StockFetcher Forums · Filter Exchange · Can somebody beat this filter? ROI=4484.37% !!!<< >>Post Follow-up
shelupinin
120 posts
msg #35928
Ignore shelupinin
5/7/2005 4:59:27 AM

Highest ROI which I get is 4484.37% !!!! Can someone beat it?
Filter is:
Fetcher[RSI(2) is below 1
and price is below 1
and volume is above 2000000
]



Parameters to test:

Start Date: 12/31/2003
End Date: 06/29/2004


Exit Setup
Stop Loss: 1%
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: 2


TheRumpledOne
6,411 posts
msg #35931
Ignore TheRumpledOne
5/7/2005 3:09:18 PM

Replace volume with avg volume(10) and see if you like that!

MAY ALL YOUR FILLS BE COMPLETE.


cegis
235 posts
msg #35939
Ignore cegis
5/8/2005 4:20:16 PM

TheRumpledOne,

That should be "average volume(10)", as SF doesn't know what "avg volume(10)" is... (Per SF support posted sometime last month...)

HTH,

C


mazotrade
2 posts
msg #35954
Ignore mazotrade
5/9/2005 10:53:58 PM

Clearly a hoax:

1) 1% stop loss is invalid due to overnight exposure and
2) volume constraint does not hold for the vast majority of picks which means 3) insufficient liquidity to sell quickly when the trade turns against you.

Good example of SF limitations.


StockFetcher Forums · Filter Exchange · Can somebody beat this filter? ROI=4484.37% !!!<< >>Post Follow-up

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