holygrail
72 posts
msg #27012
- Ignore holygrail |
6/22/2003 11:39:42 PM
here is my proof on back testing it Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.71% 3 (+9.06%) 2 (-6.82%)
0 -0.47% -0.02%
2 Days +6.05% 3 (+11.74%) 1 (-5.00%)
1 -2.36% -1.23%
3 Days +11.75% 3 (+22.92%) 1 (-10.00%)
1 -1.72% -0.95%
4 Days +15.85% 4 (+22.31%) 1 (-10.00%)
0 -2.21% -1.17%
1 Week +18.34% 3 (+38.29%) 2 (-11.59%)
0 -0.33% +0.61%
1 Month +40.95% 4 (+58.00%) 1 (-27.27%)
0 +9.40% +3.66%
Current +70.25% 3 (+134.77%) 2 (-26.54%)
0 +18.39% +10.85% Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.02% 4 (+5.42%) 2 (-4.77%)
0 +0.44% +0.61%
2 Days +3.68% 4 (+10.18%) 2 (-9.32%)
0 +0.71% -1.12%
3 Days +4.98% 4 (+12.13%) 2 (-9.32%)
0 +2.93% -0.16%
4 Days +12.96% 4 (+24.22%) 2 (-9.55%)
0 +2.85% -0.27%
1 Week +12.16% 4 (+25.29%) 2 (-14.09%)
0 +4.80% +1.60%
1 Month +52.86% 5 (+73.43%) 1 (-50.00%)
0 +11.09% +3.93%
Current +191.95% 5 (+236.34%) 1 (-30.00%)
0 +18.78% +10.17%
6 matching stocks Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.02% 4 (+5.42%) 2 (-4.77%)
0 +0.44% +0.61%
2 Days +3.68% 4 (+10.18%) 2 (-9.32%)
0 +0.71% -1.12%
3 Days +4.98% 4 (+12.13%) 2 (-9.32%)
0 +2.93% -0.16%
4 Days +12.96% 4 (+24.22%) 2 (-9.55%)
0 +2.85% -0.27%
1 Week +12.16% 4 (+25.29%) 2 (-14.09%)
0 +4.80% +1.60%
1 Month +52.86% 5 (+73.43%) 1 (-50.00%)
0 +11.09% +3.93%
Current +191.95% 5 (+236.34%) 1 (-30.00%)
0 +18.78% +10.17%
6 matching stocks For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +0.30% 1 (+10.34%) 1 (-8.82%)
3 +1.93% +1.99%
2 Days +6.36% 2 (+15.90%) 0 (n/a)
3 +2.56% +2.37%
3 Days +6.39% 3 (+12.60%) 1 (-5.88%)
1 +2.08% +2.09%
4 Days +8.96% 3 (+19.46%) 2 (-6.79%)
0 +2.65% +1.78%
1 Week +5.57% 4 (+10.81%) 1 (-15.38%)
0 +4.76% +3.33%
1 Month +60.45% 4 (+85.12%) 1 (-38.24%)
0 +9.79% +4.87%
Current +114.79% 5 (+114.79%) 0 (n/a)
0 +14.67% + Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.78% 4 (+8.87%) 2 (-7.98%)
1 +1.40% +1.42%
2 Days +2.95% 4 (+10.77%) 2 (-11.20%)
1 +1.28% +0.87%
3 Days -1.60% 3 (+6.25%) 3 (-9.98%)
1 +0.97% +0.50%
4 Days +6.60% 3 (+22.29%) 3 (-6.90%)
1 +2.05% +1.26%
1 Week +7.37% 4 (+17.62%) 2 (-9.44%)
1 +1.21% +0.86%
1 Month +136.84% 4 (+253.46%) 3 (-18.65%)
0 +8.78% +6.88%
Current +154.68% 4 (+280.93%) 3 (-13.66%) Day +0.37% 1 (+13.33%) 2 (-5.37%)
4 -0.83% -0.39%
2 Days -0.22% 2 (+11.46%) 3 (-8.15%)
2 -3.78% -2.52%
3 Days +5.59% 2 (+33.13%) 3 (-9.05%)
2 -3.89% -2.55%
4 Days +9.71% 1 (+83.33%) 3 (-5.13%)
3 -3.96% -2.26%
1 Week +10.89% 2 (+51.67%) 3 (-9.03%)
2 -2.83% -1.37%
1 Month +114.03% 6 (+133.59%) 1 (-3.33%)
0 +8.11% +6.66%
Current +82.12% 7 (+82.12%) 0 (n/a) Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +2.48% 2 (+17.23%) 3 (-6.52%)
1 -2.97% -2.14%
2 Days +36.27% 3 (+81.24%) 3 (-8.69%)
0 -3.08% -2.16%
3 Days +23.58% 4 (+38.67%) 2 (-6.60%)
0 -3.16% -1.87%
4 Days +35.08% 3 (+71.78%) 1 (-4.88%)
2 -2.01% -0.98%
1 Week +25.89% 2 (+93.15%) 3 (-10.31%)
1 -1.85% -0.89%
1 Month +211.18% 6 (+211.18%) 0 (n/a)
0 +7.16% +5.77%
Current +209.09% 5 (+250.90%) 0 (n/a)
1 +6.92% +6.01%
6 matching stocks
Show stocks where Close gained more than 25 percent over the last 4...
5
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ig0r
51 posts
msg #27017
- Ignore ig0r |
6/23/2003 9:27:18 AM
Yes, dude, come on, relax, try to keep it all in one thread, so it's easier to read and doesn't spam the boards, what filter is this one?
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Koronbock
201 posts
msg #27019
- Ignore Koronbock |
6/23/2003 10:27:19 AM
Holygrail,
Calm down please, relax and sort out your ideas. No need to write a new message every 5 minutes. Please digest what you have found and THEN we will all be interested if you have a good or even a "great" filter.
As Igor already said, please keep everything in one thread.
Werner
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rrochon
117 posts
msg #27024
- Ignore rrochon |
6/23/2003 5:11:03 PM
HG,
You have given us everything BUT your filters. We're listening and we're interested, but how can we come up with winners like you do if you will not spell out your filters? This group is called, "Filter Exchange" you know.
Dick
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karennma
8,057 posts
msg #27073
- Ignore karennma |
6/25/2003 9:09:27 PM
Go look under "best 1 month filter"... .
It's great!
Happy trading.
karennma
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dmindy
42 posts
msg #27075
- Ignore dmindy |
6/25/2003 9:41:22 PM
ok everyone... step back a minute here.
I'm not commenting on the filter.. maybe it is the best ever, I never ran it but PLEASE keep in mind...
"date offset 30" does NOT give you a good backtest for "periods of thirty days". All it does is give you what happened this last 30 day period.
In order to get that you'd need to test for thirty day periods starting at various dates in the past. Stockfetcher can't do that (as of yet).
If you bump it up and do a date offset 60 or 280 (or whatever) the percentages reflect what happened from that date until NOW. Also not a good back test.
The only way to back test for thirty days via stockfetcher is to do a date offset 30 every day for a year or two AND THEN report the results. Not very effective.
Date offset gives you a GREAT "rough starting point" for possible winning filters but shouldn't be your only source of "back testing"
There are plenty of good filters, and given enough time (20 days, 30 days, a thousand whatever) most of them will look awesome.
Practice Due diligence before labeling something a 100% winner.
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