StockFetcher Forums · Filter Exchange · Kevin_in_GA would you be able to code & backtest this?<< >>Post Follow-up
msg #93916
Ignore einok
6/16/2010 2:24:27 PM

Hi Kevin,

I don't have the skill like you and a lot of others here on the forums. I was wondering if you would be able to code & backtest this strategy on the long & short side.

BTW, excellent job on the Conner's filters. If you have any questions on the system, I do understand it, so feel free to ask me. I just am unsure how to code & test.



4,599 posts
msg #93921
Ignore Kevin_in_GA
6/16/2010 5:39:57 PM

This is not really translatable into SF code - you need to refer back to previous highs on days where the %R signal was generated, but not always under the same conditions. SF cannot store data by day or date as is needed here.

Also, I look at this as a relatively complex rule set that does not necessarily result in better trades than other systems.

325 posts
msg #93922
Ignore mktmole
6/16/2010 5:54:41 PM

... with 2 day pattern, and Confirmation Day to go Long is given today, might be helpful?

Fetcher[Show stocks where Williams %R (30) 1 day ago crossed above -20.00
and add column Williams %R (30) 1 day ago {wms%R_1day_ago}
and close above high 1 day ago
and 2 day slope of Williams %R (30) above 0.5
and add column separator
and add column high 1 day ago {high_1day_ago}
and add column close {close_abv_high1dayago}
and add column separator
and add column low 1 day ago {P.stop}
and Average Volume(90) is above 50000
and close is between 5 and 250
and chart-length is 30 days

msg #93925
Ignore einok
6/16/2010 7:11:08 PM


I'm not sure if this will help to make a filter & backtesting, but here is an explanation

Close above -20 take note of the high of that day

If within the next 5 days it closes above that high, it is a confirmed overbought bull trend

If at any time it closes back below -20 without confirming, the signal is "shut off"

Wait for a close below -20 (a pullback) preferably below -20.50 and take note of the low of that bar (this is you stop)

Stops are only adjusted on further pullbacks from above -20 (trailing stop)

Not sure if this helps

Reverse the rules and use -80 as the level

StockFetcher Forums · Filter Exchange · Kevin_in_GA would you be able to code & backtest this?<< >>Post Follow-up

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