SurfnDestiny
78 posts
msg #33769
- Ignore SurfnDestiny |
10/31/2004 4:05:35 PM
I ended up with the following filter. It seems to back test with about a 50% win - lose ratio.
SHOW STOCKS WHERE CLOSE HAS BEEN DECREASING OVER THE LAST 3 DAYS
and AVERAGE VOLUME(90)IS ABOVE 30,000
and CLOSE PRICE IS BETWEEN 1 AND 5
and PRICE TOUCHED LOWER BOLLINGER BAND(20) within the last 3 days
and COG(10,7) has been decreasing for 2 days lag 1 days
and COG(10,7) has been increasing for 1 day
and COG(10,7) is below -.05
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wallman
299 posts
msg #33772
- Ignore wallman |
10/31/2004 6:20:25 PM
Surf,just a suggestion but you might want to also run price CLOSED BELOW BOLLINGER BAND also in addition to your TOUCHED BOLLINGER BAND,it's what i do with the basic Muddy filter and picks up a few additional nice hits
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SurfnDestiny
78 posts
msg #33792
- Ignore SurfnDestiny |
11/1/2004 7:35:11 PM
Yea, I have a filter with below bolinger, and crosses below, and such. The near lower bollinger doesn`t seem to work to well. It seems to give results, even when the stock price is hovering around the upper bollinger. Could be my syntax again though. I notice that some parts of a sentence can be ignored if the syntax is wrong. you get no syntax error message, and you discover the problem because you get incorrect results. I need get my hierarchy of operations straight in my programming expressions.
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SurfnDestiny
78 posts
msg #33793
- Ignore SurfnDestiny |
11/1/2004 7:41:58 PM
Just another amateur attempt..... This backtested at 57%
SHOW STOCKS WHERE CLOSE HAS BEEN DECREASING OVER THE LAST 2 DAYS lag 1 day
and AVERAGE VOLUME(90)IS ABOVE 30,000
and CLOSE PRICE IS BETWEEN 1 AND 5
and close price increased for 1 day
and slow stochastics(5) slow %k crossed above slow stochastics(5) slow %d
and slow stochastics(5) slow %d is below 50
and the 1 day slope of slow stochastics(5) slow %K is > .9
and COG(5,7) crossed above COG EMA(5,7)
and COG(5,7) is below 0
and 1 day slope of COG(5,7) is > .9
and Accumulation Distribution has been increasing for 1 day
and Comparative relative strength(^IXIC,20) has been increasing for 1 day
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