StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 34 35 36 37 38 ... 43 >>Post Follow-up
Kevin_in_GA
4,599 posts
msg #105121
Ignore Kevin_in_GA
2/23/2012 4:23:46 PM

End of day BUY signal for MDT - Medtronic.

JPDerks1
1 posts
msg #105125
Ignore JPDerks1
2/23/2012 11:45:08 PM

Forum,

First and foremost, Kevin thank-you for taking the time to develop this. Second, your generosity is rare and appreciated. For the better part of a year now, I've been looking into developing a system that resembled this. However, my efforts were met with frustration and frequent setbacks.

I will be paper trading this strategy through July, with the goal of implementing it at the end of that month.

My question is this:
When implementing, what kind of profit are we looking at with tax structure taken into account. Again, this may be a question for another forum and I apologize if it is. However, for those who have been active with it, have you looked at what the net profit may be after tax is taken into account?

Thank-you for your time!

springhill
74 posts
msg #105126
Ignore springhill
2/24/2012 12:28:56 AM

novacane32000

"1/4/2012 3:49:45 PM

Is there a way to have SF notify you when there is an intraday signal for your filter? Or is it up to you to refresh your filter throughout the day?

I have always had to refresh the filter but am hoping for an easier way."

If you use Firefox browser you can install an addon called "ReloadEvery" version 10.0.0 It allows you to select a reload frequency for the page you want to watch. You right click on the page and a dropdown menu lets you select Reload Every and then select the frequency.

Works pretty good.

Kevin_in_GA
4,599 posts
msg #105158
Ignore Kevin_in_GA
2/27/2012 7:00:57 PM

End of Day SELL for LIFE - profit of 1.95%.

Nickster8074
53 posts
msg #105164
Ignore Nickster8074
2/27/2012 11:17:58 PM

Just shooting from the hip here Kevin but have you considered using this system in tandem with your XLI/XLU timing filter. Perhaps this could limit the large drawdowns that appeared earlier in this thread. BTW, I love the work you've done on these forums, I've learned a lot. Thank you, Nick.

Kevin_in_GA
4,599 posts
msg #105189
Ignore Kevin_in_GA
2/29/2012 2:10:47 PM

End of Day buy (yesterday) for POM.

Intraday Buys right now for AMAT, ACE, JCP, and VMC.

Lots of possible plays today.

Kevin_in_GA
4,599 posts
msg #105196
Ignore Kevin_in_GA
2/29/2012 10:50:25 PM

End of day calls:

BUYS:

RHI
VMC
AMAT
JCP
TEG
ROP
NBL
ECL

SELLS:

GILD - gain of 3.00%
HCN - gain of 1.61%
HCP - gain of 0.89%

all were bought at the open on 2/22

mahkoh
1,065 posts
msg #105205
Ignore mahkoh
3/1/2012 3:54:11 PM

I have become a bit reluctant towards this filter as XLI has dropped from your simple market timing filter.


Fetcher[
set{relstrength, roc(11,1) - ind(SPY, roc(11,1))}

symlist(XLI,XLU,SPY)
ADD COLUMN SEPARATOR
ADD COLUMN relstrength {relative strength}

SORT ON COLUMN 6 DESCENDING
do not draw relstrength
draw ind(XLU, relstrength) on plot ind(XLI, relstrength)

ROC(11,1) above 0
]







Billirider321
62 posts
msg #105348
Ignore Billirider321
3/9/2012 9:17:23 PM

how is the system performing. I haven't see any update for last few days. is anybody taking any trades.
On March 6th there were 23 stocks selected how should one select in such a situation.

frsrblch
35 posts
msg #105353
Ignore frsrblch
3/10/2012 9:09:18 AM

>how is the system performing. I haven't see any update for last few days. is anybody taking any trades.
On March 6th there were 23 stocks selected how should one select in such a situation.

* * * * *

I've been trying to figure this out as well. The StockFetcher filters posted here seems to sort by zscore(16) ascending, suggesting that you should be buying the lowest z-score stocks first, but I don't believe that it has been stated explicitly what settings were used in Kevin's original StrataSearch results. I've haven't been able to fully recreate his backtest in StrataSearch, but there are an array of settings that could be throwing off my results.

It has been mentioned earlier in the thread that sorting by price / MA(200) descending may yield better returns (page 15), but I haven't had a chance to test this properly.

StockFetcher Forums · Filter Exchange · HOW TO DESIGN A SYSTEM (NOT JUST A FILTER)<< 1 ... 34 35 36 37 38 ... 43 >>Post Follow-up

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