| StockFetcher Forums · Filter Exchange · Popular combination of MA | << 1 2 >>Post Follow-up |
| calhawk01 135 posts msg #88439 - Ignore calhawk01 |
2/20/2010 2:16:37 AM show stocks where ma(8) crossed above ma(21) Push made a post a few weeks ago and in his filter was the above combination. I really like this combination. I am just curious what everyone thinks the most popular moving average is for finding breakout stocks on the upside. Holla |
| four 5,087 posts msg #88452 - Ignore four modified |
2/20/2010 12:16:17 PM perhaps... *********** V 1 ************ *********** V 2 ************ |
| dickysofa 63 posts msg #88458 - Ignore dickysofa modified |
2/20/2010 4:16:44 PM I've always like MA(10) & EMA(30) zone's. Here's a 3 Bars Up = 1 Bar Down reversal that uses it. |
| Kevin_in_GA 4,599 posts msg #88462 - Ignore Kevin_in_GA |
2/20/2010 5:49:53 PM show stocks where ma(8) crossed above ma(21) +++++++++ ma(8) or WEEKLY ma(8)? Four's filter uses the weekly ma(8) - is that what you are intending? BTW, I don't think you want the most popular combination, but rather the most profitable. I ran an EMA crossover optimization on 458 IBD top ranked stocks for the past 250 days, letting the fast ema range from 1 to 20, and the slower ema range from 10 to 50. The conditions were set such that you would also go short on the reverse cross - not a "long only" filter. This analyzed 820 combinations against 458 stocks for an entire year each. The most profitable combinations are as follows: Optimization: ema_OPT (02/20/2010 14:48:17) Trading System: MA_Cross Iterations: 820 Time: 1:23:13 Symbols Tested: 458 (QP:ibd stock list) From [03/03/2009 09:30] to [02/19/2010 16:00] Average: 1.7237e+006, Best: 2.5445e+006 V#1 V#2 APT APS APGT [Net] %PROF TRADES 15 50 $1969.455 $0.876 13.2% $2544535.75 41% 1292 19 49 $2110.698 $0.944 14.4% $2528616.00 41% 1198 19 50 $2140.220 $0.952 14.6% $2525460.00 42% 1180 20 50 $2170.637 $0.956 14.9% $2520109.25 43% 1161 15 49 $1921.692 $0.838 12.9% $2517417.00 41% 1310 20 48 $2111.992 $0.940 14.4% $2506934.50 42% 1187 20 49 $2136.766 $0.944 14.6% $2504289.75 42% 1172 18 50 $2066.924 $0.925 14% $2500977.75 42% 1210 20 46 $2066.291 $0.925 14.1% $2494013.50 42% 1207 11 49 $1678.163 $0.719 11% $2492071.50 39% 1485 19 48 $2056.553 $0.921 14% $2488429.75 42% 1210 11 50 $1695.813 $0.723 11.1% $2487757.25 39% 1467 20 47 $2066.525 $0.927 14.1% $2479829.75 41% 1200 20 45 $2023.363 $0.908 13.7% $2478619.75 42% 1225 20 43 $1968.227 $0.896 13.3% $2477997.50 41% 1259 18 47 $1975.200 $0.889 13.3% $2476900.25 41% 1254 17 48 $1962.060 $0.884 13.2% $2476120.00 40% 1262 18 46 $1951.726 $0.882 13.1% $2474788.50 40% 1268 16 50 $1957.914 $0.892 13.2% $2472845.00 40% 1263 17 49 $1986.026 $0.895 13.4% $2472602.25 40% 1245 19 47 $2013.610 $0.900 13.6% $2468685.50 41% 1226 19 44 $1933.643 $0.872 13% $2465395.25 40% 1275 10 50 $1605.975 $0.672 10.4% $2463565.50 38% 1534 These are only the top profit-making ema combinations. Note that on average they made correct calls less than 50% of the time. I'll run the "long-only" combos tonight and post them here. |
| calhawk01 135 posts msg #88464 - Ignore calhawk01 |
2/20/2010 7:20:35 PM Can't wait kevin. I said post popular because i feel as if majority of technical traders have ran their screeners using a certain combination of MA - results in a certain stocks having more audience. In other words, more people that have the stock on their screens because of the combination they ran could result in a big explosion, at least short term |
| calhawk01 135 posts msg #88465 - Ignore calhawk01 |
2/20/2010 7:26:19 PM Here is the original filter that made me start this thread. The filter was made by Push5280. If you back test the results given - it's amazing how much these stocks run after a few days |
| calhawk01 135 posts msg #88501 - Ignore calhawk01 |
2/21/2010 9:18:47 PM Kevin what program do you use to run the combination? Could you post the results for LONGs |
| Kevin_in_GA 4,599 posts msg #88522 - Ignore Kevin_in_GA modified |
2/22/2010 11:31:35 AM I use a program called Investor/RT (www.linnsoft.com). EOD data version is 50/month. I had to do some family stuff over the weekend - will run the long only scenario tonight. Remember - these are EMAs and not MAs (I like to use the EMAs because of their faster response times). You may want to use the 15/50 EMA cross as a starting point, since it seems to time both ends of the trade well. |
| Kevin_in_GA 4,599 posts msg #88554 - Ignore Kevin_in_GA modified |
2/23/2010 6:46:40 AM Long only ema cross results: Optimization: ema_OPT (02/23/2010 00:38:10) Trading System: MA_Cross Iterations: 820 Time: 1:21:42 Symbols Tested: 458 (QP:ibd stock list) From [03/04/2009 09:30] to [02/22/2010 16:00] Average: 3.3821e+006, Best: 3.9918e+006 V#1 V#2 APT APS APGT [Net] %PROF TRADES 2 50 $1434.875 $0.824 14.4% $3991822.00 42% 2782 2 49 $1410.621 $0.812 14.1% $3986414.00 42% 2826 3 50 $1736.866 $1.010 17.4% $3977424.00 44% 2290 1 50 $1021.852 $0.586 10.2% $3967850.75 40% 3883 2 48 $1383.230 $0.799 13.9% $3954654.00 42% 2859 3 48 $1677.934 $0.967 16.8% $3953213.50 44% 2356 3 47 $1651.751 $0.962 16.5% $3941078.25 44% 2386 3 49 $1696.079 $0.979 17% $3939992.00 44% 2323 3 46 $1620.955 $0.935 16.2% $3927574.00 44% 2423 2 47 $1361.294 $0.783 13.6% $3921888.75 42% 2881 2 46 $1332.362 $0.763 13.3% $3898490.75 42% 2926 5 50 $2187.516 $1.293 21.9% $3898152.75 48% 1782 3 45 $1580.093 $0.912 15.8% $3896509.25 44% 2466 4 50 $1938.937 $1.138 19.4% $3887569.25 47% 2005 4 49 $1918.331 $1.130 19.2% $3884620.75 47% 2025 4 47 $1877.305 $1.100 18.8% $3876634.25 47% 2065 4 48 $1896.951 $1.113 19% $3873574.75 47% 2042 5 49 $2141.208 $1.276 21.4% $3871304.75 48% 1808 2 45 $1299.286 $0.745 13% $3869272.75 43% 2978 5 48 $2103.853 $1.252 21.1% $3866881.25 48% 1838 4 45 $1801.311 $1.068 18% $3865612.50 47% 2146 4 42 $1714.026 $1.009 17.2% $3861700.25 47% 2253 3 44 $1536.382 $0.880 15.4% $3860927.75 44% 2513 4 46 $1837.319 $1.083 18.4% $3860207.50 47% 2101 4 41 $1685.399 $0.981 16.9% $3857878.25 47% 2289 4 40 $1657.851 $0.958 16.6% $3857820.25 47% 2327 6 48 $2292.953 $1.355 23% $3854454.00 49% 1681 1 49 $972.094 $0.555 9.73% $3853380.25 40% 3964 4 43 $1740.733 $1.023 17.4% $3847020.00 47% 2210 4 44 $1768.774 $1.043 17.7% $3840007.75 47% 2171 16 50 $3903.798 $2.188 39.1% $3837433.75 59% 983 6 49 $2315.594 $1.370 23.2% $3836938.25 49% 1657 2 37 $1124.075 $0.644 11.3% $3835345.00 41% 3412 7 47 $2425.537 $1.411 24.3% $3829922.75 49% 1579 15 50 $3820.093 $2.114 38.3% $3827733.50 59% 1002 Two things to note: the last 250 days only go back to 3/4/09 so it is no surprise that the long only results are realy good. Also, the 15/50 cross you only traded twice on average for any one of the 458 stocks used in the sample, but got an average return of 38%. Also note that it was profitable 59% of the time - not too bad. The highest scoring ones were basically when price closed above or below the ema(50), but you were wrong or whipsawed a lot. Also, these are net profit, after trading costs (19.95 per round trip) were subtracted. |
| chetron 2,817 posts msg #88557 - Ignore chetron modified |
2/23/2010 7:07:16 AM nice, kev, but 747 sounds too cool. = ) BUT ISN'T SOMETHING GOING ON WITH 4/40 TO 4/50 I MEAN 10 PROFITABLE CROSSES THAT USE 4 AND THE SECONDARY IS EVERY LINE FOR 10 POINTS???? AND OF COURSE.... |
| StockFetcher Forums · Filter Exchange · Popular combination of MA | << 1 2 >>Post Follow-up |
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