jackmack
334 posts
msg #138005
- Ignore jackmack |
9/6/2017 2:30:23 PM
PLUG - now that one IS correct because the current return of 127% from 3 Feb does not
count this out as market cap is 474m (so if you took total shares outstanding 224.73 x close on
3 Feb of .94 = 211m market cap THAT day - so that one is real.
Nice job on this filter
Thank you for sharing it
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jackmack
334 posts
msg #138188
- Ignore jackmack |
9/15/2017 2:01:27 PM
This really should be the way the filter is set;
Stocks are not OTCBB
Bollinger Width Oscillator(5,2) below -1 in last day
Lower Acceleration Band(5) dropped more than 3.5 Percent
Lower Keltner Band(5)dropped more then 3 percent
Day Position(0.5,1)below day position 2 days ago
do not draw day position (-1.00,5)
do not draw day position
and price between 0.01 and .99
IMI(4) below 11
shares outstanding above 100
add column shares outstanding
add column market cap
You really cannot have ANY stock show unless it's greater than 100m shares
when you are screening for a market cap greater than 100m - no?
Does anyone know how to show market cap THE DAY the stock was returned?
SF only shows current market cap - it would be awesome to know what the
market cap was the day the stock was actually selected when doing a back test.
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shillllihs
6,102 posts
msg #138285
- Ignore shillllihs
modified |
9/20/2017 1:06:11 PM
This looks real good Jack. I would also consider waiting for 1 or 2 touches of the lower acceleration band. Many of them really take off after they have touched.
Have you figured out any way to exit at the very top?
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shillllihs
6,102 posts
msg #138291
- Ignore shillllihs |
9/20/2017 3:42:14 PM
Best exit would be first red candle after touching upper acceleration band.
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mahkoh
1,065 posts
msg #138293
- Ignore mahkoh |
9/20/2017 5:10:18 PM
There are currently 8 stocks with a price below 1 and market cap over 100.
Do you really need a filter ?
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shillllihs
6,102 posts
msg #138463
- Ignore shillllihs |
9/29/2017 3:48:39 PM
NVCN AUG 22 GST AUG 3 TRXC MAY 1
WOW
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jackmack
334 posts
msg #138532
- Ignore jackmack |
10/4/2017 9:20:10 AM
Has anyone with Stratasearch capabilities ever tried to run this filter there on that platform?
Can it be duplicated there?
Just interested to see if the market cap limitation here at SF is duplicated there
when back testing.
Also to see from a back test stand point how this did from say 2007 on.
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shillllihs
6,102 posts
msg #139103
- Ignore shillllihs |
11/6/2017 1:36:28 AM
TRXC was .65 May 1st, hit 5bucks. Sweet.
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Lapre506
48 posts
msg #139438
- Ignore Lapre506 |
11/21/2017 7:51:02 PM
Hey Shills. I've been getting some nice plays on this filter. But I changed some of your parameters to give me a few more options.
I manually back tested the last two months in excel based on a 10% stop loss and the high close within the next three days. If you give these 10% wiggle room after they hit the filter it seems to be the sweet spot for maximized wins. If you're really daring 15% actually ups the win rate quite a bit but that's a little much wagered for my taste on one position.
Over the last 2 months this filter gave 48 possible plays. 10 would have been losers based on a 10% stop loss. The other 38 plays were winners with an average gain of 8% based on close within the next 3 days. Overall if you played every position over the last two months you would have netted 4.65%
I'm sorting by RSI2 but in my spreadsheet I'm not seeing a huge correlation from lower RSI2 to win percentage. But an RSI2 under 1 is the sweetspot.
Hope you don't mind me hijacking your thread. Just wanted to share my version of this awesome filter. It's been a nice couple of weeks for me playing it.
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shillllihs
6,102 posts
msg #139439
- Ignore shillllihs |
11/21/2017 8:36:40 PM
No, please enjoy. This might be the best filter to allocate small equal positions across the board.
These really like to run, so from what I remember, these really fly after a bear market. Som as much as 400-1500% or more.
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