four
5,087 posts
msg #88310
- Ignore four |
2/16/2010 7:53:22 AM
@gmg733 ...
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chetron
2,817 posts
msg #88311
- Ignore chetron |
2/16/2010 8:04:58 AM
@ 4, is "lag" a word????????
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TheRumpledOne
6,411 posts
msg #88313
- Ignore TheRumpledOne |
2/16/2010 8:49:31 AM
Yes, lag is a SF word.
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four
5,087 posts
msg #88321
- Ignore four |
2/16/2010 12:55:33 PM
http://yepher.com/stockfetcher/command-cmddoc.html#Lag
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chetron
2,817 posts
msg #88322
- Ignore chetron |
2/16/2010 1:37:08 PM
THANX
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VenturaTrader
43 posts
msg #88337
- Ignore VenturaTrader |
2/16/2010 11:20:28 PM
Four, thanks for the response and filter.
The ETF strategy I outlined previously herein is just used with the same very liquid ETFs, both long and inverse. I don't use Stock Fetcher's filtering abilities to pick new stock candidates to enter. There's too much drama with stocks! SF 2.0 has some really nice charts which are used to decide which ETFs to buy/sell based on the daily and weekly RSI (2). The chart gives the buy/sell signals so I don't know if this strategy can be backtested.
It's not a wildly complicated strategy, but merely a simple trend following strategy, which hopefully, with using some simple money management techniques (and a stop to get me out if needed) will allow me to capture a partial move in the market while I am at work. Who could asked for more?
I don't make money everytime if I am stopped out, but the results are much better than buy and hope!
Mike
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four
5,087 posts
msg #88360
- Ignore four |
2/17/2010 10:42:11 PM
Thank you
&
Keep posting
We have easily defined these two words:
Collaboration and Reciprocation
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lillian
26 posts
msg #88413
- Ignore lillian |
2/19/2010 12:13:24 PM
@four,
to clarify you buy the next day when the ticker breaks the previous day's high? and you sell when it breaks the previous day's low, right? thanks very much!
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four
5,087 posts
msg #88414
- Ignore four
modified |
2/19/2010 12:51:46 PM
@lillian
----------------------
Q: you buy the next day when the ticker breaks the previous day's high?
A: buy price = column "Buy_next_day"
----------------------
Q: you sell when it breaks the previous day's low
A: experiment with paper trades, perhaps a trailing stop at previous day's low will work
when would you take profit?
--Remember I haven't even paper traded this. It is a post for ideas and thoughts. Be careful and always investigate and due diligence.
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dm1518
15 posts
msg #91161
- Ignore dm1518
modified |
4/14/2010 8:08:12 AM
I could really use some help in understanding this... I'm trying to figure out why the code for a 1 day increase in the Weekly RSI(2) is not working properly when I backtest. Ideally, I am trying to catch SPY on Feb 8th, when there was a noticeable increase in the Weekly RSI - of course, this filter ought to catch any increase (under rsi(2) of 28).
Here's what I'm using now that isn't working...
During the last swing low of the market, this screen only caught 2 days oddly enough - the 2/10 and 1/26. It completely skipped over the 8th when there was clearly a rise in the weekly rsi(2) from the previous day.
Any help is greatly appreciated in fixing this and understanding it more.
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