Here is my universe generated on 1 Mar 2013.
Hi frenchfry, I decoded both the PVAD score and rank calculation from Spyder's wealth lab code. Here is the wealth lab code:...
My current problem is how to classify if the stock is in DU state. If I use 25% of average 65 day vol as the DU threshold, I then have very few...
I am working on PVT too. I used the following criteria to get the universe: My criteria: 1. 10 <= Px <= 50 2. 5,000,000 <= outstanding shares...
Hi frenchfry, [img] I found that some of the stocks in your universe exceeded the float limit (i.e. between 5,000,000 and 60,000,000). Why...
26 Oct 2011 chart [img]
C min D is "CCD". D max C is "DDC". It should be the dom leg of the trading fractal, but I found "DDC" could be non-dom. Did I misunderstand D...
Thanks, Jack! I'll look into it.
I always found CXD in MACD (the green rectangles in the attachment) and it is a lagging signal. I seldom see CXX, CXC, DXX, DXD and DXC in MACD....
I corrected the mistakes and made some changes. I used 25/75 for Stoc(14,1,3) for entry and Stoc(5,2,3) for exit. The result is improved. Here are...
Jack should say 'Thank you' to you (all detractors). Jack is really sharp in ET. The more detracting actions, the more people (I am one of them)...
Thanks, SK0. Thanks, PointOne. Thanks, Jack. I'll do the experiments again.
This is a typical losing trade (blue rectangle). [img]
K200 rocket backtest result on degapped data
K200 rocket backtest result on non degapped data
ES rocket backtest result on degapped data
ES rocket backtest result on non degapped data
I backtested the rocket on K200 and ES. The rocket criteria are: 1. Long when macd(5,13,6) histogram >= 0.4 and stoc(14,1,3) K > 80 and...
http://www.elitetrader.com/vb/showthread.php?s=&postid=3347055&highlight=may+you+contract+an+STD#post3347055
By the way, I am also 'insane'. (Einstein's Insanity) :D:D
Separate names with a comma.