dixonge
1 posts
msg #64276
- Ignore dixonge |
6/24/2008 7:16:42 AM
I've been playing with the filters and backtests here and doing a lot of forum searching. I've run into a few problems and wonder if perhaps someone could point me in the right direction? Here's what I'm looking for:
- Reward/Risk of at least 4.0
- Win % of at least 40%
- Position Size of 10-20 equal holdings
- both long and short plays (probably two separate filters for this, right?)
- preferably stocks above $20/share
In addition, is there any way to filter and backtest for options?
P.S. you may notice I did not specify a selection/entry strategy - that was on purpose.
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cunparis
71 posts
msg #64312
- Ignore cunparis |
6/25/2008 2:05:54 AM
I'm not sure what you're wanting us to do exactly.
Why don't you give it a try and post your filter and we can see if we can make it better.
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freshpotato
36 posts
msg #64432
- Ignore freshpotato |
6/28/2008 4:08:21 AM
Unfortuantly the only options related thing in SF is optionable witch says that a stock has options.. no search for ivol open interest or anything SF would have been compleate if they choose too implement that. I realize that options data calculation in realtime require a LOT of prosessor power.. but they could choose to provide eod data.
Anyway would love to see you filter :)
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