lforrester
4 posts
msg #144015
- Ignore lforrester |
7/3/2018 12:29:48 PM
Below is a filter I'm using for bounce plays. I want stock above their 150 day ma, but this filter will show stocks below the 150 ma sometimes. Ex. TRTC. Is there something wrong with my 150 MA syntax?
show atocks where close is above .99
Average Volume(50) >= 500000
Close is greater than ma(150)
ADX(7) is above 45
Average True Range Percent(10) is above 4
RSI(3) is below 30
add column rsi(3)
add column average true range percent(10)
add column ATR(10)
add column market
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lforrester
4 posts
msg #144016
- Ignore lforrester |
7/3/2018 12:34:05 PM
Never mind. My charting was wrong. Filter ok.
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boston
58 posts
msg #144017
- Ignore boston |
7/3/2018 12:34:46 PM
change the greater than to is above
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lforrester
4 posts
msg #144018
- Ignore lforrester |
7/3/2018 12:38:48 PM
Correction TRTC is below it's 150 MA. Any suggestions?
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lforrester
4 posts
msg #144019
- Ignore lforrester |
7/3/2018 12:40:31 PM
Got it. thanks much
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Mactheriverrat
3,153 posts
msg #144021
- Ignore Mactheriverrat |
7/3/2018 9:05:57 PM
TRTC doesn't look like its going anywhere but down.
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compound_gains
222 posts
msg #144027
- Ignore compound_gains
modified |
7/4/2018 12:34:34 PM
Interesting 10-day backtest YTD...
: sort on average true range percent(10) descending
: trade only the stock at the top of the list
: set buy limit at mid-point of setup day bar
: no allowance for commissions
: no slippage on entry (buy limit)
: just measuring 10-day high over entry, so no exit and net gain calcs
60 trades triggered
Avg 10-day high over entry = 15%
Median 10-day high over entry = 10.5%
Trades w 10-day high 10% or higher = 60%
https://drive.google.com/open?id=1hzfoK2jgHlEPNPoOzYNl5ZbSbfLR7rwb
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