StockFetcher Forums · Filter Exchange · MONDAY GAP UP AND GAP DOWN TRADING SYSTEMS<< 1 ... 5 6 7 8 9 ... 14 >>Post Follow-up
teoteoVN
9 posts
msg #104933
Ignore teoteoVN
2/12/2012 11:18:16 AM

Hi Kevin,
For backtesting with SS, do you need a realtime data feed?

mikea59
7 posts
msg #104936
Ignore mikea59
2/12/2012 2:28:57 PM

Kevin,

Is your posting on the first page the same version that you are running now? When I run your gap down code on the first page of this thread I get a different list of candidates than you - for example, I don't get QPSA or OCZ, and some others - any thoughts?

Kevin_in_GA
4,538 posts
msg #104937
Ignore Kevin_in_GA
2/12/2012 4:39:27 PM

I commented on this previously - the list I posted is the union of the SF and Stratasearch lists. Since they differ in what stocks constitute the Russell 2000.

stockfetcher
963 posts
msg #104938
2/12/2012 4:52:18 PM


We just applied the gap up and down lists from your prior post. While this worked for us, there could be something from your copy/paste that potentially caused problems. We've added additional logging to hopefully track this down for future revisions. Let us know if the updated shared lists look ok.


Thanks,
StockFetcher Support

Billirider321
62 posts
msg #104940
Ignore Billirider321
modified
2/12/2012 7:31:33 PM

Stockfetcher,

please give high priority to kevin's request, Lot of people have joined SF because of his generous sharing.

Thanks
Billrider

stockfetcher
963 posts
msg #104942
2/12/2012 7:36:32 PM

@Billrider321 - Around 5:00 pm (see post above) we applied the list. Were you able to see the changes?

StockFetcher Support

Billirider321
62 posts
msg #104943
Ignore Billirider321
2/12/2012 7:44:23 PM

Kevin,

Do we enter trade based on gap down at 9.30 to 9.35 and then cancel all other order

Bill

Billirider321
62 posts
msg #104944
Ignore Billirider321
2/12/2012 7:48:54 PM

yes, I am able to see the the list

Kevin_in_GA
4,538 posts
msg #104960
Ignore Kevin_in_GA
2/13/2012 6:35:20 PM

Hope folks were watching this one. The Gap up filter went 10 for 10 on the highest PCTGAPFILL (which is how the trades are selected in the backtest, and how we should do it if possible). Gap Down was 1 for 1.

All gaps filled. No more trades for the rest of the week.

STATS for Gap Up:

OVTI - 100% gapfill. Closed gap today for +2.88%
GNK - 100% gapfill. Closed gap today for +2.12%
HDY - 95% gapfill. Closed gap today for +8.40%
ZAGG - 92% gapfill. Closed gap today for +2.11%
OXGN - 90% gapfill. Closed gap today for +2.40%
QTM - 89% gapfill. Closed gap today for +3.23%
TUES - 88% gapfill. Closed gap today for +2.98%
WWWW - 88% gapfill. Closed gap today for +2.20%
QPSA - 88% gapfill. Closed gap today for +4.02%
CAS - 100% gapfill. Closed gap today for +2.65%

STATS for Gap Down:

MOVE - 100% gapfill. Closed gap today for +2.22%

mikea59
7 posts
msg #104961
Ignore mikea59
2/13/2012 8:02:21 PM

I've been following the Gap Down filter and not finding much opportunity the last couple weeks. Today's only gap-downer (MOVE) was virtually not tradable using this method - it gapped down the 2% or so but closed the gap almost immediately after the open. You would have had to have limit orders for every candidate in the weekend filter list - right. That's not practical.

Now, the Gap Up version is looking quite promising, at least there's more opportunities, may have to start following both filters.

StockFetcher Forums · Filter Exchange · MONDAY GAP UP AND GAP DOWN TRADING SYSTEMS<< 1 ... 5 6 7 8 9 ... 14 >>Post Follow-up

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