cwn6161
40 posts
msg #95623
- Ignore cwn6161 |
8/13/2010 11:19:11 AM
stopped out of GKK. Capital at $4675.
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cwn6161
40 posts
msg #95676
- Ignore cwn6161
modified |
8/16/2010 8:24:35 AM
for the week of 8/16/2010 - TZA long, PPC short
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cwn6161
40 posts
msg #95791
- Ignore cwn6161 |
8/23/2010 1:14:05 PM
Both TZA and PPC were both 10% losses. PCC was extremely close to it's stop (open at 6.08, week high of 6.69) but in order to be strict I'll count it as a loss.
In choppy markets, this system doesn't seem to perform as well.
For this week, no longs were given, so all in shorting PATH.
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seanban
22 posts
msg #97050
- Ignore seanban |
10/17/2010 2:33:53 PM
Just wondering if there is any evolution with this filter? I've back tested it and modified it to enter only if green for long.
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johnpaulca
12,036 posts
msg #98353
- Ignore johnpaulca |
1/1/2011 1:25:06 PM
johnpaulca
msg #91636
- Edit message 4/25/2010 7:27:43 PM
MHR : the guys who run this company know their stuff, this is a long term hold. I am holding some below $1.
BTW; Moby did you ever buy this stock ???
****************************************************************************************************************************
MHR......hit $8 two days ago
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tarun766
50 posts
msg #108517
- Ignore tarun766 |
10/24/2012 5:18:31 PM
Anyone trading this?
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jackmack
334 posts
msg #108637
- Ignore jackmack |
10/31/2012 2:28:09 PM
Did this filter need to be manually back tested or was it able to be run through Stratasearch or even here in SF?
Anyone?
Thank you
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tarun766
50 posts
msg #108641
- Ignore tarun766 |
10/31/2012 10:15:29 PM
^^ wondering the same thing.
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jackmack
334 posts
msg #108814
- Ignore jackmack |
11/15/2012 8:46:37 AM
Kevin
Good morning
I am really interested in this filter but was wondering if you could tweak it to scan for - up 2.5% and with a 5% stop?
Just to run it side by side in my saved filters to see how they do and candidates selected.
Thank you in advance
Cheers
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jackmack
334 posts
msg #108819
- Ignore jackmack |
11/15/2012 9:55:11 AM
Would it look like this?
/*MEASURE THE DIFFERENCE FROM WEEKLY OPEN TO WEEKLY HIGH*/
set{whiop, weekly high - weekly open}
set{Long_Profit, whiop / weekly open }
/*DETERMINE THE FREQUENCY THAT 2.5% IS ACHIEVED OVER MULTIPLE TIME FRAMES*/
set{2.5_1wk, count(Long_Profit > .05,1)}
set{2.5_4wk, count(Long_Profit > .05,4)}
set{2.5_13wk, count(Long_Profit > .05,13)}
/*APPLY WEIGHTING FACTORS*/
set{var1,2.5_4wk*0.5} /*WEIGHT 4 WK AVERAGE AT 2X*/
set{var2,2.5_13wk*0.07692} /*WEIGHT 13 WK AVERAGE AT 1X*/
/*CREATE A WEIGHTED SUMMATION OF STOCK PERFORMANCE (MAX SCORE = 3)*/
set{reward,var1+var2}
/*DETERMINE THE RISK OF TRIPPING A 5% STOP LOSS*/
set{wloss, weekly open - weekly low}
set{max_loss, wloss / weekly open}
/*DETERMINE THE FREQUENCY THAT A 10% STOP LOSS IS TRIPPED OVER MULTIPLE TIME FRAMES*/
set{loss_1wk, count(max_loss > .5,1)}
set{loss_4wk, count(max_loss > .5,4)}
set{loss_13wk, count(max_loss > .5,13)}
/*APPLY WEIGHTING FACTORS*/
set{var11,loss_4wk*0.5} /*WEIGHT 4 WK AVERAGE AT 2X*/
set{var21,loss_13wk*0.07692} /*WEIGHT 13 WK AVERAGE AT 1X*/
/*CREATE A WEIGHTED SUMMATION OF RISK (MAX SCORE = 3)*/
set{risk,var11+var21}
set{performance,reward/risk}
add column performance
add column reward {reward}
add column risk {risk}
add column 2.5_4wk {4 wk reward}
add column loss_4wk {4 wk risk}
add column 2.5_13wk {13 wk reward}
add column loss_13wk {13 wk risk}
/*SCREEN FOR THE STRONGEST CANDIDATES*/
weekly open is above 1
average volume(90) above 400000
and reward is greater than 2.8
and draw 5_1wk
and draw loss_1wk on plot 5_1wk
and do not draw reward
sort column 6 descending
chart-display is weekly
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