arimont
57 posts
msg #133885
- Ignore arimont
modified |
1/26/2017 6:16:13 AM
I posted this filter a few weeks ago, under this thread: http://www.stockfetcher.com/forums2/General-Discussion/I-missed-GS-and-JPM/133165/10, here I will post it again, to make more sense of it.
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arimont
50 posts
msg #133692 1/12/2017 5:16:21 AM
I tweaked a bit the filter to suit my preferences.
I doesn't bring up results each day, when it does the stock has already made a major move upwards but it continues to run in the LONG direction for a few more days (usually 1-3).
I backtested it using "offset" from December until today (27 days).
Here are the results for Dec-Jan:
Dec 1 - SGY
Dec 2 - BAK
Dec 6 - FRAN
Dec 8 - CIEN (this one didn't work)
Dec 9 - EBS
Dec 20 - ACAD (this one didn't work until a few days later)
Dec 28 - KATE
Jan 4 - BX
Jan 6 - ETRM
Jan 9 - TWOU
Jan 11 (resulted today so its not in the stats yet)) - MYOS
8 out of 10 moved up the day after showing on the filter (80%!).
I still didn't traded this filter. My guess would be to run it just before EOD and buy at close. As for exits - each one with his own strategy.
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arimont
57 posts
msg #133886
- Ignore arimont
modified |
1/26/2017 6:16:43 AM
OK, MYOS didnt work, so up until now its 8 out of 11, still not bad.
Since then, all days resulted without a match.
Today (Jan 26) I got PTEN and YRCW. Lets see how these play.
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graftonian
1,089 posts
msg #133891
- Ignore graftonian |
1/26/2017 11:33:55 AM
Arimont, Nice filter, going to keep an eye on this one. MYOS was interesting; from the open of the last 5 minute bar to the close of the first 5 minute bar in after- hours was 17%. Question is, when did MYOS trigger?
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graftonian
1,089 posts
msg #133895
- Ignore graftonian |
1/26/2017 1:33:53 PM
arimont, add the following:
add column 2 day slope of ema(21)
add column ema(3)
add column ema(13)
add column ema(21)
draw ema(13)
running a quick "day by day" revealed a couple of "ah-hah" moments:
the steeper the slope, the better the results. Duh!
Maybe delaying entry till there is a little daylight between EMA(13) and EMA(21)
Thinking about a combination of your trigger, and Mac the river rats multiple moving averages,
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arimont
57 posts
msg #134091
- Ignore arimont |
2/7/2017 3:21:13 AM
arimont
52 posts
msg #133886
modified 1/26/2017 6:16:43 AM
OK, MYOS didnt work, so up until now its 8 out of 11, still not bad.
Since then, all days resulted without a match.
Today (Jan 26) I got PTEN and YRCW. Lets see how these play.
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PTEN and YRCW didnt work. 8 out of 13 (61% worked)
Feb 1st I got OLN - worked. 9 out of 14 (64%)
Feb 2nd got LCI - didnt work 9 out of 15 (60%)
Feb 3rd got M and BRS. so far both didnt work. 9 out of 17. (52%)
Today I got COG. lets see what happens.
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arimont
57 posts
msg #134092
- Ignore arimont |
2/7/2017 3:32:17 AM
graftonian
267 posts
msg #133895
- Ignore graftonian 1/26/2017 1:33:53 PM
arimont, add the following:
add column 2 day slope of ema(21)
add column ema(3)
add column ema(13)
add column ema(21)
draw ema(13)
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THX Graft, I added those lines and I am trying to figure out how to improve the "prediction"
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