StockFetcher Forums · General Discussion · What's your ROI? Please be honest....<< >>Post Follow-up
abbabb1tt
18 posts
msg #42597
Ignore abbabb1tt
3/28/2006 1:20:13 PM

Just a quick question and I hope not to start another pissing match. But what kinds of ROI's are you guys getting on your useable (read: tradeable) screens? I get anywhere from negatives, up to 1330% (backtest period 12/03-12/05) with an average number of stocks returned being about 200 in a two year period, all over $1 share price. I'm just wondering what the norm is or what kind of ROI's you guys look for before trading a screen. I'd like honest answers and not 'mine's bigger than yours' type answers, please. I've tried some of the screens posted here, but get around 80-120% ROI's when backtesting. Is that the norm? And yes, I understand the ROI varies based on the screening period.


EWZuber
1,373 posts
msg #42598
Ignore EWZuber
3/28/2006 3:35:42 PM

I don't look for ROI per se I just like to see a pattern of more winners than loosers.
I don't trade the screen results without charting them and finding what I want to see. I just use the screens to get me in the ballpark then cull them out by hand.


nikoschopen
2,824 posts
msg #42601
Ignore nikoschopen
3/28/2006 3:57:30 PM

Although this would be inappropriate, I think it's warrented under the present situation. Have you compared ure results to other backtesting systems (eg. TradeStation, MetaStation, AmiBroker)? StockFetcher may not live up to full potential ─ at least for now.


glm47
51 posts
msg #42638
Ignore glm47
3/29/2006 9:22:41 PM

How's about posting that filter abbabb1tt?



heyen
124 posts
msg #42668
Ignore heyen
3/31/2006 6:23:40 AM

@ Ray1

Just paste your Filter inside "Fetcher[]"

Fetcher[
find stocks where the weekly RSI(2) is below 10
Show stocks where the Double Stochastic(7,3) is increasing past one day
pattern is Hanging Man
]




Ray1
20 posts
msg #42658
Ignore Ray1
modified
4/4/2006 9:13:42 PM

This is a filter I use; it gives a high ROI but puts out very few stocks.
(Back Tested on 11-17-05 to 3-19-06 Win 86% ROI 171% with a trigger at 5% loss, and run until price drops 5% below weekly high. MCU hit it a few month a go, got a nice return on it so far.)
Good hunting to yah

Fetcher[show stocks where the Bollinger width(20) is between 0 and 0.15 and draw Bollinger(20)
and Volume above 50000
and Volume above Average Volume(20)
and close above open
and close 1 day ago was below the open 1 day ago
and MA(50) increasing for the last 4 Months
and Close between 1 and 10
and +DI(14) crossed above -DI(14) within the last 1 day}
]







StockFetcher Forums · General Discussion · What's your ROI? Please be honest....<< >>Post Follow-up

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