StockFetcher Forums · Filter Exchange · Long filter for 4/29/2011 to present<< 1 2 >>Post Follow-up
duke56468
683 posts
msg #101658
Ignore duke56468
7/15/2011 12:33:22 PM

I have been through many of my filters and none backtest as well as the one from Kevin for the dates
4/29/2011 to present, some backtest better for other periods but not these dates. This one squeeked
out a small gain on backtest ($557 after commissions ). Anyone doing better with longs?


Approach Name: Kevins Bollinger Band entry top 10 5day
Test started on 04/29/2011 ended on 06/28/2011, covering 41 days
Filter used:
Kevins Bollinger Band entry top 10 (saved filter)

Trade Statistics
There were 73 total stocks entered. Of those, 68 or 93.15% were complete and 5 or 6.85% were open.
Of the 68 completed trades, 33 trades or 48.53%resulted in a net gain.
Your average net change for completed trades was: 0.09%.
The average draw down of your approach was: -2.92%.
The average max profit of your approach was: 2.27%
The Reward/Risk ratio for this approach is: 1.08
Annualized Return on Investment (ROI): 5.45%, the ROI of ^SPX was: -28.11%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (5 days) 34 times or 50.00% of the time.
An exit trigger was executed 34 times or 50.00% of the time.



Eman93
4,659 posts
msg #101720
Ignore Eman93
7/19/2011 10:08:52 PM

Approach Name: ETF bottom feeder
Test started on 04/01/2011 ended on 07/19/2011, covering 74 days
Filter used:


Trade Statistics
There were 23 total stocks entered. Of those, 22 or 95.65% were complete and 1 or 4.35% were open.
Of the 22 completed trades, 17 trades or 77.27%resulted in a net gain.
Your average net change for completed trades was: 4.15%.
The average draw down of your approach was: -3.93%.
The average max profit of your approach was: 5.46%
The Reward/Risk ratio for this approach is: 4.95
Annualized Return on Investment (ROI): 208.83%, the ROI of ^SPX was: -0.69%.

Exit Statistics
Stop Loss was triggered 1 times or 4.55% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (5 days) 21 times or 95.45% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Eman93
4,659 posts
msg #101721
Ignore Eman93
7/20/2011 1:48:32 AM

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duncanhoo
14 posts
msg #101729
Ignore duncanhoo
7/20/2011 10:02:12 AM

wow - would love to see what filter produced those results?

duke56468
683 posts
msg #101730
Ignore duke56468
7/20/2011 10:16:22 AM

I think eman posted it at one time, but I cant seem to find it in my filters now.

duncanhoo
14 posts
msg #101734
Ignore duncanhoo
7/20/2011 1:56:57 PM

i did a search of the forums and no dice - eman? can you post it please?
thanks

Eman93
4,659 posts
msg #101737
Ignore Eman93
7/20/2011 5:35:59 PM

Here I will give you a hint and not the filter...... I have worked very hard at this and have posted lots of filters.

The hint is to narrow your list.. so I built a sym list with long and short pairs of ETFs only... just use your favorite oversold and overbought indicators and tweak it.... you could find something better.

The indicator is just an alert that a condition exists not to take a trade.. then look for obvious price points to trade around. you need to find the support and resistance areas also.

The real trick is find confidence in yourself and how you trade.. it is not easy at least not for me...


seek out information i like chartpatterntrader and stocktiger. both very good.

SAFeTRADE
413 posts
msg #101739
Ignore SAFeTRADE
7/20/2011 9:09:56 PM

I believe this be it.

Fetcher[

/*Fib Zone Pivots*/

set{HL, High + Low}
set{HLC, HL + Close}
set{piv, HLC / 3}
set{DR, High - Low}
set{DR5, 0.5 * DR}
set{rs1, piv + DR5}
set{rs2, piv + DR}
set{sp1, piv - DR5}
set{sp2, piv - DR}
set{DR618, 0.618 * DR}
set{RB1, piv + DR618}
set{SB1, piv - DR618}
set{DR138, 1.382 * DR}
set{RB2, piv + DR138}
set{SB2, piv - DR138}

add column piv{PIVOT}
add column sp1{support 1}
add column SB1{support band 1}
add column rs1{resistance 1}
add column RB1{resistance band 1}
add column sp2{support 2}
add column sb2{support band 2}
add column rs2{resistance 2}
add column RB2{resistance band2}

/* SELECTION CRITERIA */

symlist(gld,tna,tza,sso,sds,twm,iwm,faz,fas,iwm,spy,qid, qld, vxx,slv)

sort column 1 ascending

add column exchange
]



Eman93
4,659 posts
msg #101741
Ignore Eman93
7/20/2011 11:24:24 PM

No that just gives you an interday fib zone pivot points.

Use a momentum indicator and set for oversold conditions.....

Eman93
4,659 posts
msg #101754
Ignore Eman93
7/21/2011 11:09:44 AM

there are a ton on bottom filters out here.. just try the sym list.. and tweek

StockFetcher Forums · Filter Exchange · Long filter for 4/29/2011 to present<< 1 2 >>Post Follow-up

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