StockFetcher Forums · General Discussion · Rank Your Filters - G5-SCORE<< 1 2 >>Post Follow-up
deprez
60 posts
msg #28684
Ignore deprez
9/19/2003 11:26:03 AM

Everyone is welcome to try my new filter ranking web site.
I have added some of your filters, found on this site, already.
It ranks them according to a new objective metric I created called the
G5-Score. Geodepe's 5-day average gain. This is an objective rank for your filters. It does not measure your trading skills. Your brokerage account is the only true measure for that.

https://www.ipropel.com:8443/stocks/index.jsp

The site is secured. Just say OK to all the security checks.
It should work fine. Let me know if there are any problems.

Think about it.

Geodepe



jim_c_hill
61 posts
msg #28691
Ignore jim_c_hill
9/19/2003 3:35:15 PM

Geodepe

When you do your analysis are you using the last five days, or a standard five days for a pair of specified dates? Or do you do an analysis in consecutive five day blocks? The time period should be specified to give meaning to results for various filters. Some filters excell in up markets, others do better in more neutral markets, and others work better with low priced stocks than high priced stocks. I have created some great filters that work well in up markets but would kill you in down cycles.

Jim


jthehut
124 posts
msg #28692
Ignore jthehut
9/19/2003 4:17:34 PM

My "short" filters have not worked well in "down" days in the stock-market...can you specify if your filters have worked well in the recent up-trend market for the pull-back days??? I would be interested in finding out how you're doing this!!!

Mark


deprez
60 posts
msg #28701
Ignore deprez
9/19/2003 8:57:16 PM

Jim

StockFetcher provides performance data for 1 day, 2 days, 3 days, 4 days , and 1 week(5 days) for any date offset X.


I take the sum of all the 1 day performance percentages from date offset 1 to X. I also keep track of the count of those 1 days as some days may have no results ie no 1 day performance data. Next, I divide the sum by the count and that gives me the average 1 day performance.

I do the same for 2,3,4, and 5 days; getting their respective averages.

Finally, I average those 5 averages to obtain the G5-SCORE.

Currently, the testing range is fixed at 120 days.
I could increase that range, but the analysis time will increase linearly.
I am not sure wether submitters will wait 1-3 minutes to get a result.

I am thinking of queueing the filter analysis requests, so they can be done off-line ie not in real-time. The results could only be viewed later in that case and possibly the results could be mailed to the submitter.

But for now, this will do.

Also, I may be able rerun all the filters in the database periodically and store the results. Over time, we would have a series of averages which may be compared to a composite. We could then ascertain wether, filter X is better in market A than in Market B.

At least now, we can get a rough estimate of performance.

Geodepe


deprez
60 posts
msg #28702
Ignore deprez
9/19/2003 9:00:07 PM

Mark

I am thinking of adding a HALL OF FAME 25 TOP SHORT FILTERS to
compliment the current HALL OF FAME. In that case the table would be ordered with lowest G5-SCORE first.
Hopefully that will help you.

Geodepe


adrianf
49 posts
msg #28704
Ignore adrianf
9/19/2003 9:50:14 PM

What a great site.
I've got 5 filters in the top 25.
Simple filters, but they work for me.
The best one is the filter "30% Decline".
I've been trading it for 3 months now and making money.



deprez
60 posts
msg #28705
Ignore deprez
9/19/2003 10:46:05 PM

adrianf

Thanks. I like your 30% Decline.
Good job, keep up the good work.

Geodepe.


TheRumpledOne
6,358 posts
msg #28714
Ignore TheRumpledOne
9/20/2003 11:45:44 AM

deprez:

Thanks again for a great tool!

Would it be possible to test filters WITHOUT having them made public?

Perhaps a button to click to PUBLISH the filter would do the trick.

This isn't because I don't want to share.

It is because during tweating no one else needs to see the results.

Thanking You In Advance.


risjr
100 posts
msg #28717
Ignore risjr
9/20/2003 12:09:52 PM

Perception is reality Avery!

We see it as not wanting to share!

Ron


deprez
60 posts
msg #28718
Ignore deprez
9/20/2003 12:10:54 PM

The RumpledOne,

Thanks for the congrats.

Let me think some more about making a TRAINING AREA.

I may have to issue individual accounts so you can have your own filters.

I am not sure if it is worth the extra work.

I will think about it.

Geodepe.


StockFetcher Forums · General Discussion · Rank Your Filters - G5-SCORE<< 1 2 >>Post Follow-up

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