compound_gains 222 posts msg #122154 - Ignore compound_gains |
12/5/2014 9:25:12 AM
I am not trading this, just mucking around at this point.
Buy equal $ amounts of the top three listed stocks at the close and sell next day at the open. Average daily return YTD is 6.6% before slippage and commission. Just a coincidence, I presume, but just trading the top listed stock also generated an average daily return YTD of 6.6%.
Challenge with using SF is the time delay, but there are lots of trading platforms and online sources that give real time daily top gainers and then you could scan for the price and volume criteria.
If you want to backtest this day-to-day:
|
jackmack 334 posts msg #122472 - Ignore jackmack |
1/6/2015 10:16:00 AM
compound_gains
Nice filter - thank you
Does anyone know how to write this for TOS (thinkscripter)?
|
jackmack 334 posts msg #122478 - Ignore jackmack |
1/7/2015 2:47:07 PM
How would one put - "GAIN LAST 20 TRADING DAYS" -- as an additional return line in this filter?
I hope someone can help with this request
Thank you in advance
|
compound_gains 222 posts msg #122481 - Ignore compound_gains |
1/7/2015 8:47:15 PM
How would one put - "GAIN LAST 20 TRADING DAYS" -- as an additional return line in this filter?
==============================================================================
Add this to the filter...
|
Kevin_in_GA 4,599 posts msg #122482 - Ignore Kevin_in_GA |
1/7/2015 9:01:10 PM
Easier way is to just say "add column ROC(20,1)".
|
compound_gains 222 posts msg #122487 - Ignore compound_gains |
1/8/2015 10:24:40 AM
Absolutely right...duh is me.
|
Kevin_in_GA 4,599 posts msg #122488 - Ignore Kevin_in_GA |
1/8/2015 1:54:06 PM
No criticism intended, as there are multiple ways to do this. Yours works fine as well.
|
Mactheriverrat 3,157 posts msg #122489 - Ignore Mactheriverrat modified |
1/8/2015 3:14:58 PM
One can add for the trends
and ema(50) is above ema(50) one day ago
or
and ema(50) is below ema(50) one day ago
Draw ema(13)
Draw ema(20)
I myself use higher ADR(30) and lower volume of say 200000 to find stocks like MDGN
The
ema(13)
ema(20)
ema(50)
shows a start of a new uptrend.
|
jackmack 334 posts msg #122491 - Ignore jackmack |
1/8/2015 7:36:42 PM
Thank you all for the replies.
Cheers
|