teoteoVN
9 posts
msg #104933
- Ignore teoteoVN |
2/12/2012 11:18:16 AM
Hi Kevin,
For backtesting with SS, do you need a realtime data feed?
|
mikea59
7 posts
msg #104936
- Ignore mikea59 |
2/12/2012 2:28:57 PM
Kevin,
Is your posting on the first page the same version that you are running now? When I run your gap down code on the first page of this thread I get a different list of candidates than you - for example, I don't get QPSA or OCZ, and some others - any thoughts?
|
Kevin_in_GA
4,599 posts
msg #104937
- Ignore Kevin_in_GA |
2/12/2012 4:39:27 PM
I commented on this previously - the list I posted is the union of the SF and Stratasearch lists. Since they differ in what stocks constitute the Russell 2000.
|
stockfetcher
980 posts
msg #104938 |
2/12/2012 4:52:18 PM
We just applied the gap up and down lists from your prior post. While this worked for us, there could be something from your copy/paste that potentially caused problems. We've added additional logging to hopefully track this down for future revisions. Let us know if the updated shared lists look ok.
Thanks,
StockFetcher Support
|
Billirider321
62 posts
msg #104940
- Ignore Billirider321
modified |
2/12/2012 7:31:33 PM
Stockfetcher,
please give high priority to kevin's request, Lot of people have joined SF because of his generous sharing.
Thanks
Billrider
|
stockfetcher
980 posts
msg #104942 |
2/12/2012 7:36:32 PM
@Billrider321 - Around 5:00 pm (see post above) we applied the list. Were you able to see the changes?
StockFetcher Support
|
Billirider321
62 posts
msg #104943
- Ignore Billirider321 |
2/12/2012 7:44:23 PM
Kevin,
Do we enter trade based on gap down at 9.30 to 9.35 and then cancel all other order
Bill
|
Billirider321
62 posts
msg #104944
- Ignore Billirider321 |
2/12/2012 7:48:54 PM
yes, I am able to see the the list
|
Kevin_in_GA
4,599 posts
msg #104960
- Ignore Kevin_in_GA |
2/13/2012 6:35:20 PM
Hope folks were watching this one. The Gap up filter went 10 for 10 on the highest PCTGAPFILL (which is how the trades are selected in the backtest, and how we should do it if possible). Gap Down was 1 for 1.
All gaps filled. No more trades for the rest of the week.
STATS for Gap Up:
OVTI - 100% gapfill. Closed gap today for +2.88%
GNK - 100% gapfill. Closed gap today for +2.12%
HDY - 95% gapfill. Closed gap today for +8.40%
ZAGG - 92% gapfill. Closed gap today for +2.11%
OXGN - 90% gapfill. Closed gap today for +2.40%
QTM - 89% gapfill. Closed gap today for +3.23%
TUES - 88% gapfill. Closed gap today for +2.98%
WWWW - 88% gapfill. Closed gap today for +2.20%
QPSA - 88% gapfill. Closed gap today for +4.02%
CAS - 100% gapfill. Closed gap today for +2.65%
STATS for Gap Down:
MOVE - 100% gapfill. Closed gap today for +2.22%
|
mikea59
7 posts
msg #104961
- Ignore mikea59 |
2/13/2012 8:02:21 PM
I've been following the Gap Down filter and not finding much opportunity the last couple weeks. Today's only gap-downer (MOVE) was virtually not tradable using this method - it gapped down the 2% or so but closed the gap almost immediately after the open. You would have had to have limit orders for every candidate in the weekend filter list - right. That's not practical.
Now, the Gap Up version is looking quite promising, at least there's more opportunities, may have to start following both filters.
|