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| judgetrade 107 posts msg #98917 - Ignore judgetrade |
2/5/2011 4:12:54 AM It does not trade very ofthen, the volatility is killing you, but it is very profitable if you have the nerves. I would not put more then 5% of portfolio value in in trade, not more then 7500 Dollar per trade (otherwise liquidity is not substantial). Hold for 3 Days, it fires around 45 times a year, it gives you a 75% percent of winning trades. Show stocks where RSI(2) is below 1 price below 1 and roc (10) 4 day ago < -15% and roc (1) one day ago < -5% and roc (1) < -10% close below open and average price (2) * average volume (2) > 200000 and average price (10) * average volume (10) > 200000 where volume reached a new 2 day high Price is above 0.1 This is my best rsi filter I ever made, it made me about 45.000 Dollars (it would have been much more, if I would have had the nerves to trade every signal). I publish it, because I found something that fits better my trading style at a different plattform. This one gives you more hits, 65% winners, hold 3 Days Show stocks where RSI(2) is below 1 price below 1 and roc (1) one day ago < -5% and roc (1) < -10% close below open and average price (2) * average volume (2) > 200000 and average price (10) * average volume (10) > 200000 where volume reached a new 2 day high Price is above 0.1 Hav fun trading and tweaking it! Thank you for all the support I found here for the last 6 years, I learned a ton!!! Thank you all again. Andreas |
| duke56468 683 posts msg #98922 - Ignore duke56468 |
2/5/2011 9:37:32 AM judgetrade msg #98917 Thanks for the interesting filters. Did you use any stop loss in real life? duke |
| duke56468 683 posts msg #98942 - Ignore duke56468 |
2/7/2011 7:08:00 AM While these filters backtest very well in all markets, its hard to see how to make money in the real market since the backtest does not take into account the spread which is wicked in the pennies often up to 40% and seldom as low as 10%. Maybe someone else has some ideas. |
| judgetrade 107 posts msg #98977 - Ignore judgetrade |
2/9/2011 5:27:56 AM Belive me, its tradeable, I did it. I used a stop loss of 30% (end of day basis) |
| Billirider321 62 posts msg #104610 - Ignore Billirider321 |
1/23/2012 10:56:12 PM I tried this and here are the stats. This can be used with 10000 dollars and 1000 dollars per trade. Here is what I get. Approach Information Approach Name: RSI Filter my best one_Judgetrade Test started on 12/31/2009 ended on 12/30/2011, covering 504 days Filter used: RSI Filter my best one_Judgetrade (saved filter) Trade Statistics There were 46 total stocks entered. Of those, 46 or 100.00% were complete and or 0.00% were open. Of the 46 completed trades, 29 trades or 63.04%resulted in a net gain. Your average net change for completed trades was: 14.88%. The average draw down of your approach was: -15.52%. The average max profit of your approach was: 31.50% The Reward/Risk ratio for this approach is: 3.09 Annualized Return on Investment (ROI): 1224.71%, the ROI of ^SPX was: 5.70%. 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 (3 days) 46 times or 100.00% of the time. An exit trigger was executed 0 times or 0.00% of the time. Performance Symbol Trigger Date Entry Price Exit Date Exit Price Draw Down Max Profit Gain/ Loss 2 day chg 5 day chg 10 day chg 25 day chg 40 day chg Exit Type AMLM 01/04/2010 0.52 01/08/2010 1.29 -1.92% 146.15% 148.08% 82.69% 111.54% 117.31% 98.08% 90.38% BUY-HOLD DFVS 01/11/2010 0.10 01/15/2010 0.08 -14.90% 20.00% -17.80% 0.00% -20.00% -35.00% 60.00% 50.00% BUY-HOLD CCTC 01/19/2010 0.12 01/25/2010 0.13 -37.50% 58.33% 8.33% 8.33% -8.00% -41.67% 25.00% 4.17% BUY-HOLD ENZR 01/29/2010 0.28 02/04/2010 0.34 -1.75% 19.30% 19.30% 4.91% 12.28% 61.40% 59.65% 35.09% BUY-HOLD BRGO 02/05/2010 0.17 02/11/2010 0.11 -46.97% 6.06% -33.33% -45.45% -46.06% -63.64% -71.52% -75.76% BUY-HOLD AFYG 03/10/2010 0.41 03/16/2010 0.46 -23.46% 23.46% 13.58% 4.91% -16.05% -8.64% -60.49% -77.78% BUY-HOLD CSRE 03/25/2010 0.24 03/31/2010 0.22 -16.67% 8.33% -6.25% -6.25% -12.50% 4.17% -25.00% -42.08% BUY-HOLD LTUM 04/06/2010 0.69 04/12/2010 0.70 -0.78% 10.08% 1.39% 5.74% -10.20% 1.39% 12.98% 2.84% BUY-HOLD LTUM 04/14/2010 0.50 04/20/2010 0.69 0.00% 40.00% 38.00% 34.00% 40.00% 72.00% 54.00% 16.00% BUY-HOLD ZBB 05/19/2010 0.27 05/25/2010 0.43 0.00% 114.81% 59.26% 85.19% 96.30% 85.19% 92.59% 122.22% BUY-HOLD MCHI 05/21/2010 0.12 05/27/2010 0.14 0.00% 41.67% 16.67% 16.67% 16.67% -15.83% -25.00% -33.33% BUY-HOLD AAPH 06/08/2010 0.39 06/14/2010 0.50 -2.56% 28.21% 28.21% 25.64% 17.95% 5.13% -2.56% -25.64% BUY-HOLD IEVM 06/10/2010 0.27 06/16/2010 0.41 0.00% 55.56% 51.85% 50.00% 44.44% 29.63% 44.07% 85.19% BUY-HOLD BLIAQ 06/14/2010 0.22 06/18/2010 0.29 -4.55% 40.91% 31.82% 27.27% 27.27% 18.18% -44.09% -22.77% BUY-HOLD IBCP 06/24/2010 0.40 06/30/2010 0.39 -15.00% 5.00% -2.50% -2.50% -7.50% -32.50% -12.50% -45.00% BUY-HOLD CANO 07/07/2010 0.47 07/13/2010 0.54 0.00% 23.40% 14.89% 4.26% 19.15% 12.77% 59.57% 70.21% BUY-HOLD IMGG 07/19/2010 0.24 07/23/2010 0.31 -5.82% 29.76% 31.02% 15.15% 38.13% 23.48% 13.02% 44.41% BUY-HOLD OOGI 08/04/2010 0.15 08/10/2010 0.10 -39.60% 2.00% -36.00% -4.00% -30.80% -60.00% -60.00% -33.33% BUY-HOLD IMGG 08/12/2010 0.21 08/18/2010 0.27 -4.76% 33.33% 28.57% 19.05% 23.81% 33.33% 71.90% 42.86% BUY-HOLD TRMAQ 08/17/2010 0.32 08/23/2010 0.33 -21.87% 3.13% 3.13% -6.25% -12.50% -15.62% -45.31% -57.81% BUY-HOLD ABKFQ 11/22/2010 0.14 11/29/2010 0.15 0.00% 14.29% 7.14% 10.71% -7.14% 0.00% -14.29% -17.86% BUY-HOLD GSDC 11/29/2010 0.16 12/03/2010 0.11 -37.50% 0.00% -31.25% -25.00% 6.25% -6.25% 0.00% 9.38% BUY-HOLD LQMT 12/07/2010 0.33 12/13/2010 0.42 0.00% 27.27% 27.27% 18.18% 54.55% 51.52% 72.73% 86.36% BUY-HOLD CHIO 12/07/2010 0.80 12/13/2010 2.20 0.00% 175.00% 175.00% 100.00% 198.00% 150.00% 250.00% 225.00% BUY-HOLD GAPTQ 12/16/2010 0.24 12/22/2010 0.16 -43.51% 2.51% -33.47% -28.87% -33.05% -12.13% 6.69% -16.32% BUY-HOLD ATNNF 02/02/2011 0.32 02/08/2011 0.20 -37.50% 3.13% -37.50% -28.12% -34.38% -34.38% -49.69% -46.87% BUY-HOLD AENYQ 03/14/2011 0.18 03/18/2011 0.14 -27.78% 0.00% -22.22% -22.22% -27.78% -27.78% -8.06% 33.33% BUY-HOLD MDST 05/03/2011 1.00 05/09/2011 0.86 -32.00% 5.00% -14.00% -18.00% -11.00% -7.80% 14.00% -8.00% BUY-HOLD RAMPF 05/05/2011 0.50 05/11/2011 0.53 -0.89% 9.02% 4.86% 6.05% 1.09% -8.82% 1.09% -2.87% BUY-HOLD PWSVD 06/10/2011 0.35 06/16/2011 0.63 -43.00% 150.00% 80.00% 50.00% -10.00% 50.00% 250.00% 50.00% BUY-HOLD KBLB 06/28/2011 0.10 07/05/2011 0.13 0.00% 23.30% 26.21% 7.77% 33.01% 11.65% 10.68% -7.77% BUY-HOLD ABAT 06/29/2011 0.80 07/06/2011 1.14 0.00% 42.50% 42.50% 33.75% 33.75% 33.75% 43.75% 53.75% BUY-HOLD JAMN 07/20/2011 0.58 07/26/2011 0.71 -5.50% 47.77% 22.34% 37.99% 11.68% 37.46% 38.83% 4.81% BUY-HOLD PEIX 08/10/2011 0.53 08/16/2011 0.42 -22.64% 0.00% -20.75% -15.09% -32.08% -35.85% -28.30% -45.28% BUY-HOLD LGFTY 09/01/2011 0.36 09/08/2011 0.35 -13.89% 5.56% -2.78% -8.33% -25.00% -41.67% -55.56% -40.28% BUY-HOLD PUDA 09/15/2011 0.75 09/21/2011 0.65 -29.33% 13.33% -13.33% -20.00% -20.00% -26.67% -46.67% -49.33% BUY-HOLD HEVV 09/19/2011 0.25 09/23/2011 0.19 -36.00% 0.00% -24.00% -32.00% -20.00% -24.00% 8.00% -52.00% BUY-HOLD GSAT 09/20/2011 0.47 09/26/2011 0.42 -12.77% 8.51% -10.64% -8.51% -8.51% -14.89% 27.66% -14.89% BUY-HOLD BWEN 09/22/2011 0.37 09/28/2011 0.42 -5.41% 16.22% 13.51% 13.51% -18.92% 2.70% 18.92% 40.54% BUY-HOLD UURAF 09/22/2011 0.42 09/28/2011 0.50 -5.66% 19.81% 17.92% 6.13% 12.43% 15.33% 17.92% 22.88% BUY-HOLD SCEI 09/29/2011 0.90 10/05/2011 0.93 -27.78% 3.33% 3.33% -11.11% 31.11% 27.78% 26.67% 33.33% BUY-HOLD GRBE 10/03/2011 0.39 10/07/2011 0.38 -10.26% 2.56% -2.56% 0.00% 10.26% 10.26% 12.82% -28.21% BUY-HOLD EVEI 11/22/2011 0.24 11/29/2011 0.43 -45.83% 100.00% 79.17% -12.50% 41.67% -50.00% -72.96% 0% BUY-HOLD BNVI 11/22/2011 0.30 11/29/2011 0.34 -10.00% 16.67% 13.33% 13.33% -3.33% 16.67% -16.67% 0% BUY-HOLD DPTRQ 12/15/2011 0.21 12/21/2011 0.17 -28.57% 28.57% -19.05% -14.29% -14.29% -54.76% 0% 0% BUY-HOLD ENER 12/16/2011 0.20 12/22/2011 0.21 0.00% 25.00% 5.00% 10.00% 20.00% 0.00% 0% 0% BUY-HOLD 1 to 46 of 46 - |
| Mactheriverrat 3,135 posts msg #104612 - Ignore Mactheriverrat |
1/24/2012 8:13:29 AM I've had better trades with a simple RSI over RSI filter Show stocks where the rsi(14) is above RSI(14) 1 day ago Price is above 1 and price is below 99 |
| sohailmithani 192 posts msg #104617 - Ignore sohailmithani |
1/24/2012 1:36:58 PM Judetrade, Thanks for sharing. Backtesting looks excellent but practically????? Spread is a big big ? How do you manage that. Do u buy on open when filter triggers after market of do EOD buy and sell open after 3 days? Pls explain how u actually do this. If this works and results are as backtest shows then why do a day job instead just trade with this filter, enjoy life and live happily. |
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