StockFetcher Forums · General Discussion · Doing something wrong (i think)<< >>Post Follow-up
103 posts
msg #118004
Ignore rsarno
2/3/2014 12:16:59 AM

I've tried so many filters, combinations, indicators. I manually run the filter and click back day after day and see positive results, but when i run backrest i do not see a value growth.

Acct value start: $50,000
Trades taken per day: (have tried 1-25)
Max results from filter (have tried 5-25)

I figured for an automated scan like this im best with a profit-stop, i have tried everything from 3%-20% and dont see my acct value grow

Have also toyed with stop loss, trailing stops, etc.

Filter doesnt matter i dont think, have tried literally 20 or 30 .. my own, and popular ones off here. I definitely have settings wrong for backtesting.


1,550 posts
msg #118007
Ignore Mactheriverrat
2/3/2014 1:02:40 AM

Go to your backtesting default setting and make the time frame longer say 75 days
Profit stop 18%
Profit loss 10%

try this filter and play around with it

show stocks where macd histogram(12,26,9) crossed above -0.0078
and ema(100) above EMA(200)
price is below 50
price is above 5
and price is above ema(50)
volume is above 400000
chart-time is 4 months
Draw EMA(10)
Draw EMA(30)
Draw EMA(50)
draw macd histogram(6,13,6)

Draw average volume

and CxC is number of consecutive days close above (+)/below(-) previous close and set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)} set{CxC, CCa - CCb} and add column CxC {C_x_C}

do not draw CxC
and CCI(4) is above 0
Draw fast stochastic fast %k(12,26) line at 80
Draw average true range(14)
and draw stochrsi(2)

StockFetcher Forums · General Discussion · Doing something wrong (i think)<< >>Post Follow-up

*** Disclaimer *** 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. does not recommend particular securities., 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 2018 - 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