StockFetcher Forums · General Discussion · ga filter test<< >>Post Follow-up
up-n-up
10 posts
msg #33332
Ignore up-n-up
9/21/2004 9:40:51 AM

Just joined.
I'm looking at some of the filter suggestions in the forums and would like to test them by looking at the results say 3, 5, or 8 days ago. If I was looking for long stocks, I would want to see the results they would have come up with a few days ago to see how they are doing today.

WHat phrase can I add to the end of a filter to show me these results.

Ran...


up-n-up
10 posts
msg #33333
Ignore up-n-up
9/21/2004 10:21:04 AM

Nevermind...
The answer is "OFFSET 8 DAYS"

Ran...


kgriffen
49 posts
msg #33338
Ignore kgriffen
9/21/2004 7:21:56 PM

I almost always set up two filters. The first filter is a filter of the stocks that have a chance of going higher (or lower). The second filter is my backtesting filter. I change the filter to be one day behind, and then I add in the condidtions that must have been present on "Purchase Day" for me to buy the stock.

It is one this to pick winning stocks, it is another to decide when to enter, or how to trade.

Here is an example:
Fetcher[ /* Parameters */
close was above open
and close was above ema(14)
and close yesterday was below ema(14) yesterday
and ema(14) one day ago was decreasing for 3 days
and accumulation distribution is greater than accumulation distribution yesterday
and macd(12,26) is increasing for 1 day
and MACD Fast Line(12,26) one day ago was below 0
and MACD Slow Line(12,26) one day ago was below 0
and slow stochastic(14) Fast %K 1-week low was less than 50 within the last 4 days
set {macdtouch,count(MACD Fast Line(12,26) crossed MACD Slow Line(12,26),9)}
and macdtouch is less than 2

/* Chart Options */
and do not draw slow stochastic(14) Fast %K 1-week low
and do not draw macdtouch

/* Column Options */
and add column high
and add column low
and add column close
and add column ema(14)

/* Volume Price Exchange Limiters */
and exchange is sp500
]



and then the Backtesting filter

Fetcher[/* Parameters */
close yesterday was above open yesterday
and close yesterday was above ema(14) yesterday
and close two days ago was below ema(14) two days ago
and ema(14) two days ago was decreasing for 3 days
and accumulation distribution yesterday was greater than accumulation distribution two days ago
and macd(12,26) yesterday was increasing for 1 day
and MACD Fast Line(12,26) two days ago was below 0
and MACD Slow Line(12,26) two days ago was below 0
and slow stochastic(14) Fast %K 1-week low was less than 50 within the last 5 days
set {macdtouch,count(MACD Fast Line(12,26) crossed MACD Slow Line(12,26),10)}
and macdtouch is less than 2

/* Chart Options */

/* Column Options */

/* Volume Price Exchange Limiters */
exchange is sp500

/* Purchase Parameters */
set {pricediff,high-high yesterday}
pricediff is above .04
and do not draw pricediff

/* Offset */
and offset 8 days
]




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