MARY4MONEY
806 posts
msg #50300
- Ignore MARY4MONEY |
2/28/2007 10:26:34 AM
you can get 65-90% winners just using different variations for the rsi(2) for example using the weekly rsi(2) <3% gets you 70% winners on the nasdzq 100 -using the daily rsi(2) <3% gets you 64% winners but you put the weekly and daily together you get 75% winners and if you use <10 on the mfi you can get 80-88% winners. i just did and intersting little study using rsi(2) below ? and here is what i got <50-10% -59% winners but <5% jumped clear to 75% winners- i think you seee what im doing here- lets get some of you ideas too-good luck
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MARY4MONEY
806 posts
msg #50301
- Ignore MARY4MONEY |
2/28/2007 10:36:10 AM
taking the whole nasdaq you gets 61% winners if rsi(2) <3% last 5 days but if you use the last 10 days you get only 28% winners(a good short filter) it looks like the faster they go down-the faster they go up-which we can use for construting filters
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MARY4MONEY
806 posts
msg #50303
- Ignore MARY4MONEY |
2/28/2007 10:55:13 AM
if you add close more than 10% close 20 days ago you go from 75% winners to 85% winners using the nasdaq 100
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MARY4MONEY
806 posts
msg #50304
- Ignore MARY4MONEY |
2/28/2007 10:57:19 AM
if you say close more than 10% below close 10 days ago you get 90% winners
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traderblues
195 posts
msg #50305
- Ignore traderblues |
2/28/2007 11:02:58 AM
What are you using for the sell side?
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MARY4MONEY
806 posts
msg #50306
- Ignore MARY4MONEY |
2/28/2007 11:19:12 AM
daily rsi(2) above 90% and intraday rsi(2) 30-60 minute bar >98%
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cello13
88 posts
msg #50312
- Ignore cello13 |
2/28/2007 1:44:56 PM
What about working with montly RSI(2)? Maybe this could be done in SF too. But they don't have monthly data. Somebody out there having the formula of RSI(2) to calculate it? Maybe we could do it with the weekly data and the right formula?
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maxreturn
745 posts
msg #50359
- Ignore maxreturn |
3/2/2007 9:01:43 AM
Mary, can you go into a little more detail about how you quantify percent winners? What is your hold time? What are your entry and exit triggers?
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maxxam80
108 posts
msg #50563
- Ignore maxxam80 |
3/14/2007 3:17:27 PM
so whats the final filter for 90% winners
I find it hard to follow
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Railwhore
69 posts
msg #50645
- Ignore Railwhore |
3/22/2007 10:02:49 PM
Getting close?
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