Noahedwinbeach2
135 posts
msg #35722
- Ignore Noahedwinbeach2 |
4/24/2005 4:34:43 AM
Show stocks where the 90 day slope of the close is above 1
and close is above 10
Show stocks where MACD fast line(12,26) crossed above MACD slow line(12,26) within the last 5 day
and Average Volume(90) is above 50000
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Noahedwinbeach2
135 posts
msg #35723
- Ignore Noahedwinbeach2 |
4/24/2005 4:39:43 AM
forgot to mention..i used an 8% trailing stop loss to exit and also a starting 8% stop loss.
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RGRAFF4098
6 posts
msg #35730
- Ignore RGRAFF4098 |
4/24/2005 4:15:06 PM
Two issues I see.
1. The 90 day slope is from today, not 90 days before your entry.
2. Try testing against a falling market, i.e. year to date, you'll see very differenct results.
Good luck
| Approach Information | | Approach Name: unnamed approach | | Test started on 12/31/2004 ended on 04/22/2005, covering 77 days | | Filter used: | Show stocks where the 90 day slope of the close is above 1
and close is above 10
Show stocks where MACD fast line(12,26) crossed above MACD slow line(12,26) within the last 5 day
and Average Volume(90) is above 50000
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| Trade Statistics | | There were 666 total stocks entered. Of those, 660 or 99.10% were complete and 6 or 0.90% were open. | | Of the 660 completed trades, 107 trades or 16.21%resulted in a net gain. | | Your average net change for completed trades was: -0.21%. | | The average draw down of your approach was: -4.24%. | | The average max profit of your approach was: 3.94% | | The Risk/Reward ratio for this approach is: 0.88 | | Annualized Return on Investment (ROI): -21.98%, the ROI of ^IXIC was: 0.00%. |
| Exit Statistics | | Stop Loss was triggered 550 times or 83.33% of the time. | | Stop Profit was triggered 91 times or 13.79% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time (25 days) 19 times or 2.88% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 2 day chg | 5 day chg | 10 day chg | 25 day chg | 40 day chg | | Winners: | 107 | 269 | 277 | 260 | 225 | 168 | | Losers: | 553 | 388 | 376 | 374 | 338 | 285 | | Win/Loss Ratio: | 0.19:1 | 0.69:1 | 0.74:1 | 0.69:1 | 0.67:1 | 0.59:1 | | Net Change: | -0.21% | -0.97% | -1.19% | -1.59% | -4.02% | -3.36% |
| Statistics By Variable: Match Price | | | <10 | <20 | <30 | <40 | <50 | <60 | <70 | <80 | <90 | <100 | | Completed | 5:22 | 53:293 | 30:160 | 10:39 | 4:25 | 1:2 | 1:1 | 3:4 | 0:5 | 0:2 | | 2 day chg | 14:13 | 136:206 | 80:112 | 20:28 | 10:19 | 1:2 | 1:1 | 5:2 | 2:3 | 0:2 | | 5 day chg | 13:14 | 146:194 | 81:108 | 19:30 | 12:17 | 0:3 | 2:0 | 3:4 | 1:4 | 0:2 | | 10 day chg | 15:12 | 136:192 | 77:107 | 18:31 | 8:20 | 1:2 | 2:0 | 3:3 | 0:5 | 0:2 | | 25 day chg | 10:15 | 124:163 | 60:107 | 17:27 | 10:13 | 1:2 | 2:0 | 1:4 | 0:5 | 0:2 | | 40 day chg | 6:12 | 81:159 | 48:86 | 19:14 | 10:9 | 1:1 | 2:0 | 1:2 | - | 0:2 |
| Statistics By Variable: Average Volume | | | <2.0M | <4.0M | <6.0M | <8.0M | <10.0M | <12.0M | <14.0M | <16.0M | <18.0M | <20.0M | | Completed | 105:534 | 1:11 | - | 0:1 | 0:3 | - | - | 0:2 | 0:2 | 1:0 | | 2 day chg | 264:372 | 2:10 | - | 1:0 | 0:3 | - | - | 1:1 | 1:1 | 0:1 | | 5 day chg | 268:364 | 5:7 | - | 0:1 | 0:3 | - | - | 2:0 | 1:1 | 1:0 | | 10 day chg | 252:361 | 4:8 | - | 0:1 | 0:3 | - | - | 2:0 | 1:1 | 1:0 | | 25 day chg | 213:330 | 7:5 | - | - | 0:3 | - | - | 2:0 | 2:0 | 1:0 | | 40 day chg | 156:278 | 7:4 | - | - | 0:3 | - | - | 2:0 | 2:0 | 1:0 |
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Noahedwinbeach2
135 posts
msg #35732
- Ignore Noahedwinbeach2 |
4/24/2005 8:06:55 PM
yeah thats true..I can't seem to find a good filter.
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marine2
963 posts
msg #35769
- Ignore marine2 |
4/27/2005 1:12:35 AM
I have one filter for example that produces 86% success. So, there is hope for you. Just keep reworking your filters till you find the golden nugget.
Goodluck
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TheRumpledOne
6,407 posts
msg #35777
- Ignore TheRumpledOne |
4/27/2005 7:09:46 PM
Marine2:
What's the reason you didn't tell him the filter you are talking about is posted in the filter exchange under RSI(2) THE LITTLE INDICATOR THAT COULD?
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marine2
963 posts
msg #35799
- Ignore marine2 |
4/29/2005 1:17:00 AM
TheRumpledOne, why take all your thunder away from you Rump. It's my job to encourage using the RSI(2) tool nothing else. I let him know anyone can come up with big winners using this and other neat tools we all have access to. I am like you I don't reveal all the details of the full filter all because that is a individuals specific filter criteria that might not be what another would use. Also, why make it so easy on our forum members, working for that ellusive filter ingrediant inspires us to try harder and achieve what we know our minds can accomplish. You for one should know that!
Happy investing and sure Rump if you want to tell him more details go for it.
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TheRumpledOne
6,407 posts
msg #35806
- Ignore TheRumpledOne |
4/29/2005 7:21:36 PM
Marine2... you are so funny...
"... I am like you I don't reveal all the details of the full filter all because that is a individuals specific filter criteria that might not be what another would use. Also, why make it so easy on our forum members, working for that ellusive filter ingrediant inspires us to try harder and achieve what we know our minds can accomplish....."
You are NOT like me.
Why make it difficult?
People helped me learn SF when I was new. Now I pay it back and pay it forward.
I have revealed the guts of the RSI(2) filter that HolyGrail and I developed... YEARS AGO IN THESE FORUMS:
.
That's it. That's the guts. It's so simple it boogles the mind. That's why I nicknamed it THE LITTLE INDICATOR THAT COULD.
Adding volume and price to suit each trader's own criteria.
If you only want uptrending stocks you add in:
.
Now let's get rid of some of the chaff (low volume stocks - not to be confused with 0 volume stocks that may pop anyday):
.
That's it. You now have uptrending stocks at their lowest. All the rest is just tweaking.
The other thing to do is apply RSI(2) BELOW 1 to your watchlist. When one of your favorites shows up... LOAD THE BOAT.
Use the RSI(2) filter and learn how to trade (meaning wait for green).
MAY ALL YOUR FILLS BE COMPLETE.
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dangreene
229 posts
msg #35812
- Ignore dangreene |
4/30/2005 9:27:09 AM
TheRumpledOne;
Thanks for posting the above.
See my post to SF, re; volume command bug.
dangreene
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marine2
963 posts
msg #35817
- Ignore marine2 |
4/30/2005 8:16:50 PM
TheRumpledOne, yes you're right no two people are alike whether its wiping their butts to picking particular tools to represent a winning filter for oneself. For once we agree. Put yet, another feather, in your hat for revealing again, how informative you are, as well as how simple it is, to find winning stock picks. Oh sure, there's an art/skill to this process but through useing it and gaining that all encompassing knowledge of hands-on experience just about anyone can be a good stock investor.
May all your investing be an experience you will always remember.
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