shelupinin
120 posts
msg #36343
- Ignore shelupinin |
6/15/2005 4:17:00 AM
this filter shows stock which are bouncing , RSI(2)<10 filters stock which at the bottom, so there is high probability that it will bounce up
Try to backtest this filter with 1% stop loss, without any profit stop and maximum holding perion 1 day. Depending of the time frame of test this filter will show ROI from 400% to 1000%, for example for backtest period from 06/03/2004 to 06/03/2005 the ROI=1052.26% ! Not bad result for filter which uses marginable stocks over 5 USD !!!
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