StockFetcher Forums · Filter Exchange · stochastics signal with backtest<< >>Post Follow-up
tmuesing
30 posts
msg #149338
- Ignore tmuesing		 10/14/2019 5:16:02 PM

Submit
Fetcher[/* The stochastics INN signal backtest */
/* XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX */

/*getting the riff raff out */
market is not otcbb
close > 1 for the last 21 days
volume 21 day low > 500000
average day range(21) > 1
do not draw average day range(21)

/* stochastics INN signal */
set{stoc, slow stochastic(7,4,3) %D}
set{innsto1, count(2 day slope stoc > 0,1)}
set{innsto2, count(stoc > 20,1)}
set{innsto, innsto1 * innsto2}
draw slow stochastic(7,4,3) %D
draw innsto

/* XXXXXXXXXXXXXXXXXXXXXXXX THE BACKTEST XXXXXXXXXXXXXXXXXXXXXXXXXXXX */
/* calculate the daily profit */
set{c2c1, close / close 1 day ago}
set{c2c2, c2c1 - 1}
set{daily%, c2c2 * 100}
/* The IN Signal */
set{biginn, count(innsto 1 day ago > 0.5,1)}
set{inday%, daily% * biginn}
/* calculate profit for last 251 days(1 year) */
/* daily % gains, of the in days only, added together */
set{inday1, CMA(inday%,251)}
set{profittotal%, inday1 * 251}

set{zzzz,0}
draw inday% on plot zzzz

/* the real profit % over 251 days */
set{real1, close / close 251 days ago}
set{real2, real1 - 1}
set{realprofit%, real2 * 100}

/* monthly(21 day) gain/loss */
set{profit21day%, SUM(inday%,21)}
set{xxxx,0}
draw profit21day% 251 day low on plot xxxx
draw profit21day% 251 day high on plot xxxx

add column separator
add column daily%
add column inday%
add column biginn
add column separator
add column profittotal%
add column realprofit%
add column profit21day%
sort on column 10 descending

]
Cheese
1,374 posts
msg #149341
- Ignore Cheese		 10/14/2019 10:15:43 PM

Smart tool. Thanks for sharing, tmuesing.
stephenmcmahon83
15 posts
msg #149344
- Ignore stephenmcmahon83		 10/15/2019 5:11:16 AM

Could someone be a saint and post the poor man's version of this signal?
Cheese
1,374 posts
msg #149346
- Ignore Cheese
modified		 10/15/2019 10:53:41 AM

Fetcher[


/* **************** ORIGINAL VERSION by tmuesing is here ***************** */

/* https://www.stockfetcher.com/forums/Filter-Exchange/test/149333 */
/* The stochastics INN signal backtest */
/* tmuesing modified 10/14/2019 12:53:24 PM */


/* **************** ALTERATED VERSION FOR BASIC SUBS ***************** */

/* The stochastics INN signal backtest */
/* XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX */

/*getting the riff raff out */
market is not otcbb
close > 1 for the last 21 days
volume 21 day low > 500000
average day range(21) > 1
do not draw average day range(21)

/* stochastics INN signal */
/*
set{stoc, slow stochastic(7,4,3) %D}
set{innsto1, count(2 day slope stoc > 0,1)}
set{innsto2, count(stoc > 20,1)}
*/
set{innsto1, count(2 day slope slow stochastic (7,4,3) %D > 0,1)}
set{innsto2, count(slow stochastic (7,4,3) %D > 20,1)}
set{innsto, innsto1 * innsto2}
draw slow stochastic(7,4,3) %D
draw innsto

/* XXXXXXXXXXXXXXXXXXXXXXXX THE BACKTEST XXXXXXXXXXXXXXXXXXXXXXXXXXXX */
/* calculate the daily profit */
set{c2c1, close / close 1 day ago}
set{c2c2, c2c1 - 1}
set{daily%, c2c2 * 100}
/* The IN Signal */
set{biginn, count(innsto 1 day ago > 0.5,1)}
set{inday%, daily% * biginn}
/* calculate profit for last 251 days(1 year) */
/* daily % gains, of the in days only, added together */
set{inday1, CMA(inday%,251)}
set{profittotal%, inday1 * 251}

/*
set{zzzz,0}
draw inday% on plot zzzz
*/

/* the real profit % over 251 days */
set{real1, close / close 251 days ago}
set{real2, real1 - 1}
set{realprofit%, real2 * 100}

/* monthly(21 day) gain/loss */
set{profit21day%, SUM(inday%,21)}
/*
set{xxxx,0}
draw profit21day% 251 day low on plot xxxx
draw profit21day% 251 day high on plot xxxx
*/

add column separator
add column daily%
add column inday%
add column biginn
add column separator
add column profittotal%
add column realprofit%
add column profit21day%
sort on column 10 descending
]
sandjco
648 posts
msg #149353
- Ignore sandjco		 10/15/2019 9:39:41 PM

Thanks for doing the po man's version Cheese and thanks for sharing tmuesing!

If i understand this filter correctly...the entry criteria is this:
Fetcher[
set{innsto1, count(2 day slope slow stochastic (7,4,3) %D > 0,1)}
set{innsto2, count(slow stochastic (7,4,3) %D crossed above 50,1)}
set{innsto, innsto1 * innsto2} ]



Thanks in advance
Cheese
1,374 posts
msg #149356
- Ignore Cheese		 10/15/2019 10:22:37 PM

I hope tmuesing will pop in at some time and tell us more about the thinking behind this "stochastic signal with backtest" tool and how to best use it.

Cheese
1,374 posts
msg #149382
- Ignore Cheese
modified		 10/21/2019 11:09:04 AM

Fetcher[

/* **************** ORIGINAL VERSION by tmuesing is here ***************** */

/* https://www.stockfetcher.com/forums/Filter-Exchange/test/149333 */
/* The stochastics INN signal backtest */
/* tmuesing modified 10/14/2019 12:53:24 PM */


/* **************** ALTERATED VERSION FOR BASIC SUBS ***************** */

/* The stochastics INN signal backtest */
/* XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX */

/* market direction BLIND SQUIRREL WILD GUESSES */
SYMLIST(SPY,QQQ,IWM)

/* stochastics INN signal */
/*
set{stoc, slow stochastic(7,4,3) %D}
set{innsto1, count(2 day slope stoc > 0,1)}
set{innsto2, count(stoc > 20,1)}
*/
set{innsto1, count(2 day slope slow stochastic (7,4,3) %D > 0,1)}
set{innsto2, count(slow stochastic (7,4,3) %D > 20,1)}
set{innsto, innsto1 * innsto2}
draw slow stochastic(7,4,3) %D
draw innsto

/* XXXXXXXXXXXXXXXXXXXXXXXX THE BACKTEST XXXXXXXXXXXXXXXXXXXXXXXXXXXX */
/* calculate the daily profit */
set{c2c1, close / close 1 day ago}
set{c2c2, c2c1 - 1}
set{daily%, c2c2 * 100}
/* The IN Signal */
set{biginn, count(innsto 1 day ago > 0.5,1)}
set{inday%, daily% * biginn}
/* calculate profit for last 251 days(1 year) */
/* daily % gains, of the in days only, added together */
set{inday1, CMA(inday%,251)}
set{profittotal%, inday1 * 251}

/*
set{zzzz,0}
draw inday% on plot zzzz
*/

/* the real profit % over 251 days */
set{real1, close / close 251 days ago}
set{real2, real1 - 1}
set{realprofit%, real2 * 100}

/* monthly(21 day) gain/loss */
set{profit21day%, SUM(inday%,21)}
/*
set{xxxx,0}
draw profit21day% 251 day low on plot xxxx
draw profit21day% 251 day high on plot xxxx
*/

add column separator
/* add column daily% */
add column inday%
add column biginn
add column separator
add column profittotal%{total%}
add column realprofit%{real%}
add column profit21day%{21day%}
sort on column 10 descending
]
tmuesing
30 posts
msg #149440
- Ignore tmuesing
modified		 10/27/2019 5:37:11 PM

bye
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