optionplayer333
801 posts
msg #107709
- Ignore optionplayer333 |
8/18/2012 5:36:23 AM
stock is optionable and weekly high below weekly high 1 week ago and weekly low above weekly low 1 week ago and average volume(50) above 500000 and average volume(22) above 1000000 and close above 10 and weekly close above weekly open and set{xxx,weekly atr(8)/weekly ma(8)} and xxx is above 0.1 and weekly rsi(2) above 40 and weekly rsi(2) below 95
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optionplayer333
801 posts
msg #107710
- Ignore optionplayer333 |
8/18/2012 5:44:17 AM
back testing 5 days
erformance results for your filter covering the dates:
Friday August 10, 2012 to Friday August 17, 2012
Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -0.69% 5 (+1.02%) 11 (-1.46%)
0 +0.05% +0.00%
2 Days -0.48% 7 (+1.19%) 9 (-1.77%)
0 -0.13% +0.00%
3 Days +1.00% 10 (+2.82%) 6 (-2.04%)
0 +0.33% +0.00%
4 Days +3.24% 14 (+3.88%) 2 (-1.25%)
0 +1.37% +0.00%
1 Week +4.21% 15 (+4.62%) 1 (-1.94%)
0 +1.84% +0.00%
Current +4.21% 15 (+4.62%) 1 (-1.94%)
0 +1.84% +0.00
8 days
rformance results for your filter covering the dates:
Tuesday August 7, 2012 to Friday August 17, 2012
Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +1.00% 12 (+1.90%) 6 (-0.81%)
0 -0.15% +0.00%
2 Days +2.12% 13 (+3.41%) 5 (-1.21%)
0 +0.09% +0.00%
3 Days +2.44% 13 (+3.91%) 5 (-1.39%)
0 +0.17% +0.00%
4 Days +1.84% 15 (+2.72%) 3 (-2.57%)
0 +0.22% +0.00%
1 Week +1.72% 11 (+3.85%) 7 (-1.62%)
0 +0.04% +0.00%
Current +6.01% 16 (+7.13%) 2 (-2.99%)
0 +2.01% +0.00%
18 matching stocks
from 6-4 and 8-3
ame Created Start
Date End
Date Win(%) Lose(%) W/L
Ratio Reward/
Risk ROI(%) Options
insideweek 8/18/2012 6/4/2012 8/17/2012 71% 29% 2.41:1 2.04 66.49% delete · copy
edit · rename
insideweek 8/18/2012 8/3/2012 8/17/2012 92% 8% 11.00:1 4.50 569.53% delete · copy
edit · rename
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Rock Sexton
111 posts
msg #107729
- Ignore Rock Sexton |
8/20/2012 1:10:26 PM
_____________________________
optionplayer333
658 posts
msg #107709
- Ignore optionplayer333 8/18/2012 5:36:23 AM
stock is optionable and weekly high below weekly high 1 week ago and weekly low above weekly low 1 week ago and average volume(50) above 500000 and average volume(22) above 1000000 and close above 10 and weekly close above weekly open and set{xxx,weekly atr(8)/weekly ma(8)} and xxx is above 0.1 and weekly rsi(2) above 40 and weekly rsi(2) below 95
_____________________________
Quoted just in case you decided to delete your crap again.
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djones000buck
206 posts
msg #107732
- Ignore djones000buck |
8/20/2012 3:20:49 PM
Nothing new.
Strikingly similar filter by M4M here:
http://forums.stockfetcher.com/sfforums/?q=view&tid=85540&start=0
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