StockFetcher Forums · General Discussion · DMI and Parabolic SAR magic<< 1 2 3 4 >>Post Follow-up
Noahedwinbeach2
135 posts
msg #36483
Ignore Noahedwinbeach2
6/26/2005 4:16:29 PM

This combination is awsome. I came about it on the internet. Read the link. You will be amazed. These are now my new and only indicators.

http://www.megaone.com/ltinvestor/SAR.htm


TheRumpledOne
6,358 posts
msg #36485
Ignore TheRumpledOne
6/26/2005 4:36:19 PM

Let's see your filter!


Noahedwinbeach2
135 posts
msg #36487
Ignore Noahedwinbeach2
6/26/2005 4:39:51 PM

There isn't a filter. I just use the two indicators to make buy and sell decisions. Like I said look at the website for info on how to use them.


Noahedwinbeach2
135 posts
msg #36488
Ignore Noahedwinbeach2
6/26/2005 4:40:41 PM

This is for shorting

Approach Information
Approach Name: 80 day slope above 1
Test started on 12/31/2003 ended on 07/01/2004, covering 125 days
Filter used:
80 day slope above 1 (saved filter)

Trade Statistics
There were 75 total stocks entered. Of those, 75 or 100.00% were complete and or 0.00% were open.
Of the 75 completed trades, 26 trades or 34.67%resulted in a net gain.
Your average net change for completed trades was: -1.60%.
The average draw down of your approach was: -6.04%.
The average max profit of your approach was: 8.07%
The Reward/Risk ratio for this approach is: 0.52
Annualized Return on Investment (ROI): -56.44%, the ROI of ^SPX was: 3.44%.

Exit Statistics
Stop Loss was triggered 28 times or 37.33% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 47 times or 62.67% of the time.
You held for the maximum period of time ( days) 0 times or 0.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:263734353827
Losers:403741403748
Win/Loss Ratio:0.65:11.00:10.83:10.88:11.03:10.56:1
Net Change:-1.60%0.08%-0.29%-0.97%-1.41%-5.94%

Statistics By Variable: Match Price
 <20<30<40<50<60<70<80<90<100<110
Completed1:721:172:70:80:11:01:0---
2 day chg7:221:204:74:50:11:10:1---
5 day chg6:318:244:76:30:10:20:1---
10 day chg7:217:256:55:40:10:20:1---
25 day chg7:217:258:35:40:11:10:1---
40 day chg4:511:317:44:50:11:10:1---

Statistics By Variable: Average Volume
 <2.0M<4.0M<6.0M<8.0M<10.0M<12.0M<14.0M<16.0M<18.0M<20.0M
Completed23:350:22:2----0:11:0-
2 day chg34:321:11:3----1:00:1-
5 day chg29:381:13:1----1:00:1-
10 day chg32:351:12:2----0:10:1-
25 day chg34:331:13:1----0:10:1-
40 day chg24:431:12:2----0:10:1-



Noahedwinbeach2
135 posts
msg #36491
Ignore Noahedwinbeach2
6/26/2005 4:46:02 PM

That is why I do not like the backtesting thing. It is not accurate. Generally buy a stock when the +DMI crosses over -DMI and parabolic SAR crosses along with it. General rule of thumb is within 5 days of each other. Just reverse that if you are shorting.

The way to use the indicator once your in a position is do not sell the stock until the Parabolic SAR crosses over to the topside AND the +DMI crosses below the -DMI within 5 days of each other.

For instance.

GOOG
4/20/2005 - BUY Signal (Parabolic crossed to the bottom side and +DMI crosses over -DMI within 5 days of each other)

There hasn't been a sell signal yet in GOOG so you should still be holding it until +DMI crosses below -DMI. Usually DMI lags behind the Parabolic SAR. So you would first confirm DMI and then see if the Parabolic SAR had crossed within 5 days. If it hasn't do not make a trade.


TheRumpledOne
6,358 posts
msg #36513
Ignore TheRumpledOne
6/27/2005 1:50:55 PM

Fetcher[
set{PARBuy, count(close crossed above Parabolic SAR, 1) }
set{DMIBuy, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR,1) }
set{DMISell, count( di(14) Difference below 0, 1) }

set{Ok2Buy, PARBuy * DMIBuy}
set{Ok2Sell, PARSell * DMISell}
set{Ok2Trade, Ok2Buy + Ok2Sell}

Ok2Trade above 0

close above 1
volume above 1000000

add column Ok2Buy
add column OK2Sell

add column rsi(2)
add column weekly rsi(2)

sort column 5 descending

]



This filter list all stocks giving a buy or sell signal.

Is this what you had in mind?

MAY ALL YOUR FILLS BE COMPLETE.




lvainik
52 posts
msg #36515
Ignore lvainik
6/27/2005 2:45:11 PM

could you show how to draw the dmi + and mius with the adx?
Thanks


TheRumpledOne
6,358 posts
msg #36518
Ignore TheRumpledOne
6/27/2005 3:07:39 PM

Fetcher[
set{PARBuy, count(close crossed above Parabolic SAR, 1) }
set{DMIBuy, count( di(14) Difference above 0 , 1) }

set{PARSell, count(close crossed below Parabolic SAR,1) }
set{DMISell, count( di(14) Difference below 0, 1) }

set{Ok2Buy, PARBuy * DMIBuy}
set{Ok2Sell, PARSell * DMISell}
set{Ok2Trade, Ok2Buy + Ok2Sell}

Ok2Trade above 0

close above 1
volume above 1000000

add column Ok2Buy
add column OK2Sell

add column rsi(2)
add column weekly rsi(2)

sort column 5 descending

and draw +di(14)
and draw -di(14)
and draw adx(14)
and draw di(14) difference

]




Is that what you wanted?

MAY ALL YOUR FILLS BE COMPLETE.



Noahedwinbeach2
135 posts
msg #36530
Ignore Noahedwinbeach2
6/27/2005 9:26:26 PM

that ok to sell and ok to buy thing isn't correct.

ACI for example. If a stock's parabolic crossed over but the DMI never reversed in the first place that means the stock is a hold if you had already owned it but it is not currently a buy. For example the stock went down on ACI and the parabolic switch to the topside but the +DMI never went under the -DMI so this stock was a hold. Only when the +DMI crosses under AND the parabolic crosses to the topside is a stock a sell. I would never buy a stock at this point because I consider it too late. I consider this stock a buy at 5/27/2005 when the parabolic crossed AND the dmi crossed like I explained in my first posts.


Noahedwinbeach2
135 posts
msg #36531
Ignore Noahedwinbeach2
6/27/2005 9:28:47 PM

forgot to mention. When picking the stock make sure both the parabolic SAR AND the DMI confirm the trend. If both do not confirm it do not place a trade! Both confirm entry and both confirm the exit.


StockFetcher Forums · General Discussion · DMI and Parabolic SAR magic<< 1 2 3 4 >>Post Follow-up

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