StockFetcher Forums · Filter Exchange · *** TESTING *** WORK IN PROGRESS ***<< 1 ... 5 6 7 8 9 >>Post Follow-up
nibor100
1,079 posts
msg #161764
- Ignore nibor100		 4/4/2025 11:43:13 AM

Here's some fun facts from exporting a CSV file to excel from my 1 year backtest filter posted previously.

260 stocks qualified one or more times for Tro's criteria shown in his video.2,044 trades in the year.

87.7% of the trades were winners, avg winning trade +5.32%.

10 symbols had no winners, one of those lost twice.

Looks like Tro could avg 8 of those trades per day, and buying his standard 1,000 shares , he'd recoup at a minimum seven $50 dollar bills, provided he exited at the Highs of the day.

Though not an intent of his system, if held on, 4.2% of the stocks turned into multibaggers based on a $5 entry price, (only way to get specific individual trade entry prices, using SF, is to go thru charts one by one)

Ed S.

By the way, if one changes the offset date to a year earlier, stats for the prior year can be seen and so on for 2 to 3 times.






TheRumpledOne
6,520 posts
msg #161765
- Ignore TheRumpledOne		 4/5/2025 12:02:56 PM

Fetcher[

set{H20Lb,days(close above high 20 day low,100)}
set{H20La,days(close below high 20 day low,100)}
set{CxH20L, H20La - H20Lb}


set{Vb,days(volume above 1000000,30)}
set{Va,days(volume below 1000000,30)}
set{Vx1M, Va - Vb}

and add column CxH20L
and add column Vx1M



market is not otcbb
and add column separator
add column exchange
add column industry
add column sector
and add column separator

close above .90

SORT COLUMN 2 ASCENDING
]
TheRumpledOne
6,520 posts
msg #161778
- Ignore TheRumpledOne
modified		 4/13/2025 2:36:34 PM

Fetcher[

set{T5, count(5 day slope of the close above 0,1)}
set{T13, count(13 day slope of the close above 0,1)}
set{T34, count(34 day slope of the close above 0,1)}

Set{a1, T34 * 1}
Set{a2, T13 * 10}
Set{a3, T5 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

set{H20Lb,days(close above high 20 day low,100)}
set{H20La,days(close below high 20 day low,100)}
set{CxH20L, H20La - H20Lb}


set{Vb,days(volume above 1000000,30)}
set{Va,days(volume below 1000000,30)}
set{Vx1M, Va - Vb}

and add column CxH20L
and add column Vx1M
and add column TREND


market is not otcbb
and add column separator
add column exchange
add column industry
add column sector
and add column separator

close BETWEEN .90 AND 5.00
CxH20L BELOW 2
volume above 1000000
TREND above 0

SORT COLUMN 2 ASCENDING

]
TheRumpledOne
6,520 posts
msg #161780
- Ignore TheRumpledOne
modified		 4/13/2025 3:16:37 PM

Fetcher[
set{T5, count(5 day slope of the close above 0,1)}
set{T13, count(13 day slope of the close above 0,1)}
set{T34, count(34 day slope of the close above 0,1)}

Set{a1, T34 * 1}
Set{a2, T13 * 10}
Set{a3, T5 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

/* enter your Upper Limit criteria */
set{UpperLim, High 20 day High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 20 day Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOnx, PPDiv * 100}
set{BallOn, round(BallOnx,0)}

/* Turn trades starting below High 20 day Low */

set{ sw1, count( close 1 day ago below open 1 days ago ,1) }
set{ sw2, count( close above open ,1) }
set{ sw3, count( close 1 day ago below high 20 day low,1) }

set{ x1, sw1 * sw2 }
set{ TT, x1 * sw3 }

/* days close above/below the high 20 day low */

set{H20Lb,days(close above high 20 day low,100)}
set{H20La,days(close below high 20 day low,100)}
set{CxH20L, H20La - H20Lb}

/* days volume above below 1 million shares */

set{Vb,days(volume above 1000000,30)}
set{Va,days(volume below 1000000,30)}
set{Vx1M, Va - Vb}

/* PRICE ACTION TRADE LOW BELOW PREVIOUS LOW and CLOSE ABOVE PREVIOUS CLOSE */

set{ sw4, count( low below low 1 days ago ,1) }
set{ sw5, count( close above close 1 days ago ,1) }
set{ LLHC, sw4 * sw5 }


and add column BallOn

and add column CxH20L
and add column TT
and add column TREND

/*
and add column Vx1M

and add column LLHC
*/

market is not otcbb
and add column separator
add column exchange
add column industry
add column sector
and add column separator


close between .90 and 5.00
volume above 1000000
CxH20L below 0
Vx1M below 0

LLHC above 0

/* TT above 0 */


draw TT

draw CxH20L
plottype{CxH20L,zerobar}

draw Vx1M
plottype{Vx1M,zerobar}

draw TREND
plottype{TREND,zerobar}

SORT COLUMN 2 ASCENDING
Chart-time is 8 weeks



]
TheRumpledOne
6,520 posts
msg #161786
- Ignore TheRumpledOne
modified		 4/15/2025 10:13:26 AM

Fetcher[

set{ pw1, count(close above open 1 day ago,1) }
set{ pw2, count(close above high 1 day ago,1) }
set{ pw3a, high 1 day ago - low 1 day ago }
set{ pw3b, pw3a * 0.5}
set{ pw3, count(close above pw3b, 1 )}
set{ pw4, count(close above low 1 day ago, 1 )}
set{ pw5, count(close above close 1 day ago,1 )}

set{ pw6, pw1 + pw2 }
set{ pw7, pw6 + pw3 }
set{ pw8, pw7 + pw4 }
set{ PASC, pw8 + pw5 }

add column PASC

set{T5, count(5 day slope of the close above 0,1)}
set{T13, count(13 day slope of the close above 0,1)}
set{T34, count(34 day slope of the close above 0,1)}

Set{a1, T34 * 1}
Set{a2, T13 * 10}
Set{a3, T5 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}

/* enter your Upper Limit criteria */
set{UpperLim, High 20 day High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 20 day Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOnx, PPDiv * 100}
set{BallOn, round(BallOnx,0)}

/* Turn trades starting below High 20 day Low */

set{ sw1, count( close 1 day ago below open 1 days ago ,1) }
set{ sw2, count( close above open ,1) }
set{ sw3, count( close 1 day ago below high 20 day low,1) }

set{ x1, sw1 * sw2 }
set{ TT, x1 * sw3 }

/* days close above/below the high 20 day low */

set{H20Lb,days(close above high 20 day low,100)}
set{H20La,days(close below high 20 day low,100)}
set{CxH20L, H20La - H20Lb}

/* days volume above below 1 million shares */

set{Vb,days(volume above 1000000,30)}
set{Va,days(volume below 1000000,30)}
set{Vx1M, Va - Vb}

/* PRICE ACTION TRADE LOW BELOW PREVIOUS LOW and CLOSE ABOVE PREVIOUS CLOSE */

set{ sw4, count( low below low 1 days ago ,1) }
set{ sw5, count( close above close 1 days ago ,1) }
set{ LLHC, sw4 * sw5 }


and add column BallOn

and add column CxH20L
and add column TT
and add column TREND

/*
and add column Vx1M

and add column LLHC
*/

market is not otcbb
and add column separator
add column exchange
add column industry
add column sector
and add column separator


close between .90 and 5.00
volume above 1000000
CxH20L below 0
Vx1M below 0

LLHC above 0

/* TT above 0 */


draw PASC
plottype{PASC,zerobar}

draw TT


draw CxH20L
plottype{CxH20L,zerobar}

draw Vx1M
plottype{Vx1M,zerobar}

draw TREND
plottype{TREND,zerobar}

SORT COLUMN 2 ASCENDING
Chart-time is 8 weeks


]
TheRumpledOne
6,520 posts
msg #161787
- Ignore TheRumpledOne
modified		 4/15/2025 10:38:25 AM

PASC - PRICE ACTION SCORE

Price Action

1) Price will either breakout of the high, low or both of the previous bar
2) Price will not breakout of the previous bar.
3) Price will either close above a level (line) or not.

There are 4 STATES the current bar can be in when compared to the previous bar:

1) HH - Higher High, Higher Low
2) LL - Lower High, Lower LL
3) HL - Higher High, Lower Low (Outside bar)
4) LH -Lower High, Higher Low (Inside bar)

Compare the current price to the previous bar's open, high, midpoint, low and close. Add 1 if close is above.

The highest possible PASC is 5.

Fetcher[

set{ pw1, count(close above open 1 day ago,1) }
set{ pw2, count(close above high 1 day ago,1) }
set{ pw3a, high 1 day ago - low 1 day ago }
set{ pw3b, pw3a * 0.5}
set{ pw3, count(close above pw3b, 1 )}
set{ pw4, count(close above low 1 day ago, 1 )}
set{ pw5, count(close above close 1 day ago,1 )}

set{ pw6, pw1 + pw2 }
set{ pw7, pw6 + pw3 }
set{ pw8, pw7 + pw4 }
set{ PASC, pw8 + pw5 }

add column PASC



/* STATE CALCULATIONS */

set{xHH,count(high is above high 1 day ago,1)}
set{xLL,count(low is below low 1 day ago,1)}
set{xLH,count(high is below high 1 day ago,1)}
set{xHL,count(low is above low 1 day ago,1)}

set{HH, xHH * xHL }
set{LL, xLL * xLH }
set{IB, xLH * xHL }
set{OB, xHH * xLL }

Set{p1, OB * 1}
Set{p2, IB * 10}
Set{p3, LL * 100}
Set{p4, HH * 1000}

Set{pa, p1 + p2}
Set{pb, p3 + p4}
Set{STATE, pa + pb}

add column STATE

close between .90 and 5.00
volume above 1000000


PASC above 0
PASC 1 day ago below 5


]
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