StockFetcher Forums · General Discussion · Swing Trading Ideas and methods<< 1 ... 85 86 87 88 89 ... 98 >>Post Follow-up
Eman93
4,659 posts
msg #106694
Ignore Eman93
modified
6/19/2012 12:38:23 AM

been working on a swing system
This is over 2 years stop loss is 5% profit is 12% sell after 2 days. start with 100k

Log File: Backtest Estimated Equity (compounded)
Name: RSI bot etf
Initial portfolio Size: $100000.00
Maximum Open Positions: 1
Initial transaction size: $100000.00
Start Date: 06/17/10
End Date: 03/26/12
# Trading Days: 447
06/17/10
06/17/10 bought 1056.52 shares ($100000.00) of TZA at 94.65, remaining cash: $0.00
Transaction Summary
Running Gain/(Loss) : 0.00
# Stocks held at end of day : 1
==========================================
Summary
Invested In Stock: $100000.00
Market Value of Stock: $101584.79
Market Value - Invested: $1584.79
Available Cash: $0.00
Total (Cash + Market): $101584.79
03/26/12
03/26/12 sold 8923.96 shares ($178657.67) of FAZ at 20.02 for a loss of $11244.19
Transaction Summary
Daily Losses : $11244.19
Running Gain/(Loss) : $78657.67
# Stocks held at end of day : 0

Summary
Invested In Stock: $0.00
Market Value of Stock: $0.00
Market Value - Invested: 0.00
Available Cash: $178657.67
Total (Cash + Market): $178657.67

============================================================


Performance
Symbol Trigger Date Entry Price Exit Date Exit Price Draw Down Max Profit Gain/
Loss 2 day chg 5 day chg 10 day chg 25 day chg 40 day chg Exit Type
TZA 06/16/2010 94.65 06/21/2010 98.40 -1.43% 5.07% 3.96% 1.11% 11.57% 29.64% 9.73% 15.44% BUY-HOLD
FAS 07/06/2010 92.90 07/08/2010 106.50 -0.16% 15.23% 14.64% 13.24% 26.86% 12.06% 22.34% -3.66% PROFIT STOP
FAZ 07/14/2010 69.95 07/16/2010 78.34 -0.43% 13.72% 12.00% 13.01% 14.22% -0.79% 6.58% -1.93% PROFIT STOP
TZA 10/14/2010 65.85 10/19/2010 70.44 -0.36% 5.56% 6.97% 1.28% 5.15% 3.78% -6.51% -26.15% BUY-HOLD
FAZ 11/08/2010 52.65 11/11/2010 55.40 -0.09% 8.55% 5.22% 2.66% 9.31% 15.76% -3.80% -17.38% BUY-HOLD
TZA 12/08/2010 49.98 12/13/2010 49.38 -3.36% 2.46% -1.20% -2.70% -0.12% -8.16% -12.67% -13.93% BUY-HOLD
TZA 12/22/2010 45.69 12/28/2010 46.05 -0.59% 2.43% 0.79% 0.00% 0.39% -0.79% 3.94% -17.60% BUY-HOLD
TNA 04/13/2011 80.26 04/18/2011 81.85 -0.57% 6.90% 1.98% 6.88% 8.14% 16.80% 5.91% -14.45% BUY-HOLD
FAS 04/15/2011 141.95 04/20/2011 143.70 -2.54% 0.56% 1.23% -0.18% 2.68% 7.08% -6.97% -15.01% BUY-HOLD
FAZ 04/29/2011 38.92 05/04/2011 40.27 -0.36% 3.03% 3.47% 0.98% 5.99% 10.87% 26.46% 26.34% BUY-HOLD
FAS 05/25/2011 131.10 05/31/2011 141.10 -0.76% 5.34% 7.63% 4.58% -2.14% -9.61% -2.21% -2.71% BUY-HOLD
TZA 07/08/2011 32.67 07/13/2011 33.13 -1.56% 4.44% 1.41% 4.22% 4.19% -0.98% 49.28% 45.61% BUY-HOLD
FAS 08/03/2011 103.20 08/04/2011 98.04 -12.40% 0.29% -5.00% -16.57% -39.53% -28.44% -36.00% -43.17% STOP LOSS
FAS 11/25/2011 54.54 11/30/2011 62.04 -4.49% 0.46% 13.75% -3.34% 15.18% 19.40% 26.97% 49.50% BUY-HOLD
TZA 02/06/2012 18.58 02/09/2012 18.72 -2.15% 2.42% 0.75% -0.59% 0.75% 0.75% -3.88% -6.57% BUY-HOLD
FAZ 03/21/2012 21.28 03/26/2012 20.02 -1.74% 2.16% -5.92% -1.46% -4.28% 0.09% -1.93% 30.36% BUY-HOLD
1 to 16 of 16 -





Eman93
4,659 posts
msg #106705
Ignore Eman93
6/20/2012 12:56:56 AM

the question is should I sell the rally or to buy the dip? I will be a buyer at the 20day.. but prob will sell the next decent resistance.

looks like 1370 and 800?

http://stockcharts.com/public/1684859/tenpp/2

gmg733
619 posts
msg #106707
Ignore gmg733
6/20/2012 6:36:14 PM

Yes, chart porn! :)

gmg733
619 posts
msg #106708
Ignore gmg733
6/20/2012 6:54:28 PM

I've been playing around with this one. Simple...

symlist(tna,fas)

RSI(3) is below 10

draw RSI(3) line at 15

Ironically has a better success hit if you specify 'close is below MA(200), but fewer trades. Exit is close above MA(5)

Billirider321
62 posts
msg #106741
Ignore Billirider321
6/23/2012 6:37:20 PM

Eman,

Can you post your strategy , entry and exit.

thanks


Eman93
4,659 posts
msg #106770
Ignore Eman93
6/26/2012 12:07:43 AM

Bill

Send me an email... i have posted it before.



Billirider321
62 posts
msg #106789
Ignore Billirider321
6/27/2012 12:12:22 AM

Eman,

How do I email you.

What the email id.

bill

Eman93
4,659 posts
msg #106807
Ignore Eman93
6/27/2012 10:10:39 PM

Bill

dig around the site it is here... no short cuts.

four
3,998 posts
msg #106809
Ignore four
6/27/2012 10:23:54 PM

Whyis everyone so willing to go long
... Eman93 3,508 posts msg #104376 - Ignore Eman93, 1/13/2012 10:19:18 AM Duke shoot
me an email... eman0093@gmail.com Look at the filter I posted on my thread the ...
http://forums.stockfetcher.com/sfforums/?q=view&tid=104031&start=40&isiframe= - 17k -


gmg733
619 posts
msg #106816
Ignore gmg733
6/28/2012 5:08:52 PM

We should get a bounce out of AZO here.

StockFetcher Forums · General Discussion · Swing Trading Ideas and methods<< 1 ... 85 86 87 88 89 ... 98 >>Post Follow-up

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