mnkayaker76
7 posts
msg #43210
- Ignore mnkayaker76 |
4/26/2006 12:19:31 PM
I'm not a daytrader, more like 'hold it for a day' trader.
I only trade from 9am - 4pm
I'm looking for:
A stock between 1 and $20
volume is above 1,000,000
52 week high within 3 weeks ago
price change has been -15% or more within 3 days ago
yesterday's candle is an inverted hammer or doji
Thanks so much guys......and gals.
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heyen
124 posts
msg #43213
- Ignore heyen |
4/26/2006 3:50:02 PM
How about this?
| Approach Information | | Approach Name: Inverted Hammer pushing high | | Test started on 12/31/2003 ended on 12/30/2005, covering 504 days | | Filter used: | market not otcbb
close between 1 and 20
count(close reached a new 52 week high,15) above 0
close more than 15% below close 3 days ago
open below day position(.5,1)
close below day position(.5,1)
open reached a new 10 day low
close reached a new 10 day low
date offset 2 |
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| Trade Statistics | | There were 118 total stocks entered. Of those, 118 or 100.00% were complete and or 0.00% were open. | | Of the 118 completed trades, 69 trades or 58.47%resulted in a net gain. | | Your average net change for completed trades was: 2.70%. | | The average draw down of your approach was: -6.33%. | | The average max profit of your approach was: 9.69% | | The Reward/Risk ratio for this approach is: 1.80 | | Annualized Return on Investment (ROI): 333.04%, the ROI of ^SPX was: 6.12%. |
| Exit Statistics | | Stop Loss was triggered 0 times or 0.00% of the time. | | Stop Profit was triggered 0 times or 0.00% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time (2 days) 118 times or 100.00% of the time. | | An exit trigger was executed 0 times or 0.00% of the time. |
| Statistics By Holding Period | | | Completed | 1 day chg | 2 day chg | 3 day chg | 4 day chg | 5 day chg | | Winners: | 69 | 65 | 68 | 68 | 63 | 60 | | Losers: | 48 | 50 | 47 | 50 | 53 | 57 | | Win/Loss Ratio: | 1.44:1 | 1.30:1 | 1.45:1 | 1.36:1 | 1.19:1 | 1.05:1 | | Net Change: | 2.70% | 1.55% | 2.27% | 2.05% | 1.85% | 0.78% |
| Statistics By Variable: Match Price | | | <2 | <4 | <6 | <8 | <10 | <12 | <14 | <16 | <18 | <20 | | Completed | 4:1 | 15:11 | 12:6 | 14:7 | 5:4 | 2:6 | 10:8 | 4:0 | 2:4 | 1:1 | | 1 day chg | 3:2 | 15:11 | 8:8 | 12:9 | 3:6 | 6:3 | 9:8 | 4:0 | 4:2 | 1:1 | | 2 day chg | 4:1 | 13:12 | 13:5 | 13:8 | 3:5 | 3:5 | 11:7 | 4:0 | 3:3 | 1:1 | | 3 day chg | 5:0 | 17:9 | 10:8 | 12:9 | 3:6 | 2:7 | 12:6 | 4:0 | 2:4 | 1:1 | | 4 day chg | 5:0 | 16:10 | 10:8 | 10:10 | 4:5 | 2:7 | 10:7 | 3:1 | 2:4 | 1:1 | | 5 day chg | 4:1 | 15:11 | 10:7 | 10:11 | 3:6 | 3:6 | 10:8 | 2:2 | 2:4 | 1:1 |
| Statistics By Variable: Average Volume | | | <1.5M | <3.0M | <4.5M | <6.0M | <7.5M | <9.0M | <10.5M | <12.0M | <13.5M | <15.0M | | Completed | 61:41 | 3:2 | 1:3 | 2:1 | 1:0 | - | - | 0:1 | 1:0 | - | | 1 day chg | 55:45 | 4:1 | 1:3 | 2:1 | 1:0 | - | - | 1:0 | 1:0 | - | | 2 day chg | 60:40 | 3:2 | 1:3 | 2:1 | 1:0 | - | - | 0:1 | 1:0 | - | | 3 day chg | 61:42 | 3:2 | 1:3 | 2:1 | 0:1 | - | - | 0:1 | 1:0 | - | | 4 day chg | 55:46 | 3:2 | 2:2 | 2:1 | 0:1 | - | - | 0:1 | 1:0 | - | | 5 day chg | 51:51 | 3:2 | 1:3 | 3:0 | 1:0 | - | - | 0:1 | 1:0 | - |
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itrademan
70 posts
msg #43414
- Ignore itrademan
modified |
5/2/2006 6:34:47 PM
Heyen,
It is a simple realistic filter. I just used with an ETF "IF" and still seeing 11 % gain in 3-4 days. Not bad for an ETF.
Ofcourse did some basic scaning for the good one. Did not find any one yet since then.
Thanks
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