johnpaulca
12,036 posts
msg #113477
- Ignore johnpaulca |
5/16/2013 7:06:16 PM
someone bought 118,800 shares at $69.11, he doesn't believe it has much downside to spend that kind of money. I don't have a buy as yet on the 2-hr but it's looking like higher prices ahead.... unless the markets collapse.
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Dylan
43 posts
msg #113478
- Ignore Dylan |
5/16/2013 8:16:33 PM
Hi - Why am I getting a different equity and entered stocks from the back-test on Page 2 while using the same parameters?
Approach Name: Buy the DIP
Test started on 2012-12-31 ended on 0000-00-00, covering 83 days (12-31-12 to 4-31-2013) 5 max open position.
Exit used: ROC(7,1) above 2
Filter used:
S&P 500
ROC(7,1) crossed below -2
ROC(80,1) above 20
close above MA(200)
Trade Statistics
There were 50 total stocks entered. Of those, 45 or 90.00% were complete and 5 or 10.00% were open.
Of the 45 completed trades, 35 trades or 77.78%resulted in a net gain.
Your average net change for completed trades was: 1.81%.
The average draw down of your approach was: -3.26%.
The average max profit of your approach was: 3.46%
The Reward/Risk ratio for this approach is: 4.22
Annualized Return on Investment (ROI): 61.99%, the ROI of ^SPX was: 38.25%.
Equity Summary
Starting Account Value: $100,000.00 Fees per trade: $8.95
Ending Account Value: $114,645.47. Cash: $11.25 Market value of holdings at end: $114,634.22 (paid: $116,060.47)
Realized gain/loss: $16,519.22 ($367.09 per trade.)
Total Commissions Paid: $850.25
Unrealized gain/loss: $-1,426.25.
Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (0 days) 0 times or 0.00% of the time.
An exit trigger was executed 45 times or 100.00% of the time.
-thx
Dylan
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Kevin_in_GA
4,599 posts
msg #113479
- Ignore Kevin_in_GA |
5/16/2013 9:36:41 PM
Look at the equity per trade - I held it at $20,000 per trade . You probably just said to hold only 5 positions max. That allows for progressively larger bets to be place, and a higher overall return.
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Kasmodean
2 posts
msg #113522
- Ignore Kasmodean |
5/17/2013 4:10:32 PM
Hey Kevin, Thanks for all your help!
I have one question if you don't mind.
How did you test all 7200 cases so fast?? Do you use another program?
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mahkoh
1,065 posts
msg #113524
- Ignore mahkoh
modified |
5/17/2013 5:35:48 PM
According to help section the "draw line at" command generates horizontal lines in the indicator pane, but in this case I get a bunch of blue vertical lines in between the price and indicator panes. Is there another way?
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four
5,087 posts
msg #113526
- Ignore four |
5/17/2013 8:54:28 PM
kasmodean,
He used [Stratasearch]
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Kevin_in_GA
4,599 posts
msg #113528
- Ignore Kevin_in_GA |
5/17/2013 10:12:32 PM
The lines draw fine if you are using Flash charts, but only the -2 line shows up in the HTML5 charts.
SF - please confirm and fix if possible.
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mahkoh
1,065 posts
msg #113530
- Ignore mahkoh
modified |
5/18/2013 1:42:46 AM
Kevin, I think you refer to the charts that pop up when you click on the symbol in the filter results?
I'd like to see them as well in the original results.
I think I do recall another thread where you accomplished this in some way but I cannot find it anymore.
It really is a pain to have to create workarounds when Stockfetcher makes a change to their product.
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stockfetcher
980 posts
msg #113531 |
5/18/2013 8:09:35 AM
Kevin,
Thank you for bringing this to our attention. This problem has been resolved.
mahkoh,
For a number of reasons, we are dropping support for flash charts in the results. We hope to offer an html5 solution in the near future.
Best Regards,
StockFetcher
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mahkoh
1,065 posts
msg #113541
- Ignore mahkoh
modified |
5/18/2013 7:17:10 PM
Thanks for the quick fix.
My reason for wanting to implement these two lines is to see how the ROC value oscilates between entry and exit as I found the filter to have pretty large drawdowns, especially during difficult periods for the market.
I was looking to see if there might be an improvement there by changing the entry from crossing below 2 to the ROC moving up for the first time after having crossed below 2.
It's a mixed bag; underperformance when both filters perform well, but somewhat better when both perform poorly.
What surprised me is that this filter has about 50 % more trades than the original.
I have not done extensive backtesting on this yet as being a regular SF subscriber I can only test 4 month periods at a time.
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