Monday, June 9, 2014

best psar settings on amzn

amzn p&l trading 10k using sdi_psarstgy with acc. factor=.01 and acc. limit=.12
i wrote a program that hunts for good psar settings in specified stocks. unfortunately the program is not the sort of thing that one would implement in thinkscript. i am finding settings that produce these 50% profits in one year quite frequently so every once in a while i will share 1 or 2 of them. however, be forewarned the optimal settings drift over time so a month or two down the line these settings may not look so favorable.


  1. Nice job on your script and the examples. Your optimization is very interesting. Have you found that these settings are superior to the traditional for other stocks. Is this a better standard setting? Do you recommend customizing the psar settings to each stock?

    1. .01/.12 are superior settings for amzn only, at this time. they will probably not be so profitable for other stocks. i find that psar settings need to be customized to each stock and then re-tuned occasionally. generally speaking, low settings for acceleration limit work best for stocks that are low-volatility, buy 'n hold stocks and higher settings work better for those that are better trading vehicles. an interesting exercise is to see which stocks produce profits with the 1/1 setting which aggressively advances the stop and then which stocks produce better profits with the .1/.1 setting.


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