StockFetcher Forums · Filter Exchange · spectacular results-using my new indicator rb%<< 1 2 >>Post Follow-up
MARY4MONEY
806 posts
msg #54493
Ignore MARY4MONEY
9/2/2007 9:04:45 AM

using rb% above 1.10 at the markets top on 7-19--Performance results for your filter covering the dates:
Thursday July 19, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -1.13% 15 (+1.05%) 39 (-1.97%)
0 -1.19% -1.07%
2 Days -1.05% 17 (+1.73%) 36 (-2.39%)
1 -1.08% -0.41%
3 Days -3.82% 6 (+2.39%) 48 (-4.59%)
0 -2.95% -2.02%
4 Days -3.99% 9 (+2.76%) 45 (-5.34%)
0 -2.64% -1.54%
1 Week -6.78% 5 (+2.25%) 49 (-7.70%)
0 -4.44% -3.76%
1 Month -11.42% 9 (+7.91%) 45 (-15.29%)
0 -7.31% -6.50%
Current -7.65% 13 (+10.67%) 41 (-13.46%)
0 -4.55% -4.59%
54 matching stocks



set{ma1,close - ma(200)} set{ma2, ma1/close} set{%abovema200, ma2...



MARY4MONEY
806 posts
msg #54494
Ignore MARY4MONEY
9/2/2007 9:18:53 AM

rb% above 1.20-from the 7-19 top-look at the 1 week reults

Performance results for your filter covering the dates:
Thursday July 19, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -1.14% 3 (+2.65%) 8 (-2.56%)
0 -1.19% -1.07%
2 Days +0.06% 6 (+2.56%) 4 (-3.67%)
1 -1.08% -0.41%
3 Days -3.63% 2 (+3.96%) 9 (-5.32%)
0 -2.95% -2.02%
4 Days -3.60% 3 (+3.76%) 8 (-6.36%)
0 -2.64% -1.54%
1 Week -7.04% 2 (+2.70%) 9 (-9.20%)
0 -4.44% -3.76%
1 Month -9.26% 2 (+12.64%) 9 (-14.12%)
0 -7.31% -6.50%
Current -1.36% 4 (+19.32%) 7 (-13.18%)
0 -4.55% -4.59%
11 matching stocks





MARY4MONEY
806 posts
msg #54495
Ignore MARY4MONEY
9/2/2007 10:04:27 AM

actually if you use rb% below 0.97 at the top you even get better results because they are already weak as compared to the market--Performance results for your filter covering the dates:
Thursday July 19, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -2.23% 4 (+1.29%) 30 (-2.70%)
0 -1.19% -1.07%
2 Days -2.55% 5 (+0.79%) 29 (-3.13%)
0 -1.08% -0.41%
3 Days -5.66% 3 (+1.38%) 31 (-6.34%)
0 -2.95% -2.02%
4 Days -6.44% 1 (+4.41%) 33 (-6.77%)
0 -2.64% -1.54%
1 Week -8.97% 2 (+2.73%) 32 (-9.70%)
0 -4.44% -3.76%
1 Month -14.86% 3 (+2.91%) 31 (-16.58%)
0 -7.31% -6.50%
Current -11.35% 4 (+3.22%) 30 (-13.29%)
0 -4.55% -4.59%
34 matching stocks



set{ma1,close - ma(200)} set{ma2, ma1/close} set{%abovema200, ma2...





MARY4MONEY
806 posts
msg #54497
Ignore MARY4MONEY
9/2/2007 10:58:33 AM

type of 10 day rsults on BACK TESTING ON THE ABOVE FILTERS
Name Created Start
Date End
Date Win(%) Lose(%) W/L
Ratio Reward/
Risk ROI(%) Options
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/16/2007 8/31/2007 94% 6% 15.00:1 68.95 526.57% Delete Copy
Edit Rename
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/16/2007 8/31/2007 93% 7% 13.00:1 12.73 607.22% Delete Copy
Edit Rename
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/16/2007 8/31/2007 100% 0% 0.00:1 0.00 912.25% Delete Copy
Edit Rename
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/17/2007 8/31/2007 100% 0% 0.00:1 0.00 884.59% Delete Copy
Edit Rename



TheRumpledOne
6,362 posts
msg #54503
Ignore TheRumpledOne
modified
9/2/2007 2:02:18 PM

Fetcher[

set{ma1,close - ma(200)}
set{ma2, ma1/close}

and add column ma2

close above 20
average volume(30) above 1000000

market is nasdaq
stock is optionable

sort column 5 descending
]



conyeuchua
83 posts
msg #54508
Ignore conyeuchua
9/2/2007 8:35:04 PM

First of all, thank you MARY4MONEY and TheRumpledOne for sharing your expertise.

Could you, or other contributors to this forum, please tell me if you see any advantages of using this Rubber Band Stretching approach as opposed to "close crossed above Lower Bollinger Band from below" .

Thank you for your thoughts.




MARY4MONEY
806 posts
msg #54518
Ignore MARY4MONEY
9/3/2007 8:32:53 AM

rb% below 0.85 worked just as good at the march 5 th low--remember -this is a 2-4 week indciacator for fast gains--Performance results for your filter covering the dates:
Monday March 5, 2007 to Friday August 31, 2007

Change Offset
<< Week Day Previous Next Day Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +4.57% 29 (+4.77%) 1 (-1.28%)
0 +1.90% +1.30%
2 Days +4.53% 27 (+5.28%) 3 (-2.25%)
0 +1.45% +1.18%
3 Days +6.60% 29 (+6.99%) 1 (-4.92%)
0 +2.01% +1.75%
4 Days +6.92% 28 (+7.61%) 2 (-2.80%)
0 +2.00% +1.87%
1 Week +7.74% 27 (+8.92%) 3 (-2.85%)
0 +2.63% +2.23%
1 Month +8.85% 23 (+12.80%) 7 (-4.12%)
0 +5.58% +4.23%
3 Month +10.53% 17 (+28.11%) 13 (-12.47%)
0 +8.57% +10.09%
Current +17.30% 15 (+54.59%) 15 (-19.99%)
0 +10.92% +10.85%
30 matching stocks



ramkalyansunder
7 posts
msg #54954
Ignore ramkalyansunder
9/20/2007 12:12:55 AM

MARY4MONEY and TheRumpledOne Thanks very much. Can you please post the filter. Thanks very much in advance.

StockFetcher Forums · Filter Exchange · spectacular results-using my new indicator rb%<< 1 2 >>Post Follow-up

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