StockFetcher Forums · General Discussion · Filter with highest ROI , Risk/Reward<< >>Post Follow-up
Sqwii
160 posts
msg #67949
Ignore Sqwii
9/30/2008 3:59:23 PM

Hi!

I have been trying more than 20 filters now and my best filter is giving a win% 58 and ROI at 91 and Risk Reward at 1.75...

So THIS is on STANDARD settings.. that means that I have not changes ANYTHING.. deffault date and deffault stop loss...

So this is pretty good I think but I dont know ? Many of my other filters is around 50%-55% win and only risk reward 1.0-1.3..

So its pretty good..

do you have a better filter in DEFFAULT settings?

chetron
2,817 posts
msg #67951
Ignore chetron
9/30/2008 4:32:00 PM


please post the filter, thanx

Sqwii
160 posts
msg #67953
Ignore Sqwii
9/30/2008 4:42:14 PM

chetron

Fetcher[
count(low reached a new 66 day low,5) above 0
set{diff,opcl 1 day ago / opcl}
diff above 2
low equals low 1 day ago
close above 10
]



Sqwii
160 posts
msg #67955
Ignore Sqwii
9/30/2008 4:56:54 PM

Or

I cant remember where I had it from but it is really good...
Fetcher[


/* MARRY FOR MONEY, MUDDY INFLUENCES */
/* TACHIKAWA */

set{ma1,close - ma(200)}
set{ma2, ma1/close}
set{%abovema200, ma2 * 100}


set{low1,close - low 10 day low}
set{low2, low1 / close}
set{%above10daylow, low2 * 100}
set{sm%, weekly atr(8)/weekly ema(8)}

set{vp1a,williams %r(2) 1 day ago}
set{vp1,count(williams %r(2) above vp1a,1)}
set{vp2a,rsi(2) 1 day ago}
set{vp2,count(rsi(2) above vp2a,1)}
set{vp3,count(sm% above 0.22 ,1)}
set{vp5,vp1 * vp2}
set{picks,vp5 * vp3}

draw picks

add column picks
add column low 10 day low
add column %above10daylow
add column ma(200)
add column %abovema200
ADD COLUMN fast stochastic fast %k(14)


DRAW fast stochastic fast %k(14) line on 100
draw fast stochastic fast %k(14) line on 0

draw ma(200)
and stock is optionable
volume > 20000
close < 3
close below ma(200)
sm% above 0.22 and weekly rsi(2) below 25
RSI(2) ABOVE RSI(2) 1 DAY AGO
WILLIAMS %R(2) ABOVE WILLIAMS %R(2) 1 DAY AGO
weekly rsi(2) below 25
chart-time 21 day
sort column 10 ascending





]



chetron
2,817 posts
msg #67966
Ignore chetron
modified
10/1/2008 6:36:11 AM

I GET A 61/39 W/L AND A ROI OF 14 FOR NIKO'S TWEEZER BOTTOM FINDER FILTER.
I GET A 38/62 W/L AND A ROI OF -30 FOR MY BOTTOM FINDER FILTER.

WHAT ARE YOUR DEFAULT DATES.
IS THERE ANY OTHER?



Sqwii
160 posts
msg #67973
Ignore Sqwii
10/1/2008 9:55:22 AM

I have deffault for 2004-2005.. its standard ?

chetron
2,817 posts
msg #67974
Ignore chetron
modified
10/1/2008 9:57:59 AM

NO, IT IS NOT. 4 MONTHS ARE THE MAX. WHICH ONES?

START DATE AND END DATE. THANX



Sqwii
160 posts
msg #67976
Ignore Sqwii
10/1/2008 10:30:40 AM

Oki chetron this:

12/31/2003 4/30/2004 64% 36% 1.79:1 1.74 46.17%

Can you beat this ?

Sqwii
160 posts
msg #67977
Ignore Sqwii
10/1/2008 10:33:24 AM

This is the best filter I have in THIS period ... and this filter is best out of 20 other I have been testing...

chetron
2,817 posts
msg #67978
Ignore chetron
10/1/2008 11:56:13 AM



nope, you beat me.

StockFetcher Forums · General Discussion · Filter with highest ROI , Risk/Reward<< >>Post Follow-up

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