ddfridd
40 posts
msg #35744
- Ignore ddfridd |
4/25/2005 10:05:23 PM
is this backtest results pretty good?..or can they be better?..
How does your compare?..I have disabled entry and exits of 10%..
I'm still working on my filters..
I only hold stocks for a day or two or three..
that's the reason I use a time period of 7 days..
I could care less what filter backtest results are for 6 months back..
http://img.photobucket.com/albums/v188/ddfridd007/Fetcher/ABCetc.jpg
http://img.photobucket.com/albums/v188/ddfridd007/Fetcher/ABCetc.jpg
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ddfridd
40 posts
msg #35745
- Ignore ddfridd |
4/25/2005 10:08:38 PM
here's one..Filter "A"
| Approach Information | | Approach Name: A | | Test started on 04/18/2005 ended on 04/25/2005, covering 5 days | | Filter used: | |
| Trade Statistics | | There were 10 total stocks entered. Of those, 7 or 70.00% were complete and 3 or 30.00% were open. | | Of the 7 completed trades, 4 trades or 57.14%resulted in a net gain. | | Your average net change for completed trades was: 30.87%. | | The average draw down of your approach was: -6.82%. | | The average max profit of your approach was: 15.87% | | The Risk/Reward ratio for this approach is: 5.54 | | Annualized Return on Investment (ROI): 7623.83%, the ROI of ^IXIC was: 0.00%. |
| Exit Statistics | | Stop Loss was triggered 0 times or 0.00% of the time. | | Stop Profit was triggered 0 times or 0.00% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time (0 days) 7 times or 100.00% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 2 day chg | 5 day chg | 10 day chg | 25 day chg | 40 day chg | | Winners: | 4 | 5 | 0 | 0 | 0 | 0 | | Losers: | 3 | 2 | 0 | 0 | 0 | 0 | | Win/Loss Ratio: | 1.33:1 | 2.50:1 | 0.00:1 | 0.00:1 | 0.00:1 | 0.00:1 | | Net Change: | 30.87% | 42.94% | 0.00% | 0.00% | 0.00% | 0.00% |
| Statistics By Variable: Match Price | | | <0.15 | <0.3 | <0.45 | <0.6 | <0.75 | <0.9 | <1.05 | <1.2 | <1.35 | <1.5 | | Completed | 3:1 | 0:1 | 0:1 | - | - | - | - | 1:0 | - | - | | 2 day chg | 3:1 | 0:1 | 1:0 | - | - | - | - | 1:0 | - | - | | 5 day chg | - | - | - | - | - | - | - | - | - | - | | 10 day chg | - | - | - | - | - | - | - | - | - | - | | 25 day chg | - | - | - | - | - | - | - | - | - | - | | 40 day chg | - | - | - | - | - | - | - | - | - | - |
| Statistics By Variable: Average Volume | | | <300000 | <600000 | <900000 | <1.2M | <1.5M | <1.8M | <2.1M | <2.4M | <2.7M | <3.0M | | Completed | 2:2 | 1:0 | 1:0 | 0:1 | - | - | - | - | - | - | | 2 day chg | 2:2 | 1:0 | 1:0 | 1:0 | - | - | - | - | - | - | | 5 day chg | - | - | - | - | - | - | - | - | - | - | | 10 day chg | - | - | - | - | - | - | - | - | - | - | | 25 day chg | - | - | - | - | - | - | - | - | - | - | | 40 day chg | - | - | - | - | - | - | - | - | - | - |
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ddfridd
40 posts
msg #35750
- Ignore ddfridd |
4/26/2005 8:58:59 AM
going to see how these do today..
NCTI 0.01
ILE 4.41
HOGC 0.88
ADELQ 0.13
SINX 0.03
SFP 1.50
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ddfridd
40 posts
msg #35751
- Ignore ddfridd |
4/26/2005 10:12:02 AM
the set up with $1k worth..
http://img.photobucket.com/albums/v188/ddfridd007/Fetcher/BACKTESTSETUP.jpg
18minutes later..
http://img.photobucket.com/albums/v188/ddfridd007/Fetcher/screenshot2.jpg
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ddfridd
40 posts
msg #35753
- Ignore ddfridd |
4/26/2005 10:55:00 AM
one hour and 8minutes later..
:)
http://img.photobucket.com/albums/v188/ddfridd007/Fetcher/1hour8minutes.jpg
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ddfridd
40 posts
msg #35754
- Ignore ddfridd |
4/26/2005 11:50:12 AM
up 24%..AVERAGE..
lucky guess..LOL..
http://img.photobucket.com/albums/v188/ddfridd007/Fetcher/1134.jpg
CashCow board at IHUB
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bjerrells
6 posts
msg #35755
- Ignore bjerrells |
4/26/2005 2:00:24 PM
hello ddfridd would u mine sending me a copy of that filter, that u posted about today. I am also working on some good ones, thank u bj
bjerrells@hotmail.com
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ddfridd
40 posts
msg #35756
- Ignore ddfridd |
4/26/2005 4:18:34 PM
not bad..not bad at all..how it ended on a bad market day..
http://img.photobucket.com/albums/v188/ddfridd007/Fetcher/endtuesdaytest.jpg
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wallman
299 posts
msg #35763
- Ignore wallman |
4/26/2005 11:05:20 PM
Ddfridd,those are 6 great picks there,especially with the bad market day .... the eod closes were great in theirselves but the hod's were super,HOGC we previewed in our chatroom as going on vol at $1 and in no time had hit 1.18 and ADELQ we've had on watch for a couple of days waiting to go green and once it did it went fine,you may not have seen anything from this one yet,Congrats on a great day
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