StockFetcher Forums · Public Filter List · KELTNER/BLRL/ADR FILTER<< >>Post Follow-up
corsino
259 posts
msg #50247
Ignore corsino
2/25/2007 7:56:39 PM

Close below lower Keltner band (20)
and price touched bottom linear regression line (45)
and close between 1 and 6
and average day range (10) below 3
and average volume (90)above 50000
and not otcbb


 
Approach Information
Approach Name: KELTNER/ BLRL/ADR
Test started on 10/26/2006 ended on 02/23/2007, covering 80 days
Filter used:
KELTNER/ BLRL/ADR (saved filter)

Trade Statistics
There were 75 total stocks entered. Of those, 67 or 89.33% were complete and 8 or 10.67% were open.
Of the 67 completed trades, 52 trades or 77.61%resulted in a net gain.
Your average net change for completed trades was: 15.83%.
The average draw down of your approach was: -3.64%.
The average max profit of your approach was: 19.96%
The Reward/Risk ratio for this approach is: 15.43
Annualized Return on Investment (ROI): 391.06%, the ROI of ^IXIC was: 20.14%.

Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (10 days) 67 times or 100.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed3 day chg5 day chg10 day chg15 day chg30 day chg
Winners:524541494736
Losers:152828171712
Win/Loss Ratio:3.47:11.61:11.46:12.88:12.77:13.00:1
Net Change:15.83%14.15%14.58%15.61%16.68%17.22%

Statistics By Variable: Match Price
 <1.5<2<2.5<3<3.5<4<4.5<5<5.5<6
Completed----------
3 day chg1:01:03:15:24:17:36:35:66:47:8
5 day chg1:01:02:13:34:18:24:55:67:36:7
10 day chg1:01:02:03:34:19:13:46:57:213:1
15 day chg1:01:01:23:34:18:25:16:46:212:2
30 day chg1:0-2:12:24:15:14:15:33:210:1

Statistics By Variable: Average Volume
 <5.0M<10.0M<15.0M<20.0M<25.0M<30.0M<35.0M<40.0M<45.0M<50.0M
Completed49:132:11:0-----0:1-
3 day chg41:272:11:0-----1:0-
5 day chg38:271:11:0-----1:0-
10 day chg46:152:11:0-----0:1-
15 day chg45:142:10:1-----0:1-
30 day chg34:92:10:1-----0:1-



chetron
2,817 posts
msg #63172
Ignore chetron
5/30/2008 11:38:17 PM

CLICKABLE....

Fetcher[

Close below lower Keltner band (20)
and price touched bottom linear regression line (45)
and close between 1 and 6
and average day range (10) below 3
and average volume (90)above 50000
and not otcbb

]



four
3,394 posts
msg #130474
Ignore four
8/18/2016 1:51:18 AM

pop

StockFetcher Forums · Public Filter List · KELTNER/BLRL/ADR FILTER<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus