abbabb1tt
18 posts
msg #42597
- Ignore abbabb1tt |
3/28/2006 1:20:13 PM
Just a quick question and I hope not to start another pissing match. But what kinds of ROI's are you guys getting on your useable (read: tradeable) screens? I get anywhere from negatives, up to 1330% (backtest period 12/03-12/05) with an average number of stocks returned being about 200 in a two year period, all over $1 share price. I'm just wondering what the norm is or what kind of ROI's you guys look for before trading a screen. I'd like honest answers and not 'mine's bigger than yours' type answers, please. I've tried some of the screens posted here, but get around 80-120% ROI's when backtesting. Is that the norm? And yes, I understand the ROI varies based on the screening period.
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EWZuber
1,373 posts
msg #42598
- Ignore EWZuber |
3/28/2006 3:35:42 PM
I don't look for ROI per se I just like to see a pattern of more winners than loosers.
I don't trade the screen results without charting them and finding what I want to see. I just use the screens to get me in the ballpark then cull them out by hand.
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nikoschopen
2,824 posts
msg #42601
- Ignore nikoschopen |
3/28/2006 3:57:30 PM
Although this would be inappropriate, I think it's warrented under the present situation. Have you compared ure results to other backtesting systems (eg. TradeStation, MetaStation, AmiBroker)? StockFetcher may not live up to full potential ─ at least for now.
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glm47
51 posts
msg #42638
- Ignore glm47 |
3/29/2006 9:22:41 PM
How's about posting that filter abbabb1tt?
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heyen
124 posts
msg #42668
- Ignore heyen |
3/31/2006 6:23:40 AM
@ Ray1
Just paste your Filter inside "Fetcher[]"
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Ray1
20 posts
msg #42658
- Ignore Ray1
modified |
4/4/2006 9:13:42 PM
This is a filter I use; it gives a high ROI but puts out very few stocks.
(Back Tested on 11-17-05 to 3-19-06 Win 86% ROI 171% with a trigger at 5% loss, and run until price drops 5% below weekly high. MCU hit it a few month a go, got a nice return on it so far.)
Good hunting to yah
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