TheRumpledOne
6,529 posts
msg #46899
- Ignore TheRumpledOne |
9/12/2006 11:49:44 PM
set{MACDb,days(MACDDiff is above MACDDiff 1 day ago,100)}
set{MACDa,days(MACDDiff is below MACDDiff 1 day ago,100)}
set{MACDX, MACDa - MACDb}
I wonder where you got that from Riggs? LOL!
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cdvllc
15 posts
msg #46905
- Ignore cdvllc |
9/13/2006 12:13:24 PM
Hi All,
How are you back testing Histogram Magic. I tested it 11/2/2005 - 5/18/2006 (a good trading window for me this year) and Histogram Magic didn't do as well. I was using a 20%G and 10%L sell criteria.
Does anyone have any suggestions or do we need to cherry pick the stocks from the list?
Thank you,
R.
| Approach Information | | Approach Name: 2 day slope of DMA(28,-14)is above 0 DMA(28,-14)i... | | Test started on 11/02/2005 ended on 05/18/2006, covering 135 days | | Filter used: | 2 day slope of DMA(28,-14)is above 0
DMA(28,-14)is more than 3% above close
MACD Histogram(4,8)is increasing the last 1-day
MACD Histogram(4,8)1-day ago had been decreasing the last 1-day
Set{MACDDiff, MACD fast line(4,8) - MACD slow line(4,8) }
set{MACDb,days(MACDDiff is above MACDDiff 1 day ago,100)}
set{MACDa,days(MACDDiff is below MACDDiff 1 day ago,100)}
set{MACDX, MACDa - MACDb}
Draw EMA(5)
Draw MA(20)
Average volume(90)is above 100000
Volume is above 100000
Add column DMA(28,-14)
Add column MACDX
sort column 2 descending
close is between 1 and 500
offset 0
/* ACCUMULATION WARM POP-80 */
/* NORMALIZE accumulation distribution */
set{adval, INDPOSITION(accumulation distribution, 60) * 100 }
/* NORMALIZE RSI(7) */
set{rsval, INDPOSITION(RSI(7), 60) * 100}
/* NORMALIZE CCI(7) */
set{ccval, INDPOSITION(CCI(7), 60) * 100 }
/* NORMALIZE williams %R(7) */
set{wrval, INDPOSITION(williams %R(7), 60) * 100 }
and draw wrval
and draw adval on plot wrval
and draw rsval on plot wrval
and draw ccval on plot wrval
rsval is increasing 1-day
wrval is increasing 1-day |
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| Trade Statistics | | There were 120 total stocks entered. Of those, 108 or 90.00% were complete and 12 or 10.00% were open. | | Of the 108 completed trades, 46 trades or 42.59%resulted in a net gain. | | Your average net change for completed trades was: 0.17%. | | The average draw down of your approach was: -8.00%. | | The average max profit of your approach was: 9.81% | | The Reward/Risk ratio for this approach is: 1.04 | | Annualized Return on Investment (ROI): 3.04%, the ROI of ^SPX was: 9.14%. |
| Exit Statistics | | Stop Loss was triggered 45 times or 41.67% of the time. | | Stop Profit was triggered 17 times or 15.74% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time (20 days) 46 times or 42.59% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 2 day chg | 5 day chg | 10 day chg | 20 day chg | 35 day chg | | Winners: | 46 | 59 | 59 | 58 | 50 | 50 | | Losers: | 61 | 58 | 61 | 60 | 69 | 69 | | Win/Loss Ratio: | 0.75:1 | 1.02:1 | 0.97:1 | 0.97:1 | 0.72:1 | 0.72:1 | | Net Change: | 0.17% | 0.34% | 0.08% | -0.02% | -0.92% | 0.07% |
| Statistics By Variable: Match Price | | | <15 | <30 | <45 | <60 | <75 | <90 | <105 | <120 | <135 | <150 | | Completed | 29:35 | 6:14 | 9:5 | 1:3 | 1:2 | - | 0:1 | 0:1 | - | - | | 2 day chg | 30:34 | 15:7 | 10:10 | 0:4 | 2:3 | - | 1:0 | 1:0 | - | - | | 5 day chg | 35:32 | 10:12 | 10:10 | 1:3 | 3:2 | - | 0:1 | 0:1 | - | - | | 10 day chg | 33:32 | 8:14 | 13:7 | 2:2 | 2:3 | - | 0:1 | 0:1 | - | - | | 20 day chg | 31:36 | 8:14 | 9:10 | 1:3 | 1:4 | - | 0:1 | 0:1 | - | - | | 35 day chg | 31:35 | 8:14 | 7:13 | 2:2 | 2:3 | - | 0:1 | 0:1 | - | - |
| Statistics By Variable: Average Volume | | | <5.0M | <10.0M | <15.0M | <20.0M | <25.0M | <30.0M | <35.0M | <40.0M | <45.0M | <50.0M | | Completed | 35:48 | 8:3 | 1:4 | 1:3 | 0:1 | 1:0 | - | 0:1 | - | 0:1 | | 2 day chg | 48:41 | 7:5 | 3:3 | 1:3 | 0:2 | 0:1 | 0:1 | 0:1 | - | 0:1 | | 5 day chg | 45:45 | 7:7 | 2:4 | 2:2 | 0:2 | 1:0 | 0:1 | 1:0 | - | 1:0 | | 10 day chg | 42:46 | 10:4 | 3:3 | 1:3 | 1:1 | 1:0 | 0:1 | 0:1 | - | 0:1 | | 20 day chg | 38:51 | 8:6 | 1:5 | 2:2 | 0:2 | 1:0 | 0:1 | 0:1 | - | 0:1 | | 35 day chg | 35:54 | 9:5 | 2:4 | 2:2 | 1:1 | 0:1 | 0:1 | 1:0 | - | 0:1 |
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tmaugham
115 posts
msg #46906
- Ignore tmaugham |
9/13/2006 8:16:59 PM
Here are my top plays from my "DMA Histogram Magic" filter today......
CKH
ANDE
FOXH
TNEN
Riggs, why did you pick these four?
Thanks,
Tom
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WALLSTREETGENIUS
983 posts
msg #46908
- Ignore WALLSTREETGENIUS
modified |
9/13/2006 9:58:26 PM
- DELETED BY THEMIGHTYRIGGS HIMSELF -
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WALLSTREETGENIUS
983 posts
msg #46910
- Ignore WALLSTREETGENIUS
modified |
9/14/2006 1:16:16 AM
- DELETED BY THEMIGHTYRIGGS HIMSELF -
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cdvllc
15 posts
msg #47019
- Ignore cdvllc |
9/17/2006 10:28:19 PM
Riggs -
If you're trading 3-5 days you should be able to back test using StockFetcher because it allows you to setup your exit using any method you would like to use.
I guess I'm curious what you use as your exit criteria. Do you just wait for 3 days and sell or do you have a profit target?
Thank you,
CDV - Renn
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WALLSTREETGENIUS
983 posts
msg #47020
- Ignore WALLSTREETGENIUS
modified |
9/17/2006 11:36:40 PM
- DELETED BY THEMIGHTYRIGGS HIMSELF -
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WALLSTREETGENIUS
983 posts
msg #47697
- Ignore WALLSTREETGENIUS
modified |
10/27/2006 3:36:53 AM
- DELETED BY THEMIGHTYRIGGS HIMSELF -
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WALLSTREETGENIUS
983 posts
msg #48564
- Ignore WALLSTREETGENIUS
modified |
12/12/2006 12:45:24 AM
- DELETED BY THEMIGHTYRIGGS HIMSELF -
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tmaugham
115 posts
msg #48632
- Ignore tmaugham |
12/15/2006 12:21:09 PM
pop
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