StockFetcher Forums · General Discussion · Filer performance<< >>Post Follow-up
gsharp
4 posts
msg #127641
Ignore gsharp
3/19/2016 11:18:26 AM

On My Filters, the drop down menu offers "Filter Performance." Can anyone explain what the columns mean? How do you interpret the columns? What does the "Month, Week, Day" choices do? What does the "Offset" number do? Thank you.

four
3,950 posts
msg #127643
Ignore four
3/19/2016 12:08:04 PM

http://www.stockfetcher.com/sfhelp2/?id=100379

Please investigate OFFSET. The StockFetcher guide address is posted above.

four
3,950 posts
msg #127644
Ignore four
modified
3/19/2016 12:20:42 PM

ADV# = How many advanced
ADV% = Percentage advanced
DEC# = How many declined
DEC% = Percentage declined

Click the buttons DAY (1 day), WEEK (5 days), MONTH (22 days) and watch the offset day change: increase or decrease. Much like a slider would allow you to increase or decrease a value.

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novacane32000
273 posts
msg #127647
Ignore novacane32000
3/20/2016 9:18:24 AM

Is it possible to add a column to your filter results that give you the performance of the filter for the next 1,2,3 days?

It would also be cool to see the max drawdown for your filter result over that time period.

So if my filter returned stock PNW at the close on Monday 3/14/16 then I could look at it today and see the intraday high and intraday low for the next few days after the stock triggered.

four
3,950 posts
msg #127648
Ignore four
3/20/2016 10:47:29 AM

perhaps a start...

/*trigger occurred 5 days ago*/
show stocks where days(low 15% below lower Bollinger(20),6) equals 5

/*high and low for a couple days after trigger*/
add column separator
add column high 4 days ago{h4}
add column high 3 days ago{h3}
add column low 4 days ago{l4}
add column low 3 days ago{l3}

/*see: http://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp*/


low > 10
volume > 100000

novacane32000
273 posts
msg #127652
Ignore novacane32000
3/20/2016 1:06:20 PM

Thanks Four.

What I'm trying to do is find a way to backtest a stock once it triggers on a filter.

So if PNW triggers Friday and I buy it Monday --then I could look at the filter 3 or 4 days from Monday and see how it did going forward.

four
3,950 posts
msg #127653
Ignore four
modified
3/20/2016 2:07:22 PM

novacane,

You want to be able to enter the "true" buy price and not just the open on Monday?
e.g., stock opens at 10 and your actual purchase is 10.01

four
3,950 posts
msg #127655
Ignore four
modified
3/20/2016 2:31:52 PM

The simple answer is to run your original filter, again, with the use of OFFSET with the number of days ago the filter triggered.
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gsharp
4 posts
msg #127677
Ignore gsharp
3/22/2016 1:05:12 PM

Thank you "four."

four
3,950 posts
msg #127680
Ignore four
3/22/2016 9:27:55 PM

gsharp,

Welcome.

StockFetcher Forums · General Discussion · Filer performance<< >>Post Follow-up

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