StockFetcher Forums · Filter Exchange · Something for the Swing Traders /* Backtest Display */<< 1 2 >>Post Follow-up
TheRumpledOne
6,407 posts
msg #37789
Ignore TheRumpledOne
9/3/2005 10:57:56 AM

Fetcher[
/* Backtest Display */

set{Hi5Op4, high 5 day high - open 4 days ago}
add column Hi5Op4

sort column 5 descending
/* end Backtest Display */

/* channel break out filter */
Price 1 day ago trading in a 60 day channel

Price above the top of the 60 day channel

close above 1

volume above 1000000

/* end channel break out filter */
]



Since I can't get backtest to do what I want it to do, I display my potential profit.

Column Hi5Op4 shows how much I could have made if I had bought the stock at the open price 4 days ago.

This should help the swing traders amongst us.

I used the channel breakout filter as an example.

MAY ALL YOUR FILLS BE COMPLETE


TheRumpledOne
6,407 posts
msg #37790
Ignore TheRumpledOne
9/3/2005 11:01:13 AM

Fetcher[
/* Backtest Display */

set{Hi5Op4, high 5 day high - open 4 days ago}
add column Hi5Op4

sort column 5 descending
/* end Backtest Display */

/* rsi(2) < 1 filter */

rsi(2) 5 days ago below 1

close above 1

volume above 1000000

/* end filter */
]




Of course, I had to show you an RSI(2) < 1 example...lol

Column Hi5Op4 shows how much I could have made if I had bought the stock at the open price 4 days ago.

Notice I used RSI(2) 5 days ago < 1 and buy the open price the next day or 4 days ago!


MAY ALL YOUR FILLS BE COMPLETE.


drew9
171 posts
msg #37810
Ignore drew9
9/4/2005 9:41:40 PM

Hey RumpledOne, this is an awesome display that is really helpful since I love RSI(2) and do mostly swing trading. I was wondering if you could add a column that would also show the percentage gain for the four days. While it is nice to see the gain, it would be even better seeing those high percentage gains! Thanks again for sharing this and for all your fine efforts!

Regards,

Drew


TheRumpledOne
6,407 posts
msg #37811
Ignore TheRumpledOne
9/4/2005 11:35:09 PM

Fetcher[
/* Backtest Display */

set{Hi5Op4, high 5 day high - open 4 days ago}
set{hodiv, hi5op4 / open 4 days ago}
set{hopct, hodiv * 100}
add column Hi5Op4
add column hopct
sort column 5 descending
/* end Backtest Display */

/* rsi(2) < 1 filter */

rsi(2) 5 days ago below 1

close above 1

volume above 1000000

/* end filter */
]



Good idea!

Why didn't I think of that in the first place? LOL!!

MAY ALL YOUR FILLS BE COMPLETE.


TheRumpledOne
6,407 posts
msg #37812
Ignore TheRumpledOne
9/4/2005 11:47:57 PM

Fetcher[
/* Backtest Display */

set{open4, open 4 days ago}
set{MAXPL, high 5 day high - open 4 days ago}
set{GROSSPL, CLOSE - open 4 days ago}
set{hodiv, MAXPL / open 4 days ago}
set{MAXPCT, hodiv * 100}
SET{MAXDD, open 4 days ago - LOW 5 DAY LOW}
add column MAXPL
add column MAXPCT
ADD COLUMN open4
ADD COLUMN GROSSPL
ADD COLUMN MAXDD
sort column 6 descending
/* end Backtest Display */

/* rsi(2) < 1 filter */

rsi(2) 5 days ago below 1

close above 1

volume above 1000000

/* end filter */

]



You gave me some more ideas...

MAXDD = MAXIMUM DRAW DOWN OVER PAST 5 DAYS.

GROSSPL = CURRENT PRICE MINUS OPEN PRICE 4 DAYS AGO.

MAY ALL YOUR FILLS BE COMPLETE.




TheRumpledOne
6,407 posts
msg #37817
Ignore TheRumpledOne
9/5/2005 10:53:06 AM

Fetcher[
/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - last 5 days */

/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - AS OF FRIDAY */

set{open4, open 4 days ago}
set{MAXPL5, high 5 day high - open4}
set{GROSSPL5, CLOSE - open4}
set{hodiv5, MAXPL5 / open4}
set{MAXPCT5, hodiv5 * 100}
SET{MAXDD5, LOW 5 DAY LOW - open4}
add column MAXPL5
add column MAXPCT5
ADD COLUMN MAXDD5
ADD COLUMN GROSSPL5


/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - AS OF THURSDAY */


set{MAXPL4, high 4 day high 1 DAY AGO - open4}
set{GROSSPL4, CLOSE 1 DAY AGO - open4}
set{hodiv4, MAXPL4 / open4}
set{MAXPCT4, hodiv4 * 100}
SET{MAXDD4, LOW 4 DAY LOW 1 DAY AGO - open4 }
add column MAXPL4
add column MAXPCT4
ADD COLUMN MAXDD4
ADD COLUMN GROSSPL4



/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - AS OF WEDNESDAY */


set{MAXPL3, high 3 day high 2 DAYS AGO - open4}
set{GROSSPL3, CLOSE 2 DAYS AGO - open4}
set{hodiv3, MAXPL3 / open4}
set{MAXPCT3, hodiv3 * 100}
SET{MAXDD3, LOW 3 DAY LOW 2 DAYS AGO - open4 }
add column MAXPL3
add column MAXPCT3
ADD COLUMN MAXDD3
ADD COLUMN GROSSPL3


/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - AS OF TUESDAY */


set{MAXPL2, high 2 day high 3 DAYS AGO - open4}
set{GROSSPL2, CLOSE 3 DAYS AGO - open4}
set{hodiv2, MAXPL2 / open4}
set{MAXPCT2, hodiv2 * 100}
SET{MAXDD2, LOW 2 DAY LOW 3 DAYS AGO - open4 }
add column MAXPL2
add column MAXPCT2
ADD COLUMN MAXDD2
ADD COLUMN GROSSPL2

/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - AS OF MONDAY */


set{MAXPL1, high 1 day high 4 DAYS AGO - open4}
set{GROSSPL1, CLOSE 4 DAYS AGO - open4}
set{hodiv1, MAXPL1 / open4}
set{MAXPCT1, hodiv1 * 100}
SET{MAXDD1, LOW 1 DAY LOW 4 DAYS AGO - open4 }
add column MAXPL1
add column MAXPCT1
ADD COLUMN MAXDD1
ADD COLUMN GROSSPL1

sort column 6 descending
/* end Backtest Display */

/* enter your filter below */
/* rsi(2) < 1 filter */

rsi(2) 5 days ago below 1

close above 1

volume above 1000000

/* end rsi(2) < 1 filter */
]



Ok Swing Traders, here's the SWING TRADE PERFORMANCE DASHBOARD (STPD).

If you run on every Saturday, you can see the day by day performance of your trades/filter.

MAY ALL YOUR FILLS BE COMPLETE.


TheRumpledOne
6,407 posts
msg #37818
Ignore TheRumpledOne
9/5/2005 11:12:07 AM

Fetcher[
/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - DAY 2 OF TRADE */

set{open1, open 1 day ago}
set{MAXPL2, high 2 day high - open1}
set{GROSSPL2, CLOSE - open1}
set{hodiv2, MAXPL2 / open1}
set{MAXPCT2, hodiv2 * 100}
SET{MAXDD2, LOW 2 DAY LOW - open1}
add column MAXPL2
add column MAXPCT2
ADD COLUMN MAXDD2
ADD COLUMN GROSSPL2

sort column 6 descending
/* end Backtest Display */

/* rsi(2) < 1 filter */

rsi(2) 2 DAYS AGO below 1

close above 1

volume above 1000000

/* end filter */
]



Run this filter after the second day of your entry.




TheRumpledOne
6,407 posts
msg #37819
Ignore TheRumpledOne
9/5/2005 11:19:08 AM

Fetcher[

/* SWING TRADE PERFORMANCE DASHBOARD (STPD) - DAY 3 OF TRADE */

set{open2, open 2 day ago}
set{MAXPL3, high 3 day high - open2}
set{GROSSPL3, CLOSE - open2}
set{hodiv3, MAXPL3 / open2}
set{MAXPCT3, hodiv3 * 100}
SET{MAXDD3, LOW 3 DAY LOW - open2}
add column MAXPL3
add column MAXPCT3
ADD COLUMN MAXDD3
ADD COLUMN GROSSPL3

sort column 6 descending
/* end Backtest Display */

/* rsi(2) < 1 filter */

rsi(2) 3 DAYS AGO BELOW 1

close above 1 3 DAYS AGO BELOW 1

volume above 1000000 3 DAYS AGO BELOW 1

/* end filter */

]



Run this filter after the third day of your entry.

Remember to use the 3 days ago clause on your selection criteria

I forgot to use the 2 days ago in all of the seletion criteria in the previous post.


houghton
29 posts
msg #37824
Ignore houghton
9/5/2005 11:37:49 AM

RumpledOne,

Great idea and it can be used in so many other ways. Two problems. I can't get all of the columns to display. I hope it isn't due to not signing up for the advaced version. Second, SF doesn't seem to be calculating drawdown correctly. For example, CBH shows no drawdown when, in fact, the open was 33.75 and the low was 33.12.


houghton
29 posts
msg #37825
Ignore houghton
9/5/2005 11:41:12 AM

Oops - never mind. I was counting today in the four days ago count. Still can't display all columns, though.


StockFetcher Forums · Filter Exchange · Something for the Swing Traders /* Backtest Display */<< 1 2 >>Post Follow-up

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