StockFetcher Forums · Filter Exchange · Tight flag or 6 day flat base<< 1 2 >>Post Follow-up
Eman93
4,659 posts
msg #76117
Ignore Eman93
7/8/2009 12:13:46 AM

if you look at the dates the backtest was run it was in the midits of the big slide in market.......

I will run it for the next six months and post.....

Eman93
4,659 posts
msg #76118
Ignore Eman93
7/8/2009 12:21:18 AM

Approach Information
Approach Name: 5 day slots
Test started on 12/31/2008 ended on 05/01/2009, covering 83 days
Filter used:
Eman Tight 5 day base Slots (saved filter)



Trade Statistics
There were 814 total stocks entered. Of those, 764 or 93.86% were complete and 50 or 6.14% were open.
Of the 764 completed trades, 355 trades or 46.47%resulted in a net gain.
Your average net change for completed trades was: 1.18%.
The average draw down of your approach was: -5.40%.
The average max profit of your approach was: 7.13%
The Reward/Risk ratio for this approach is: 1.41
Annualized Return on Investment (ROI): 181.43%, the ROI of ^SPX was: -4.37%.

Exit Statistics
Stop Loss was triggered 255 times or 33.38% of the time.
Stop Profit was triggered 46 times or 6.02% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (2 days) 463 times or 60.60% of the time.
An exit trigger was executed 0 times or 0.00% of the time.


Eman93
4,659 posts
msg #76905
Ignore Eman93
modified
7/27/2009 6:46:23 PM

I just wanted to park these this is 10 day flat base... you have to manualy search for the pattern

Eman93
- Edit message 7/26/2009 7:54:50 PM


Fetcher[
close is above 1
close is below 100

volume > 250000
volume > volume 1 day ago
close is above bottom linear Regression line(10,1.0)
close is below top linear Regression line(10,1.0)
Linear Regression Slope(10) < 0.02
Linear Regression Slope(10) > -0.02
add column Top Linear Regression Line(10,1.0) {top LRL}
add column ind
]



Eman93
4,659 posts
msg #76906
Ignore Eman93
7/27/2009 6:47:52 PM

Eman93
- Edit message
modified 7/26/2009 4:34:55 PM


Fetcher[
close is above 1
close is below 100

volume > 250000

close is near Center Linear Regression line(10,1.0)


Linear Regression Slope(10) < 0.02

Linear Regression Slope(10) > -0.02
add column ind
]



compound_gains
152 posts
msg #77519
Ignore compound_gains
8/13/2009 9:53:45 AM

Something to consider. Trading strategy is to buy 2 days after the signal near end of day if ask is no more than 3-5% above close on the signal day. Hold is no more than 5 days.

Fetcher[close between 1 and 5

volume > 250000
close below close 1 day ago
Linear Regression Slope(10) < 0.02

Linear Regression Slope(10) > -0.02
low below center linear regression line(10,1.0)
open above center linear regression line(10,1.0)
close below open
close above center linear regression line(10,1.0)

chart-time 1 month
]





Eman93
4,659 posts
msg #77583
Ignore Eman93
modified
8/15/2009 12:49:32 PM


compound_gains
- Ignore compound_gains 8/13/2009 9:53:45 AM

Something to consider. Trading strategy is to buy 2 days after the signal near end of day if ask is no more than 3-5% above close on the signal day. Hold is no more than 5 days.

===========================================




What are you using as a signal? Breakout above upper linear regression line?

I kinda pick and choose off the list and watch for a move.........

compound_gains
152 posts
msg #77616
Ignore compound_gains
8/17/2009 11:44:31 AM

I was just playing around with your screen and noticed that a number of stocks with this look...obviously just a tighter criteria on what you posted...dropped or were flat for the next couple of days and then made nice upward moves. It seems that it's a safer buy if you can get in no more than 3-5% above what the close was two days before.

StockFetcher Forums · Filter Exchange · Tight flag or 6 day flat base<< 1 2 >>Post Follow-up

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