StockFetcher Forums · Filter Exchange · Simple Bullish Swing Trade Momentum Filters<< 1 2 >>Post Follow-up
Lapre506
48 posts
msg #141405
Ignore Lapre506
1/26/2018 8:54:12 AM

I'm not familiar with the ATR method so I can't help you there. As far as buying in the aftermarket here is the crux.

SF is at least 20 minutes behind real time and sometimes even more then that. So what I've seen happen is a position will be displayed on the filter around 3:30PM-3:45PM and then completely disappears after market close. This happens because there was a nasty end of day selloff and it was enough to affect the parameters of the position that its no longer applicable to the filter. I've noticed that by 4:30-5:00 all the data seems to have moved over to SF and if a position is still displaying on the filter it's pretty safe at that point to try and get an entry on it, but I have seen positions drop off even after that time. SF says by 6PM mostly all data should be final but 9PM is the guarantee. Now aftermarket buying is not easy. So basically I just put in a buy limit for around the price the position closed at on the filter and if it fills great.. if not and I really want the position I'll buy it the next day at or lower then the filter close price. The bid/ask spreads in the aftermarket can be vast sometimes so yea it's hard to get filled.

I'm going to wait until the end of January to update the backtesting on these. That way I'll have an entire month of new data to provide. So around Feb 4th or so I'll provide the updated numbers and see if they are still performing well or if they took a dip.

ron22
255 posts
msg #141705
Ignore ron22
2/1/2018 6:18:39 PM

Lapre, Thank you for your reply. I await your back test update for Jan. Good trading. Ron

StockFetcher Forums · Filter Exchange · Simple Bullish Swing Trade Momentum Filters<< 1 2 >>Post Follow-up

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