atva96
5 posts
msg #46289
- Ignore atva96 |
8/9/2006 6:17:55 PM
Show stocks where pattern is incomplete-double-bottom
and the CMF(21) crossed above 0.1
and the 42 day slope of the CMF(21) is above 0
While backtesting this filter it appears that selected stocks meet the the first 2 criteria. The final criteria (slope of) is also met but not concurrent with the first 2 criteria. While looking at the chart for selected stocks a 42 day slope line is drawn for the CMF(21), but the slope line is always from 42 days ago to the current date.
I would like the 42 day slope line (and criteria test) to begin 42 days previous to the date upon which the first 2 criteria are met.
Any ideas? Is this a flaw in the software or improper coding of criteria?
Tx
Milton
| Approach Information | | Approach Name: cmf_up_&_incomplete_double _bottom | | Test started on 01/03/2005 ended on 04/29/2005, covering 81 days | | Filter used: | | cmf_up_&_incomplete_double _bottom (saved filter) |
|
|
| Trade Statistics | | There were 20 total stocks entered. Of those, 17 or 85.00% were complete and 3 or 15.00% were open. | | Of the 17 completed trades, 6 trades or 35.29%resulted in a net gain. | | Your average net change for completed trades was: -2.84%. | | The average draw down of your approach was: -7.47%. | | The average max profit of your approach was: 5.52% | | The Reward/Risk ratio for this approach is: 0.49 | | Annualized Return on Investment (ROI): -52.51%, the ROI of ^SPX was: -13.86%. |
| Exit Statistics | | Stop Loss was triggered 7 times or 41.18% of the time. | | Stop Profit was triggered 4 times or 23.53% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time (25 days) 6 times or 35.29% 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: | 6 | 13 | 8 | 8 | 7 | 6 | | Losers: | 11 | 7 | 12 | 12 | 13 | 14 | | Win/Loss Ratio: | 0.55:1 | 1.86:1 | 0.67:1 | 0.67:1 | 0.54:1 | 0.43:1 | | Net Change: | -2.84% | -0.32% | -0.52% | -2.24% | -3.82% | -8.12% |
| Statistics By Variable: Match Price | | | <10 | <20 | <30 | <40 | <50 | <60 | <70 | <80 | <90 | <100 | | Completed | 3:5 | 2:3 | 1:2 | - | - | 0:1 | - | - | - | - | | 2 day chg | 5:5 | 5:1 | 2:1 | - | - | 1:0 | - | - | - | - | | 5 day chg | 4:6 | 3:3 | 1:2 | - | - | 0:1 | - | - | - | - | | 10 day chg | 4:6 | 3:3 | 1:2 | - | - | 0:1 | - | - | - | - | | 25 day chg | 3:7 | 3:3 | 1:2 | - | - | 0:1 | - | - | - | - | | 40 day chg | 3:7 | 2:4 | 1:2 | - | - | 0:1 | - | - | - | - |
| Statistics By Variable: Average Volume | | | <400000 | <800000 | <1.2M | <1.6M | <2.0M | <2.4M | <2.8M | <3.2M | <3.6M | <4.0M | | Completed | 5:9 | 1:0 | - | 0:1 | - | - | - | - | - | 0:1 | | 2 day chg | 9:6 | 2:0 | - | 1:1 | - | - | - | - | - | 1:0 | | 5 day chg | 5:10 | 2:0 | - | 1:1 | - | - | - | - | - | 0:1 | | 10 day chg | 6:9 | 1:1 | - | 1:1 | - | - | - | - | - | 0:1 | | 25 day chg | 5:10 | 1:1 | - | 1:1 | - | - | - | - | - | 0:1 | | 40 day chg | 4:11 | 1:1 | - | 1:1 | - | - | - | - | - | 0:1 |
|
|