saico
59 posts
msg #104804
- Ignore saico
modified |
2/3/2012 9:55:19 AM
I wouldnt write the second line in the script, but in the Entry Price column. Compare the 2 and you'll see different results.
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Billirider321
62 posts
msg #104831
- Ignore Billirider321 |
2/5/2012 1:48:30 AM
Here is what I got. Buy @ s2 and close at the end of day.
while backtest make sure low is less than s2.
make sure open is greater than close which make sure we are not buying anything which is gapping down.
market is nasdaq 100
set{ suppdiff , s2 1 day ago - s1 1 day ago}
/*Set{ SuppdiffBy2, SuppDiff/1}
Set{ SuppdiffminusS1, S1 + SuppdiffBy2}*/
Set{ profit, s2 1 day ago - close}
open above close 1 day ago
and add column pp 1 day ago
and add column s1 1 day ago
and add column SuppDiff
and add column s2 1 day ago
and add column low
and add column atr(30)
and add column profit
and low is below s2 1 day ago
and chart-length is 6 months
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saico
59 posts
msg #104895
- Ignore saico
modified |
2/9/2012 5:42:56 PM
If there isnt any selection method defined in the script, what criteria is SF using to sort trades, like in dukes example here....? I'm asking since I saw different stocks coming up, when running the script during the trading session. (Max number of trades 5 per day was set to 5)
market is nasdaq 100
close below s2 1 day ago
and add column s2
Thanks in advance!
saico
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dho99
4 posts
msg #105215
- Ignore dho99 |
3/1/2012 8:56:36 PM
hey duke i appreciate your work on this filter... its what i was looking for in a book i just read talking about volume breakouts... that being said i have seen some differences from backtesting to the way its intended to be traded. When setting the test to buy below PP the test still seems to buy the next day at the open if it doesnt go below the PP the prior day. I was just wondering if you have made any adjustments to the way you trade this filter. I have been using it last 2 weeks and have been about even with one big winner and several small losers. I have noticed with a huge gap up if you wait for the stock to come back to the EMA(10) it seems to pick up steam again and move up. Since I also leave some money on the sidelines I have done this when I bought below the PP and it kept going lower, rebought when approaching the 10 day and it seems to work consistently.
Just curious on your thoughts.
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