StockFetcher Forums · Filter Exchange · TRO'S CROCK POT 2.0<< 1 2 3 4 5 ... 8 >>Post Follow-up
99 posts
msg #115886
Ignore jimmyjazz
10/14/2013 11:48:42 AM

Kevin, what are your thoughts on this modified version of Crock Pot versus your earlier "supercharged" Crock Pot?

34 posts
msg #115887
10/14/2013 12:14:30 PM

Great, if you only get an occasional 10 - 12% wallop. But if you have an up Monday and the market is down the rest of the week you get your head handed to you. The inability to properly test the crock strategy violates a fundamental tenet of proper strategy development. I've done a down and dirty conversion of Kevin"s latest crock pot to a daily system, so it can be backtested. Breaking down the logic:
1. You want stocks that have shown they gain 2% a week a high percentage of the time. 100 days should give you that.

2. Missing is that you also want stocks that are trending up. I've added a couple of indicators for that.

3. It would be nice to have stocks that have a large daily range. I've added an indicator for that.

set{dhiop, high - open}
set{Long_Profit, dhiop / open }
set{dyProfitPct, 100 * Long_Profit }

set{dyopen, count(open above 5,1)}
set{dyvolume, count(volume above 2500000,1)}
set{twopcthit, count(Long_Profit > .02 , 1)}

set{tradeentry, open * dyvolume}
set{tradeentry100, count(tradeentry above 0.5,100)}
set{profithit, tradeentry * twopcthit}
set{twopct100, count(profithit > 0.5 , 100)}
set{winpct100a, twopct100 / tradeentry100}
set{winpct100, winpct100a * 100}

set{tradeentry25, count(tradeentry above 0.5,13)}
set{twopct25, count(profithit > 0.5 , 13)}
set{winpct25a, twopct25 / tradeentry25}
set{winpct25, winpct25a * 100}

add column dyProfitPct
add column tradeentry100 {entries over the last 100 days}
add column twopct25 {hit 2% target over last 25 days}
add column winpct100 {25 day win percentage}
add column separator
add column tradeentry25 {entries over the last 25 days}
add column twopct25 {hit 2% target over last 25 days}
add column winpct25 {25 day win percentage}
add column separator
add column open
add column high
add column low
add column close
add column separator

close above 5
twopct25 above 8
ROC(11,1) > 0
CCI(6) > 0
ATR(10) > 2

draw twopcthit
sort column 7 descending

Hold max. 5 days with 10% stop. 5 stocks/day, max. 5 stocks. Choose stocks ROC(11,1) descending.
Makes 4.7% for the last 4 months, but loses money the 2, 4 month periods before that. Win/loss ratio, of course, is always great. I"m sure Kevin or someone else can do a better job of getting a daily crock than I have.

34 posts
msg #115888
10/14/2013 12:16:53 PM

Oops, misplaced my ending ] with Fetcher, sorry.

35 posts
msg #115889
Ignore frsrblch
10/14/2013 1:21:39 PM

You can indeed backtest these strategies, so long as your trading pattern is simple enough (e.g., buy at open, and hold to close or for an X% gain). You need to do a date offset on your selection criteria, but then you can export last weeks results with this weeks prices in a CSV. Throw that into Excel and have at it. Be advised that holidays tend to affect your wopen, whigh, wlow, and wclose values, so you'll have to enter them manually for each stock on these weeks.

I've actually been looking at these systems for the past couple days, and they've been working well for the last year or so. Beyond that, they start to slide the other way, with too many misses happening to make it work. This 13wk Crock Pot 2.0 works splendidly, but only for the last three months before you stop getting enough results to trade on. Haven't looked at the 52wk version yet.

/* TRO STAT SCAN for SWING TRADERS - Manual Backtesting, look at the Friday of each week */

set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }
set{wkProfitPct, 100 * Long_Profit }

set{twopct, count(Long_Profit > .02 , 52)}
set{threepct, count(Long_Profit > .03 , 52)}
set{threepctrecent, count(Long_Profit 1 week ago > .03 , 52)}
set{twopctrecent, count(Long_Profit 1 week ago > .02 , 52)}

set{twopcttriggered, count(Long_Profit > .02 , 1)}
set{threepcttriggered, count(Long_Profit > .03,1)}


add column wkProfitPct
add column separator
add column weekly open {wopen}
add column weekly high {whigh}
add column weekly low {wlow}
add column weekly close {wclose}
add column separator
add column twopctrecent {hit 2% in last year}
add column threepctrecent {hit 3% in last year}
add column separator
add column filter2

draw twopcttriggered {hit 2% target}
draw threepcttriggered {hit 3% target}

close 1 week ago is above 5
average volume(90) 1 week ago above 500000
TWOPCT 1 week ago ABOVE 42
THREEPCT 1 week ago ABOVE 39
sort column 15 descending

chart-display is weekly

104 posts
msg #115890
Ignore oldsmar52
10/14/2013 1:44:51 PM

UPDATE: You can add ZHNE to the 5 from an earlier post..............Frank

99 posts
msg #115900
Ignore jimmyjazz
10/14/2013 3:04:13 PM

Update: bought 16 WLT Oct13 $13 calls at $1.77, trailing stop triggered at $2.40 for a net gain of $967 after commissions & fees (33.9% gain in 5.5 hours, max potential loss of $2,852). Love that system.

27 posts
msg #115901
Ignore dknoonan
10/14/2013 3:05:26 PM

Frank, I like the idea of delaying purchase until after open, and for stocks that have gone down, put in a buy stop to get in at its original open price. But the six from today might point the other direction -- buying at open would have served well. So maybe look at indicators for what kind of day it will be, before the market opens. It is bodes well, buy at open. If not, wait until after open and do the buy stops. What do you think?

353 posts
msg #115909
Ignore BarTune1
10/14/2013 9:23:58 PM

Good job Kevin .... in/out today with an extra $450 in my accounts.

3,869 posts
msg #115910
Ignore Kevin_in_GA
10/14/2013 9:40:00 PM

Bartune - if you had played these for 2% instead of 1% you'd owe me a beer.

353 posts
msg #115911
Ignore BarTune1
10/14/2013 11:43:04 PM

I owe you much more than a beer for all the help over the years. We should meet up in Toronto, St. Lucia, Las Vegas or in Spain next time you run with the bulls ....

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