glider
59 posts
msg #36318
- Ignore glider |
6/14/2005 1:43:03 AM
Thanks for posting this filter Rumpled One. I think it has good potential. Except I cannot backtest it. I've tried saving it to My Filters and also copying and pasteing it directly. It shows 0 stocks listed, even for previous years. Anyone have any ideas?
| Approach Information | | Approach Name: unnamed approach | | Test started on 01/03/2005 ended on 06/10/2005, covering 110 days | | Filter used: | /* STOCKS IN LINEAR REGRESSION AND EMA UPTRENDS */
set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}
Set{u1, T200 * 1}
Set{u2, T60 * 10}
Set{u3, T10 * 100}
Set{uu, u1 + u2}
Set{TREND, uu + u3}
set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{CxC, CCa - CCb}
set{E5b,days(close is above ema(5),100)}
set{E5a,days(close is below ema(5),100)}
set{CxE5, E5a - E5b}
set{E1326b,days(ema(13) above ema(26),100)}
set{E1326b1, count(E1326b above -1 , 1)}
set{E1326b2, E1326b * E1326b1}
set{E1326a,days(ema(13) below ema(26),100)}
set{E1326a1, count(E1326a above -1 , 1)}
set{E1326a2, E1326a * E1326a1}
set{E13xE26, E1326a2 - E1326b2}
set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}
set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VolCnt, VolUp - VolDn}
TREND EQUAL 111
E13XE26 ABOVE 0
CLOSE ABOVE 10
VOLUME ABOVE 1000000
ADD COLUMN RSI(2)
ADD COLUMN TREND
ADD COLUMN E13XE26
ADD COLUMN CXE5 {C_x_E5}
ADD COLUMN CXC {C_x_C}
ADD COLUMN VOLPCT {V% chg}
ADD COLUMN VOLCNT {V u/d}
SORT COLUMN 10 DESCENDING
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| Trade Statistics | | There were 0 total stocks entered. Of those, or 0 were complete and or 0 were open. | | Of the completed trades, trades or 0.00%resulted in a net gain. | | Your average net change for completed trades was: 0.00%. | | The average draw down of your approach was: 0.00%. | | The average max profit of your approach was: 0.00% | | The Reward/Risk ratio for this approach is: 0.00 | | Annualized Return on Investment (ROI): 0.00%, the ROI of ^SPX was: 0.00%. |
| Exit Statistics | | Stop Loss was triggered 0 times or 0% of the time. | | Stop Profit was triggered 0 times or 0% of the time. | | Trailing Stop Loss was triggered 0 times or 0% of the time. | | You held for the maximum period of time (5 days) 0 times or 0% of the time. | | An exit trigger was executed 0 times or 0% of the time. |
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