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

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