Eman93
4,750 posts
msg #76117
- Ignore Eman93 |
7/8/2009 12:13:46 AM
if you look at the dates the backtest was run it was in the midits of the big slide in market.......
I will run it for the next six months and post.....
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Eman93
4,750 posts
msg #76118
- Ignore Eman93 |
7/8/2009 12:21:18 AM
Approach Information
Approach Name: 5 day slots
Test started on 12/31/2008 ended on 05/01/2009, covering 83 days
Filter used:
Eman Tight 5 day base Slots (saved filter)
Trade Statistics
There were 814 total stocks entered. Of those, 764 or 93.86% were complete and 50 or 6.14% were open.
Of the 764 completed trades, 355 trades or 46.47%resulted in a net gain.
Your average net change for completed trades was: 1.18%.
The average draw down of your approach was: -5.40%.
The average max profit of your approach was: 7.13%
The Reward/Risk ratio for this approach is: 1.41
Annualized Return on Investment (ROI): 181.43%, the ROI of ^SPX was: -4.37%.
Exit Statistics
Stop Loss was triggered 255 times or 33.38% of the time.
Stop Profit was triggered 46 times or 6.02% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (2 days) 463 times or 60.60% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
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Eman93
4,750 posts
msg #76905
- Ignore Eman93
modified |
7/27/2009 6:46:23 PM
I just wanted to park these this is 10 day flat base... you have to manualy search for the pattern
Eman93
- Edit message 7/26/2009 7:54:50 PM
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Eman93
4,750 posts
msg #76906
- Ignore Eman93 |
7/27/2009 6:47:52 PM
Eman93
- Edit message
modified 7/26/2009 4:34:55 PM
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compound_gains
222 posts
msg #77519
- Ignore compound_gains |
8/13/2009 9:53:45 AM
Something to consider. Trading strategy is to buy 2 days after the signal near end of day if ask is no more than 3-5% above close on the signal day. Hold is no more than 5 days.
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Eman93
4,750 posts
msg #77583
- Ignore Eman93
modified |
8/15/2009 12:49:32 PM
compound_gains
- Ignore compound_gains 8/13/2009 9:53:45 AM
Something to consider. Trading strategy is to buy 2 days after the signal near end of day if ask is no more than 3-5% above close on the signal day. Hold is no more than 5 days.
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What are you using as a signal? Breakout above upper linear regression line?
I kinda pick and choose off the list and watch for a move.........
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compound_gains
222 posts
msg #77616
- Ignore compound_gains |
8/17/2009 11:44:31 AM
I was just playing around with your screen and noticed that a number of stocks with this look...obviously just a tighter criteria on what you posted...dropped or were flat for the next couple of days and then made nice upward moves. It seems that it's a safer buy if you can get in no more than 3-5% above what the close was two days before.
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