| StockFetcher Forums · General Discussion · Filer performance | << >>Post Follow-up |
| gsharp 4 posts msg #127641 - Ignore gsharp |
3/19/2016 11:18:26 AM On My Filters, the drop down menu offers "Filter Performance." Can anyone explain what the columns mean? How do you interpret the columns? What does the "Month, Week, Day" choices do? What does the "Offset" number do? Thank you. |
| four 5,087 posts msg #127643 - Ignore four |
3/19/2016 12:08:04 PM http://www.stockfetcher.com/sfhelp2/?id=100379 Please investigate OFFSET. The StockFetcher guide address is posted above. |
| four 5,087 posts msg #127644 - Ignore four modified |
3/19/2016 12:20:42 PM ADV# = How many advanced ADV% = Percentage advanced DEC# = How many declined DEC% = Percentage declined Click the buttons DAY (1 day), WEEK (5 days), MONTH (22 days) and watch the offset day change: increase or decrease. Much like a slider would allow you to increase or decrease a value. 
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| novacane32000 331 posts msg #127647 - Ignore novacane32000 |
3/20/2016 9:18:24 AM Is it possible to add a column to your filter results that give you the performance of the filter for the next 1,2,3 days? It would also be cool to see the max drawdown for your filter result over that time period. So if my filter returned stock PNW at the close on Monday 3/14/16 then I could look at it today and see the intraday high and intraday low for the next few days after the stock triggered. |
| four 5,087 posts msg #127648 - Ignore four |
3/20/2016 10:47:29 AM perhaps a start... /*trigger occurred 5 days ago*/ show stocks where days(low 15% below lower Bollinger(20),6) equals 5 /*high and low for a couple days after trigger*/ add column separator add column high 4 days ago{h4} add column high 3 days ago{h3} add column low 4 days ago{l4} add column low 3 days ago{l3} /*see: http://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp*/ low > 10 volume > 100000 |
| novacane32000 331 posts msg #127652 - Ignore novacane32000 |
3/20/2016 1:06:20 PM Thanks Four. What I'm trying to do is find a way to backtest a stock once it triggers on a filter. So if PNW triggers Friday and I buy it Monday --then I could look at the filter 3 or 4 days from Monday and see how it did going forward. |
| four 5,087 posts msg #127653 - Ignore four modified |
3/20/2016 2:07:22 PM novacane, You want to be able to enter the "true" buy price and not just the open on Monday? e.g., stock opens at 10 and your actual purchase is 10.01 |
| four 5,087 posts msg #127655 - Ignore four modified |
3/20/2016 2:31:52 PM The simple answer is to run your original filter, again, with the use of OFFSET with the number of days ago the filter triggered.  |
| gsharp 4 posts msg #127677 - Ignore gsharp |
3/22/2016 1:05:12 PM Thank you "four." |
| four 5,087 posts msg #127680 - Ignore four |
3/22/2016 9:27:55 PM gsharp, Welcome. |
| StockFetcher Forums · General Discussion · Filer performance | << >>Post Follow-up |