shelupinin
120 posts
msg #35914
- Ignore shelupinin |
5/6/2005 7:46:58 AM
Hi !
Can anybody create filter which will beat this filter?
ROI=1489.8 % for period:
Start Date: 12/31/2003
End Date: 06/29/2004
Use following enter/exit criteria:
Stop Loss: 40%
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: 3
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shelupinin
120 posts
msg #35915
- Ignore shelupinin |
5/6/2005 7:52:12 AM
with maximum holding days this filter has ROI=1866.48% !!!
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shelupinin
120 posts
msg #35916
- Ignore shelupinin |
5/6/2005 7:53:08 AM
sorry, I mean with maximum holding days=2 this filter has ROI=1866.48%
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shelupinin
120 posts
msg #35917
- Ignore shelupinin |
5/6/2005 8:47:22 AM
with stop loss=1% same filter has ROI=3399 % !!!!!!!
Stop Loss: 1%
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: 2
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corsino
259 posts
msg #35918
- Ignore corsino |
5/6/2005 10:22:43 AM
Those are fantastic ROI's !
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DasKapital
36 posts
msg #35919
- Ignore DasKapital |
5/6/2005 10:52:22 AM
Hey!
Fantastic indeed! Now, trading this filter exactly as written, how many dollars or shares would you allocate for each trade, and what are the commission costs for trading penny stocks?
Thanks
DK
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paul14
10 posts
msg #35920
- Ignore paul14 |
5/6/2005 12:35:54 PM
Do you just exit on the close after 3 days?
Does anyone know how to write an exit that would do the following:
If you enter on a buy stop, an exit at the first profitable opening after entry?
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wallman
299 posts
msg #35925
- Ignore wallman |
5/6/2005 8:47:31 PM
Shelupinin, TheRumpledOne and I have been saying this for a year and a half here on the forums, you can trade low RSI(2)any way you wish ,"over ,under,sideways,down " and it will rock any other indicator you name for short term trading,once you get the hang of it and trading experiance with it under your belt you'll see just what we've been trying to tell folks
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wallman
299 posts
msg #35926
- Ignore wallman |
5/6/2005 9:04:11 PM
Shelupinin,i'm looking at yesterdays matches that your filter pulled up and am amazed, 4 matches, MBAH 40%,AMEP 43%,BICOE 96%,CPCT 100%, i myself followed all but BICOE today and can tell you this,ALL had tight tradeable spreads with steady gains throughout the day,no wild gaps on open then sideways or down till close,and no junky low vol crap where you get stuck holding the bag if you want to exit quick, very very nice filter !
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shelupinin
120 posts
msg #35927
- Ignore shelupinin |
5/7/2005 4:43:24 AM
Highest ROI which I get is 4484.37% !!!! Can someone beat it?
Filter is:
Parameters to test:
Basic Setup
Name: [::::] BEST [::::] RSI(2)<1, price<1, VOLUME >2000...
Approach Type: Long
Start Date: 12/31/2003
End Date: 06/29/2004
Benchmark Symbol: ^SPX
Exit Setup
Stop Loss: 1%
Profit Stop: N/A
Trailing Stop Loss: N/A
Minimum Holding Days: N/A
Maximum holding days: 2
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