Carmackjw
12 posts
msg #155339
- Ignore Carmackjw |
1/17/2021 6:49:12 AM
Curious if anyone could backtest this filter with a buy and hold of 5 days (sell on 5th day of close); or another day (3rd, 4th, 10th etc...) if more optimal.
ema(5) crossed above ema(20)
count(MACD Histogram(12,26,9) crossed above 0,3) > 0
count(rsi(14) crossed above 40,3) > 0
close > 5
60 day slope of close above 0
close above ema(20)
average(30) day volume above 500000
date offset 0
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jimvin
173 posts
msg #155355
- Ignore jimvin |
1/18/2021 5:25:58 PM
If there are no volunteers, you can cut out these lines:
close > 5
average(30) day volume above 500000
(the current version offers no hits) and use the Fetcher "Filter Performance" tool to check it,
Here are the results as of today using the default 68-day Change Offset setting:
1 days -16.98%
2 days -7.5%
3 days -1.11%
4 days -12.88%
5 days -9.59%
23 days -16.4%
48 days 21.52% 5
to current day 32.24%
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graftonian
1,089 posts
msg #155362
- Ignore graftonian |
1/19/2021 11:41:49 AM
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