StockFetcher Forums · General Discussion · Are you trading every stock that your filter returns?<< 1 2 3 4 5 ... 6 >>Post Follow-up
betyerbottomdollar
169 posts
msg #55166
Ignore betyerbottomdollar
9/24/2007 11:17:38 PM

Well awright, here you go. This is what I trade on in order of preferred trades. If the first filter and the last filter hits a stock on the same day, you bet I am going to enter the 60-day slope filter.

All of these are applied to the Investor's Business Daily top 100 so I set the global filter to "apply to watchlist(ibd100september21)" and update the ibd100 watchlist every friday. Also, all but one of the exits are "Close crossed above Upper Bollinger Band(20,2)". That move is my limit and my stop.

I test em all on the weekends...these backtests represent the latest watchlist tested for one year up to 21 of September, 2007.
================================================================
Fetcher[60-day increasing slope channel
Show stocks where close is near lower bollinger band(20)
]


There were 4 total stocks entered. Of those, 4 or 100.00% were complete and or 0.00% were open.
Of the 4 completed trades, 4 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 12.96%.
The average draw down of your approach was: -2.87%.
The average max profit of your approach was: 13.71%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 232.90%, the ROI of ^SPX was: 15.43%.
================================================================
Fetcher[Narrow 45-day Channel (All)
and close crossed below EMA(20)
]


There were 14 total stocks entered. Of those, 13 or 92.86% were complete and 1 or 7.14% were open.
Of the 13 completed trades, 13 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 14.11%.
The average draw down of your approach was: -4.04%.
The average max profit of your approach was: 15.71%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 247.55%, the ROI of ^SPX was: 15.43%.
===================================================================
Fetcher[RSI(15) crossed above 50
Show stocks where close touched MA(26) from above within the last 1 day
]


(this exit is the one exception. I set 8% stop loss and 5% profit)
There were 8 total stocks entered. Of those, 8 or 100.00% were complete and or 0.00% were open.
Of the 8 completed trades, 8 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 5.12%.
The average draw down of your approach was: -1.74%.
The average max profit of your approach was: 6.11%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 306.50%, the ROI of ^SPX was: 15.43%.
==============================================================
Fetcher[
Show Linear Regression Indicator crossed above new 52 week low
]


There were 3 total stocks entered. Of those, 3 or 100.00% were complete and or 0.00% were open.
Of the 3 completed trades, 3 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 13.21%.
The average draw down of your approach was: -3.94%.
The average max profit of your approach was: 12.98%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 111.26%, the ROI of ^SPX was: 15.43%.
================================================================
Fetcher[Show stocks where lower bollinger band(20) has been increasing over the last 2 days
and upper bollinger band(20) has been decreasing over the last 2 days
close crossed below Lower Bollinger Band(20, 2)
]



There were 13 total stocks entered. Of those, 12 or 92.31% were complete and 1 or 7.69% were open.
Of the 12 completed trades, 12 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 13.02%.
The average draw down of your approach was: -5.12%.
The average max profit of your approach was: 14.62%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 182.96%, the ROI of ^SPX was: 15.43%.
=================================================================
Fetcher[8-day short-term closing price pattern]


For this one the pattern is an increasing slope to the fourth line on about the fifth day, then down to about the second line on the sixth, then up to just higher than the previous high on the eighth. It goes up, down, then up.
There were 63 total stocks entered. Of those, 56 or 88.89% were complete and 7 or 11.11% were open.
Of the 56 completed trades, 52 trades or 92.86%resulted in a net gain.
Your average net change for completed trades was: 6.60%.
The average draw down of your approach was: -4.67%.
The average max profit of your approach was: 7.84%
The Reward/Risk ratio for this approach is: 47.59
Annualized Return on Investment (ROI): 108.78%, the ROI of ^SPX was: 12.41%.
====================================================
Fetcher[Close crossed below EMA(20)
and EMA(50) increasing for the last 10 Days
and EMA(25) increasing for the last 20 Days
]


There were 184 total stocks entered. Of those, 173 or 94.02% were complete and 11 or 5.98% were open.
Of the 173 completed trades, 161 trades or 93.06%resulted in a net gain.
Your average net change for completed trades was: 8.10%.
The average draw down of your approach was: -5.91%.
The average max profit of your approach was: 9.55%
The Reward/Risk ratio for this approach is: 35.66
Annualized Return on Investment (ROI): 106.83%, the ROI of ^SPX was: 15.43%.
============================================================
Fetcher[close crossed below Lower Bollinger Band(20, 2)]


There were 231 total stocks entered. Of those, 217 or 93.94% were complete and 14 or 6.06% were open.
Of the 217 completed trades, 205 trades or 94.47%resulted in a net gain.
Your average net change for completed trades was: 12.34%.
The average draw down of your approach was: -6.36%.
The average max profit of your approach was: 13.50%
The Reward/Risk ratio for this approach is: 62.41
Annualized Return on Investment (ROI): 126.91%, the ROI of ^SPX was: 15.43%.
==============================================================
Fetcher[Show stocks where Close has been decreasing over the last 8 days ]


There were 15 total stocks entered. Of those, 15 or 100.00% were complete and or 0.00% were open.
Of the 15 completed trades, 15 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 14.37%.
The average draw down of your approach was: -6.62%.
The average max profit of your approach was: 14.78%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 138.68%, the ROI of ^SPX was: 15.43%.
=================================================================
Fetcher[
LRS(20) 2 days ago had been below 0 for 5 days
and LRS(20) 2 days ago had been decreasing for 5 days
and LRS(20) is increasing for 2 days
and LRS(20) reversed direction in the last 1 day
and close above close 1 day ago
and close above 5 and close below 100
and volume above 200000
and draw ADX(8,8)
and draw OBV
and draw RSI
]


Yes, this one was recently suggested by somebody else (I forgot who) and I thank them greatly. I haven't traded on it yet but it seems quite promising.
There were 193 total stocks entered. Of those, 187 or 96.89% were complete and 6 or 3.11% were open.
Of the 187 completed trades, 174 trades or 93.05%resulted in a net gain.
Your average net change for completed trades was: 6.62%.
The average draw down of your approach was: -5.41%.
The average max profit of your approach was: 7.72%
The Reward/Risk ratio for this approach is: 24.29
Annualized Return on Investment (ROI): 123.05%, the ROI of ^SPX was: 14.96%.
============================================================

So you can click and backtest these to your hearts desire but without applying the IBD100, your results will be mediocre at best. Getting down to the nitty gritty, these filters basically take the best stocks, look for a pullback to buy and then sell at a high.

Too much...copy...pasting...typing....getting late. Still have to get up at the buttcrack of dawn to swing a hammer. But not for long....


stocktrader
293 posts
msg #55167
Ignore stocktrader
9/24/2007 11:22:21 PM

Use my method and you can put all of those filters into "one"

betyerbottomdollar
169 posts
msg #55169
Ignore betyerbottomdollar
9/24/2007 11:36:00 PM

Yeah, I would like to but I don't understand what you posted. Can you explain it like you are talking to a fifth grader? (I am a very intelligent and in second grade).

stocktrader
293 posts
msg #55170
Ignore stocktrader
9/24/2007 11:41:13 PM

Easy. Deconstruct TRO's next NTRI filter. It is the most advanced thinking in a filter by anyone on SF, bar none! Then, go back and read my post again. Apply your own filter criteria. (math required)

oldsmar52
104 posts
msg #55174
Ignore oldsmar52
9/25/2007 7:31:25 AM

For betyerbottomdollar: using the IBD100, your watchlist changes every week, right? Or am I missing something simple?......................Frank

betyerbottomdollar
169 posts
msg #55175
Ignore betyerbottomdollar
9/25/2007 8:18:53 AM

You are exactly right. Though the watchlist changes (usually) by 5 - 10 stocks each week. Usually the lower ones on the list juggle around and the higher stocks stick around. AAPL has been on there forever.

TheRumpledOne
6,358 posts
msg #55176
Ignore TheRumpledOne
9/25/2007 8:58:07 AM

Thanks for sharing so that all may benefit.

TheRumpledOne
6,358 posts
msg #55177
Ignore TheRumpledOne
9/25/2007 9:04:04 AM

"Easy. Deconstruct TRO's next NTRI filter. It is the most advanced thinking in a filter by anyone on SF, bar none! Then, go back and read my post again. Apply your own filter criteria. (math required)"

Thanks for the compliment.

However, the filter is simple. Don't let the number of lines of code fool you. Those are there for the display columns.

I had too create my own sort field because SF only allows you to sort on one column and I don't feel like downloading to Excel everyday.

I use SF more as a REPORT GENERATOR then a stock selector.

But every now and then, I'll find a stock in a position I can exploit. Like SCON the past couple of weeks.





TheRumpledOne
6,358 posts
msg #55192
Ignore TheRumpledOne
9/25/2007 3:47:27 PM

I sure hope at least one fellow trader picked up on SCON today.

Up over $3.50 a share... 60% return in a day!!

13th_floor
724 posts
msg #55224
Ignore 13th_floor
9/26/2007 7:26:16 AM

"I sure hope at least one fellow trader picked up on SCON today."

Quite a few fellow traders here were in it plus alot of other huge runners yesterday .
It was one of the first stocks mentioned.

StockFetcher Forums · General Discussion · Are you trading every stock that your filter returns?<< 1 2 3 4 5 ... 6 >>Post Follow-up

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