StockFetcher Forums · General Discussion · Big Trends Percent R Trading Method<< 1 2 >>Post Follow-up
chetron
2,817 posts
msg #86180
Ignore chetron
modified
1/13/2010 5:57:19 PM

WITH A BAND INPUT....


Fetcher[
/* TACHIKAWA 3 */
/* BTTM */
/* WITH A BAND INPUT */
set{var1a,low 1 day ago}
set{var1b,high 1 day ago}
set{var1c,williams %r(20) 1 day ago}

set{var1,count(close below var1a,1)}
set{var2,count(close above var1a,1)}
set{var11,count(close below var1b,1)}
set{var12,count(close above var1b,1)}

set{uptrend,count(williams %r(20) above -50,1)}
set{dntrend,count(williams %r(20) below -50,1)}

set{var13,count(var1c below -20,1)}
set{var14,count(var1c above -80,1)}

set{VSHORTVOL,count(LOW below LOWER ACCELERATION BAND(20),1)}
set{VBUYVOL,count(HIGH above UPPER ACCELERATION BAND(20),1)}

set{vsella,uptrend * var1}
set{vsell,vsella * var13}

set{vaddlonga,uptrend * var2}
set{vaddlong,vaddlonga * var13}

set{vbtca,dntrend * var12}
set{vbtc,vbtca * var14}

set{vaddshorta,dntrend * var11}
set{vaddshort,vaddshorta * var14}

set{var30,vsell + vaddlong}
set{var31,var30 + vbtc}
set{vplays,var31 + vaddshort}
SET{VPREFERRED,VSHORTVOL + VBUYVOL}

add column vsell
add column vaddlong
add column vbtc
add column vaddshort
ADD COLUMN VSHORTVOL
ADD COLUMN VBUYVOL

DRAW VSHORTVOL ON PLOT VBUYVOL
DRAW VBTC ON PLOT VBUYVOL
DRAW VSELL ON PLOT VBUYVOL
draw vaddshort on plot vaddlong
draw williams %r(20) line at -80
draw dntrend on plot uptrend
draw williams %r(20) line at -20
DRAW ACCELERATION BANDS(20)

close above .1
volume above 10000000

VPREFERRED ABOVE .5
vplays above .5
do not draw vplays
DO NOT DRAW VPREFERRED

sort column 5 descending
]



maybe even......

Fetcher[

/* ADDING ONLY */
/* TACHIKAWA 3 */
/* BTTM */
/* WITH A BAND INPUT */
set{var1a,low 1 day ago}
set{var1b,high 1 day ago}
set{var1c,williams %r(20) 1 day ago}

set{var1,count(close below var1a,1)}
set{var2,count(close above var1a,1)}
set{var11,count(close below var1b,1)}
set{var12,count(close above var1b,1)}

set{uptrend,count(williams %r(20) above -50,1)}
set{dntrend,count(williams %r(20) below -50,1)}

set{var13,count(var1c below -20,1)}
set{var14,count(var1c above -80,1)}

set{VSHORTVOL,count(LOW below LOWER ACCELERATION BAND(20),1)}
set{VBUYVOL,count(HIGH above UPPER ACCELERATION BAND(20),1)}

set{vsella,uptrend * var1}
set{vsell,vsella * var13}

set{vaddlonga,uptrend * var2}
set{vaddlong,vaddlonga * var13}

set{vbtca,dntrend * var12}
set{vbtc,vbtca * var14}

set{vaddshorta,dntrend * var11}
set{vaddshort,vaddshorta * var14}

set{var30,vaddshort + vaddlong}
set{var31,var30 + vbtc}
set{vplays,var31 + vsell}
SET{VPREFERRED,VSHORTVOL + VBUYVOL}

add column vsell
add column vaddlong
add column vbtc
add column vaddshort
ADD COLUMN VSHORTVOL
ADD COLUMN VBUYVOL

DRAW VSHORTVOL ON PLOT VBUYVOL
DRAW VBTC ON PLOT VBUYVOL
DRAW VSELL ON PLOT VBUYVOL
draw vaddshort on plot vaddlong
draw williams %r(20) line at -80
draw dntrend on plot uptrend
draw williams %r(20) line at -20
DRAW ACCELERATION BANDS(20)

close ABOVE .1
volume above 10000000

var30 crossed above .5
do not draw var30
DO NOT DRAW VAR30 LINE AT .5
sort column 5 descending


]






Kevin_in_GA
4,553 posts
msg #86184
Ignore Kevin_in_GA
1/13/2010 6:22:12 PM

Chet, you have mad skills. Impressive.

chetron
2,817 posts
msg #86189
Ignore chetron
1/13/2010 7:43:07 PM

THANX, KEV.

gmg733
623 posts
msg #86199
Ignore gmg733
1/13/2010 9:32:56 PM

Nice work.

So backtesting... sigh... I am no wiz at back testing and I find it hard to do. Everyone is looking for the panacea of filters, but as some have pointed out, filters are a tool and a starting point. How do you plug in variables in back testing for support and resistance? What I have found in my short trading tenure is any system style or etc. is about support or resistance, unless it is scalping or something. There are a ton of trading systems out there. It is my opinion that it is all about support and resistance and the filter is merely thinning the herd. When I got into trading I was overwhelmed by the number of candidates I had to sift through every night to find potential candidates. But as I matured my skills I soon found out that there is no panacea filter or trading style or method and I had to pick which one best fit my lifestyle and gave me the returns I wanted.

My .02 on backtesting. I won't be much help there.





chetron
2,817 posts
msg #86212
Ignore chetron
modified
1/14/2010 6:56:29 AM

THE OLD WAY.....

Fetcher[
/* OLD BTTM */

set{var1a,close 1 day ago}
set{var1b,upper acceleration band(20) 1 day ago}
set{var1c,lower acceleration band(20) 1 day ago}

set{var1,count(var1a crossed above var1b,1)}
set{var2,count(close above Upper Acceleration Band(20),1)}

set{vbuy,var1 * var2}

set{var11,count(var1a crossed below var1c,1)}
set{var12,count(close below Lower Acceleration Band(20),1)}

set{vshort,var11 * var12}

set{vsell,count(close crossed below Upper Acceleration Band(20),1)}
set{vbtc,count(close crossed above Lower Acceleration Band(20),1)}

set{vplays,vbuy + vshort}
set{vendit,vsell + vbtc}
set{vactive,vplays + vendit}

add column vbuy
add column vsell
add column vshort
add column vbtc

draw vsell on plot vbuy
draw vshort on plot vbtc
draw acceleration band(20)

close above .1
volume above 1000000
vactive above .5
do not draw vactive
sort column 5 descending
]



SOME IMPROVEMENT???????


Fetcher[

/* OLD BTTM */

set{var1a,close 1 day ago}
set{var1b,upper acceleration band(20) 1 day ago}
set{var1c,lower acceleration band(20) 1 day ago}

set{var1,count(var1a crossed above var1b,1)}
set{var2,count(close above Upper Acceleration Band(20),1)}

set{vbuy,var1 * var2}

set{var11,count(var1a crossed below var1c,1)}
set{var12,count(close below Lower Acceleration Band(20),1)}

set{vshort,var11 * var12}

set{vsell,count(close crossed below Upper Acceleration Band(20),1)}
set{vbtc,count(close crossed above Lower Acceleration Band(20),1)}

set{vplays,vbuy + vshort}
set{vendit,vsell + vbtc}
set{vactive,vplays + vendit}

add column vbuy
add column vsell
add column vshort
add column vbtc
DRAW ADX LINE AT 29
DRAW Williams %R(20) LINE AT -20
DRAW Williams %R(20) LINE AT -80

draw vsell on plot vbuy
draw vshort on plot vbtc
draw acceleration band(20)

ADX ABOVE 29
close above .1
volume above 1000000
vactive above .5
do not draw vactive
sort column 5 descending

]





einok
msg #86216
Ignore einok
1/14/2010 9:17:13 AM

Thanks for the filter Chetron. Is there a way to test these (Acc Bands and Williams %R) for past winning/losing trades and profitability?

Thanks,
Erik

chetron
2,817 posts
msg #86221
Ignore chetron
1/14/2010 10:04:42 AM

I'M NO GOOD WITH THE BACKTESTER, SORRY.

a24ali
15 posts
msg #86314
Ignore a24ali
1/14/2010 6:07:44 PM

Kevin is good in backtesting

StockFetcher Forums · General Discussion · Big Trends Percent R Trading Method<< 1 2 >>Post Follow-up

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