shillllihs 6,044 posts msg #115538 - Ignore shillllihs |
9/26/2013 11:51:34 AM
A system that will predict if TNA will be up or down tomorrow.
Anyone ever come close to finding a method or filter?? Just a little dream of mine...
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klynn55 747 posts msg #115553 - Ignore klynn55 |
9/26/2013 5:35:18 PM
shi: id give it to you but im afraid it would denigrate my profits !
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shillllihs 6,044 posts msg #115554 - Ignore shillllihs |
9/26/2013 5:47:13 PM
wise man
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Eman93 4,750 posts msg #115555 - Ignore Eman93 |
9/26/2013 6:49:31 PM
Like this?
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Eman93 4,750 posts msg #115556 - Ignore Eman93 |
9/26/2013 6:50:39 PM
There were 25 total stocks entered. Of those, 25 or 100.00% were complete and or 0.00% were open.
Of the 25 completed trades, 18 trades or 72.00%resulted in a net gain.
Your average net change for completed trades was: 2.11%.
The average draw down of your approach was: -3.01%.
The average max profit of your approach was: 4.94%
The Reward/Risk ratio for this approach is: 2.53
Annualized Return on Investment (ROI): 185.81%, the ROI of ^SPX was: 23.02%.
Equity Summary
Starting Account Value: $100,000.00 Fees per trade: $0.00
Ending Account Value: $162,748.62. Cash: $162,748.62 Market value of holdings at end: $0.00 (paid: $0.00)
Realized gain/loss: $62,748.62 ($2,509.94 per trade.)
Total Commissions Paid: $0.00
Unrealized gain/loss: $0.00.
Exit Statistics
Stop Loss was triggered 1 times or 4.00% of the time.
Stop Profit was triggered 4 times or 16.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (3 days) 20 times or 80.00% 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 #115558 - Ignore Eman93 |
9/26/2013 6:54:25 PM
Name: tna tza fas faz
Approach Type: Long
Start Date: 9/29/2011
End Date: 9/26/2013
Benchmark Symbol: ^SPX
Cash and Holdings
Starting Cash: 100,000.00
Commission Per Trade: -
Trade Size:
Allow Negative Balance:
Partial Shares:
Exit Setup
Stop Loss: 8.0
Profit Stop: 8.0
Trailing Stop Loss: -
Minimum Holding Days: 1
Maximum Holding Days: 3
Exit Tests: No exit tests defined.
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shillllihs 6,044 posts msg #115560 - Ignore shillllihs |
9/26/2013 8:28:28 PM
nice. will this filter remain a secret?
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marine2 963 posts msg #115561 - Ignore marine2 |
9/26/2013 9:28:34 PM
To share is to give, and to give, makes everyone feel good. This is why I love our Forum. God bless you all.
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shillllihs 6,044 posts msg #115595 - Ignore shillllihs |
9/27/2013 10:20:08 PM
so i'll ask 1 more time since everyone is so very generous. is anyone ready to disclose the ultimate filter or maybe a pattern such as when your dog farts at a certain decibel market goes up.
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klynn55 747 posts msg #115597 - Ignore klynn55 |
9/28/2013 6:28:29 PM
you first !!!
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