StockFetcher Forums · Filter Exchange · Question on Weekly Filters<< 1 2 >>Post Follow-up
four
4,012 posts
msg #107894
Ignore four
modified
9/3/2012 12:28:46 AM

5 day combo

Fetcher[
set{x, sum(rsi(5),5) / 5}
set{xx, sum(cci(5),5) / 5}
draw x on plot rsi(5)
draw xx on plot cci(5)
sp500
x < 25
xx < -100
close >= open
add column annual dividend yield > 2%

]



marine2
829 posts
msg #107898
Ignore marine2
9/3/2012 6:19:19 PM

Four, your filter here backtested in a positive market environment very well. 100% Wins and ROI = 114%. Nice job.

four
4,012 posts
msg #107901
Ignore four
modified
9/3/2012 8:12:47 PM

thank you...

What did you use to ENTER and EXIT?
Time frame?

marine2
829 posts
msg #107913
Ignore marine2
9/4/2012 7:04:41 PM

My entry of course was your filter criteria. My exit was after the slow stochastic %K went over 75 it would be sell time or if I profited 10%. Simple conservative exit. And I always add into any of my filters or the one I tried of yous that the price must be above 10. Then I always do my back testing against a good "up" session of the Dow Jones Industrials market. I use BigCharts web site to show me at what time frame was a good happy "up" market for DJIA.. That happy environment is when I love buying stocks.

StockFetcher Forums · Filter Exchange · Question on Weekly Filters<< 1 2 >>Post Follow-up

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