maxxam80 108 posts msg #44619 - Ignore maxxam80 |
6/5/2006 2:24:54 PM
any 80% ers?
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TheRumpledOne 6,407 posts msg #44622 - Ignore TheRumpledOne |
6/5/2006 2:56:36 PM
There is no screen that trades.
You have to enter/exit the trade.
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juha 52 posts msg #44646 - Ignore juha |
6/6/2006 2:58:10 AM
80% win according to real trading or backtesting :)
According to backtesting I have one :)
Approach Information | Approach Name: Bouncing filter, RSI(2)<10, P/E>30 | Test started on 01/30/2004 ended on 02/01/2006, covering 505 days | Filter used: | Bouncing filter, RSI(2)<10, P/E>30 (saved filter) |
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Trade Statistics | There were 852 total stocks entered. Of those, 846 or 99.30% were complete and 6 or 0.70% were open. | Of the 846 completed trades, 670 trades or 79.20%resulted in a net gain. | Your average net change for completed trades was: 1.82%. | The average draw down of your approach was: -6.62%. | The average max profit of your approach was: 7.28% | The Reward/Risk ratio for this approach is: 1.84 | Annualized Return on Investment (ROI): 120.37%, the ROI of ^SPX was: 6.40%. |
Exit Statistics | Stop Loss was triggered 0 times or 0.00% of the time. | Stop Profit was triggered 652 times or 77.07% of the time. | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | You held for the maximum period of time (10 days) 194 times or 22.93% of the time. | An exit trigger was executed 0 times or 0.00% of the time. |
Statistics By Holding Period | | Completed | 2 day chg | 5 day chg | 10 day chg | 25 day chg | 40 day chg | Winners: | 670 | 450 | 463 | 464 | 429 | 428 | Losers: | 176 | 385 | 379 | 375 | 413 | 419 | Win/Loss Ratio: | 3.81:1 | 1.17:1 | 1.22:1 | 1.24:1 | 1.04:1 | 1.02:1 | Net Change: | 1.82% | 0.94% | 1.66% | 2.15% | 2.63% | 4.51% |
Statistics By Variable: Match Price | | <10 | <20 | <30 | <40 | <50 | <60 | <70 | <80 | <90 | <100 | Completed | 474:125 | 141:37 | 41:11 | 7:2 | 2:1 | 2:0 | 2:0 | - | 1:0 | - | 2 day chg | 306:282 | 108:69 | 27:25 | 4:6 | 2:1 | 1:1 | 2:0 | - | 0:1 | - | 5 day chg | 324:271 | 99:78 | 27:25 | 7:3 | 2:1 | 2:0 | 2:0 | - | 0:1 | - | 10 day chg | 318:273 | 106:72 | 28:24 | 6:4 | 2:1 | 2:0 | 1:1 | - | 1:0 | - | 25 day chg | 312:283 | 84:94 | 24:28 | 4:5 | 1:2 | 2:0 | 1:1 | - | 1:0 | - | 40 day chg | 308:291 | 88:90 | 20:32 | 7:3 | 2:1 | 2:0 | 1:1 | - | 0:1 | - |
Statistics By Variable: Average Volume | | <2.0M | <4.0M | <6.0M | <8.0M | <10.0M | <12.0M | <14.0M | <16.0M | <18.0M | <20.0M | Completed | 616:166 | 30:5 | 4:2 | 7:2 | 3:0 | 4:0 | 2:0 | 1:0 | 3:1 | - | 2 day chg | 422:349 | 16:19 | 1:5 | 3:6 | 2:1 | 2:2 | 1:1 | 1:0 | 2:2 | - | 5 day chg | 426:351 | 18:17 | 2:4 | 6:3 | 3:1 | 2:2 | 2:0 | 1:0 | 3:1 | - | 10 day chg | 426:349 | 22:12 | 2:4 | 5:4 | 3:1 | 2:2 | 2:0 | 1:0 | 1:3 | - | 25 day chg | 401:376 | 16:19 | 3:3 | 4:5 | 3:1 | 2:2 | 0:2 | 0:1 | 0:4 | - | 40 day chg | 399:383 | 15:20 | 2:4 | 6:3 | 3:1 | 2:2 | 1:1 | 0:1 | 0:4 | - |
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Koronbock 201 posts msg #44655 - Ignore Koronbock |
6/6/2006 5:45:06 AM
Maxxam,
your question is meaningless: "What is the screen that as the highest percentage of profitable trades?"
It does not matter, if a backtest has a high winning percentage or not. What matters is, if the strategy has a POSITIVE MATHEMATICAL EXPECTATION in the long run. You can have a strategy with a winning percentage in the 90ies and still lose money. You can also have a strategy with a winning percentage in the 10s and make money.
Hope this is alluminating.
Cheers and good trading,
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BFreshour 139 posts msg #44656 - Ignore BFreshour |
6/6/2006 8:56:39 AM
So true, we get caught up in winning percentage which means nothing. I can trade a system with a 35% win percentage but if it's a good system it'll make money.
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Koronbock 201 posts msg #44678 - Ignore Koronbock |
6/6/2006 3:22:53 PM
Bfresh,
Exactly !
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guru_trader 485 posts msg #44709 - Ignore guru_trader |
6/7/2006 6:03:33 AM
What happens when 80% of our stocks go up an average of 1% while the remaining 20% of our stocks go down an average of 4%?
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Railwhore 69 posts msg #44780 - Ignore Railwhore |
6/9/2006 1:33:01 AM
show stocks where ticker name = "TIE" enter 18 months ago.
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ultra5150 15 posts msg #45017 - Ignore ultra5150 |
6/16/2006 2:07:51 AM
I am a newbie here. Just wondering how do you use a filter like this? Do you run the filter at end of day, then buy at open on the following day? Do you scan the intraday chart to find an entry point?
Thanks for your help !!
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rmenghani 10 posts msg #45018 - Ignore rmenghani |
6/16/2006 4:06:14 AM
By the way, in the last 2 days, the screen at the top of this thread has done UNBELIEVEABLY well.
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