ciscoslaves
5 posts
msg #91469
- Ignore ciscoslaves |
4/21/2010 3:08:41 AM
Whats the best/easiest way to backtest this or similar strategies?
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Eman93
4,750 posts
msg #91594
- Ignore Eman93 |
4/24/2010 10:02:46 AM
OK this is the list to start the game ....
DEAR - Dearborn Bancorp, Inc. 3.96 33.33 4464000 9.50 2.92 0.31 4.00 0.00 12.00 4.00 historical 3m , 6m , 1y , 2y
MBI - M B I A INC 10.48 4.80 14112400 37.00 2.85 0.08 4.00 0.00 11.00 1.00 historical 3m , 6m , 1y , 2y
CPE - CALLON PETROLEUM CO... 6.55 5.31 1459200 2.31 2.85 1.23 4.00 2.00 11.00 3.00 historical 3m , 6m , 1y , 2y
MED - Medifast Inc 30.94 3.48 958200 37.00 2.85 0.08 4.00 0.00 11.00 1.00 historical 3m , 6m , 1y , 2y
CEMJQ - Chemtura Corporation 1.50 -0.66 390300 12.33 2.85 0.23 4.00 0.00 11.00 3.00 historical 3m , 6m , 1y , 2y
VSTNQ - VISTEON CORP 1.52 12.59 3321600 1.25 2.85 2.27 4.00 3.00 11.00 10.00 historical 3m , 6m , 1y , 2y
NR - NEWPARK RESOURCES INC 6.63 2.00 765300 0.00 2.85 0.00 4.00 0.00 11.00 0.00 historical 3m , 6m , 1y , 2y
PCBC - Pacific Capital Ban... 5.11 16.93 8956600 12.33 2.85 0.23 4.00 0.00 11.00 3.00 historical 3m , 6m , 1y , 2y
ICO - INTERNATIONAL COAL ... 5.47 3.60 2856500 0.00 2.85 0.00 4.00 0.00 11.00 0.00 historical 3m , 6m , 1y , 2y
TUES - Tuesday Morning Corp. 8.59 4.00 497100 18.50 2.85 0.15 4.00 0.00 11.00 2.00 historical 3m , 6m , 1y , 2y
BGP - BORDERS GROUP INC MICH 2.88 -0.69 890000 2.18 2.85 1.31 4.00 2.00 11.00 4.00 historical 3m , 6m , 1y , 2y
MHR -
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Kevin_in_GA
4,599 posts
msg #91633
- Ignore Kevin_in_GA |
4/25/2010 6:30:33 PM
Eman:
I'm going to follow my own rules on trading this - only the top scorers, since the entire approach is based on statistics.
DEAR
MED
MHR
MBI
All in at equal portions (since we are all trading $10,000 limit, I'll buy $2500 of each at the open tomorrow, unless the futures show a big drop, in which case I'll wait to see where it stabilizes by 10-11 AM).
Trading this virtually in my TRADEMonster account. Will post all details as we had agreed.
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hmsb4494
81 posts
msg #91635
- Ignore hmsb4494
modified |
4/25/2010 7:07:38 PM
I tweaked the filter a bit and my top choice is:
PCBC
Profit opportunity of 15+ % 3 of the last four weeks, and 6 of last 8 weeks.
when and if pcbc has a 5% gain i will trail it with a 2% stop---no use in leaving $ on the table if it is there for the taking!
last week pcbc had a 92.63% profit op with a maximum drawdown of only 4.21%
if i get stopped out at 3% after having a 5% gain then all is well.
3% a week will turn a $1000 account into a $1,000,000 account in 4.6 years!!!
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johnpaulca
12,036 posts
msg #91636
- Ignore johnpaulca |
4/25/2010 7:27:43 PM
MHR : the guys who run this company know their stuff, this is a long term hold. I am holding some below $1.
BTW; Moby did you ever buy this stock ???
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Eman93
4,750 posts
msg #91642
- Ignore Eman93 |
4/25/2010 8:38:24 PM
I looked at 3 time frames monthly weekly and daily.. also checked the fundamentals and scored them accordingly
PCBC
MED
TUES
so we are going to buy at the open price tomorrow and manage the trade....... you dont need to sell after 5% or after a week
everyone starts with 15k in the account... OK?
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hmsb4494
81 posts
msg #91652
- Ignore hmsb4494 |
4/26/2010 12:17:38 AM
Kevin,
you said "unless the futures show a big drop"
I have heard that you can get clues to the days trading by watching the after hours futures.
Where do you get this information???
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Eman93
4,750 posts
msg #91657
- Ignore Eman93 |
4/26/2010 5:59:39 AM
It helps if I read the entire post....
OK 10k start for everyone.... just me and Kevin?
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Kevin_in_GA
4,599 posts
msg #91660
- Ignore Kevin_in_GA |
4/26/2010 8:45:14 AM
Kevin,
you said "unless the futures show a big drop"
I have heard that you can get clues to the days trading by watching the after hours futures.
Where do you get this information???
+++++++++++++++
Lots of places - finance.yahoo.com, cnbc.com, finviz.com to name a few.
My comment meant that if it looked like a big gap down for the open on Monday (almost unheard of lately) then I would not buy at the open but rather wait for a bit to see if the price goes lower (thereby increasing my odds).
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Kevin_in_GA
4,599 posts
msg #91663
- Ignore Kevin_in_GA |
4/26/2010 9:11:16 AM
Looking at the bid/ask spreads for my TRADEMonster account, I'll be using limit orders today.
Also in a TC at the open, so I'll most likely take what entry I can get on these.
I hate when the real world intrudes on my virtual trading!!
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