52 Week Highs

This example Strategy Buys when an instrument is at it's 52 week high and Sells when Stop or Target rules are met.

The rules are:

  • select stocks from the NYSE exchange
  • buy when the High Price is equal to the High price over the last 52 weeks
  • close the position using a target if it makes 20% or a stop if it loses more than 5%
  • start with equity of 1,000,000
  • buy 10% of starting equity on each trade regardless of stock price or volatility
  • maintain no more than 10 open positions at a time, with a maximum of 5 new positions on any one day
  • when there are more buy signals than position slots available, choose stocks in descending order of 30 day Simple Moving Average Volume
  • exits, entries and stops can occur on any trading day during the test period.

Click 'Apply Changes & Run Test' under the 'Customize Criteria...' panel to adapt to your preferences and run tests.

Customize Criteria and Run Test
Show Criteria for: Buy Sell Short Sell Cover Short
Create a long position when the following criteria is met
High Weekly Highest (High 52)
Enable and/or logic
1,000,000 10L 10S % Current Equity
10 Max. Open Positions 5 Max. New Positions in 1 day
Highest SMA (Volume 30)
Enter at Next Open Exit at Next Open
Stop 5L 5S % exit Stop
Trailing 20L 20S % using best Close exit Stop
None set
60 Days - Latest
All Trading Days
Buy: High equal to Weekly Highest (High 52)
Page size:
Page 1 of 1. Rows 1 to 1 of 1.0.016s
2/26/2015 9:03 AMComplete60 Days - Latest10L 10S % Current EquityHighest SMA (Volume 30)
Test Number 1Test Time 2/26/2015 9:03 AM
Test Status CompleteTest Period 60 Days - Latest
Starting Equity 1,000,000Position Sizing 10L 10S % Current Equity
Prioritize Symbols Highest SMA (Volume 30)Total Profit 12,554.52
Open Profit 71,873.30Return On Equity % 1.26
Annualized Return % 5.19Max Drawdown % -5.10
Sharpe Ratio0.00Number of Closed Trades 12
Percent Profitable 0.00Average Days in Trade 15.42
Winners Profit 0.00Losers Profit -59,318.78
Winning / Losing Profit Ratio 0.00Average Winning / Losing Profit Ratio 0.00
Number Of Winners 0Number Of Losers 12
Largest Winner Profit 0.00Largest Loser Profit -5,172.00
Average Winners Profit 0.00Average Losers Profit -4,943.23
Longest Winner Days 0Longest Loser Days 39
Average Length of Winning Trades 0.00Average Length of Losing Trades 15.42
Most Consecutive Winners 0Most Consecutive Losers 12