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 msg #127650
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 | 3/20/2016 11:36:46 AM 
 StockFetcher Forums · Backtesting Support · navigating between Backtesting, Watch lists, and Filters	<< >>Post Follow-up
 chasj
 23 posts
 msg #96159
 - Ignore chasj 	9/10/2010 6:39:18 PM
 
 I have been working with stockfetcher for about 6 months so I am not quite a newbie. I love the concept.
 
 But I cannot reliably make filters, watch lists and filters to work as it looks like they should. Is there a manual on how to do this?
 
 I want to set up a watch list with about 100 stocks. I want to have the capability to create filters and run backtests to optimize the filters. Seems simple but I can't break the code. I have instances where it works well then sometimes it doesn't.
 
 I am a PhD in Statistics. I started in computing in 1958. I have been a system engineer during most of my career. I am still working and contributing at 78 years old. But I am bamboozled by Stock Fetcher.
 
 Can I get some help?
 
 Mactheriverrat
 662 posts
 msg #96169
 - Ignore Mactheriverrat 	9/10/2010 11:31:46 PM
 
 To me there is no one filter that is the Holy Grail that works great all the time.
 
 One of my filters is below:
 Show stocks where the MACD Histogram(12,26,9) is increasing the last 2 days below 0
 and close is between 2 and 20
 and Slow Stochastics Fast %K(10) crossed above 20
 show stocks where the PVO(10,100) has been increasing last 7 days
 I did a back test 7-6-10 to 8-9-10 and the results were:
 7/6/2010 to 8/9/2010 85% wins 15% loss 5.45:1 win/loss ration 2.83 risk/reward 192.26%ROI
 another backtest
 2/12/2010 to 4/26/2010 69%wins 29%loss 2.38:1 win / loss ratio 5.04risk/reward 232.04% ROI
 So each filter does different when the Bulls are making a semi-run up.
 To me when the market goes south play the bear's
 http://forums.stockfetcher.com/sfforums/?q=view&fid=1002&tid=96013&qrid=
 another filer someone posted called "Interesting - VXX and SPY ratio accurately calls recent tops and bottoms"
 -----------------------------------------------------
 SET{SPY, IND(SPY,CLOSE)}
 SET{VXX, IND(VXX,CLOSE)}
 SET{RATIO, VXX / SPY}
 SET{RATIOMA13, CMA(RATIO,13)}
 SET{VXX_LONG, COUNT(RATIO ABOVE RATIOMA13,1)}
 SET{SP500_LONG, COUNT(RATIO BELOW RATIOMA13,1)}
 SET{TRIGGER,0}
 
 DRAW RATIO ON PLOT RATIOMA13
 
 DRAW VXX_LONG ON PLOT TRIGGER
 DRAW SP500_LONG ON PLOT TRIGGER
 
 SYMLIST(SPY,VXX)
 
 ADD COLUMN SP500_LONG
 ADD COLUMN VXX_LONG
 -----------------------------------------------
 
 
 
 
 
 
 Bulls in charge
 11-06-09
 to
 1-20-10
 
 Bears in charge
 1-21-10
 to
 2-11-10
 
 Bulls take back over
 2-12-10
 to
 4-26-10
 
 Bears back in again
 4-27-10
 to
 6-7-10
 
 Bull takeover
 6-8-10
 to
 6-20-10
 
 Bear trap
 6-21-10
 to
 7-5-10
 
 Bull summer rally
 7-6-10
 to
 8-9-10
 
 Bears late summer take over
 8-10-10
 to
 8-31-10
 
 
 Sept back to School, Football rally
 9-1-10
 to
 ?
 
 
 
 stocktrader
 293 posts
 msg #96181
 - Ignore stocktrader 	9/11/2010 1:20:47 PM
 
 
 
 
 
 
 
 
 
 
 
 novacane32000
 250 posts
 msg #96821
 - Ignore novacane32000 	10/8/2010 8:03:45 PM
 
 Nice Filter !!
 
 Do you have one that does the exact opposite for short plays?
 
 
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