Trade Idea : GOOG Aroon Oscillator Turned Positive

Trade Idea : GOOG Aroon Oscillator Turned Positive


Google Aroon Oscillator Turned PositiveGoogle Stock Price Aroon Oscillator Turns Positive trading strategy description.

  • GOOG Stock price  Aroon Oscillator turns positive during the current trading session
  • while yesterday’s Aroon Oscillator reading is less than zero
  • Go Long at close
  • Exit at close next trading day

The period used is 14 for Aroon Oscillator.  Aroon Oscillator is arrived at subtracting Aroon down from Aroon up.

Below the backtest performance summary for the “Google Stock Price Aroon Oscillator Turns positive ” trading strategy during the last four years.

Google Stock Price Aroon Oscillator Turns positive  Backtest Performance Summary
Total number of trades 30 Percent profitable 80%
Number of winning trades 24 Number of losing trades 6
Average profit per trade % 0.78 Median trade 0.81
Average winning trade % 1.09% Average losing trade % -0.46%
Largest winning trade % 2.74% Largest losing trade % 0.93%
Max consecutive winners 9 Max consecutive losers 2
Ratio avg win/avg loss % 2.37
Profit Factor 8.7 Outlier Adjusted Profit Factor 7.91

Below the details of next day change , change % , when Google Stock Price Aroon Oscillator Turns positive, since last 4 years.

Google Stock Price Aroon Oscillator Turns positive , Next day Chage , Change % details
23-Apr-13 ?? ??
23-Jan-13 12.71 1.71
28-Nov-12 8.22 1.2
02-Jul-12 7.36 1.27
16-May-12 -5.88 -0.93
07-May-12 5.24 0.86
16-Mar-12 8.94 1.43
09-Feb-12 -5.55 -0.91
27-Dec-11 -0.55 -0.09
02-Dec-11 5.29 0.85
12-Oct-11 10.49 1.91
16-Sep-11 -0.01 0
07-Sep-11 0.93 0.17
01-Jul-11 11.41 2.19
09-May-11 4.98 0.93
30-Mar-11 4.92 0.85
11-Feb-11 3.65 0.58
13-Dec-10 0.29 0.05
10-Sep-10 6.13 1.29
14-Jul-10 2.68 0.55
09-Jun-10 12.99 2.74
25-May-10 -1.6 -0.34
05-Apr-10 -2.79 -0.49
03-Mar-10 9.27 1.7
19-Feb-10 2.04 0.38
09-Nov-09 4.25 0.76
14-Sep-09 2.42 0.51
21-Aug-09 3.49 0.75
15-Jul-09 4.43 1.01
02-Jul-09 1.12 0.27
29-May-09 9.33 2.24

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Trade Idea : INTC closes above R3 Resistance Level

Trade Idea : INTC closes above R3 Resistance Level

INTC Stock Closes above R3 level

INTC Closes above R3 Resistance Level trading strategy rules

  • INTC Stock price closes above R3 Resistance level
  • Go Long at close
  • Exit at close next trading day

The formula used in the calculation of Classic R3 Resistance Level is :

  • R3 =  PP + RANGE * 2
  • PP = (HIGH + LOW + CLOSE) / 3
  • R3 Value for 22nd Apr 2013 comes at 22.85  ( PP = (22.45+ 22.21+ 22.44)/3 = 22.37 , Range = 22.45-22.21 = 0.24 , R3 = 22.37+ 2*0.24 – 22.85) .

ps: the above chart from Stockscharts is showing the wrong pivot points  values and we are not aware of the formula stockcharts uses to calculate on the pivot points on their website.

Below the backtest performance summary for the “INTC Closes above R3 Resistance level” trading strategy last four years.

Backtest Performance Summary
Total number of trades 18 Percent profitable 78%
Number of winning trades 14 Number of losing trades 4
Average profit per trade % 0.66 Median trade 0.61
Average winning trade % 1.22% Average losing trade % -1.28%
Largest winning trade % 2.97% Largest losing trade % 2.57%
Max consecutive winners 8 Max consecutive losers 2
Ratio avg win/avg loss % 0.95
Profit Factor 3.47 Outlier Adjusted Profit Factor 2.84

Below the details of next day change , change % , when INTC Stock Closes above R3 Resistance level, since last 4 years.

INTC Closes above R3 Resistance Level , next day change , Change %
22-Apr-13 ?? ??
09-Apr-13 0.51 2.34
29-Jan-13 0.09 0.43
11-Dec-12 0.02 0.1
01-May-12 0.22 0.79
13-Mar-12 -0.02 -0.08
20-Jan-12 0.32 1.27
30-Nov-11 0.01 0.04
19-Oct-11 -0.59 -2.57
19-Jul-11 -0.06 -0.28
30-Jun-11 0.35 1.68
20-Apr-11 0.04 0.2
13-Sep-10 0.16 0.94
14-Apr-10 0.63 2.97
16-Mar-10 0.21 1.06
18-Dec-09 0.42 2.39
28-Aug-09 0.06 0.33
15-Jul-09 0.4 2.51
04-May-09 -0.32 -2.19

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Trade Idea : ARMH Williams % R turns below 90

Trade Idea :- ARMH Williams % R turns below 90

ARMH Williams % R crosses below -90


ARM Holdings plc Stock’s Williams% R turns below 90 trading strategy rules

  • ARMH Stock price Williams % R is above -90 the previous trading day
  • ARMH Stock price Williams % R is below  -90 during current trading session
  • Go Long at close
  • Exit at close next trading day

Williams %R Calculation steps

  • %R = (Highest High – Close)/(Highest High – Lowest Low) * -100
  • Lowest Low = lowest low for the look-back period
  • Highest High = highest high for the look-back period
  • %R is multiplied by -100 correct the inversion and move the decimal.

Williams %R oscillates from 0 to -100. Readings from 0 to -20 are considered overbought. Readings from -80 to -100 are considered oversold

below the backtest performance summary for the “ARMH Williams % R turns below -90”  trading strategy last four years.

Backtest Performance Summary
Total number of trades 33 Percent profitable 76%
Number of winning trades 25 Number of losing trades 8
Average profit per trade % 1.86 Median trade 1.58
Average winning trade % 2.89% Average losing trade % -1.37%
Largest winning trade % 9.26% Largest losing trade % 2.80%
Max consecutive winners 7 Max consecutive losers 3
Ratio avg win/avg loss % 2.11 T-Test 4.12
Profit factor 5.47 Outlier Adjusted Profit factor 4.7

Below the details of next day change , change % , when ARMH Stock Williams % R turns below -90 % , since last 4 years.

ARMH Williams %R turns below -90 , next day change , change % details
18-Apr-13 ?? ??
21-Mar-13 0.38 0.96
13-Mar-13 0.65 1.58
21-Feb-13 0.89 2.13
04-Sep-12 0.32 1.29
17-Jul-12 0.74 3.42
10-Jul-12 0.58 2.64
17-May-12 -0.25 -1.12
03-May-12 -0.7 -2.8
30-Apr-12 -0.12 -0.48
24-Apr-12 0.69 2.76
10-Apr-12 0.47 1.74
02-Mar-12 -0.22 -0.85
08-Feb-12 -0.15 -0.56
13-Jan-12 0.26 1
14-Dec-11 0.65 2.62
21-Nov-11 0.01 0.04
30-Sep-11 -0.67 -2.65
08-Aug-11 2.07 9.26
04-Aug-11 -0.57 -2.28
02-Aug-11 1.12 4.23
14-Jul-11 0.31 1.15
05-May-11 1.74 6.39
10-Mar-11 0.91 3.71
23-Feb-11 0.85 3.13
04-Nov-10 0.59 3.58
16-Aug-10 0.58 4.12
11-Aug-10 -0.03 -0.21
30-Jun-10 0.07 0.57
28-Jan-10 0.08 0.91
28-Oct-09 0.29 4.18
17-Aug-09 0.24 4.13
11-Aug-09 0.08 1.34
11-May-09 0.25 5.38

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When Citi MACD Histogram turns positive

When Citi MACD Histogram turns positive

Citi MACD Histogram turns positive

Citigroup Stock’s MACD histogram turns positive trading strategy rules

  • Citi Stock price is trading above  200-day moving average, which implies an uptrend overall.
  •  MACD-Histogram moves from negative territory to positive territory.
  • Go Long at close
  • Exit at close next trading day
  • MACD Histogram is calculated as mentioned at stockcharts , in addition paststat.com goes back exactly  250-periods for its calculations so the effects of the simple moving average , which is used to calculate EMA in the first calculation have fully dissipated.

below the backtest perfromance summary for the last four years.

Backtest Performance Summary
Total number of trades 17 Percent profitable 82%
Number of winning trades 14 Number of losing trades 3
Average profit per trade % 1.29 Median trade 1.08
Average winning trade % 1.90% Average losing trade % -1.57%
Largest winning trade % 4.59% Largest losing trade % 3.41%
Max consecutive winners 10 Max consecutive losers 1
Ratio avg win/avg loss % 1.21 T-Test 2.88
Profit factor 6.23 Outlier Adjusted Profit factor 5.21

Below the details of next day change , change % , when Citigroup stock MACD histogram turns positive since last 4 years

Date Next Day Change Change %
13-Apr-12  ?? ??
6-Mar-13 0.42 0.94
12-Feb-13 -0.35 -0.79
6-Dec-12 0.62 1.68
10-Oct-12 0.38 1.08
8-Oct-12 -0.18 -0.52
6-Sep-12 0.95 3.05
13-Mar-12 -1.24 -3.41
28-Mar-11 0.2 0.45
16-Feb-11 0.39 0.8
4-Jan-11 0.69 1.41
2-Dec-10 0.3 0.68
4-Nov-10 1.59 3.68
30-Sep-10 1.79 4.59
2-Sep-10 0.3 0.77
7-Apr-10 1.1 2.53
16-Nov-09 0.6 1.44
13-Oct-09 1.69 3.51

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When BBRY Close Crosses below Lower Bollinger Band

When BBRY Close Crosses Lower Bollinger Band

BBRY Close Crosses Below Lower Bollinger Band

 

Blackberry Stock closing price crosses below bollinger band trading strategy rules

  • Blackberry Stock ( Symbol; BBRY) price closed below the lower line of the  20-day Bollinger Band during current trading session
  • During the previous trading day , the close was above the lower Bollinger band
  • Go Short at close
  • buy to cover at next trading session’s close

 

Backtest Performance Summary
Total number of trades 31 Percent profitable 71%
Number of winning trades 22 Number of losing trades 9
Average profit per trade % 0.94 Median trade -1.13
Average winning trade % 2.31% Average losing trade % 2.43%
Largest winning trade % 6.70% Largest losing trade % 5.72%
Max consecutive winners 6 Max consecutive losers 2
Ratio avg win/avg loss % 0.95 T-Test -1.85
Profit factor 3.69 Outlier Adjusted Profit factor 2.92

Below the details of next day change , change % , when BBRY Stock closing price closed below lower bollinger band since last 4 years

Date BBRY Next Day Change Change %
11-Apr-13  ??  ??
29-Jun-12 0.1 1.35
25-Jun-12 -0.14 -1.54
04-Jun-12 0.33 3.42
03-May-12 -0.03 -0.25
13-Feb-12 -0.33 -2.21
16-Dec-11 -0.55 -4.09
23-Nov-11 -0.2 -1.23
31-Oct-11 -0.9 -4.46
16-Sep-11 -0.21 -0.88
08-Aug-11 1.25 5.72
04-Aug-11 -0.2 -0.85
02-Aug-11 1.18 4.89
27-Jul-11 -0.25 -0.97
17-Jun-11 -1.86 -6.7
01-Jun-11 0.13 0.32
29-Apr-11 -0.55 -1.13
25-Mar-11 -0.9 -1.58
15-Mar-11 -1.25 -2.05
10-Mar-11 0.78 1.25
31-Aug-10 1.29 3.01
20-Aug-10 -0.97 -1.99
16-Aug-10 -0.58 -1.14
25-Jun-10 0.74 1.42
24-May-10 -0.44 -0.74
20-May-10 0.29 0.47
05-May-10 -1.76 -2.56
01-Apr-10 -0.96 -1.4
22-Jan-10 -0.27 -0.44
27-Oct-09 -2.97 -4.66
25-Sep-09 -2.47 -3.58
19-Jun-09 -4.67 -6.42

When HMA intraday low crosses below lower bollinger band

When HMA intraday low crosses below lower bollinger band

lower bollinger band

HMA intraday low crosses below lower bollinger band trading strategy rules

  • HMA Stock price intraday low is above lower bollinger band during the previous trading session
  • HAM stock price intraday low is below lower bollinger band during today’s trading session ( i.e intraday low crossed below lower bollinger band)
  • Go short at close
  • Buy to cover tomorrow at close

Below the back test performance summary since last 4 years .

Backtest Performance Summary
Total number of trades 35 Percent profitable 77%
Number of winning trades 27 Number of losing trades 8
Average profit per trade % 1.97 Median trade -1.65
Average winning trade % 2.95% Average losing trade % 1.36%
Largest winning trade % 13.07% Largest losing trade % 3.62%
Max consecutive winners 8 Max consecutive losers 2
Ratio avg win/avg loss % 2.17 T-Test -3.74
Profit factor 7.25 Outlier Adjusted Profit factor 6.11

Below the details of next day change , change % , when HMA stock  intraday low crossed lower bollinger band since last 4 years

Date HMA Stock closing price Next day change Change %
10-Apr-13 10.53  ??  ??
03-Dec-12 7.5 -0.13 -1.73
22-Oct-12 7.49 -0.3 -4.01
09-Oct-12 7.77 -0.11 -1.42
04-Oct-12 8.16 -0.07 -0.86
24-Jul-12 6.7 -0.08 -1.19
01-Jun-12 6.1 -0.11 -1.8
11-May-12 6.51 -0.15 -2.3
03-May-12 6.95 -0.15 -2.16
29-Mar-12 6.7 0.02 0.3
06-Mar-12 6.8 -0.06 -0.88
09-Jan-12 6.96 -0.91 -13.07
17-Nov-11 8.48 -0.14 -1.65
03-Oct-11 6.32 0.08 1.27
21-Sep-11 6.76 -0.15 -2.22
25-Jul-11 9.77 -0.07 -0.72
03-Jun-11 10.88 -0.34 -3.13
18-Jan-11 9.55 -0.45 -4.71
10-Jan-11 9.58 0.12 1.25
14-Oct-10 7.28 0.15 2.06
25-Aug-10 6.66 -0.4 -6.01
20-Aug-10 6.7 -0.14 -2.09
12-Aug-10 6.76 -0.11 -1.63
21-Jul-10 6.67 -0.02 -0.3
01-Jul-10 7.57 -0.25 -3.3
29-Jun-10 7.85 -0.08 -1.02
21-Jun-10 8.16 -0.16 -1.96
08-Jun-10 8.37 0.05 0.6
25-May-10 8.58 0.12 1.4
21-May-10 9.08 -0.27 -2.97
16-Apr-10 8.26 0.03 0.36
21-Jan-10 6.93 -0.16 -2.31
27-Oct-09 6.82 -0.67 -9.82
03-Sep-09 6.35 0.23 3.62
22-Jun-09 4.38 -0.03 -0.68
15-Jun-09 5.07 -0.29 -5.72

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