MARY4MONEY
806 posts
msg #54493
- Ignore MARY4MONEY |
9/2/2007 9:04:45 AM
using rb% above 1.10 at the markets top on 7-19--Performance results for your filter covering the dates:
Thursday July 19, 2007 to Friday August 31, 2007
Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -1.13% 15 (+1.05%) 39 (-1.97%)
0 -1.19% -1.07%
2 Days -1.05% 17 (+1.73%) 36 (-2.39%)
1 -1.08% -0.41%
3 Days -3.82% 6 (+2.39%) 48 (-4.59%)
0 -2.95% -2.02%
4 Days -3.99% 9 (+2.76%) 45 (-5.34%)
0 -2.64% -1.54%
1 Week -6.78% 5 (+2.25%) 49 (-7.70%)
0 -4.44% -3.76%
1 Month -11.42% 9 (+7.91%) 45 (-15.29%)
0 -7.31% -6.50%
Current -7.65% 13 (+10.67%) 41 (-13.46%)
0 -4.55% -4.59%
54 matching stocks
set{ma1,close - ma(200)} set{ma2, ma1/close} set{%abovema200, ma2...
|
MARY4MONEY
806 posts
msg #54494
- Ignore MARY4MONEY |
9/2/2007 9:18:53 AM
rb% above 1.20-from the 7-19 top-look at the 1 week reults
Performance results for your filter covering the dates:
Thursday July 19, 2007 to Friday August 31, 2007
Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -1.14% 3 (+2.65%) 8 (-2.56%)
0 -1.19% -1.07%
2 Days +0.06% 6 (+2.56%) 4 (-3.67%)
1 -1.08% -0.41%
3 Days -3.63% 2 (+3.96%) 9 (-5.32%)
0 -2.95% -2.02%
4 Days -3.60% 3 (+3.76%) 8 (-6.36%)
0 -2.64% -1.54%
1 Week -7.04% 2 (+2.70%) 9 (-9.20%)
0 -4.44% -3.76%
1 Month -9.26% 2 (+12.64%) 9 (-14.12%)
0 -7.31% -6.50%
Current -1.36% 4 (+19.32%) 7 (-13.18%)
0 -4.55% -4.59%
11 matching stocks
|
MARY4MONEY
806 posts
msg #54495
- Ignore MARY4MONEY |
9/2/2007 10:04:27 AM
actually if you use rb% below 0.97 at the top you even get better results because they are already weak as compared to the market--Performance results for your filter covering the dates:
Thursday July 19, 2007 to Friday August 31, 2007
Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day -2.23% 4 (+1.29%) 30 (-2.70%)
0 -1.19% -1.07%
2 Days -2.55% 5 (+0.79%) 29 (-3.13%)
0 -1.08% -0.41%
3 Days -5.66% 3 (+1.38%) 31 (-6.34%)
0 -2.95% -2.02%
4 Days -6.44% 1 (+4.41%) 33 (-6.77%)
0 -2.64% -1.54%
1 Week -8.97% 2 (+2.73%) 32 (-9.70%)
0 -4.44% -3.76%
1 Month -14.86% 3 (+2.91%) 31 (-16.58%)
0 -7.31% -6.50%
Current -11.35% 4 (+3.22%) 30 (-13.29%)
0 -4.55% -4.59%
34 matching stocks
set{ma1,close - ma(200)} set{ma2, ma1/close} set{%abovema200, ma2...
|
MARY4MONEY
806 posts
msg #54497
- Ignore MARY4MONEY |
9/2/2007 10:58:33 AM
type of 10 day rsults on BACK TESTING ON THE ABOVE FILTERS
Name Created Start
Date End
Date Win(%) Lose(%) W/L
Ratio Reward/
Risk ROI(%) Options
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/16/2007 8/31/2007 94% 6% 15.00:1 68.95 526.57% Delete Copy
Edit Rename
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/16/2007 8/31/2007 93% 7% 13.00:1 12.73 607.22% Delete Copy
Edit Rename
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/16/2007 8/31/2007 100% 0% 0.00:1 0.00 912.25% Delete Copy
Edit Rename
set{ma1,close - ma(200)} set{ma2, ma1/close} set... 9/2/2007 8/17/2007 8/31/2007 100% 0% 0.00:1 0.00 884.59% Delete Copy
Edit Rename
|
TheRumpledOne
6,529 posts
msg #54503
- Ignore TheRumpledOne
modified |
9/2/2007 2:02:18 PM
|
conyeuchua
83 posts
msg #54508
- Ignore conyeuchua |
9/2/2007 8:35:04 PM
First of all, thank you MARY4MONEY and TheRumpledOne for sharing your expertise.
Could you, or other contributors to this forum, please tell me if you see any advantages of using this Rubber Band Stretching approach as opposed to "close crossed above Lower Bollinger Band from below" .
Thank you for your thoughts.
|
MARY4MONEY
806 posts
msg #54518
- Ignore MARY4MONEY |
9/3/2007 8:32:53 AM
rb% below 0.85 worked just as good at the march 5 th low--remember -this is a 2-4 week indciacator for fast gains--Performance results for your filter covering the dates:
Monday March 5, 2007 to Friday August 31, 2007
Change Offset
<< Week · Day Previous Next Day · Week >>
Results For Next... Overall Adv(%) Dec(%) Adv vs Dec Unch IXIC(%) DJIA(%)
1 Day +4.57% 29 (+4.77%) 1 (-1.28%)
0 +1.90% +1.30%
2 Days +4.53% 27 (+5.28%) 3 (-2.25%)
0 +1.45% +1.18%
3 Days +6.60% 29 (+6.99%) 1 (-4.92%)
0 +2.01% +1.75%
4 Days +6.92% 28 (+7.61%) 2 (-2.80%)
0 +2.00% +1.87%
1 Week +7.74% 27 (+8.92%) 3 (-2.85%)
0 +2.63% +2.23%
1 Month +8.85% 23 (+12.80%) 7 (-4.12%)
0 +5.58% +4.23%
3 Month +10.53% 17 (+28.11%) 13 (-12.47%)
0 +8.57% +10.09%
Current +17.30% 15 (+54.59%) 15 (-19.99%)
0 +10.92% +10.85%
30 matching stocks
|
ramkalyansunder
7 posts
msg #54954
- Ignore ramkalyansunder |
9/20/2007 12:12:55 AM
MARY4MONEY and TheRumpledOne Thanks very much. Can you please post the filter. Thanks very much in advance.
|