judgetrade
107 posts
msg #39890
- Ignore judgetrade |
1/3/2006 7:56:38 AM
(original from Holygrail, I changed it a bit)
set{ae5, atr(5) / ema(5) } and average volume(10) is above 50000 and ae5 above 0.14 and rsi(2) below 10 and weekly rsi(2) below 33
and average price (2) * average volume (2) > 200000
and average price (100) * average volume (100) > 100000
and close is between 0.1 and 1
close below open
Hold for 3 Days. Lots of trades. The bigger the roc(2) the bigger the move!
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judgetrade
107 posts
msg #39891
- Ignore judgetrade |
1/3/2006 8:10:13 AM
To much trades for me (only able to manage one or two a day), nice steady capital curve (5000 bucks fixed betsize per trade) and a nice outliner with 5500% in one trade.
Last 250 Days:
% Stocks Size Day Size Capital
11 1 5000 5000 550
7 3 5000 15000 1600
5 1 5000 5000 1850
8 2 5000 10000 2650
-29 3 5000 15000 -1700
-6 5 5000 25000 -3200
17 2 5000 10000 -1500
-18 3 5000 15000 -4200
-63 1 5000 5000 -7350
1 1 5000 5000 -7300
14 2 5000 10000 -5900
37 2 5000 10000 -2200
8 1 5000 5000 -1800
57 1 5000 5000 1050
11 1 5000 5000 1600
-14 1 5000 5000 900
10 7 5000 35000 4400
-18 5 5000 25000 -100
-1 3 5000 15000 -250
-4 1 5000 5000 -450
2 4 5000 20000 -50
15 5 5000 25000 3700
17 4 5000 20000 7100
5500 1 5000 5000 282100
5 2 5000 10000 282600
4 6 5000 30000 283800
10 2 5000 10000 284800
-4 3 5000 15000 284200
-2 5 5000 25000 283700
-1 3 5000 15000 283550
15 1 5000 5000 284300
299 1 5000 5000 299250
420 2 5000 10000 341250
10 3 5000 15000 342750
5 1 5000 5000 343000
9 1 5000 5000 343450
-11 3 5000 15000 341800
-15 2 5000 10000 340300
-6 3 5000 15000 339400
6 7 5000 35000 341500
7 6 5000 30000 343600
18 4 5000 20000 347200
9 6 5000 30000 349900
-7 7 5000 35000 347450
9 7 5000 35000 350600
-9 2 5000 10000 349700
5 3 5000 15000 350450
-2 3 5000 15000 350150
2 7 5000 35000 350850
-8 8 5000 40000 347650
12 9 5000 45000 353050
13 7 5000 35000 357600
8 6 5000 30000 360000
14 2 5000 10000 361400
-7 7 5000 35000 358950
18 6 5000 30000 364350
3 1 5000 5000 364500
7 5 5000 25000 366250
3 8 5000 40000 367450
16 7 5000 35000 373050
38 4 5000 20000 380650
5 6 5000 30000 382150
1 2 5000 10000 382250
39 3 5000 15000 388100
41 4 5000 20000 396300
46 1 5000 5000 398600
9 6 5000 30000 401300
2 5 5000 25000 401800
3 7 5000 35000 402850
8 4 5000 20000 404450
7 5 5000 25000 406200
2 7 5000 35000 406900
9 4 5000 20000 408700
33 6 5000 30000 418600
-6 3 5000 15000 417700
-3 5 5000 25000 416950
4 7 5000 35000 418350
4 8 5000 40000 419950
-4 9 5000 45000 418150
-2 6 5000 30000 417550
-4 9 5000 45000 415750
8 5 5000 25000 417750
10 5 5000 25000 420250
7 2 5000 10000 420950
-2 2 5000 10000 420750
5 3 5000 15000 421500
12 3 5000 15000 423300
-21 1 5000 5000 422250
25 2 5000 10000 424750
13 4 5000 20000 427350
13 2 5000 10000 428650
-4 2 5000 10000 428250
-1 3 5000 15000 428100
20 5 5000 25000 433100
22 4 5000 20000 437500
-6 2 5000 10000 436900
-13 2 5000 10000 435600
2 2 5000 10000 435800
14 4 5000 20000 438600
9 2 5000 10000 439500
-12 1 5000 5000 438900
-4 1 5000 5000 438700
-11 2 5000 10000 437600
-5 2 5000 10000 437100
-2 2 5000 10000 436900
17 2 5000 10000 438600
6 2 5000 10000 439200
-6 2 5000 10000 438600
5 1 5000 5000 438850
-25 1 5000 5000 437600
2 2 5000 10000 437800
4 1 5000 5000 438000
100 2 5000 10000 448000
-12 3 5000 15000 446200
2 2 5000 10000 446400
-9 3 5000 15000 445050
1 4 5000 20000 445250
7 5 5000 25000 447000
13 4 5000 20000 449600
6 2 5000 10000 450200
-10 2 5000 10000 449200
-13 2 5000 10000 447900
6 2 5000 10000 448500
8 4 5000 20000 450100
7 2 5000 10000 450800
4 3 5000 15000 451400
10 3 5000 15000 452900
25 3 5000 15000 456650
7 4 5000 20000 458050
-18 2 5000 10000 456250
-6 3 5000 15000 455350
-7 4 5000 20000 453950
-24 2 5000 10000 451550
5 1 5000 5000 451800
5 3 5000 15000 452550
8 8 5000 40000 455750
8 2 5000 10000 456550
13 2 5000 10000 457850
-10 2 5000 10000 456850
18 3 5000 15000 459550
18 4 5000 20000 463150
6 1 5000 5000 463450
6 2 5000 10000 464050
80 2 5000 10000 472050
9 1 5000 5000 472500
-37 1 5000 5000 470650
18 4 5000 20000 474250
14 4 5000 20000 477050
5 4 5000 20000 478050
8 6 5000 30000 480450
-6 3 5000 15000 479550
22 2 5000 10000 481750
-3 4 5000 20000 481150
5 4 5000 20000 482150
26 4 5000 20000 487350
15 4 5000 20000 490350
8 6 5000 30000 492750
11 5 5000 25000 495500
1 2 5000 10000 495600
-16 1 5000 5000 494800
-2 2 5000 10000 494600
-9 5 5000 25000 492350
1 4 5000 20000 492550
10 3 5000 15000 494050
7 3 5000 15000 495100
-5 2 5000 10000 494600
2 6 5000 30000 495200
20 5 5000 25000 500200
3 3 5000 15000 500650
14 4 5000 20000 503450
-18 2 5000 10000 501650
12 4 5000 20000 504050
-3 3 5000 15000 503600
8 5 5000 25000 505600
25 2 5000 10000 508100
7 1 5000 5000 508450
-5 1 5000 5000 508200
-11 3 5000 15000 506550
5 5 5000 25000 507800
23 6 5000 30000 514700
18 4 5000 20000 518300
-1 4 5000 20000 518100
12 6 5000 30000 521700
-18 1 5000 5000 520800
-22 2 5000 10000 518600
2 5 5000 25000 519100
13 4 5000 20000 521700
-3 7 5000 35000 520650
3 9 5000 45000 522000
9 7 5000 35000 525150
-2 4 5000 20000 524750
2 10 5000 50000 525750
10 7 5000 35000 529250
5 4 5000 20000 530250
-16 2 5000 10000 528650
-13 2 5000 10000 527350
-24 4 5000 20000 522550
-19 2 5000 10000 520650
-20 3 5000 15000 517650
-12 4 5000 20000 515250
6 4 5000 20000 516450
20 5 5000 25000 521450
11 4 5000 20000 523650
-5 5 5000 25000 522400
-7 5 5000 25000 520650
5 1 5000 5000 520900
47 5 5000 25000 532650
27 4 5000 20000 538050
28 3 5000 15000 542250
35 4 5000 20000 549250
17 5 5000 25000 553500
-6 5 5000 25000 552000
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craigk
24 posts
msg #39920
- Ignore craigk |
1/4/2006 4:55:33 AM
What is roc(2)?
"The bigger the roc(2) the bigger the move!"
Thanks Craig
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judgetrade
107 posts
msg #39921
- Ignore judgetrade |
1/4/2006 6:43:02 AM
rate of change. What I mean was: the bigger the drop of the stock was, the bigger the expected move up.
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judgetrade
107 posts
msg #39960
- Ignore judgetrade |
1/5/2006 6:50:24 AM
Have you seen ABRXQ, nice!
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rtucker
318 posts
msg #40045
- Ignore rtucker
modified |
1/7/2006 11:40:35 PM
d
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judgetrade
107 posts
msg #40054
- Ignore judgetrade |
1/8/2006 10:57:20 AM
I testet it by hand, went back 250 Days. I think you can go back to 1997. I did it with other RSI (2) screens and the equity curve was great...
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