Yes. You are correct. For some reason, at the time I checked, Qcharts had completely different data than I see now. I must have used the data from the gap open back on 2-6-2007. I apologize for the confusion.
- Spydertrader
Spydertrader's Jack Hershey Equities Trading Journal III
- Thread starter Spydertrader
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Yes. You are correct. For some reason, at the time I checked, Qcharts had completely different data than I see now. I must have used the data from the gap open back on 2-6-2007. I apologize for the confusion.
- Spydertrader
I don't know what kind of an influence this will have on how a stock trades because I don't pay a lot of attention to the short interests, but the action on RATE today made me curious.
Shortsqueeze.com has the short interest on RATE @ 33.48% of float, which seems like an awful lot to me. Additionally the short interest has been reduced by 15% over the last period.
Unfortunately, I don't know what their reporting period is, a day, week or month, as I don't subscribe to the site and there's not a lot of info about their data available if you don't subscribe.
They also list the days to cover at 11.5.
perhaps there are some here who pay more attention to short interest that could add some info?
Shortsqueeze.com has the short interest on RATE @ 33.48% of float, which seems like an awful lot to me. Additionally the short interest has been reduced by 15% over the last period.
Unfortunately, I don't know what their reporting period is, a day, week or month, as I don't subscribe to the site and there's not a lot of info about their data available if you don't subscribe.
They also list the days to cover at 11.5.
perhaps there are some here who pay more attention to short interest that could add some info?
4shared.com removed the files from their server. As a result, I had to upload the floppies code once again. If anyone still needs the code, you can download the floppies here.
- Spydertrader
- Spydertrader
Quote from virgintrader:
Morning everyone!
Got stopped out of GRRF $280 pizza money. Out with GROW $46.
Bought
RATE $43.90, PCCC $18.52 and ATHR $27.34 (an old HE stock). So far these ain't looking too pretty.
Gotta go to work now!
Have a great day!
Man! tough day for a working stiff!
As some of you are aware, I have developed a script that auto-trades the 'beginner method' outlined at the end of Journal 1. Due to limited intraday data (from IB and then IQFeed), this auto-trade method has meant that I have had to search for dry up stocks in one EOD database and then auto-trade in another.
Amibroker recently released a new plug-in for IQFeed that allows up to 8 months of 1 minute data to be imported.
This has meant that I can finally combine my search for dry up stocks (based on Spydertrader's revised Chartscript that only uses 3 months for DU Volume instead of the original six) and my intraday trading script.
This has also meant that I have been able to BACKTEST the methodology, based on the most current Final Universe. The final universe hasn't changed THAT much over the past 6 months, so I believe that a backtest on this list would be representative of the performance on the actual 'moving' universe over time.
The image below is the backtest report from Amibroker. Settings were:
Initial Equity = 10000.
Margin = 50% (as per IB)
Commission/share = 0.005 (as per IB)
Buy signals are as per usual.
Sell is next day on open if FRV not reached, stop loss of 2%, profit target of 10% or 4 days have elapsed (actually 1800 mins).
No slippage is included, so performance will be slightly less than listed.
Position size is based on risking 1.5% of equity per trade.
<a href="http://imageshack.us"><img src="http://img139.imageshack.us/img139/4682/hersheybacktestig2.png" border="0" alt="Image Hosted by ImageShack.us" /></a>
The AFL script used to run the backtest is attached.
Amibroker recently released a new plug-in for IQFeed that allows up to 8 months of 1 minute data to be imported.
This has meant that I can finally combine my search for dry up stocks (based on Spydertrader's revised Chartscript that only uses 3 months for DU Volume instead of the original six) and my intraday trading script.
This has also meant that I have been able to BACKTEST the methodology, based on the most current Final Universe. The final universe hasn't changed THAT much over the past 6 months, so I believe that a backtest on this list would be representative of the performance on the actual 'moving' universe over time.
The image below is the backtest report from Amibroker. Settings were:
Initial Equity = 10000.
Margin = 50% (as per IB)
Commission/share = 0.005 (as per IB)
Buy signals are as per usual.
Sell is next day on open if FRV not reached, stop loss of 2%, profit target of 10% or 4 days have elapsed (actually 1800 mins).
No slippage is included, so performance will be slightly less than listed.
Position size is based on risking 1.5% of equity per trade.
<a href="http://imageshack.us"><img src="http://img139.imageshack.us/img139/4682/hersheybacktestig2.png" border="0" alt="Image Hosted by ImageShack.us" /></a>
The AFL script used to run the backtest is attached.
thought I would share my Final Universe with y'all.
http://stockcharts.com/def/servlet/Favorites.CServlet?obj=public&cmd=show&disp=RNA
I enter stocks on an EOD basis AFTER the BO has occured. I'm not annotating buys and sells, however, I will be daily updating the charts of stocks that I own.
the tite of my list is "Hershey stocks"
http://stockcharts.com/def/servlet/Favorites.CServlet?obj=public&cmd=show&disp=RNA
I enter stocks on an EOD basis AFTER the BO has occured. I'm not annotating buys and sells, however, I will be daily updating the charts of stocks that I own.
the tite of my list is "Hershey stocks"
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