munafo
2 posts
msg #64796
- Ignore munafo |
7/9/2008 12:40:47 AM
Anyone?
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cunparis
71 posts
msg #64829
- Ignore cunparis |
7/10/2008 1:59:14 AM
I certainly haven't, and judging from lack of responses, no one else has.
But is it necessary? Is 65% 1.5 ratio enough? Statistics say yes but my capability to suffer a drawdown without abandoning the strategy says differently. ;)
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chetron
2,817 posts
msg #65038
- Ignore chetron |
7/16/2008 8:55:05 AM
TRY THE LONG VERSIONS. LET ME KNOW YOUR RESULTS. ENJOY.
BACKTEST ME PLEASE
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johnpaulca
12,036 posts
msg #65052
- Ignore johnpaulca |
7/16/2008 4:45:38 PM
Hey Chetron,
Didn't someone backtested a filter you wrote and I tweaked and they achieved about 80%...I think it was a month or two ago.
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MARY4MONEY
806 posts
msg #65058
- Ignore MARY4MONEY |
7/16/2008 8:36:22 PM
>90% on at least 30 previous screens- here is the easist one---filter(which has to follow the qqqq bottoms like yesterday) filter--- close above ma(200) and weekly rsi(2) below 5 and 20d below 0.90 and wm% above 0.12----most of the financial stocks did this from their last 3 days lows--
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chetron
2,817 posts
msg #65062
- Ignore chetron |
7/16/2008 9:17:47 PM
clickable...
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chetron
2,817 posts
msg #65065
- Ignore chetron |
7/16/2008 9:30:06 PM
johnpaulca
- Ignore johnpaulca 7/16/2008 4:45:38 PM
Hey Chetron,
Didn't someone backtested a filter you wrote and I tweaked and they achieved about 80%...I think it was a month or two ago.
***************************************************
hi jp,
marine backtested the obv filter, but i haven't been able to replicate.
i am horrible at backtesting. i only use the SF defaults. that being said, the obv filter does get an over 75% rating when tested as a SHORT filter as opposed to LONG filter, 30%.
actually, all your filters work better as short filters, per SF default backtesting.
i should try to reverse the filter as i have done on others to see if that brings them more in line.
OBV FILTERS
ANOTHER INTERESTING COLLABORATION
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chetron
2,817 posts
msg #65104
- Ignore chetron |
7/17/2008 9:22:47 AM
this is the best one reversed with 51%
i still like your filters though ;)
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