| StockFetcher Forums · Filter Exchange · BOLLINGER BAND TRADING STRATEGY | << 1 ... 35 36 37 38 39 >>Post Follow-up |
| duke56468 683 posts msg #82846 - Ignore duke56468 |
11/11/2009 11:06:38 AM I know, I tried a search for IBD, IBD filter, and Investors business daily but got nothing so maybe it's not possible. It does involve a lot of fundamentals. |
| Kevin_in_GA 4,599 posts msg #82893 - Ignore Kevin_in_GA |
11/11/2009 10:01:20 PM |
| duke56468 683 posts msg #82926 - Ignore duke56468 |
11/12/2009 1:02:00 PM Kevin, Somewhere on this thread I think you posted your winners and "still open" trades, but now I cant find it. Did you delete it? |
| Kevin_in_GA 4,599 posts msg #82927 - Ignore Kevin_in_GA |
11/12/2009 1:06:54 PM I did remove it, as I no longer was holding any of those stocks and did not have the time to update them every night. Also, the actual stocks that would be part of the portfolio were 50 in total, which if you want I will post (along with the trades that were completed. Kevin |
| Kevin_in_GA 4,599 posts msg #82930 - Ignore Kevin_in_GA modified |
11/12/2009 1:22:25 PM Approach Name: BOLLINGER BAND CONFIRMATION BUY Test started on 08/26/2009 ended on 11/12/2009, covering 55 days Filter used: close is above close 1 day ago close 1 day ago was below lower Bollinger Bands(16,2.5) 1 day ago close is above 1 and apply to watchlist(IBD1,IBD2,IBD3) average volume(50) is above 50000 Trade Statistics: There were 67 total stocks entered. Of those, 18 or 26.87% were complete and 49 or 73.13% were open. Of the 18 completed trades, 17 trades or 94.44% resulted in a net gain. Your average net change for completed trades was: +15.88%. . The average draw down of your approach was: -3.12%. The average max profit of your approach was: 18.57% The Reward/Risk ratio for this approach is: 30.53 Annualized Return on Investment (ROI): 256.76% , the ROI of ^SPX was: 28.02%. TRADES: Symbol Trigger Date Entry Price Exit Date Exit Price Last Close Gain/Loss Exit Type Days Held AFL 9/2/2009 39.09 - - 44.52 13.89% OPEN 49 ARTG 9/3/2009 3.92 - - 4.32 10.20% OPEN 48 NRG 9/3/2009 26.36 - - 24.03 -8.84% OPEN 48 BGS 9/16/2009 8.02 - - 7.89 -1.62% OPEN 40 MANT 9/16/2009 50.67 - - 45.00 -11.19% OPEN 40 ALLI 9/25/2009 6.09 - - 6.50 6.73% OPEN 33 ICON 9/25/2009 15.69 - - 11.53 -26.51% OPEN 33 OFG 9/28/2009 13.34 - - 10.30 -22.79% OPEN 32 RMD 9/28/2009 44.97 - - 49.04 9.05% OPEN 32 RIMM 9/29/2009 68.99 - - 63.42 -8.07% OPEN 31 RADS 10/2/2009 10.64 - - 10.81 1.60% OPEN 28 TAST 10/2/2009 7.38 - - 6.86 -7.05% OPEN 28 ITWO 10/5/2009 15.88 - - 18.40 15.87% OPEN 27 LAD 10/5/2009 13.45 - - 8.96 -33.38% OPEN 27 RBA 10/5/2009 23.34 - - 25.14 7.71% OPEN 27 SMRT 10/5/2009 12.46 - - 10.12 -18.78% OPEN 27 CGEN 10/8/2009 2.67 - - 2.75 3.00% OPEN 24 ELGX 10/9/2009 5.50 - - 4.30 -21.82% OPEN 23 MR 10/12/2009 30.75 - - 31.72 3.15% OPEN 22 NTES 10/13/2009 41.22 - - 41.70 1.16% OPEN 21 ABAX 10/14/2009 24.67 - - 22.91 -7.13% OPEN 20 TIS 10/14/2009 17.68 - - 18.15 2.66% OPEN 20 ROVI 10/19/2009 28.82 - - 30.06 4.30% OPEN 17 VMI 10/20/2009 76.85 - - 76.81 -0.05% OPEN 16 EBS 10/21/2009 14.81 - - 15.05 1.62% OPEN 15 EDU 10/21/2009 73.09 - - 73.81 0.99% OPEN 15 NVEC 10/21/2009 45.48 - - 41.36 -9.06% OPEN 15 CMG 10/22/2009 87.10 - - 88.71 1.85% OPEN 14 DIN 10/22/2009 22.52 - - 23.23 3.15% OPEN 14 KCI 10/22/2009 35.44 - - 36.19 2.12% OPEN 14 NITE 10/22/2009 18.75 - - 16.40 -12.53% OPEN 14 PETS 10/22/2009 16.47 - - 16.00 -2.85% OPEN 14 SMP 10/22/2009 14.03 - - 9.05 -35.50% OPEN 14 EPAX 10/23/2009 13.23 - - 12.24 -7.48% OPEN 13 SNX 10/26/2009 27.80 - - 28.98 4.24% OPEN 12 AYR 10/27/2009 8.60 - - 8.73 1.51% OPEN 11 DVAX 10/27/2009 1.40 - - 1.32 -5.71% OPEN 11 GLDD 10/27/2009 6.22 - - 6.92 11.25% OPEN 11 CRI 10/28/2009 23.26 - - 22.65 -2.62% OPEN 10 AES 10/29/2009 13.49 - - 13.37 -0.89% OPEN 9 BBD 10/29/2009 20.92 - - 20.54 -1.82% OPEN 9 CCE 10/29/2009 19.42 - - 20.29 4.48% OPEN 9 ITUB 10/29/2009 20.56 - - 21.89 6.47% OPEN 9 SBUX 10/29/2009 19.54 - - 21.66 10.85% OPEN 9 THC 10/29/2009 5.55 - - 5.58 0.54% OPEN 9 VIP 10/29/2009 18.39 - - 20.44 11.15% OPEN 9 WYNN 10/29/2009 57.00 - - 68.08 19.44% OPEN 9 ARO 11/6/2009 33.87 - - 34.15 0.83% OPEN 3 GOK 11/9/2009 13.02 - - 13.39 2.84% OPEN 2 CLOSED TRADES APKT 9/2/2009 8.08 9/21/2009 9.70 9.79 20.00% PROFIT STOP 11 CRAY 9/2/2009 6.92 9/11/2009 8.30 8.18 20.00% PROFIT STOP 5 EDU 9/2/2009 69.61 9/22/2009 83.53 83.73 20.00% PROFIT STOP 12 ITUB 9/2/2009 16.62 9/30/2009 20.05 20.15 20.64% PROFIT STOP 18 MDRX 9/2/2009 14.60 9/18/2009 18.23 18.93 24.86% PROFIT STOP 10 SAN 9/3/2009 48.83 9/29/2009 58.60 57.55 20.00% PROFIT STOP 16 AMED 9/4/2009 35.86 9/16/2009 43.03 43.80 20.00% PROFIT STOP 6 NFLX 9/4/2009 41.30 10/15/2009 49.56 50.35 20.00% PROFIT STOP 27 LINC 9/16/2009 20.49 10/21/2009 24.59 24.29 20.00% PROFIT STOP 24 TNS 10/5/2009 26.20 10/22/2009 31.44 31.26 20.00% PROFIT STOP 12 SWM 10/27/2009 52.12 11/9/2009 62.54 60.88 20.00% PROFIT STOP 8 BGFV 10/28/2009 14.80 11/6/2009 17.76 17.73 20.00% PROFIT STOP 6 NUS 8/28/2009 17.27 10/1/2009 18.49 18.31 7.06% TRIGGER 22 KCI 9/1/2009 31.90 9/10/2009 35.20 35.55 10.34% TRIGGER 5 ABVT 9/2/2009 44.57 9/24/2009 48.95 48.13 9.83% TRIGGER 14 CA 9/3/2009 20.82 10/16/2009 23.83 23.71 14.46% TRIGGER 29 FHCO 9/3/2009 5.68 11/10/2009 5.13 5.15 -9.68% TRIGGER 46 UHS 10/5/2009 61.24 10/12/2009 66.36 65.62 8.36% TRIGGER 4 |
| Kevin_in_GA 4,599 posts msg #82931 - Ignore Kevin_in_GA |
11/12/2009 1:25:03 PM In the above trade list, notice that stocks which I originally had on the list (STEC for example) are not there because I waited more than one day for the confirmation signal. In this backtest, it strictly follows the filter requirements. Max number of trades at any time is 50. |
| duke56468 683 posts msg #82938 - Ignore duke56468 |
11/12/2009 2:33:31 PM Thanks Kevin I'm working on some small changes that may make a difference. I'll let you know if it does. |
| duke56468 683 posts msg #82972 - Ignore duke56468 |
11/12/2009 11:26:37 PM Kevin Here is my thinking on the adjustment-- Instead of buying at the open the day following the confirmation, you buy at the close of that day, because more of the second day candles are red almost 2 to 1 of your stocks that were still open, so you are better off buying at the end of the day. Second part-- place an 8% trailing stop and trail until break even then set stop at breakeven until stopout at breakeven or take profit. This would not have hurt your wins 20, would have given 26 losers of around 6% loss. There would have been 8 that closed out at breakeven , and13 still open and above breakeven (still hope). Its late and my math may be off some (I'm not the sharpest tool in the shed) but maybe you wizards can perfect this some with the filter. |
| fortyfour 189 posts msg #82973 - Ignore fortyfour |
11/13/2009 12:40:07 AM Kevin, Great thread. I wonder if adding a general go / no go condition to your filter would improve results going back years. I believe you have a sharp bull market tool here. It is my impression, over the years, that IBD's philosophy is to select a lot of low float , high RS flyers (how else to get 5 baggers and such earnings growth etc...?) , and rates these highly (90 or above). These may get sold hard when the market turns. I dont know if I could withstand the string of losses during these times. I'm not saying that ma(100) is the "right" bull/bear indicator and would be interested to know how others fare. Chetron wrote this snippet below to only allow "hits" from your filter when the SP500 is good. set{SPYtest, count(ind(SPY,close) is above ind(SPY,MA(100)),1) } SPYtest > 0 draw ma(100) Great work. Thanks. |
| Kevin_in_GA 4,599 posts msg #82980 - Ignore Kevin_in_GA |
11/13/2009 8:05:19 AM |
| StockFetcher Forums · Filter Exchange · BOLLINGER BAND TRADING STRATEGY | << 1 ... 35 36 37 38 39 >>Post Follow-up |
Copyright 2022 - Vestyl Software L.L.C.•Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data
Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus