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nibor100
1,046 posts
msg #150955
Ignore nibor100
2/27/2020 4:43:33 PM

Short price will do.
Thanks
Ed S.

olathegolf
119 posts
msg #150961
Ignore olathegolf
2/27/2020 8:37:00 PM

Sorry for the length.

* Trigger Date is "3 Days Ago" from Filter Date

Filter Date Symbol Short Price
1/7/2019 RYCE 9.4
1/7/2019 ADXS 2.92
1/7/2019 APRN 15.45
1/8/2019 BTAI 4.5
1/9/2019 CGIX 8.1
1/10/2019 AXSM 7.07
1/10/2019 ADXS 4.2
1/10/2019 BW 4.76
1/10/2019 SAGE 144.46
1/10/2019 INSM 18.75
1/10/2019 QEP 8.42
1/11/2019 AXSM 8.11
1/11/2019 VHC 2.79
1/11/2019 RYCE 10
1/11/2019 INSM 21.08
1/11/2019 QEP 8.67
1/15/2019 RYCE 13.8
1/15/2019 VHC 3.52
1/15/2019 INSM 20.6
1/16/2019 PRPO 4.12
1/16/2019 DBD 3.74
1/16/2019 BW 6.73
1/17/2019 MBOT 4.5
1/17/2019 VVUS 3.31
1/18/2019 VVUS 4.4
1/18/2019 APRN 16.95
1/22/2019 MBOT 11.36
1/23/2019 BIOC 2.34
1/25/2019 AVCO 5.95
1/25/2019 VERB 7.95
1/28/2019 BOXL 2.45
1/28/2019 TMDI 4
1/29/2019 PCG 7.9
1/31/2019 PCG 10.61
2/1/2019 OCX 4.09
2/1/2019 PCG 12.31
2/4/2019 WORX 3.48
2/5/2019 CLDX 6.3
2/6/2019 TMSR 2.92
2/6/2019 OCX 4.82
2/6/2019 ZYNE 5.36
2/6/2019 CLDX 7.65
2/7/2019 CLDX 10.5
2/7/2019 ZYNE 6.17
2/8/2019 TMSR 5.25
2/8/2019 AMRS 5.23
2/8/2019 WORX 8.35
2/8/2019 EOLS 26.68
2/11/2019 MGNX 26.15
2/11/2019 AMRS 5.4
2/12/2019 EOLS 27.49
2/12/2019 PAYS 6.98
2/13/2019 AMRS 5.78
2/13/2019 EGAN 10.87
2/13/2019 EYEN 5.7
2/13/2019 CLSK 3.72
2/14/2019 PAYS 7.83
2/14/2019 EGAN 11.69
2/15/2019 CLSK 4.61
2/19/2019 SOLO 5.67
2/19/2019 CLSK 6.68
2/19/2019 COTY 11.1
2/20/2019 SOLO 4.67
2/20/2019 FUV 6.2
2/20/2019 CLSK 5.8
2/20/2019 GSUM 3.8
2/20/2019 IVC 8.55
2/21/2019 GSUM 4.3
2/21/2019 IVC 9.6
2/21/2019 DBD 8.06
2/21/2019 ADMA 4.24
2/22/2019 SOLO 4.47
2/22/2019 SKYS 3.1
2/22/2019 OCC 5.36
2/22/2019 FUV 4.97
2/22/2019 IVC 9.87
2/22/2019 RIOT 3.35
2/22/2019 DBD 8.48
2/22/2019 FCEL 9.84
2/25/2019 IVC 10.43
2/25/2019 RIOT 3.75
2/25/2019 BLNK 3.83
2/25/2019 FCEL 9.84
2/26/2019 ZSAN 5.55
2/26/2019 SKYS 3.05
2/26/2019 ONCT 7.21
2/27/2019 KNDI 8.78
2/27/2019 RIOT 3.75
2/28/2019 ZSAN 4.92
2/28/2019 PLAG 4.15
3/1/2019 TLRA 4.85
3/1/2019 GNCA 7.28
3/4/2019 ZSAN 5.11
3/4/2019 TLRA 5.5
3/4/2019 GNCA 6.24
3/5/2019 RKDA 7.45
3/6/2019 BPTH 6.8
3/6/2019 CIFS 4.93
3/6/2019 TGTX 7.23
3/6/2019 AVGR 6.88
3/7/2019 JRJC 20.5
3/7/2019 CIFS 4.56
3/7/2019 ASND 121.5
3/7/2019 ICON 3.3
3/8/2019 ASND 122.26
3/11/2019 BPTH 18.2
3/12/2019 BPTH 33.85
3/12/2019 SEEL 6.2
3/12/2019 ALT 3.63
3/12/2019 ONCT 10.15
3/12/2019 DFFN 10.47
3/12/2019 ICON 3
3/13/2019 AQB 3.9
3/13/2019 SEEL 3
3/13/2019 ICON 3.5
3/14/2019 BPTH 30.78
3/15/2019 BPTH 35.34
3/15/2019 SEEL 3.58
3/18/2019 AKTX 8.3
3/18/2019 GH 95.01
3/19/2019 ATOS 5.36
3/19/2019 GH 97.21
3/20/2019 GH 98.05
3/21/2019 ATOS 4.57
3/21/2019 AKTX 5.21
3/21/2019 PHAS 5.62
3/21/2019 SND 4.68
3/21/2019 AVGR 10.3
3/22/2019 SRNE 3.91
3/25/2019 AVID 7.39
3/26/2019 SRNE 5.61
3/26/2019 SPI 4.15
3/27/2019 SRNE 5.37
3/28/2019 CPRX 4.98
4/2/2019 IMTE 13.81
4/3/2019 CSSE 12.25
4/3/2019 TCDA 39.75
4/4/2019 AVEO 12.5
4/4/2019 PHAS 11.13
4/5/2019 AVEO 13.5
4/5/2019 PLAG 4.98
4/5/2019 ADMA 5.16
4/8/2019 CVM 4.72
4/8/2019 RIOT 4.6
4/9/2019 ADMA 5.22
4/10/2019 IMUX 21.6
4/10/2019 CVM 6.39
4/10/2019 ZYNE 8.87
4/11/2019 IMUX 30.48
4/11/2019 PRPO 4.09
4/11/2019 RCEL 6.99
4/11/2019 CVM 6.15
4/12/2019 PRPO 5.4
4/12/2019 AMRS 3.65
4/15/2019 AACG 3
4/15/2019 CFRX 6.8
4/16/2019 IMUX 41.6
4/17/2019 PRPO 4.41
4/17/2019 IMUX 25.5
4/17/2019 TRNX 4.75
4/18/2019 AACG 2.99
4/18/2019 PHUN 9.34
4/18/2019 PRPO 6.93
4/22/2019 DCTH 107310
4/23/2019 MBIO 5.57
4/23/2019 PRPO 8.18
4/23/2019 AMRS 5.04
4/24/2019 MBIO 6.12
4/24/2019 PRPO 7.35
4/25/2019 QCOM 87.04
5/3/2019 ATEC 4.17
5/7/2019 DFFN 4.85
5/7/2019 DMRC 47.51
5/8/2019 IMBI 6
5/13/2019 AKRX 4.38
5/13/2019 BW 4.8
5/15/2019 GENE 4.76
5/15/2019 AKRX 4.25
5/20/2019 GENE 4.52
5/23/2019 IOVA 15.72
5/24/2019 OTLK 2.79
5/24/2019 ONCS 2.89
5/28/2019 OBLN 6.8
5/28/2019 TARA 20.84
5/31/2019 SOLY 21.1
5/31/2019 OBLN 7.7
6/3/2019 SOLY 17.97
6/3/2019 OBLN 14
6/5/2019 SOLY 18.63
6/6/2019 GNCA 6.12
6/6/2019 MDXG 5.39
6/7/2019 MDXG 5.6
6/10/2019 GNCA 6.64
6/10/2019 RWLK 7.01
6/11/2019 LJPC 11.6
6/12/2019 LJPC 12.41
6/12/2019 RWLK 5.9
6/13/2019 NBY 4.04
6/13/2019 PRVB 15.01
6/13/2019 CVM 5.84
6/14/2019 JAGX 9.8
6/14/2019 VUZI 3.55
6/14/2019 HEPA 8.61
6/17/2019 VUZI 3.69
6/18/2019 OCUL 4.5
6/19/2019 PRVB 11.9
6/21/2019 MGI 3.36
6/24/2019 KERN 65
6/24/2019 AQB 2.79
6/25/2019 DMAC 4.52
6/25/2019 LWAY 3.5
6/25/2019 AQB 3.21
6/25/2019 EDSA 6.52
6/27/2019 IMUX 14.43
7/1/2019 XSPA 2.35
7/5/2019 CDMO 5.99
7/9/2019 OMN 9.91
7/9/2019 SLS 12
7/10/2019 SLS 11.5
7/10/2019 CRVS 6.41
7/10/2019 OMN 9.95
7/11/2019 OMN 9.98
7/16/2019 SOLY 20.5
7/22/2019 AVRO 22.23
7/22/2019 REKR 2.94
7/23/2019 AVRO 23.07
7/25/2019 REKR 3.9
7/26/2019 OBLN 6.6
7/30/2019 REKR 4.69
7/31/2019 SMSI 5.55
7/31/2019 REKR 5.3
8/2/2019 SMSI 6.25
8/2/2019 SLS 12
8/6/2019 MYGN 44.27
8/6/2019 ENPH 29.49
8/7/2019 MYGN 45.24
8/8/2019 ALLK 66
8/9/2019 ALLK 79.52
8/12/2019 ALLK 86.56
8/12/2019 QMCO 4.95
8/12/2019 OMI 4.04
8/13/2019 OMI 4.55
8/14/2019 RKDA 6
8/14/2019 OMI 4.61
8/14/2019 TXMD 3.15
8/15/2019 RKDA 7.23
8/15/2019 OMI 4.87
8/16/2019 DCPH 36.33
8/16/2019 OMI 5.07
8/16/2019 TRNX 4
8/19/2019 RKDA 8.5
8/19/2019 DCPH 37
8/20/2019 RKDA 8.04
8/20/2019 NVAX 6.78
8/21/2019 DCPH 37.34
8/21/2019 NVAX 8.1
8/21/2019 SLDB 9.48
8/22/2019 SLDB 9.21
8/27/2019 NETE 5.15
8/27/2019 FSLY 25.21
8/27/2019 TELL 8.75
8/28/2019 FSLY 26.86
8/29/2019 FSLY 28.04
8/29/2019 RKDA 9.5
8/30/2019 NETE 4.74
9/3/2019 SSNT 3.5
9/3/2019 FSLY 33.15
9/5/2019 LCI 10.13
9/6/2019 ARDX 5.38
9/9/2019 LCI 10.8
9/10/2019 EDSA 5.84
9/10/2019 ABEO 2.99
9/12/2019 ARDX 5.68
9/12/2019 HOV 15
9/12/2019 CRK 9.2
9/12/2019 MIK 9
9/12/2019 CYOU 8.81
9/13/2019 FRAN 11.19
9/13/2019 YI 4.25
9/13/2019 MIK 9.89
9/13/2019 ACAD 41.29
9/13/2019 MNK 3.61
9/13/2019 DSKE 3.34
9/13/2019 CYOU 8.99
9/13/2019 SIG 16.8
9/13/2019 ENDP 4.03
9/13/2019 ASNA 7.4
9/13/2019 YRCW 3.56
9/13/2019 IVC 7.66
9/13/2019 TEN 13.3
9/13/2019 EXPR 3.07
9/16/2019 FRAN 14.95
9/16/2019 YRCW 4.42
9/16/2019 ACAD 41.17
9/16/2019 CYOU 9.05
9/16/2019 ENDP 4.05
9/16/2019 SIG 17.01
9/16/2019 TEN 13.61
9/16/2019 EXPR 3.16
9/17/2019 TTOO 2.96
9/17/2019 YRCW 4.44
9/17/2019 RUHN 7.1
9/17/2019 PRTK 5.55
9/17/2019 EXPR 3.31
9/17/2019 OSTK 26.89
9/18/2019 FRAN 16.35
9/18/2019 ACAD 40.2
9/18/2019 MNK 3.17
9/18/2019 YRCW 4.5
9/23/2019 SPI 3.39
9/23/2019 LXRX 3.81
9/24/2019 EROS 3.42
9/25/2019 LXRX 3.48
9/26/2019 AVDL 4.46
9/30/2019 OVID 3.45
9/30/2019 VNRX 6.4
10/3/2019 USAT 7.2
10/11/2019 NAT 3.7
10/14/2019 NAT 3.58
10/15/2019 RARX 45.49
10/15/2019 NAT 4.05
10/15/2019 CGIX 5.4
10/16/2019 RARX 46.6
10/17/2019 BIMI 11.11
10/17/2019 RARX 46.9
10/18/2019 RLMD 25.5
10/18/2019 DTSS 3.4
10/18/2019 RARX 46.9
10/18/2019 RETA 158.68
10/21/2019 RETA 166.82
10/21/2019 ASMB 12.69
10/22/2019 BIMI 5.5
10/22/2019 HEPA 3.27
10/22/2019 PLX 3.3
10/22/2019 ASMB 14.77
10/23/2019 BIMI 6.9
10/23/2019 RETA 185.25
10/30/2019 XNET 6.08
10/31/2019 XNET 4.96
11/4/2019 ISEE 3.42
11/4/2019 XNET 5.48
11/5/2019 XNET 5.47
11/5/2019 ELOX 5.47
11/6/2019 ISEE 3.71
11/6/2019 ELOX 7.26
11/6/2019 FIT 7.14
11/7/2019 PCG 7.75
11/8/2019 NXTC 87.5
11/8/2019 ISEE 3.86
11/8/2019 SLS 7.5
11/8/2019 PCG 7.65
11/11/2019 CNST 26.91
11/12/2019 CNST 30.92
11/12/2019 VNTR 3.88
11/12/2019 CRC 8.97
11/13/2019 CLVS 6.02
11/13/2019 COLL 19.68
11/13/2019 BE 5.3
11/15/2019 APDN 4.77
11/15/2019 BREW 16.24
11/15/2019 CLVS 5.82
11/18/2019 BREW 16.28
11/18/2019 CLVS 6.7
11/21/2019 KRTX 89.65
11/21/2019 LK 27.55
11/22/2019 KRTX 117.5
11/22/2019 MYOV 13.55
11/25/2019 KRTX 117.5
11/25/2019 MYOV 13.55
11/26/2019 ARAV 9.71
11/26/2019 SSI 3.45
11/27/2019 KRTX 87.41
11/27/2019 MYOV 14.58
11/27/2019 EYEG 6.89
11/27/2019 SSI 4.35
11/27/2019 CGIX 5.25
11/29/2019 MYOV 15.01
11/29/2019 SRNE 3.01
11/29/2019 AKBA 4.87
12/2/2019 CCXI 30.26
12/2/2019 SSI 4.99
12/2/2019 NLTX 5.19
12/2/2019 HEPA 4.93
12/2/2019 KERN 7.5
12/2/2019 AKBA 4.97
12/3/2019 PNRL 3
12/3/2019 HEPA 6.51
12/3/2019 AKBA 5.6
12/3/2019 CLVS 12.99
12/3/2019 GTT 8.75
12/4/2019 ASLN 6.7
12/4/2019 CCXI 30.49
12/4/2019 HEPA 6.91
12/4/2019 CLVS 16.35
12/4/2019 AKBA 6.19
12/4/2019 GTT 9.01
12/4/2019 OVID 4.28
12/4/2019 CGIX 8.73
12/5/2019 ASLN 2.65
12/5/2019 ORMP 5.4
12/5/2019 SRNE 3.39
12/5/2019 CLVS 14.65
12/5/2019 KOD 46.52
12/5/2019 GTT 8.9
12/6/2019 CCXI 29.42
12/6/2019 DRIO 7.6
12/6/2019 KERN 12.1
12/6/2019 GTT 9.4
12/9/2019 KOD 65.7
12/9/2019 JNCE 8.14
12/9/2019 RLMD 45.57
12/10/2019 AUPH 15
12/10/2019 PTI 3.74
12/11/2019 AUPH 15.22
12/12/2019 FTSV 31.52
12/12/2019 AUPH 16.59
12/12/2019 XBIT 19
12/12/2019 EXPR 5.89
12/12/2019 LXRX 4.97
12/13/2019 FTSV 33.7
12/13/2019 AUPH 17.46
12/13/2019 NLTX 7.83
12/13/2019 ITRM 2.8
12/13/2019 PTI 4.3
12/13/2019 EXPR 6.14
12/13/2019 LXRX 5.01
12/16/2019 FTSV 37.03
12/16/2019 AUPH 18.3
12/16/2019 APTO 4.45
12/16/2019 PTI 4.02
12/17/2019 FTSV 37.63
12/17/2019 APTO 4.37
12/17/2019 CLVS 13.15
12/19/2019 MIRM 17.34
12/19/2019 NK 3.22
12/19/2019 CFRX 4.38
12/19/2019 AMRX 5.62
12/19/2019 AXSM 80
12/20/2019 NK 3.96
12/20/2019 AXSM 80.97
12/23/2019 MIRM 23.22
12/23/2019 AXSM 98.15
12/24/2019 MIRM 23.62
12/24/2019 CBIO 7.53
12/24/2019 NK 3.58
12/24/2019 AXSM 95.73
12/24/2019 PHAS 6.02
12/24/2019 RAD 12.12
12/24/2019 IMGN 5.72
12/26/2019 LAIX 6.9
12/26/2019 RAD 13.9
12/26/2019 AXSM 100.7
12/26/2019 PHAS 6.19
12/26/2019 CRTX 66.76
12/26/2019 SYRS 6.94
12/27/2019 ITCI 39.7
12/27/2019 RAD 15.26
12/27/2019 MBOT 11.79
12/27/2019 SAVA 4.1
12/27/2019 NLTX 12.8
12/27/2019 SYRS 7.4
12/30/2019 MBOT 13.35
12/30/2019 ITCI 37.52
12/30/2019 SAVA 4.76
12/30/2019 RAD 16.89
12/30/2019 CLPS 6.42
12/31/2019 RAD 21.98
12/31/2019 NLNK 3.07
12/31/2019 XRF 3.38
12/31/2019 LQDA 4.89
12/31/2019 DRRX 3.27
1/2/2020 SAVA 6.14
1/2/2020 ITRM 4.6
1/2/2020 RAD 18.8
1/2/2020 CFRX 6.5
1/3/2020 SVRA 4.5
1/3/2020 SAVA 5.41
1/3/2020 SLGL 17.89
1/3/2020 ONCY 4.2
1/6/2020 SLGL 17.5
1/6/2020 ONCY 4.51
1/6/2020 NVCN 4.14
1/6/2020 NIO 4.1
1/7/2020 SAVA 6.87
1/8/2020 SAVA 10.45
1/8/2020 BTAI 16.6
1/8/2020 NIO 4.19
1/9/2020 PACD 6.58
1/9/2020 ONCY 4.28
1/10/2020 GENE 3.85
1/13/2020 SAVA 8.62
1/14/2020 GENE 4.54
1/14/2020 AGTC 8.6
1/14/2020 TARA 33.5
1/14/2020 APLT 43.28
1/15/2020 CPAH 4.08
1/15/2020 SEED 9.58
1/15/2020 NLS 3.4
1/15/2020 CFRX 11.8
1/15/2020 LJPC 6.15
1/16/2020 ADAP 5.53
1/16/2020 OVV 4.33
1/16/2020 NLS 3.47
1/16/2020 BYND 124.73
1/16/2020 LJPC 7.93
1/16/2020 NK 6.55
1/20/2020 ADAP 3.67
1/20/2020 AGTC 8.36
1/20/2020 RTIX 4.5
1/20/2020 LJPC 8.44
1/20/2020 NLS 3.7
1/20/2020 IRIX 3.43
1/21/2020 ADAP 4.18
1/21/2020 PECK 6.99
1/21/2020 OVV 4.26
1/21/2020 RTIX 4.62
1/22/2020 ADAP 4.51
1/22/2020 NK 6.95
1/22/2020 TCON 4.05
1/22/2020 ACMR 36
1/22/2020 OGI 3.38
1/22/2020 SIG 29.8
1/22/2020 MNTA 30.32
1/22/2020 MNK 5.18
1/22/2020 LJPC 8.03
1/23/2020 ADAP 4.43
1/23/2020 OVV 20
1/23/2020 MNTA 30.08
1/24/2020 NNVC 3.97
1/24/2020 NVAX 8.38
1/24/2020 CSS 9.36
1/24/2020 ACMR 46
1/24/2020 MNK 6.38
1/24/2020 CYH 3.95
1/25/2020 ACMR 46.67
1/25/2020 CVM 12.76
1/25/2020 CYH 4.01
1/28/2020 NNVC 6.52
1/28/2020 NVAX 7.99
1/28/2020 TRIL 4.14
1/28/2020 CVM 14.51
1/29/2020 NNVC 14
1/29/2020 APT 7.8
1/29/2020 NVAX 9.23
1/29/2020 TRIL 4.28
1/30/2020 NNVC 12.31
1/30/2020 CBLI 3.45
1/30/2020 CODX 2.9
1/30/2020 AHPI 4
1/30/2020 APT 7.16
1/30/2020 INO 5.67
1/30/2020 AEMD 3.8
1/30/2020 VIR 24.05
1/30/2020 TRIL 4.55
1/31/2020 ARMP 4.19
2/3/2020 NNVC 10.72
2/3/2020 XLRN 78.69
2/4/2020 CBLI 3.65
2/4/2020 AHPI 4.09
2/4/2020 NNVC 18.2
2/4/2020 XLRN 85.53
2/4/2020 VVNT 16.75
2/5/2020 CBLI 3.33
2/5/2020 NNVC 12.97
2/5/2020 BIMI 5.6
2/5/2020 CODX 3.1
2/5/2020 XLRN 93
2/5/2020 AEMD 4
2/6/2020 BIMI 5.03
2/7/2020 INSM 33.29
2/7/2020 TSLA 823.26
2/10/2020 VVUS 3.3
2/10/2020 NAV 37.5
2/10/2020 PBYI 13.72
2/10/2020 INSM 34.03
2/11/2020 UIS 16.06
2/12/2020 UIS 16.43
2/13/2020 DAO 26.6
2/13/2020 TCO 53.12
2/13/2020 VTVT 3
2/13/2020 KZR 5.05
2/14/2020 REXN 3.12
2/14/2020 TCO 53.16
2/14/2020 S 8.45
2/14/2020 UIS 16.72
2/18/2020 CAN 7.06
2/18/2020 S 8.51
2/18/2020 UIS 16.95
2/19/2020 S 8.64
2/19/2020 TCO 53.2
2/20/2020 GNPX 4.6
2/20/2020 BTAI 37.98
2/20/2020 S 8.71
2/20/2020 TCO 53.2
2/20/2020 ADVM 15.98
2/20/2020 SPCE 32.17
2/21/2020 GNPX 4.13
2/21/2020 BLPH 9.31
2/21/2020 S 9.25
2/21/2020 BCLI 6.3
2/21/2020 BTAI 39.4
2/21/2020 SQNS 7.59
2/21/2020 SPCE 38.79
2/21/2020 SQNS 7
2/21/2020 WSG 4.61
2/24/2020 BBI 2.97
2/24/2020 GNPX 4.6
2/24/2020 STMP 155.01
2/24/2020 IOTS 12.35


olathegolf
119 posts
msg #150962
Ignore olathegolf
2/27/2020 8:52:09 PM

VE - you're welcome.
Here's the histogram of trades.
Almost 14 months and 144 trading days where the filter provided at least 1 result.

Trades >=….Days
1…...............144
2….................86
3….................40
4….................20
5….................10
6….................6
7….................3
8….................3
9….................1



olathegolf
119 posts
msg #150964
Ignore olathegolf
2/27/2020 9:11:17 PM

Looking at the data and seeing a few outlier (large) losses when holding 2 or 3 days, I see why a 1 day hold is attractive. Returns are lower but at least you can see what's going on during the day and bail out if the trade is going south. Some of the big losses on the 2d and 3d holds with large gaps up.

Number of Losses Greater than 100%:
Test 1 - Stock VE Strategy: 1 (-113%)
Test 2 - ROC<50 Exit: 1 (-105%)
Test 3 - Exit @1d: 1 (-113%)
Test 4 - Exit @2d: 4 (-388%, -380%, -142%, and -105%)
Test 5 - Exit @3d: 2 (-364% and -112%)

I thought it might be interesting to look at a "take profit" strategy on day 1 coupled with a stop loss strategy. Problem is that on days when both would appear to trigger, you can't tell which one would trigger first. Nonetheless, it would be worth exploring.

I can see why KSK8 generally gets in and out the same day.

Thanks Village Elder and KSK8 for your contributions.

fotchstecker
304 posts
msg #150966
Ignore fotchstecker
2/27/2020 10:00:41 PM

Nibor, you are correct that the Stratasearch "Help" function inside the app and the standalone PDF are the same. I have the PDF if you want it. Send me an email.

olathegolf
119 posts
msg #150969
Ignore olathegolf
2/28/2020 2:31:42 AM

I took a look at the 2 large losses - both greater than 300% from OVV in January 2020. Looking at the chart, these would not have been traded. Stock bounced up and down between 5 and 24. Not sure what was going on there.
I will update results once I'm allowed to edit my posts. I'm not sure why but I'm not given that option right now.

nibor100
1,046 posts
msg #150977
Ignore nibor100
2/28/2020 9:30:28 AM

@olathegolf,

Thanks for the data and including the dates, which I had forgotten.

Regarding your table of trade frequencies/histogram
When I apply conditional formatting to the date column to color cells for unique values and then filter that same column by that color the results indicate only 72 dates that had 1 trade not 144 dates .

Since 72 is half of 144 am I missing something?

Ed S.

olathegolf
119 posts
msg #150980
Ignore olathegolf
2/28/2020 10:09:50 AM

Nibor, it was a little confusing the way I showed it before. I was showing greater than or equal to so I've revised the table to reflect only equal to.....

Also, counting the total number of trading days, I still get 144 days out the 14 months of trading....roughly about 50% of the trading days.

Trades/Day…..Occurrences….Number of Total Trades
1…………...……..……72……………...………….….72
2…………...……..……63……………...………….….126
3…………...……..……32……………...………….….96
4…………...……..……26……………...………….….104
5…………...……..……12……………...………….….60
6…………...……..……12……………...………….….72
7…………...……..……2……………...………….….14
8…………...……..……3……………...………….….24
9…………...……..……3……………...………….….27
10…………...……..……0……………...………….….0
11…………...……..……0……………...………….….0
12…………...……..……0……………...………….….0
13…………...……..……0……………...………….….0
14…………...……..……1……………...………….….14

Total trades is still 609.....I have not removed the three OVV selections from the table above.


Village Elder
231 posts
msg #150982
Ignore Village Elder
2/28/2020 10:56:20 AM

If you get more than a few trades each day, and hold for three days, you can't take on any more trades after a short while due to lack of funds. Ignoring this is okay for a backtest, but it is something that you need to acknowledge as you are presenting the results.

APT is killing me right now, but all of the other trades have been acting decently.

olathegolf
119 posts
msg #150983
Ignore olathegolf
2/28/2020 12:05:41 PM

I acknowledge that this is simply data presented for everybody's consumption. I am not advocating if or how to trade this. The backtest at a high level does provide some measure of validation though.Thanks for sharing with us.

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