StockFetcher Forums · Filter Exchange · 5% A WEEK FILTER (BASED ON TRO'S CROCK POT)<< 1 ... 18 19 20 21 22 ... 37 >>Post Follow-up
hmsb4494
81 posts
msg #91444
Ignore hmsb4494
4/20/2010 6:32:43 PM

Kevin_in_GA
- Ignore Kevin_in_GA 4/20/2010 7:25:23 AM

Not sure why ...

(5% + 5% + 5% + 5% - 10%) / 5 = 2%

per week.

104% per annum, without any compounding. How is this bad?

------------------------------

refigure the above on a $1000 account with $6.00 round trip comm.

Kevin_in_GA
4,599 posts
msg #91449
Ignore Kevin_in_GA
4/20/2010 7:30:44 PM

The solution is not to trade 10 separate stocks on only $1000.

Trade only the top stock, as I showed in the first post.

hmsb4494
81 posts
msg #91450
Ignore hmsb4494
modified
4/20/2010 8:04:00 PM

Kevin_in_GA
- Ignore Kevin_in_GA 4/20/2010 7:30:44 PM

The solution is not to trade 10 separate stocks on only $1000.

Trade only the top stock, as I showed in the first post.

-------------------
1000+5%=1050-6=1044
1044+5%=1096-6=1090
1090+5%=1144-6=1138
1138+5%=1195-6=1189
1189-10%=1070-6=1064

and thats at 80% win rate

falls off fast less that 80%

Eman93
4,750 posts
msg #91452
Ignore Eman93
modified
4/20/2010 8:23:20 PM

You need to let your winners run past the 5%...

I will run this in my paper account... I will use 5k per trade and trade the top 2 picks or the charts I like at the open on Monday.... I will give reasons why I like one chart over the other.

I will manage the trade trying for more than 5%...... this will help me and everyone interested in this method... I will go for at least 6 months.. Kevin you post the list and I will trade it and post the results.

I really need to work on my trading skills.....because I really suck at it.

What do you say Kevin?

We all could do it and let the best trader win......?

Every one who is in sends the winner a case of beer?

You must declare by This Sunday night....

Who's in?

Rules must use any stock this filter prints on Sunday night.... pick any one....



hmsb4494
81 posts
msg #91453
Ignore hmsb4494
modified
4/20/2010 8:34:30 PM

Week of Top Pick Performance Yield to Date

10/13/08 SMN 5.00% 5.00%
10/20/08 SMN -10.00% -5.50%
10/27/08 SRS 5.00% -0.78%
11/03/08 SRS 5.00% 4.19%
11/10/08 SRS 5.00% 9.40%
11/17/08 SRS 5.00% 14.87%
11/24/08 SRS 5.00% 20.61%
12/01/08 SRS 5.00% 26.64%
12/08/08 SRS -10.00% 13.98%
12/15/08 SRS 5.00% 19.67%
12/22/08 SRS 5.00% 25.66%
12/29/08 SRS 5.00% 31.94%
01/05/09 EGO 5.00% 38.54%
01/12/09 EGO -10.00% 24.68%
01/20/09 SRS 5.00% 30.92%
01/26/09 SRS 5.00% 37.46%
02/02/09 SRS -10.00% 23.72%
02/09/09 SRS 5.00% 29.90%
02/17/09 SRS 5.00% 36.40%
02/23/09 SKF 5.00% 43.22%
03/02/09 SKF 5.00% 50.38%
03/09/09 SKF -10.00% 35.34%
03/16/09 LGND -4.54% 29.20%
03/23/09 PDE 5.00% 35.66%
03/30/09 PDE 5.00% 42.44%
04/06/09 PDE 5.00% 49.56%
04/13/09 PDE 5.00% 57.04%
04/20/09 PDE 1.80% 59.87%
04/27/09 NKTR 5.00% 67.86%
05/04/09 NKTR -2.92% 62.96%
05/11/09 PSUN -10.00% 46.66%
05/18/09 SONS 5.00% 54.00%
05/25/09 SONS 5.00% 61.70%
06/01/09 CENTA 5.00% 69.78%
06/08/09 CENTA 5.00% 78.27%
06/15/09 CENTA 5.00% 87.18%
06/22/09 CENTA 5.00% 96.54%
06/29/09 GOL -10.00% 76.89%
07/06/09 TSL -10.00% 59.20%
07/13/09 TRW 5.00% 67.16%
07/20/09 CSE 5.00% 75.52%
07/27/09 FUQI 5.00% 84.29%
08/03/09 FUQI 5.00% 93.51%
08/10/09 FUQI 5.00% 103.18%
08/17/09 FUQI 5.00% 113.34%
08/24/09 FUQI 5.00% 124.01%
08/31/09 FUQI 5.00% 135.21%
09/08/09 FUQI 5.00% 146.97%
09/14/09 FUQI 5.00% 159.32%
09/21/09 MED 5.00% 172.28%
09/28/09 YRCW -10.00% 145.06%
10/05/09 MED 5.00% 157.31%
10/12/09 BZ -10.00% 131.58%


this was your manual backtest from 1st post

53 trades
40wins
13 losses

roughly 75% win ratio

1000+5%=1050-6=1044
1044+5%=1096-6=1090
1090+5%=1145-6=1139
1139-10%=1025-6=1019

5+5+5-10/4=1.25%

65% per year non-compounded

as fred g. sanford said---i'll take it! i'll take it!!!

Kevin_in_GA
4,599 posts
msg #91454
Ignore Kevin_in_GA
4/20/2010 8:49:59 PM

Trade only $100 and you'll get wiped out in no time ...

Your problem is not with the filter, but with the amount you are trading. No amount of coding can fix that.



Kevin_in_GA
4,599 posts
msg #91455
Ignore Kevin_in_GA
4/20/2010 8:58:54 PM

You need to let your winners run past the 5%...

I will run this in my paper account... I will use 5k per trade and trade the top 2 picks or the charts I like at the open on Monday.... I will give reasons why I like one chart over the other.

I will manage the trade trying for more than 5%...... this will help me and everyone interested in this method... I will go for at least 6 months.. Kevin you post the list and I will trade it and post the results.

I really need to work on my trading skills.....because I really suck at it.

What do you say Kevin?

We all could do it and let the best trader win......?

Every one who is in sends the winner a case of beer?

You must declare by This Sunday night....

Who's in?

Rules must use any stock this filter prints on Sunday night.... pick any one....

_________________________

I'm in. I'll also trade this one on my paper account.

I'll post the pool of candidates on Saturday. Take the weekend to choose any two, play them as long as you want.

I'll start a new competitive challenge thread this weekend, so that everyone can easily track their trades.

At the end of the week all trades are closed, as the filter dictates. New trades start each week - no carryover.

hmsb4494
81 posts
msg #91457
Ignore hmsb4494
4/20/2010 9:10:36 PM

Kevin_in_GA
- Ignore Kevin_in_GA 4/20/2010 8:49:59 PM

Trade only $100 and you'll get wiped out in no time ...

Your problem is not with the filter, but with the amount you are trading. No amount of coding can fix that.

------------------------

I never meant to insinuate that i had a problem with the filter---somewhere between this one and your 3% filter i am going to find what i need to change my capital limitations.

Eman93
4,750 posts
msg #91458
Ignore Eman93
4/20/2010 9:42:58 PM

We need to work on the rules... I think if you have a good winner running you should let it ride..... only thing you will need to post trades in real time,,, well give 5 min.... to post.... I think you could trade as many as you want,,, start account at 10k

whos game?

hmsb4494
81 posts
msg #91464
Ignore hmsb4494
4/20/2010 10:38:29 PM

Kevin_in_GA
- Ignore Kevin_in_GA 10/6/2009 12:39:01 PM

I understand your comment - all one has to do is look back 1 year from today and see how brutalized stocks can get in a bad downturn.

As to instituting a stop, it makes sense. I just haven't figured out what % (and how to test it, except to paper trade for a while and see).

I still think that on the whole you will see a much higher return over one year trading this system than a lot of others. I'm in the process of testing this - I'm running the filter backwards using offsets, and looking at the top 3 picks for each week. They vary from week to week, so this is the only way to be sure that you are modeling the system propoerly. Did they hit their 3% target? If not, what was the loss incurred by the close on Friday?

Once it is complete, I'll share it in another post to this thread.

-------------

Kevin, did you post these results?

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