StockFetcher Forums · General Discussion · BEHOLD THE HOLY GRAIL<< 1 ... 10 11 12 13 14 >>Post Follow-up
shillllihs
6,047 posts
msg #146072
Ignore shillllihs
1/15/2019 2:28:12 PM

The reaction I expected even when I was being cordial to you Riggs.
It’s really no big deal, you made a claim of invincibility and several have systematically picked it apart.
This system does NOT return 95% winners and I unearthed losses of about 50% with 100% drawdowns.

As for you Mac. I don’t care when someone touts a long filter, but for him to come out here dancing and singing that a penny filter with huge bowrroing fees and 100% spikes that can have you ending up paying for the rest of your life should not be vigorously analyzed is amazing to me. Go ahead and drop 200k short on a 17cent stock and hope it doesn’t go to $2 Knock knock, you owe us 2million.

So a question to K, have you ever used DMA to trade and how do you feel about it?
Don’t be mad, it’s just people have unraveled this farce of a filter.
Come up with a nice long filter that doesn’t involve DMA and false claims and I’m sure you will have a following.

KSK8
561 posts
msg #146074
Ignore KSK8
1/15/2019 2:52:09 PM

You still think I'm Riggs huh, well let me say this;

The Displaced Moving Average is worthless because it doesn't tell you anything since it REPAINTS itself as new days print. I don't know what your obsession is with the DMA shilllsy.

I'm not even going to repeat myself for the 11th time, there are NO 100% drawdowns in history with this filter if played by the rules. Not even mechanically. Sure maybe some drawndowns, but not enough for a margin call while at the same time consistently profiting each quarter. You evidently don't know this because you clearly haven't even back tested this. Stick to taking stock tips from bootleg websites, I know that's where your getting them from shillllihs.

I guess we can all agree it was damn shame Kevin left because of some depraved idiot.

scottoddscom
26 posts
msg #146075
Ignore scottoddscom
1/15/2019 3:00:24 PM

@KSK8

At least Shills has a history of proven success here. I have yet to see anything posted here (by you) that actually backs up your "holy grail" claims. Until you can show us this executed as well as you claim in real life no one should buy the fluff.

I remember one guy had to sell his mansion because he shorted Dryships a while ago using a filter like yours.

KSK8
561 posts
msg #146076
Ignore KSK8
1/15/2019 3:08:03 PM

Whats wrong Scott?

Not going to address the lie you mentioned earlier?

Starting to think YOU are shillllihs, the reply times are almost too perfectly oriented.....

I have other reasons but I don't want to escalate an argument.

shillllihs
6,047 posts
msg #146077
Ignore shillllihs
1/15/2019 3:10:15 PM

Don’t be angry K, was just explaining to Scot that you weren’t Marry4money and you were that guy Riggs that fought with people claiming that DMA. was the holy grail.
Yes, XIV Kevin=Genius, keep forgetting, everyone of his filters have been flops and has cost unknown millions to investors. If you don’t believe me, look up 5% weekly etc. He did know how to consruct filters though, that’s for sure. He left because he was full of himself, had a thin skin, like you and the writing was on the wall. Somehow you forget the attitude you had when you started the topic of your holy grail system that you asked to have others improve on.
In conclusion, you are a broke struggling goof.
Good Luck!!



KSK8
561 posts
msg #146081
Ignore KSK8
1/15/2019 3:28:44 PM

"broke struggling goof"

Yep, I've confirmed your just a troll. I agree with Mac, all this arguing has been a waste of my time and the other users reading it as well. I've let this thread turn into a redundant argument and its my fault for feeding it. No longer will I be arguing for the sake of keeping this thread on topic.

I would ask you shillllihs politely to do the same.



scottoddscom
26 posts
msg #146082
Ignore scottoddscom
1/15/2019 6:31:57 PM

LOL!

Mactheriverrat
3,157 posts
msg #146090
Ignore Mactheriverrat
modified
1/16/2019 3:52:53 AM

I have seen arguing on other forums as well-
To me arguing is just a big waste of time when I can be watching charts for my next buy.



nibor100
1,046 posts
msg #146096
Ignore nibor100
1/16/2019 10:29:21 AM

Getting back to KSK8's latest shorting filter and the numbers....

1. Stats from SF historical stock data:

a. I reported previously for his 1st published filter (updated version) the following results

For last trading year/252 days: 46 losing trades and 136 winning trades for about 75% winners and very near the same results for the prior trading year/252 days: 47 losing trades and 124 winners for about 72% winners.

b. For his latest filter version based on RSI(2) > 95 instead of crossing 98 for the most recent SF year:

For last trading year/252 days: 93 losing trades and 134 winning trades for about 59% winners and even better results for the prior trading year/252 days: 105 losing trades and 180 winners for about 63% winners.

c. Seems to me the updated first filter might be better to use than his newest one....

d. As I understand it both filters use the same rules to screen stocks after the filter has done its work.

2. We all know that backtesting in SF is a very manual approach generally requiring us to first run the filter we want historical results for and then stepping thru historical dates either one at a time using the left arrow to the left of the date box or using any of the dropdown options of the date box including the date offset box which is similar to coding a date offset into the filter itself.

a. To make backtesting KSK8s shorting filters a little easier, especially since the one day gain and loss computed from Open price to Closing Price are different than SF's Chg(%) column and Perf(%) column; I kludged up the below filter to make it a little easier to step thru day by day and instantly see the shorting trade gains or losses, what levels RSI(2) has been at and today's Open price for visual comparison with today's closing price.

Essentially this filter sets all criteria back one day ago so when you run it today it shows yesterday's filter selections and the resulting short gains or losses. To double check the stocks returned by my filter run his filter one day earlier.

b. In my next post I'll provide my over-kludged cumulative backtesting filter for this shorting filter with some detailed explanations.

Ed S.

Fetcher[
/* short open, cover close */

market is not OTCBB
market is not ETF

volume 1 day ago > 100000 and volume 2 day ago > 100000
/*close 1 day ago > 0.1 and close 1 day ago < 10*/
close 1 day ago is between 0.1001 and 9.99
close 1 day ago > open 1 day ago
close 2 day ago > open 2 day ago
close 3 days ago < open 3 days ago
close 1 day ago reached a new 30 day high
rsi(2) 1 day ago > 95

/*rsi(2) 1 day ago crossed above 98 and add column rsi(2)
close 1 day ago is 10% below high 1 day ago*/

set{var1, close - open}
set{var2, var1 / open}
set{var3, var2 * -100} add column var3 {Todays Short %GAIN} and sort column 5 descending
add column rsi(2) 2 days ago and add column rsi(2) 1 day ago and add column rsi(2)
add column market cap
add column open

set{x1,max(open,close)}
set{x2,min(open,close)}
set{x3,x1-x2}
set{x4,CEMA(x3,20)}
set{x5,CEMA(x3,20)*2}
x3 2 days ago > x4 2 days ago
x3 1 day ago > x3 2 day ago
x3 1 day ago > x5 1 day ago
]






nibor100
1,046 posts
msg #146100
Ignore nibor100
1/16/2019 3:20:04 PM

Further below is my over-kludged cumulative backtest filter for KSK8s latest shorting filter with added line numbers for my explanation referencing purposes. If anyone wants the filter without the row numbers let me know and I'll post it separately.

1. In general, the purpose of this filter is to count how many times stocks have met KSK8's latest shorting filter in the past year/252 trading days (which appears to be the SF Count function limit).

a. With minor changes it also enables one to find how many stocks had profits over that trading year, or how many had losses to include determining how many had profits or losses exceeding any percentage threshold input by us.

b. Also, with minor changes we can backtest the yearly impact of changes to his filter criteria affecting the dollar value of the stocks the filter is applied against and/or other conditions.

2. Filter explanations grouped by line numbers;

a. lines 1, 3 and 6-11, are unchanged
b. lines 4, 5 were left in from my 1 day backtest filter and really add nothing to this particular filter

c. lines 12 and 13 set variables for his 2 volume criteria for One Day Ago, as SF goes thru every stock these variables will be set to either 0 or 1 for each of the trading days SF uses.
d. line 14 multiplies these 2 variables together to get either a 0 or a 1. We are after only those that have a 1 result as it means both of these volume conditions were true 1 day ago.

(Note that by the end of my filter all KSK8's filter conditions must be tested for One Day Ago and their cumulative multiplication must be equal 1 which indicates all conditions were met one day ago.

e. Line 15 sets a variable for his 2 stock price requirements using the SF Between command, and since Between actually includes the 2 prices that indicate the between range I had to change the values so not to include 10 cent stocks and $10 stocks. This is the line we would change those numbers in order to backtest his filter over a different range of stock prices.

f. Line 16 is similar to lines 12 and 13 setting a variable for his close > open criteria.
g. Line 18 does the same as line 14 for variables in lines 15 and 16.

h.Line 19 multiplies the results of line 14 and 18 together in order to combine the 0s or 1s into 1 value for the 4 logic tests performed so far. We have to repeat this exercise a few times as we can only multiply 2 variables together inside a SF Set variable statement.

I. Lines 21-36 repeat this anoying methodology for the rest of his filter criteria
(Please ask questions by line number if you don't follow the logic)

j. Lines 38-40 are from my 1 day backtest filter and create the "todays short %gain" or loss column (not really needed for this filter's immediate results display but is needed for line 42)

k. Line 42 is used to set the one day %gain and % loss criteria variable to 1 or 0 to be later used to backtest cumulatively over the last year/252 trading days.

l. Line 44 multiplies the cumulative Tru variables for all filter conditions times the line 42 variable.

m. Line 45 sets the variable indicating how many stock hits for his filter occurred in the past year/252 trading days based on the criteria set in Line 42.add the "#hits this past year" column which is sorted descending by Line 46

n. Line 47 Tells SF the limit the filter output to those results from line 45 that are 1s so we only get a list of the stocks that met the Line 42 criteria over the past year.

If the "#hits this past year" column has no values greater than 1 then then we can use the SF results number as the total, if the "#hits this past year" column has values greater than 1(which indicates a stock had more than 1 short filter hit in the past year) we must reduce each of those numbers by one and add them to the results total to get an accurate final total.

3. Other considerations:

a. To get all results with positive or negative gains assuming no one day gain is > 100%, line 42 is set so the range is -100 to 100. If you want only the profits set it to 0 to 100 and -100 to 0 for the losers.

b.In order to see the profit or loss for a given stock

(1) Open another browser SF window next to the one you are using for this filter and put my one day backtest filter in it from my prior post.
(2) click on a stock in this filter window to see the graph and scroll to the left until you get to the first red box in the line of red boxes at the bottom of the graph page, use the cursor to note the date
(3) go to the other browser window and use the date box to go to the actual date that stock hit and read the todays short %gain column to see the profit or loss value for that day.
(4) repeat as desired. Changing the values in Line 42 can get you to the bigger gains and losses much quicker than going thru them one by one.

c. For prior years, remove the " /* " and " */ " from Line 49 and set the date that you want to see results for the 252 prior trading days. ( you should be able to do this for about 3 prior years)

d. For the curious, Line 51 was used in my original version of this filter for KSK8's corrected first filter and allowed me to have a column showing how many days of offset each stock had from its latest hit so when I moved over to the browser window with the one day backtest filter I just enterred that value in the date dropdown Custom Date Offset box so I would not have to deal with determining the dates from the graphs.

Unfortunately, KSK8 added so many additional criteria to his latest filter that I've run into the SF computational limit of too many nested set statements, etc. If anyone can figure a way around it please let me know.

I had to remove the "#" sign from my column label in order to make the filter clickable but you can actually add it back in and the filter will run....very odd

I did warn that this was over-kludged....questions welcome, derision maybe...
This filter is a little slow to run due to the calcs. but not too bad 2 to 5 seconds on avg.
Ed S.

Fetcher[
/*1*/ /*short at the open, cover at the close */

/*3*/market is not OTCBB and market is not ETF
/*4*/add column open
/*5*/add column rsi(2) 2 days ago and add column rsi(2) 1 day ago and add column rsi(2)
/*6*/add column market cap
/*7*/set{x1,max(open,close)}
/*8*/set{x2,min(open,close)}
/*9*/set{x3,x1-x2}
/*10*/set{x4,CEMA(x3,20)}
/*11*/set{x5,CEMA(x3,20)*2}
/*12*/set{cv1, count( volume 1 day ago > 100000, 1)}
/*13*/set{cv2, count( volume 2 day ago > 100000, 1)}
/*14*/set{Tru1, cv2*cv1 }
/*15*/set{cclo1, count( close 1 day ago is between 0.1001 and 9.99, 1)}
/*16*/set{cclo2, count( close 1 day ago > open 1 day ago, 1)}

/*18*/set{Tru2, cclo1*cclo2 }
/*19*/set{Tru3, tru1*tru2 }

/*21*/set{cclo3, count( close 2 days ago > open 2 days ago, 1)}
/*22*/set{cclo4, count( close 3 days ago < open 3 days ago, 1)}
/*23*/set{Tru4, cclo3*cclo4 }
/*24*/set{cclo5, count( close 1 day ago reached a new 30 day high, 1)}
/*25*/set{c95, count( rsi(2) 1 day ago > 95, 1)}
/*26*/set{Tru5, cclo5*c95 }
/*27*/set{Tru6, tru4*tru5 }
/*28*/set{Tru7, tru3*tru6 }

/*30*/set{xclo1, count( x3 2 days ago > x4 2 days ago, 1)}
/*31*/set{xclo2, count( x3 1 day ago > x3 2 days ago, 1)}
/*32*/set{Tru8, xclo1*xclo2 }
/*33*/set{xclo3, count( x3 1 day ago > x5 1 day ago, 1)}
/*34*/set{Tru9, xclo3*1 }
/*35*/set{Tru10, tru8*tru9 }
/*36*/set{Tru11, tru10*tru7 }

/*38*/set{var1, close - open}
/*39*/set{var2, var1 / open}
/*40*/set{var3, var2 * -100} add column var3 {today's short %gain} and draw var3

/*42*/set{var4, count( var3 is between -100 and 100, 1)}

/*44*/set{Tru12, tru11*var4 }
/*45*/set{var5, count(tru12 > 0 ,252)} and add column var5 {hits past year}
/*46*/and sort column 11 descending
/*47*/var5 > 0

/*49*/ /*date offset is 1/15/2018*/

/*51*//*set{SincTru12,-1 + days(var5 <= 0 ,252) } and add column SincTru12*/
]













StockFetcher Forums · General Discussion · BEHOLD THE HOLY GRAIL<< 1 ... 10 11 12 13 14 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.