moby
314 posts
msg #92827
- Ignore moby |
5/16/2010 8:06:08 PM
Only true backtest you will get is to run the scan, pick the stocks you think look best and papertrade it.
Personally I don't find the backtest feature in SF very useful. Even after all these years here, I've yet to see a filter that was back tested with high results and posted so members could try it out and see how good a filter it is.
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guymar
113 posts
msg #92889
- Ignore guymar |
5/19/2010 5:03:13 AM
I did it for the ETF filter .... you can have my backtest Excel sheet, and you are right, the way backtesting is done is not optimal ....
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guymar
113 posts
msg #92890
- Ignore guymar |
5/19/2010 5:06:41 AM
I have seen that if you run this filter today it gives a reversal for FXE - Riggs and co: why don't you trade on that one today and we'll look at yields at the close ......
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mystiq
650 posts
msg #92914
- Ignore mystiq |
5/20/2010 12:32:09 AM
EURO CURRENCY TRUST (FXE)
Price Close Prev Close Change Range Volume
123.50 123.50 121.77 1.42 % 122.23 - 123.65 5272700
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guymar
113 posts
msg #92916
- Ignore guymar
modified |
5/20/2010 3:47:37 AM
After eliminating stocks with very little volume FXE, BP and AOB remained. FXE and BP moved off their lows and FXE would have made enough money to be worthwile. Not convinced at all.....
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mystiq
650 posts
msg #92960
- Ignore mystiq |
5/21/2010 4:36:51 AM
EURO CURRENCY TRUST (fxe)
Price Close Prev Close Change Range Volume
124.75 124.75 123.50 1.01 % 122.62 - 125.63 8212100
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mystiq
650 posts
msg #93032
- Ignore mystiq |
5/22/2010 3:02:02 AM
EURO CURRENCY TRUST (fxe)
Price Close Prev Close Change Range Volume
125.36 125.36 124.75 0.49 % 124.83 - 125.62 3906600
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