| StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER) | << 1 ... 23 24 25 26 27 ... 43 >>Post Follow-up |
| mahkoh 1,065 posts msg #104256 - Ignore mahkoh |
1/6/2012 3:56:46 PM Now 81.29. Should it go down further 80.55 may be a good point to add to the position. 200 MA and monthly S1 are both in that area. |
| Kevin_in_GA 4,599 posts msg #104262 - Ignore Kevin_in_GA |
1/6/2012 6:20:57 PM End of day BUY signal for Mastercard (MA). |
| novacane32000 331 posts msg #104273 - Ignore novacane32000 |
1/7/2012 2:37:15 PM Kevin I used Stratasearch to run the filter with a 5% and 7% profit stop . The 7% profit stop achieved nearly identical results to a no-stop filter with the advantage of having a better "Avr Position Max Drawdown pct" (-3.81% compared to -6.38%). My SF backtest stats showed that only 1 in 20 trades went on to gain over 7% so I figured that would be a good place for a profit stop and stratasearch seems to agree. Will this improve the bottom line? No , the results are nearly the same but I think it can help avoid the pain of dealing with drawdowns and having the statistical assurance that taking profits at a 7% gain is ok. I have the stratasearch detailed analysis reports on a .jpg file. If someone would be kind enough to show me how to post those files to this page I would be glad to do so. |
| four 5,087 posts msg #104274 - Ignore four modified |
1/7/2012 3:02:53 PM 1. http://imageshack.us/ 2. Browse and upload image and I selected: 640x480 3. I selected HTML Code code, copied and pasted into this message (image is clickable) - or - 
Uploaded with ImageShack.us 3. I clicked on HTML Thumbnail code, copied and pasted into this message (image is clickable)
Uploaded with ImageShack.us |
| novacane32000 331 posts msg #104275 - Ignore novacane32000 modified |
1/7/2012 5:05:52 PM Thanks Four Below are results with a 7% profit stop 2000 thru 2010 Avr Position max drawdown pct is only -3.81% 
Below are results with no profit stop -the compound annual return is nearly identical but the Avr Position max drawdown pct is -6.38% 
|
| four 5,087 posts msg #104276 - Ignore four modified |
1/7/2012 5:40:55 PM I seem to be able to post the link but not the image. - - novacane, Post the link and I will try to get it to work. |
| four 5,087 posts msg #104277 - Ignore four |
1/7/2012 6:00:07 PM I see the image NOW. |
| novacane32000 331 posts msg #104278 - Ignore novacane32000 |
1/7/2012 6:35:14 PM Four Thanks for your help. The imageshack pics were blurry and hard to read. I reposted with Photobucket - a bit easier on the eyes. |
| Billirider321 62 posts msg #104279 - Ignore Billirider321 modified |
1/7/2012 7:40:05 PM Thanks for posting all the back test result. Are you running your test in strata search.. How do you get data. Is it yahoo data or borgata data. Can you test pyramid position , buy stock in half position and rest half after a 2 to 3 percent drawdown, as average drawdown of the system is 3 percent. Second half can be option trade. This are my thoughts. Thanks Bill |
| novacane32000 331 posts msg #104280 - Ignore novacane32000 |
1/7/2012 10:48:06 PM On Stratasearch I use yahoo prices. Pyramiding or adding on to a position can work to a small degree it seems. I quickly looked at a few SF stats. Stocks that gained up to 2.99% after 1 day --on avr finished with a higher gain than after 1 day. So adding on when the stock gains .01% to 2.99% after 1 day appears to be profitable. Stocks that gained more than 3% after one day did not appreciate much more and in fact went down depending on the range you are looking at. For example-stocks that gained 4% to 5% after one day closed with an avr gain of just over 3.6% so I would not consider adding on here. Cost avr down stats say to add on when the stock drops up to 3% as the avr close ends up around-.25%. I would have to crunch a lot more numbers before I attempted to either pyramid or cost avr down on a trade. |
| StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER) | << 1 ... 23 24 25 26 27 ... 43 >>Post Follow-up |