__fetcheruser123
msg #44866
- Ignore __fetcheruser123 |
6/11/2006 4:09:21 AM
Am I seeing things, or is this accurate?
| Approach Information | | Approach Name: QQQQ & HG Test | | Test started on 06/07/2004 ended on 06/07/2006, covering 504 days | | Filter used: | |
| Trade Statistics | | There were 64 total stocks entered. Of those, 54 or 84.38% were complete and 10 or 15.62% were open. | | Of the 54 completed trades, 54 trades or 100.00%resulted in a net gain. | | Your average net change for completed trades was: 15.62%. | | The average draw down of your approach was: -9.56%. | | The average max profit of your approach was: 26.00% | | The Reward/Risk ratio for this approach is: 0.00 | | Annualized Return on Investment (ROI): 545.33%, the ROI of ^IXIC was: 3.94%. |
| Exit Statistics | | Stop Loss was triggered 0 times or 0.00% of the time. | | Stop Profit was triggered 54 times or 100.00% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time ( days) 0 times or 0.00% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 2 day chg | 3 day chg | 4 day chg | 5 day chg | 6 day chg | | Winners: | 54 | 35 | 30 | 30 | 31 | 30 | | Losers: | 0 | 26 | 31 | 30 | 33 | 34 | | Win/Loss Ratio: | 0.00:1 | 1.35:1 | 0.97:1 | 1.00:1 | 0.94:1 | 0.88:1 | | Net Change: | 15.62% | 7.15% | 5.18% | 6.99% | 5.52% | 7.19% |
| Statistics By Variable: Match Price | | | <0.9 | <1.05 | <1.2 | <1.35 | <1.5 | <1.65 | <1.8 | <1.95 | <2.1 | <2.25 | | Completed | - | 13:0 | 8:0 | 7:0 | 4:0 | 11:0 | 3:0 | 8:0 | - | - | | 2 day chg | 0:1 | 10:3 | 5:5 | 4:3 | 3:2 | 7:5 | 2:3 | 4:4 | - | - | | 3 day chg | 0:1 | 9:4 | 5:4 | 4:4 | 2:3 | 4:7 | 1:4 | 5:4 | - | - | | 4 day chg | 0:1 | 10:2 | 4:5 | 4:5 | 1:4 | 5:6 | 1:3 | 5:4 | - | - | | 5 day chg | 0:1 | 10:3 | 5:5 | 4:5 | 1:4 | 5:7 | 1:4 | 5:4 | - | - | | 6 day chg | 0:1 | 9:4 | 4:6 | 4:5 | 1:4 | 5:7 | 2:3 | 5:4 | - | - |
| Statistics By Variable: Average Volume | | | <1000000 | <2.0M | <3.0M | <4.0M | <5.0M | <6.0M | <7.0M | <8.0M | <9.0M | <10.0M | | Completed | 36:0 | 10:0 | 6:0 | 1:0 | - | 1:0 | - | - | - | - | | 2 day chg | 24:20 | 8:2 | 3:2 | 0:1 | - | 0:1 | - | - | - | - | | 3 day chg | 21:22 | 6:4 | 3:3 | 0:1 | - | 0:1 | - | - | - | - | | 4 day chg | 20:22 | 6:4 | 3:3 | 1:0 | - | 0:1 | - | - | - | - | | 5 day chg | 22:24 | 6:4 | 3:3 | 0:1 | - | 0:1 | - | - | - | - | | 6 day chg | 21:25 | 6:4 | 3:3 | 0:1 | - | 0:1 | - | - | - | - |
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__fetcheruser123
msg #44867
- Ignore __fetcheruser123 |
6/11/2006 4:11:56 AM
Here's one from 2002 - 2004...
| Approach Information | | Approach Name: QQQQ & HG Test | | Test started on 06/07/2002 ended on 06/07/2004, covering 503 days | | Filter used: | |
| Trade Statistics | | There were 60 total stocks entered. Of those, 56 or 93.33% were complete and 4 or 6.67% were open. | | Of the 56 completed trades, 56 trades or 100.00%resulted in a net gain. | | Your average net change for completed trades was: 13.14%. | | The average draw down of your approach was: -10.31%. | | The average max profit of your approach was: 20.46% | | The Reward/Risk ratio for this approach is: 0.00 | | Annualized Return on Investment (ROI): 311.72%, the ROI of ^IXIC was: 17.04%. |
| Exit Statistics | | Stop Loss was triggered 0 times or 0.00% of the time. | | Stop Profit was triggered 56 times or 100.00% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time ( days) 0 times or 0.00% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 2 day chg | 3 day chg | 4 day chg | 5 day chg | 6 day chg | | Winners: | 56 | 35 | 35 | 31 | 31 | 31 | | Losers: | 0 | 23 | 22 | 26 | 27 | 25 | | Win/Loss Ratio: | 0.00:1 | 1.52:1 | 1.59:1 | 1.19:1 | 1.15:1 | 1.24:1 | | Net Change: | 13.14% | 3.08% | 3.32% | 4.77% | 4.03% | 5.49% |
| Statistics By Variable: Match Price | | | <0.4 | <0.6 | <0.8 | <1 | <1.2 | <1.4 | <1.6 | <1.8 | <2 | <2.2 | | Completed | 1:0 | - | - | 4:0 | 10:0 | 14:0 | 9:0 | 11:0 | 7:0 | - | | 2 day chg | 1:0 | - | - | 2:2 | 4:6 | 10:4 | 8:3 | 6:4 | 4:4 | - | | 3 day chg | 1:0 | - | - | 2:2 | 6:4 | 9:3 | 6:5 | 6:5 | 5:3 | - | | 4 day chg | 1:0 | - | - | 3:1 | 6:4 | 7:5 | 6:5 | 4:7 | 4:4 | - | | 5 day chg | 1:0 | - | - | 3:1 | 5:5 | 8:6 | 6:4 | 4:7 | 4:4 | - | | 6 day chg | 1:0 | - | - | 3:1 | 4:5 | 8:4 | 6:5 | 5:6 | 4:4 | - |
| Statistics By Variable: Average Volume | | | <400000 | <800000 | <1.2M | <1.6M | <2.0M | <2.4M | <2.8M | <3.2M | <3.6M | <4.0M | | Completed | 9:0 | 18:0 | 14:0 | 8:0 | 1:0 | - | 3:0 | 2:0 | - | 1:0 | | 2 day chg | 10:0 | 12:6 | 6:10 | 4:4 | 0:1 | - | 1:1 | 1:1 | - | 1:0 | | 3 day chg | 10:0 | 9:8 | 6:10 | 6:2 | 0:1 | - | 2:0 | 1:1 | - | 1:0 | | 4 day chg | 9:1 | 8:10 | 6:10 | 5:2 | 0:1 | - | 1:1 | 1:1 | - | 1:0 | | 5 day chg | 9:1 | 8:11 | 6:9 | 6:2 | 0:1 | - | 0:2 | 1:1 | - | 1:0 | | 6 day chg | 7:3 | 8:10 | 6:10 | 7:1 | 1:0 | - | 0:1 | 1:0 | - | 1:0 |
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maxreturn
745 posts
msg #44870
- Ignore maxreturn |
6/11/2006 8:46:58 AM
What is the filter?
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TheRumpledOne
6,529 posts
msg #44881
- Ignore TheRumpledOne |
6/11/2006 3:38:43 PM
If HG is for HolyGrail, it's probably right.
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heyen
124 posts
msg #44897
- Ignore heyen |
6/12/2006 11:33:56 AM
Please also check the surprises in open trades.
Though less than 10% not going the right direction is still above good average.
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marine2
963 posts
msg #44921
- Ignore marine2 |
6/13/2006 3:19:13 PM
No one can varify whether this is good, bad, or whatever until you let us see your programming set up. Throw us a bone here!
Thanks
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__fetcheruser123
msg #44923
- Ignore __fetcheruser123 |
6/13/2006 3:33:15 PM
I figured out that it's not accurate. The few trades that didn't complete had losses of 80-90%. This is because I set no exit other than a profit stop. So, it's a good filter but needed a profit stop, making less than 100% accurate. ;)
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cldawson
3 posts
msg #44924
- Ignore cldawson |
6/13/2006 3:37:45 PM
Good for you:) ...But what about me...lol. Good news with no filter is just reading material. I get 100% of nothing from this post:(
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namsu22
1 posts
msg #45366
- Ignore namsu22 |
6/29/2006 1:28:48 PM
spread the wealth brotha!
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waldo1323
14 posts
msg #45380
- Ignore waldo1323 |
6/29/2006 11:21:42 PM
That would be like all of us going into a bank afterhours to crack the safe knowing there's a 100mil in it, and all we are allowed to use to crack the safe is a toothpick and a flashlight all the while the guy who handed us the flashlight has the combination in his pocket but ain't telling.
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