StockFetcher Forums · General Discussion · Big Thanks<< >>Post Follow-up
msummer2007
129 posts
msg #53316
Ignore msummer2007
7/22/2007 9:02:18 AM

Maxreturn Just a quick note to thank you for this filter.
Fetcher[Show stocks where ema(5) has been increasing for the last 1 day
and average volume(90) is above 500000
and ema(7) has been decreasing for the last 1 day
and volume is greater than average volume
and stochrsi(14,14) is above 0.50
and stock is optionable
and price is above 50
]




Backtest Summary: Max Returns

Trade Statistics
There were 68 total stocks entered. Of those, 29 or 42.65% were complete and 39 or 57.35% were open.
Of the 29 completed trades, 29 trades or 100.00%resulted in a net gain.
Your average net change for completed trades was: 10.95%.
The average draw down of your approach was: -2.73%.
The average max profit of your approach was: 12.33%
The Reward/Risk ratio for this approach is: 0.00
Annualized Return on Investment (ROI): 98.56%, the ROI of ^SPX was: 13.80%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 29 times or 100.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (50 days) 0 times or 0.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

No need to say anything else, this system works. Max excellent work, This has kept my whole family in good humor. Bob

dim13
2 posts
msg #53318
Ignore dim13
7/22/2007 12:05:02 PM

msummer2007,

When backtesting, what parameters did you use for:

Profit Stop %
Stop Loss $
Minimum days to hold before sell
Maximum days to hold

Thanks


msummer2007
129 posts
msg #53323
Ignore msummer2007
7/22/2007 3:49:46 PM

Dim13
I used the following
Profit stop 12%
Stop loss 0%
maximum days holding 100

What I have found with this system, it is great for 6 months to 1 year leaps. Buy at the money's or just in the money. Sit back and watch. Dim13 I normally daytrade options, but I was looking for a system that can capture larger movements, and is less hectic. This system does just that, it really does work. I have traded the bulk of those winners, with a net return of about $600 per trade. "No losers." I don't have an account large enough to really make a huge killing or I would have traded every single play out of the system. If you decide to give it a try, don't fret about your entry, you have room to finesse the trade and enter at a favorable price. I have had a few of these trade start out against me, then true to form return, and quickly put me back in the green. Someone with an account over $500,000 would clean up.
Good Luck Bob

StockFetcher Forums · General Discussion · Big Thanks<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.