StockFetcher Forums · Filter Exchange · Wall Street Pro Custom ETF<< >>Post Follow-up
Eman93
4,659 posts
msg #61910
Ignore Eman93
4/28/2008 9:43:50 PM

Not a lot of hits, but would have been a good one if you started Jan 3 08 to present.
How do I insert files and screen shots?

Eman93
4,659 posts
msg #61911
Ignore Eman93
4/28/2008 9:54:54 PM

Market is ETF OK 10.3%
Show stocks where low is near the bottom linear regression line(60) OK 0.02%
And rsi(2) is < 30 OK 0.02%
And average volume(30) is above 100000 OK 0.00%
And 60-day slope of close is above 0 OK 0.00%
And close is between 15 and 250 OK 0.00%
And Chaikins Volatility(10,10) has been decreasing for 1 day OK 0.00%
And Chaikins Volatility(10,10) is above 1 OK 0.00%
add column RSI(2) OK 0.00%
add column Fast Stochastics(14,10) OK 0.00%
add column Williams %R(10) OK 0.00%
add column Chaikins Volatility(10,10) OK 0.00%
sort column 7 descending

Approach Name: Wall Street Pro Custom ETF test 2
Test started on 01/03/2008 ended on 04/25/2008, covering 78 days
Filter used:
Wall Street Pro Custom ETF (saved filter)



Trade Statistics
There were 49 total stocks entered. Of those, 49 or 100.00% were complete and or 0.00% were open.
Of the 49 completed trades, 35 trades or 71.43%resulted in a net gain.
Your average net change for completed trades was: 1.94%.
The average draw down of your approach was: -2.52%.
The average max profit of your approach was: 6.03%
The Reward/Risk ratio for this approach is: 2.76
Annualized Return on Investment (ROI): 110.70%, the ROI of ^SPX was: -10.87%.

Exit Statistics
Stop Loss was triggered 8 times or 16.33% 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 (5 days) 41 times or 83.67% of the time.
An exit trigger was executed 0 times or 0.00% of the time.


Eman93
4,659 posts
msg #61912
Ignore Eman93
modified
4/28/2008 10:03:14 PM

As they say timing is everything.

If someone could give this the full 2 year treatment and post the results I would be greatfull.

I dont know how much trust I should have in this thing, if you change your stop loss to 3% the thing goes to crap, but all my winners have a draw down of less than 3%. Mabey I'm confused on the term draw down?

I did not enter any conditional entries or exit points, every time i try to tweek it gets worse


chetron
2,817 posts
msg #61918
Ignore chetron
4/29/2008 8:37:41 AM

clickable...

Fetcher[

Market is ETF
Show stocks where low is near the bottom linear regression line(60) And rsi(2) is < 30
And average volume(30) is above 100000
And 60-day slope of close is above 0
And close is between 15 and 250
And Chaikins Volatility(10,10) has been decreasing for 1 day
And Chaikins Volatility(10,10) is above 1
add column RSI(2)
add column Fast Stochastics(14,10)
add column Williams %R(10)
add column Chaikins Volatility(10,10)
sort column 7 descending

]



StockFetcher Forums · Filter Exchange · Wall Street Pro Custom ETF<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus