Eman93
4,750 posts
msg #61910
- Ignore Eman93 |
4/28/2008 9:43:50 PM
Not a lot of hits, but would have been a good one if you started Jan 3 08 to present.
How do I insert files and screen shots?
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Eman93
4,750 posts
msg #61911
- Ignore Eman93 |
4/28/2008 9:54:54 PM
Market is ETF OK 10.3%
Show stocks where low is near the bottom linear regression line(60) OK 0.02%
And rsi(2) is < 30 OK 0.02%
And average volume(30) is above 100000 OK 0.00%
And 60-day slope of close is above 0 OK 0.00%
And close is between 15 and 250 OK 0.00%
And Chaikins Volatility(10,10) has been decreasing for 1 day OK 0.00%
And Chaikins Volatility(10,10) is above 1 OK 0.00%
add column RSI(2) OK 0.00%
add column Fast Stochastics(14,10) OK 0.00%
add column Williams %R(10) OK 0.00%
add column Chaikins Volatility(10,10) OK 0.00%
sort column 7 descending
Approach Name: Wall Street Pro Custom ETF test 2
Test started on 01/03/2008 ended on 04/25/2008, covering 78 days
Filter used:
Wall Street Pro Custom ETF (saved filter)
Trade Statistics
There were 49 total stocks entered. Of those, 49 or 100.00% were complete and or 0.00% were open.
Of the 49 completed trades, 35 trades or 71.43%resulted in a net gain.
Your average net change for completed trades was: 1.94%.
The average draw down of your approach was: -2.52%.
The average max profit of your approach was: 6.03%
The Reward/Risk ratio for this approach is: 2.76
Annualized Return on Investment (ROI): 110.70%, the ROI of ^SPX was: -10.87%.
Exit Statistics
Stop Loss was triggered 8 times or 16.33% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (5 days) 41 times or 83.67% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
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Eman93
4,750 posts
msg #61912
- Ignore Eman93
modified |
4/28/2008 10:03:14 PM
As they say timing is everything.
If someone could give this the full 2 year treatment and post the results I would be greatfull.
I dont know how much trust I should have in this thing, if you change your stop loss to 3% the thing goes to crap, but all my winners have a draw down of less than 3%. Mabey I'm confused on the term draw down?
I did not enter any conditional entries or exit points, every time i try to tweek it gets worse
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chetron
2,817 posts
msg #61918
- Ignore chetron |
4/29/2008 8:37:41 AM
clickable...
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