBD LIST, , INTO A WATCHLIST, CALLED "KEV" AND RAN THE BACKTEST, OVER THE LAST 2 YEARS, WITH ONLY, APPLY WATCHLIST(KEV), AND GOT BETTER RESULTS THAN INCLUDING YOUR OR ANY FILTER. HAVE YOU TRIED THIS. MY REASONING WAS THAT THE IBD ON IT'S OWN IS A GREAT BUY.



ABAX ADS ADVS AIRM ALXN AMED ANSS ARO ARST ASCA ASGR ASIA ATAC ATHN BAMM BBBB BEC BGFV BIDU BJRI BMC BR BRLI BWLD BYI CA CAB CELG CERN CFL CFSG CHBT CHDX CHKP CHS CHSI CMG CNQR CORE CPSI CRM CSC CTB CTRN CTRP CTSH CTXS CVLT CYD CYOU DBRN DDRX DEST DFG DISCA DISCK DKS DLTR DORM DRCO DTG EBIX EBS EMS ENDP EPAX EPAY EQIX EXPE FFIV FIRE FUQI G GES GET GFA GIB GIVN GMCR GOOG GPS GTS GYMB HGSI HITK HMIN HMSY IBM ICTG IHG IMA INFA INFY ININ IPCM ISRG ITWO JCG JDAS JOSB KCI KSS LAD LFT LIFE LL LTM LULU MANT MD MDAS MDRX MEDX MELI MFE MHS MR MSTR MWIV MYRG NCIT NCMI NEOG NFLX NILE NOVN NTES ODSY ORCL ORLY OTEX PCLN PEGA PETS PRX PSSI PTI PWRD QGEN QSFT RAX RBA RBI RGR RHT RMD RNOW ROST ROVI SBUX SEPR SGP SIRO SLH SMP SMRT SMSI SNX SPSS SSI SSRX SWI SXCI SY SYNT TECD TEN THC TJX TLEO TLVT TRCR TRIN TTEC TTEK TTM UHS ULTA ULTI UNF UNFI URBN UTA VIT VMI VPRT VRAD VRX WATG WBMD WCRX WIT WLT WMS WNS WX WYN WYNN ZUMZ

I ALSO TRIED S&P 100, NASDAQ 100 AND THE DJI WHICH ALL FAILED MISERABLY.

FWIW.

HTH.

billrider321
70 posts
msg #78565
Ignore billrider321
9/3/2009 8:23:19 PM

Chet,

that is what my theory is , we need to forward test anything from IBD.
IBD inherently will have stocks which performed well in past i will try to get an old ibd100 list if i can get it.

thanks.

billrider321
70 posts
msg #78566
Ignore billrider321
9/3/2009 8:25:43 PM

i think this is an old one i have from last year

symlist(GHM,GMXR,TITN,BUCY,CNQR,POT,CELG,ACI,CF,MEE,ISYS,DXPE,SYUT,WGOV,AFAM,IDSA,RIMM,KSU,SWN,APEI,EDU,HLF,OLN,FLS,EME,KNDL,BABY,URBN

,WLL,IIVI,RBN,WAB,BIDU,CMED,HES,MA,ENS,CSH,CEDC,MPWR,WBSN,BKE,ESI,BWLD,QSII,ARO,CLHB,WRC,CIR,AMED,GTLS,HIL,MANT,LPHI,TISI,AXYS

,AZZ,SOHU,ARD,CYBS,ISRG,AGU,IIIN,PWR,FLIR,CSX,APH,UTHR,PMTC,HP,ENSG,IT,NPK,VAR,ICLR,PRXL,NCIT,SCL,LMIA,MR,SONO,ANSS,SNHY,MON,A

APL,AIMC,CFX,MSCC,NGS,SKH,TTES,NETL,ROC,FMC,TDY,TESO,ACL,PVA,TRLG,FORR

)


chetron
2,817 posts
msg #78568
Ignore chetron
modified
9/3/2009 9:08:08 PM

THAT LIST DOESN'T DO AS GOOD, BUT STILL POSITIVE. TO KEVIN'S POINT ON FAIRNESS, I THINK BECAUSE THE LIST DOES CHANGE, I THINK TO BE ACCURATE, YOU WOULD HAVE TO UPDATE THE LIST AS YOU WENT ALONG, BUT I BELIEVE THIS APPROARCH WOULD BE PLAUSIBLE.

TAKING UP 25 POSITIONS OF THE HIGHEST VOLUME IBD EVERY DAY FOR 10 DAYS, REACHING THE 250 MAX. AND REPLACING THE STOPPED OUT POSITIONS, 10% STOP PROFIT/LOSS AND 25 DAY TERMINATORS, WITH THE HIGHEST VOLUME IBD EQUITIES FROM AN UPDATED LIST.



decipherlinda
133 posts
msg #78616
Ignore decipherlinda
9/4/2009 12:08:48 PM

I have IBD Top 100 Excel files I'd be glad to share from 2006 and 2007 -- not all but maybe 20 or so in total. I also have about 15 CANSLIM lists from IBD during that time too. If interested, I'd be glad to email them.

Several times I've loaded the IBD lists into SF WatchLists but I was unimpressed with their performance so gave it up.

billrider321
70 posts
msg #78617
Ignore billrider321
9/4/2009 12:14:40 PM

i think best way to know that is take the list on say 7/18/2008 - test it out for 2 months and then after 7 days update the list again, so it should be rolling watchlist based on weekly rollover.

thanks

Kevin_in_GA
4,553 posts
msg #78627
Ignore Kevin_in_GA
modified
9/4/2009 2:15:23 PM

Personally, I'm not sure that you need to update the IBD list all that often. These are stocks that are solid for the long haul (usually 6-12 months, often longer).

The lists that I posted earlier contain, after eliminating duplicates, 458 stocks that got a rating of 90 or higher as of last week. I'll trade off of this for a while.

My stock purchases to date using this system:

ACOR - in at 21.94 on 8/26 (currently -1.00%)
ARTG - in at 3.92 on 9/4 (currently
+1.53%)
ATSI - in at 2.74 on 8/26 (currently
-2.92%)
CA - in at 20.82 on 9/4 (currently
+3.03%)
CCK - in at 24.71 on 9/4 (currently
+0.53%)
DL - in at 8.00 on 8/28 (currently
-3.75%)
DLB - in at 37.26 on 9/4 (currently
-0.78%)
ESLR - in at 1.73 on 8/26 (currently
-2.89%)
FHCO - in at 5.68 on 9/4 (currently -
+5.11%)
JCOM - in at 21.00 on 9/4 (currently
+1.10%)
NUS - in at 17.50 on 8/28 (currently
-2.57%)
OTEX - in at 35.40 on 8/26 (currently
-1.89%)
STAR - in at 20.94 on 8/28 (currently
+10.84%)

added NFLX just before the close today - in at 40.93 (up
+0.05%)

As of the close 9/4, this list is up a modest
+0.48%.

StockFetcher Forums · Filter Exchange · Interesting filter - perhaps the best I've seen so far<< 1 ... 4 5 6 7 8 >>Post Follow-up

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