StockFetcher Forums · General Discussion · Help with CMF in backtest - not showing up the right options!<< >>Post Follow-up
2 posts
msg #111477
Ignore caa5000
2/18/2013 7:05:19 PM

Hello all,

I've been running into what appears to be bugs here and there with all sorts of random backtests... makes me seriously doubt this tool. Nonetheless, I keep on keepin' on.

I've built an excel spreadsheet for myself to analyze the significance of various indicators. Low and behold I simply count the amount of stocks which show a CMF less than -.1 ... simple. This amount adds up to 1097 records. I go to my phrase builder tool and throw in "and Chaikins Money Flow(21) below -.1"

A different set of stocks shows up! (1,363 in total!) Why would this not add up to 1,097? I am using CMF, 21 day period. I've triple checked the hell out of my records and I even notice the export from the larger filter (when I manually sort for CMF below -.1) it still show up at 1,097!

Test started on 2010-12-31 ended on 2012-12-31, covering 502 days

show stock where index is S&P 500
and close above 5
and open below low 1 day ago
and close below open
and MA(50) below MA(200)
and Chaikins Money Flow(21) below -.1

Only thing different between the larger filter and the specialized filter is the last line. But this somehow equates to a delta of about 300 extra stocks?


2 posts
msg #111512
Ignore caa5000
2/19/2013 11:47:03 AM


4,599 posts
msg #111795
Ignore Kevin_in_GA
2/26/2013 1:28:36 PM

This is best answered by the SF staff, but what catches my eye is the first line - using only S&P 500 stocks will restrict you to 500 max (and running that exact filter syntax today highlights only 2 stocks that meet your criteria). Removing this requirement still only gives me 26 stocks total.

Not sure where your numbers are coming from - are you talking about stocks or trades? If it is trades, we would need to know your exit criteria to answer the question.

More info needed.

StockFetcher Forums · General Discussion · Help with CMF in backtest - not showing up the right options!<< >>Post Follow-up

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