kamalmathi
10 posts
msg #65095
- Ignore kamalmathi |
7/17/2008 5:13:56 AM
Hi,
Can you pls this convert following sell short setup into SF filter ?
I took this setup from toni tunner book "Short -term trading in the stock market" and want to backtest.
If anybody has great short sell setup filters pls let me know.
Feel free to add to the filter if you think it is important.
1. Sixty days average volume has to be above 1000000
2. Currently forming a continuation pattern( great to have this or skip)
3. MA(20) and MA(50) heading south (down) from last 3 days.
4. Distance between MA(20) and MA(50) is descreasing from last 3 days .
5. MA(20) is above MA(50)
6. Only last two close has to be below MA(50)
7. Distance between ADX(14)- and ADX(14)+ is decreasing from last 3 days or just crossed over.
8. ADX is not less than 5% below and above30
thanks
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chetron
2,817 posts
msg #65098
- Ignore chetron |
7/17/2008 6:49:28 AM
CHECK THIS OUT
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maxreturn
745 posts
msg #65107
- Ignore maxreturn |
7/17/2008 10:13:06 AM
Here's the long version in clickable format:
Regards
Max
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kamalmathi
10 posts
msg #65158
- Ignore kamalmathi
modified |
7/18/2008 1:50:14 AM
First , thanks for writting the filter.
There is one problem, i'm getting more than one candle is closed below MA(50).
Here is what i want ...
1.Only last two days has to close below ma(50) (means any candle before last 10 days has to close above ma(50) ).
In this down market i'm thinking short selling.Is there any filter for short sell with backtesting result >90% wins?
thanks in advance
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maxreturn
745 posts
msg #65169
- Ignore maxreturn
modified |
7/18/2008 10:01:07 AM
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chetron
2,817 posts
msg #65172
- Ignore chetron |
7/18/2008 10:39:22 AM
CLICK ME, CLICK ME
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rtucker
318 posts
msg #65216
- Ignore rtucker |
7/19/2008 2:47:19 AM
Chetron,
If you have been using this site/ info...... Is the information current?
Thanks.
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chetron
2,817 posts
msg #65249
- Ignore chetron |
7/19/2008 5:56:31 PM
i just found it the other day and i want to work it in to my plan. i think it has value.
above the ticker entry field it says it shows date and "20 minute delay".
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