| StockFetcher Forums · General Discussion · EDGERATER discussion | << 1 2 3 4 5 >>Post Follow-up |
| graftonian 1,089 posts msg #155393 - Ignore graftonian |
1/21/2021 9:26:11 AM @Ed S, Thanks for the quick start guide. Still working on duplicating the steps on vid 2. In the general discussion "rules" the topic has focused on exit strategies, and a simple one at that. I visualize an edgerater exercise: 1) Create a template 2) Add a small symlist, Graf |
| nibor100 1,044 posts msg #155394 - Ignore nibor100 |
1/21/2021 11:09:38 AM @xarlor, Chris only provided me partial sreenprint of the equity chart after his code corrections which showed the final equity had a gain of $46,688,74 average trade duration of 7 days and the total trades is now 13,667. He still hasn't released a sw update with this change so I can't run a new backtest of your original script yet. Ed S. |
| nibor100 1,044 posts msg #155395 - Ignore nibor100 |
1/21/2021 11:40:07 AM @graf, Creating a small symlist in Edgerater is easy and has nothing to do with creating Templates from scratch. If you already have a symlist in an SF filter you use a. run the filter in sf b. export to csv c. select all of the symbols from the symbol column and right click and choose copy d. open microsoft's NotePad e. right click and choose Paste f. save it to the Edgerater Symbol Lists directory with a name you'll recognize e. In Edgerater click on the Symbol Lists tab f. click on the dropdown arrow next to the name of the current symbol list g. scroll down until you see one you just saved and select it h. click on the pencil icon so you can edit the settings for your new symbol list I. click on Data Update Options and choose how much data you want by years or dates j. cllick on the 2 arrow Data Update Icon and wait for the completed box at the bottom to show k. click on the data snapshot tab so you can double check your symbols now have data l close the symbol edit box If you don't have a symlist in SF you want to use: you can either enter the symbols in a new symbol list in Edgerater one at a time or Enter them in NotePad one at time, only one per row and no commas Ed S. PS. Later I'll run some comparative backtests regarding the 10 cent stops mentioned in the Rules thread but I'm going to post the results in this thread since it is more Edgerater focused. |
| nibor100 1,044 posts msg #155402 - Ignore nibor100 |
1/22/2021 11:34:43 AM @graf, Now for you to duplicate the 2 backtests I just ran to show the dif between a 10cent stop loss and Xarlor's normal Exit criteria. First go to the Entries and Exits tab in Edgerater, select it and then select Chart Scripts tab from upper right. Click on new script icon copy the following entry script: buy1: count(RSI(CLOSE, N) < 1, 1) ; buy2: count(ref(RSI(CLOSE, N),1) > 1, 1); buy3: count(c > 1,1); buy4: count(vol > 2000000,1); buy5: count(low > MA(CLOSE,200),1); event: buy1 & buy2 & buy3 & buy4 & buy5; click on the Parameters tab and set N as type Double, default 2, Min 1 Max100 x as type Double, default 3, Min 0 Max100 y as type Double, default 20, Min 1 Max100 Save it making sure it compiled successfully Then do the same steps for the xarlor Exit script: sellit1: count(RSI(CLOSE, N) > 70, 1) ; sellit2: count(ref(RSI(CLOSE, N),1) < 70, 1); event: sellit1 & sellit2 ; The parameters are exactly the same so you could have edited your prior entry script by deleting the script code, pasting in the exit script code and then saving to some kind of Exit name. 2. Create a symbol list, with the following symbols,in notepad and save it in the Edgerater symbol list directory qqq,iwm,spy,xlf,gld,tlt,dia,xlu,xlv,xle,uso,ung,robo,voo,iusg,slv) 3. Click on the upper Entries tab and then drag your entry script you just saved from your My Scripts area onto the Security Selector window and hit the Run button After your stock entries appear below, go up and click on the Exits tab drag over your exit script you just saved into the Security Selector window and hit the Run button after your stocks appear 4. Select the Trade Simulation tab and set the backtest settings in the Simulation Settings tab: for the first backtest run set fixed hold period at 100, make sure no duplicates is set and the Fixed Dollar Loss is 0.10 and hit the run button and you should get the below results: All Trades Winners Losers Neutral Trade Count 8 0 8 0 Trade Count % 100% 0.00% 100.00% 0.00% Avg. Profit/Loss $ ($44.88) #DIV/0! ($44.88) Avg. Profit/Loss % -0.45% #DIV/0! -0.45% Average Min Max SD Sum Trade Length (Days) 3.00 2.00 10.00 2.65 Trades per position 1.00 1.00 1.00 0.00 8.00 Daily Open Positions 0.13 0.00 4.00 0.48 Profit/Loss (%) -0.45% -2.29% 0.00% 0.76% Max Favourable Excursion % (MFEP) 0.29% 0.00% 2.32% 0.77% Max Adverse Excursion % (MAEP) 0.45% 0.00% 2.29% 0.76% Profit/Loss ($) ($44.88) ($228.51) ($0.10) $76.17 ($359.06) Max Favourable Excursion (MFE) $29.03 $0.00 $232.26 $76.81 Max Adverse Excursion (MAE) $44.88 $0.10 $228.51 $76.17 Starting Equity $100,000 Ending Equity $99,641 Net Profit ($359) Net Profit % -0.36% Investment Period (Days) 213 Maximum Equity $100,000 Minimum Equity $99,641 Max Consecutive Winners 0 Max Consecutive Losers 0 Commission Rate $0.00 Total Commissions Paid $0.00 Payoff Ratio #DIV/0! Expectation % #DIV/0! Expectation $ #DIV/0! Annualized Rate of Return (ARR) -0.62% Compounded Annual Growth Rate (CAGR) -0.61% Profit Factor (PF) #DIV/0! Pessimistic Rate of Return (PRR) #DIV/0! Maximum Portfolio Drawdown (MPD) $359.06 Sharpe Ratio -1.7842 5. for the2nd backtest run set click on the Exit Event circle to select it and choose Event Bar on Close, make sure no duplicates is set and unclick the Fixed Dollar Loss and hit the run button and you should get the below results: All Trades Winners Losers Neutral Trade Count 8 4 4 0 Trade Count % 100% 50.00% 50.00% 0.00% Avg. Profit/Loss $ ($319.19) $236.76 ($875.14) Avg. Profit/Loss % -3.19% 2.37% -8.75% Average Min Max SD Sum Trade Length (Days) 6.88 2.00 21.00 5.58 Trades per position 1.00 1.00 1.00 0.00 8.00 Daily Open Positions 0.34 0.00 5.00 0.93 Profit/Loss (%) -3.19% -30.36% 6.82% 10.60% Max Favourable Excursion % (MFEP) 2.08% 0.00% 6.96% 1.93% Max Adverse Excursion % (MAEP) 10.26% 0.00% 38.64% 11.38% Profit/Loss ($) ($319.19) ($3,035.80) $682.42 $1,059.63 ($2,553.53) Max Favourable Excursion (MFE) $207.93 $0.00 $696.41 $193.46 Max Adverse Excursion (MAE) $1,026.28 $0.00 $3,863.78 $1,137.98 Starting Equity $100,000 Ending Equity $97,446 Net Profit ($2,554) Net Profit % -2.55% Investment Period (Days) 217 Maximum Equity $100,118 Minimum Equity $96,651 Max Consecutive Winners 2 Max Consecutive Losers 2 Commission Rate $0.00 Total Commissions Paid $0.00 Payoff Ratio 0.27 Expectation % -36.47% Expectation $ ($319) Annualized Rate of Return (ARR) -4.30% Compounded Annual Growth Rate (CAGR) -4.26% Profit Factor (PF) 0.27 Pessimistic Rate of Return (PRR) 0.09 Maximum Portfolio Drawdown (MPD) $3,466.87 Sharpe Ratio -0.3354 Let me know how it goes: Ed S. |
| graftonian 1,089 posts msg #155403 - Ignore graftonian |
1/22/2021 1:07:39 PM @Ed S, Well, that exercise taught me one thing, above all others. A new symlist is added outside of edgerater. Now I know 2 things; how to save a template under a new name, and how to create and save a symlist. Having a go at exploring entry/exit and trade sim. graf |
| VirginTrader 73 posts msg #155407 - Ignore VirginTrader modified |
1/23/2021 7:59:53 AM @nibor thank you for all that you do and patiently share! it was my own ignorance and impatience to think I need excel skills for the software; my apologies to all. |
| nibor100 1,044 posts msg #155410 - Ignore nibor100 |
1/23/2021 10:31:45 AM @Graf, Those ways of adding symlists/symbol lists to Edgerater were just to illustrate how to do it from SF when you have a ready made group of symbols. Edgerater allows you to create symbol lists, add symbols, delete symbols, edit symbols, copy lists, etc. from the basic program itself so you don't have to do it from outside of Edgerater. Sorry for not giving you all of the details, Ed S. |
| graftonian 1,089 posts msg #155434 - Ignore graftonian |
1/25/2021 1:06:05 PM @Ed S, I went thru the steps in your Jan22 post, with great strides forward in my understanding. Many Thanks, Graf |
| Cheese 1,374 posts msg #155436 - Ignore Cheese |
1/25/2021 2:32:07 PM Ed and Duane, Honest questions This is purely for my learning and there is no intention of offending anyone who may no longer be active here. 1. Back in July 2017, based on pundit opinions from outside sF, pthomas had already alerted graftonian about a potential impending XIV meltdown. But at the time, the XIV threads and posts relied on tests using SS and NN and were quite sanguine about XIV. In which ways can Edgerater testing help users avoid disasters such as XIV ? 2. Using the tests that you've already done or posted, could you please give some examples of how they might have more of your trades safer and more profitable? Thank you. |
| graftonian 1,089 posts msg #155438 - Ignore graftonian |
1/25/2021 7:26:09 PM Cheese, An example: one of my "goto" filters uses the cross of HullMA10 and 50.Why 10 and 50? I don't know. Would another pair of MAs be better? I don't know. I do know that Edgerater has the power to allow a comprehensive search to find an optimum. Graf |
| StockFetcher Forums · General Discussion · EDGERATER discussion | << 1 2 3 4 5 >>Post Follow-up |
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