maxbasily
57 posts
msg #53071
- Ignore maxbasily |
7/13/2007 2:49:36 PM
niko - help me create not a filter - but the entry selection please.
e.g. I want the entry today to be yesterday´s low but only if today gaps lower
thx!mabuse
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nikoschopen
2,824 posts
msg #53077
- Ignore nikoschopen |
7/13/2007 5:02:14 PM
If this isn't a filter, I dunno what is. :^)
Nevertheless, this filter will (hopefully) give you the advantage of catching a gap reversal when it does occur. I suggest that you monitor any of the fetched stocks in real time for accuracy.
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maxbasily
57 posts
msg #53079
- Ignore maxbasily |
7/13/2007 5:22:51 PM
thx nico!
but how do I backtest this? if I put ENTRY: low from 1 day ago - fetcher will return all stocks that touched yesterday´s low...what do I put in ENTRY: if I want fetcher to return only stocks that opened lower?
(sorry in case I´m asking a stupid question..)
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nikoschopen
2,824 posts
msg #53081
- Ignore nikoschopen |
7/13/2007 6:14:21 PM
I haven't done much backtesting here at SF, so ure question would be better handled by other backtester junkies than myself. However, I should think "low 2 days ago" would do the trick, considering that you prefer ure entry to be near the low of the previous day and StockFetcher by default will not fill the order until the following day once a buy is triggered, no?
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maxbasily
57 posts
msg #53082
- Ignore maxbasily |
7/13/2007 6:35:15 PM
good to know I´m not the only one who doesn´t "figure" the SF backtesting...
ps..I get decent results in bull markets - not good in bear
another question: if I have yesterday´s MA (5), and close - how do I calculate at what price the price is going to touch the MA (5) THE NEXT DAY??
any idea to this?
thx pal
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