atva96
5 posts
msg #46290
- Ignore atva96 |
8/9/2006 6:20:46 PM
Show stocks where pattern is incomplete-double-bottom
and the CMF(21) crossed above 0.1
and the 42 day slope of the CMF(21) is above 0
While backtesting this filter it appears that selected stocks meet the the first 2 criteria. The final criteria (slope of) is also met but not concurrent with the first 2 criteria. While looking at the chart for selected stocks a 42 day slope line is drawn for the CMF(21), but the slope line is always from 42 days ago to the current date.
I would like the 42 day slope line (and criteria test) to begin 42 days previous to the date upon which the first 2 criteria are met.
Any ideas? Is this a flaw in the software or improper coding of criteria?
Tx
Milton
| Approach Information | | Approach Name: unnamed approach | | Test started on 12/31/2003 ended on 06/29/2004, covering 123 days | | Filter used: | |
| 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 (25 days) 0 times or 0% of the time. | | An exit trigger was executed 0 times or 0% of the time. |
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