StockFetcher Forums · Filter Exchange · Winning Streak!<< 1 2 3 4 5 >>Post Follow-up
heyen
124 posts
msg #45392
Ignore heyen
6/30/2006 12:15:55 PM

Trading is not everything, you also need a bit of luck!

;-p

Approach Information
Approach Name: Mega-Test
Test started on 12/31/2003 ended on 12/30/2005, covering 504 days
Filter used:
Open between 2 and 5
and average volume(90) above 750000
and market is nasdaq
and RSI(2) decreasing 1 day

Trade Statistics
There were 504 total stocks entered. Of those, 503 or 99.80% were complete and 1 or 0.20% were open.
Of the 503 completed trades, 447 trades or 88.87%resulted in a net gain.
Your average net change for completed trades was: 4.40%.
The average draw down of your approach was: 0.00%.
The average max profit of your approach was: 7.62%
The Reward/Risk ratio for this approach is: 25.89
Annualized Return on Investment (ROI): 1087.58%, the ROI of ^SPX was: 6.12%.

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 (1 days) 503 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed1 day chg2 day chg3 day chg4 day chg5 day chg
Winners:447482383359353343
Losers:370104130137152
Win/Loss Ratio:12.08:10.00:13.68:12.76:12.58:12.26:1
Net Change:4.40%4.06%4.31%4.52%4.62%4.28%

Statistics By Variable: Match Price
 <2<2.4<2.8<3.2<3.6<4<4.4<4.8<5.2<5.6
Completed26:093:1056:459:556:159:846:546:46:0-
1 day chg26:0106:063:060:055:066:051:049:06:0-
2 day chg20:788:1848:1649:1447:950:1742:1138:91:3-
3 day chg18:680:2647:1841:2041:1651:1742:1237:112:4-
4 day chg17:982:2345:2042:2241:1552:1637:1635:122:4-
5 day chg17:1081:2444:2140:2337:1854:1537:1731:202:4-

Statistics By Variable: Average Volume
 <10.0M<20.0M<30.0M<40.0M<50.0M<60.0M<70.0M<80.0M<90.0M<100.0M
Completed416:3519:03:03:05:2--1:0--
1 day chg449:020:03:03:06:0--1:0--
2 day chg358:9714:42:13:05:2--1:0--
3 day chg336:12013:71:13:05:2--1:0--
4 day chg328:13016:22:13:03:4--1:0--
5 day chg319:14318:21:13:01:6--1:0--



traderblues
195 posts
msg #45394
Ignore traderblues
6/30/2006 2:03:31 PM

heyen,

So it looks like you only trade 1 stock per day. How are you sorting (i.e. what gets put at the top of the list)?


traderblues
195 posts
msg #45395
Ignore traderblues
modified
6/30/2006 2:21:20 PM

OK, never mind, I figured it out. Have you ever actually tried to trade using this conditional entry? I've paper traded some of my filters using the conditional entry, but my results were not even close to the backtested results.

If it were this easy, you are the keeper of the Grail.



heyen
124 posts
msg #45396
Ignore heyen
6/30/2006 3:03:13 PM

I am!

Told you - its luck, not trading.

:-)


waldo1323
14 posts
msg #45405
Ignore waldo1323
6/30/2006 10:34:10 PM

so is that the total formula for the scan?

Open between 2 and 5
and average volume(90) above 750000
and market is nasdaq
and RSI(2) decreasing 1 day


guru_trader
485 posts
msg #45408
Ignore guru_trader
7/1/2006 1:41:56 AM

waldo, you will learn that some of the best filters are the simplest ... take some time to read through these threads, it will be worth it


peaking67
22 posts
msg #45409
Ignore peaking67
7/1/2006 2:18:56 AM

I'm relatively new to SF. So what stocks DO get put to the top of the list?
And what needs to happen for you to enter a trade based on your filter?
Thnx, Sid


Aktienfahnder
36 posts
msg #45439
Ignore Aktienfahnder
7/3/2006 7:37:26 AM

Respekt Heyen - hast Du von mir gelernt... ;-)

A really good approach - and yes, maybe the holy grail. But, how long will it hold?

Greetings,
Der Aktienfahnder


traderblues
195 posts
msg #45442
Ignore traderblues
7/3/2006 3:00:01 PM

heyen,

How 'bout this one? I allowed up to 3 trades per day, and used a 10% profit stop. Today it would have bought ANDS at $3.02, and it closed at $3.30.

BJS



Approach Information
Approach Name: RSI(2) 3-a-Day
Test started on 12/31/2002 ended on 12/31/2004, covering 504 days
Filter used:
set{vvv,atr(20)/close}
Open between 1 and 8
and average volume(20) above 500000
and vvv above .1
and market is nasdaq
and RSI(2) decreasing 2 days


Trade Statistics
There were 922 total stocks entered. Of those, 921 or 99.89% were complete and 1 or 0.11% were open.
Of the 921 completed trades, 883 trades or 95.87%resulted in a net gain.
Your average net change for completed trades was: 6.94%.
The average draw down of your approach was: -1.84%.
The average max profit of your approach was: 9.18%
The Reward/Risk ratio for this approach is: 103.57
Annualized Return on Investment (ROI): 2599.87%, the ROI of ^SPX was: 18.53%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 314 times or 34.09% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (1 days) 607 times or 65.91% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:883815676628580580
Losers:3297240285339339
Win/Loss Ratio:27.59:18.40:12.82:12.20:11.71:11.71:1
Net Change:6.94%7.27%8.85%10.67%14.14%19.07%

Statistics By Variable: Match Price
 <1<2<3<4<5<6<7<8<9<10
Completed12:0252:6225:8124:886:487:666:031:0--
2 day chg11:1243:15208:23116:1670:1881:1360:626:5--
5 day chg8:3203:53170:6597:3660:2966:2951:1521:10--
10 day chg7:5183:72161:7294:3853:3765:2946:2019:12--
25 day chg8:4171:87144:9188:4450:4058:3739:2622:10--
40 day chg8:4181:75132:10382:5147:4364:3147:1919:13--

Statistics By Variable: Average Volume
 <15.0M<30.0M<45.0M<60.0M<75.0M<90.0M<105.0M<120.0M<135.0M<150.0M
Completed860:3113:12:01:03:01:0-2:01:0-
2 day chg793:9512:22:01:03:01:0-2:01:0-
5 day chg656:23611:32:01:03:01:0-2:00:1-
10 day chg616:2747:71:11:01:21:0-1:00:1-
25 day chg569:3264:101:11:02:11:0-2:00:1-
40 day chg568:3287:72:01:01:21:0-0:10:1-



traderblues
195 posts
msg #45444
Ignore traderblues
7/3/2006 3:35:45 PM

And for those who like to play the short side of the field: (not as many trades this way. Dang.)



Approach Information
Approach Name: RSI(2) 3-a-Day Shorts
Test started on 12/31/2002 ended on 12/31/2004, covering 504 days
Filter used:
set{vvv,atr(20)/close}
close between 3 and 10
and average volume(20) above 250000
and vvv above .1
and market is nasdaq
and RSI(2) increasing 2 days


Trade Statistics
There were 591 total stocks entered. Of those, 588 or 99.49% were complete and 3 or 0.51% were open.
Of the 588 completed trades, 550 trades or 93.54%resulted in a net gain.
Your average net change for completed trades was: 5.22%.
The average draw down of your approach was: -1.65%.
The average max profit of your approach was: 7.69%
The Reward/Risk ratio for this approach is: 36.59
Annualized Return on Investment (ROI): 1630.85%, the ROI of ^SPX was: 18.53%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 123 times or 20.92% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (1 days) 465 times or 79.08% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:55072141181203216
Losers:35514447408386375
Win/Loss Ratio:15.71:10.14:10.32:10.44:10.53:10.58:1
Net Change:5.22%-5.89%-6.36%-5.78%-3.84%-2.75%

Statistics By Variable: Match Price
 <3<4<5<6<7<8<9<10<11<12
Completed40:1173:13108:972:460:449:428:020:0--
2 day chg6:3420:16817:9812:665:597:463:252:18--
5 day chg9:3241:14824:9218:5811:5317:3714:147:13--
10 day chg14:2758:13127:8824:5413:5120:3420:85:15--
25 day chg12:2968:11937:8024:5418:4616:3817:1111:9--
40 day chg15:2675:11436:8128:5022:4218:3613:159:11--

Statistics By Variable: Average Volume
 <10.0M<20.0M<30.0M<40.0M<50.0M<60.0M<70.0M<80.0M<90.0M<100.0M
Completed530:3313:14:1-2:0--1:0--
2 day chg72:4920:140:5-0:2--0:1--
5 day chg137:4293:111:4-0:2--0:1--
10 day chg178:3893:110:5-0:2--0:1--
25 day chg197:3705:91:4-0:2--0:1--
40 day chg205:3648:63:2-0:2--0:1--



StockFetcher Forums · Filter Exchange · Winning Streak!<< 1 2 3 4 5 >>Post Follow-up

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