StockFetcher Forums · General Discussion · Doing something wrong (i think)<< >>Post Follow-up
103 posts
msg #118004
Ignore rsarno
2/3/2014 12:16:59 AM

I've tried so many filters, combinations, indicators. I manually run the filter and click back day after day and see positive results, but when i run backrest i do not see a value growth.

Acct value start: $50,000
Trades taken per day: (have tried 1-25)
Max results from filter (have tried 5-25)

I figured for an automated scan like this im best with a profit-stop, i have tried everything from 3%-20% and dont see my acct value grow

Have also toyed with stop loss, trailing stops, etc.

Filter doesnt matter i dont think, have tried literally 20 or 30 .. my own, and popular ones off here. I definitely have settings wrong for backtesting.


930 posts
msg #118007
Ignore Mactheriverrat
2/3/2014 1:02:40 AM

Go to your backtesting default setting and make the time frame longer say 75 days
Profit stop 18%
Profit loss 10%

try this filter and play around with it

show stocks where macd histogram(12,26,9) crossed above -0.0078
and ema(100) above EMA(200)
price is below 50
price is above 5
and price is above ema(50)
volume is above 400000
chart-time is 4 months
Draw EMA(10)
Draw EMA(30)
Draw EMA(50)
draw macd histogram(6,13,6)

Draw average volume

and CxC is number of consecutive days close above (+)/below(-) previous close and set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)} set{CxC, CCa - CCb} and add column CxC {C_x_C}

do not draw CxC
and CCI(4) is above 0
Draw fast stochastic fast %k(12,26) line at 80
Draw average true range(14)
and draw stochrsi(2)

StockFetcher Forums · General Discussion · Doing something wrong (i think)<< >>Post Follow-up

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