shelupinin
120 posts
msg #37859
- Ignore shelupinin |
9/8/2005 4:05:03 AM
This filter for swing trading, 1-5 days holding period
Alex
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glider
59 posts
msg #37867
- Ignore glider |
9/8/2005 1:51:16 PM
shelupinin,
Nice filter.
Do you have any rules for entry/exit?
Glider
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yepher
359 posts
msg #37870
- Ignore yepher |
9/8/2005 6:19:48 PM
shelupinin,
You might consider writing your filter like this.
Yepher
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shelupinin
120 posts
msg #37887
- Ignore shelupinin |
9/9/2005 3:35:22 AM
glider, just run filter and put "buy order" before marker open, it will be executed 9.30 a.m. next day, I guess the good idea for exit is to set 2% stop loss if stock moves down, and just sell it in 1-2 days if it goes up, what's all...try to backtest this filter with "cut the looser, let the winners run" strategy, I mean to backtest with 1-2% stop loss, 1-2 days holding period and no profit stop...
yepher, thanks for hint, I didn't know what. There are soo many "hidden" SF features which only few people know... How to know them all? Who knows about "opcl%" SF function?
Alex
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yepher
359 posts
msg #37896
- Ignore yepher |
9/9/2005 1:21:01 PM
shelupinin,
I have spent a lot of time through the years to document, as throughly as possible, all StockFetcher commmands. You can find my attempt here:
http://yepher.com/~yepher/stockfetcher/command.html
The only thing I ask is if you find the docuemnt/tools useful that you click on the google banner links every now and then ;)
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shelupinin
120 posts
msg #37915
- Ignore shelupinin |
9/12/2005 11:06:53 AM
below is just another example of filter for swing trading, 1-5 days holding period
Alex
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yepher
359 posts
msg #37935
- Ignore yepher |
9/13/2005 7:43:08 PM
shelupinin,
I spent some late nights and analyzed your filter. Back testing seems to show this is a viable filter. I ran the tests against a random sample of common stock.
I used the filter as is for the buy order. For an exit I used hold 5 days then sell after 2% drop in price. (as mention above)
Report: http://yepher.com/~yepher/shelupinin_05091200/report.html
I hope this helps.
-- Yepher
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ssmike123
9 posts
msg #37938
- Ignore ssmike123 |
9/13/2005 9:37:40 PM
shelupinin; This last search you have posted, is it for longs or shorts? It comes up with stocks that have been very weak.
Thanks
Shawn
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shelupinin
120 posts
msg #37947
- Ignore shelupinin |
9/14/2005 4:33:54 AM
to ssmike123: it's for long. sometimes every filter shows poor result, there is no exclusion, for last 2 day performance is really poor, but since this filter use rsi(3)<3 then after that condition stock will either go up very well or go down also very well, so the strategy to use this filter is "cut the looser, let the winners run", I guess 1-2% stop loss is OK.
Alex
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shelupinin
120 posts
msg #37948
- Ignore shelupinin |
9/14/2005 4:53:08 AM
yepher, how did you do all those reports http://yepher.com/~yepher/shelupinin_05091200/report.html ?
Alex
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