StockFetcher Forums · General Discussion · Are you trading every stock that your filter returns?<< 1 ... 2 3 4 5 6 >>Post Follow-up
billrider321
70 posts
msg #76022
Ignore billrider321
7/4/2009 12:07:42 PM

first of all thanks for posting it.

here are some of the results on my best filter

show stocks where close is above 1
and average volume(90) > 100000
/*and where average volume(30) > average volume(90) */
/*and where average volume(5) < average volume(15)
and where the close reached a new 13 week high within the last 15 days */
and rsi(2) < 10
/*and rsi(2) is decreasing for last 5 days */
/*close above high 15 day ago*/
/*and close > ma(20)
and ma(20) > ma(50)
and ma(50) > ma(200)
and close is greater than high 1 day ago */

symlist(AAPL,ABVT,ADY,ANEN,ARO,ARST,ASCA,ASEI,ATNI,BIDU,BJRI,BMA,BRLI,BWY,CACC,CERN,CFL,CLMT,CMG,CMN,CPA,CPSI,CRI,CTRN,CTRP,CTSH,CUB,CVGW,CYOU,DIN,EBIX,EDU,EMS,ENI,EOC,ESRX,FFIV,FUQI,GMCR,GR,HMIN,HMS,HRBN,HWKN,ICON,ICUI,INFA,INFY,INT,JST,LFT,LIFE,LINC,LL,MDAS,MELI,MFE,MVL,MYRG,NEOG,NEU,NFLX,NRGP,NT,ES,NVEC,ORLY,ORN,PCLN,PEET,PEGA,PPD,PWRD,QSII,RENT,RHT,RKT,SNDA,SNX,SOHU,SPH,SQM,STAR,STEC,SXCI,SYNA,SYNT,TDC,TDG,TIS,TKLC,TLEO,TLVT,TNDM,TRLG,TSRA,TTEK,UNFI,VPRT,VRX,WMS)

















Statistics Performance Chart Trades Equity Summary new! System Summary Edit Backtests Backtest Forum Help
Approach Information
Approach Name: cross over ema from marlyn
Test started on 03/16/2009 ended on 07/02/2009, covering 76 days
Filter used:
woodshedder dips (saved filter)



Trade Statistics
There were 246 total stocks entered. Of those, 245 or 99.59% were complete and 1 or 0.41% were open.
Of the 245 completed trades, 164 trades or 66.94%resulted in a net gain.
Your average net change for completed trades was: 2.08%.
The average draw down of your approach was: -3.35%.
The average max profit of your approach was: 5.10%
The Reward/Risk ratio for this approach is: 2.55
Annualized Return on Investment (ROI): 267.09%, the ROI of ^SPX was: 58.92%.

Exit Statistics
Stop Loss was triggered 16 times or 6.53% of the time.
Stop Profit was triggered 109 times or 44.49% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (5 days) 4 times or 1.63% of the time.
An exit trigger was executed 116 times or 47.35% of the time.


billrider321
70 posts
msg #76023
Ignore billrider321
7/4/2009 12:10:15 PM

can some one post the ibd100 filter from march 2009 , i can forward test my filters and see if there are any merit in using ibd100.

also if you have ibd100 or ibd 200 please upload in a comma separeted files.

my concern is it works on recent list but might fail in forward test. we will see.

thanks again for taking effort, if interested in doing this studies please email and we can work together.

Eman93
4,572 posts
msg #76025
Ignore Eman93
7/4/2009 1:50:28 PM

I use 2 sym lists, IBD 100 and top 50 of run forest run

I need to update my symlists

I didnt have time yesterday to sort the 100.......

chetron
2,817 posts
msg #76026
Ignore chetron
7/4/2009 2:18:23 PM

clickable....


Fetcher[

show stocks where close is above 1
and average volume(90) > 100000
/*and where average volume(30) > average volume(90) */
/*and where average volume(5) < average volume(15)
and where the close reached a new 13 week high within the last 15 days */
and rsi(2) < 10
/*and rsi(2) is decreasing for last 5 days */
/*close above high 15 day ago*/
/*and close > ma(20)
and ma(20) > ma(50)
and ma(50) > ma(200)
and close is greater than high 1 day ago */

]



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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