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DT's and other's recent posts on "leaders" prompted
me to try this code; it allows you to determine stock-leadership qualities
for "your particular trading system". Note that the result may vary for
different systems. The procedure is for the N100, using the attached Excel
worksheet you can modify the include afl file to function with other Groups. To
Backtest copy the include file [
N100SelectStkWith-n-Include.afl ] to the IncludeFiles Directory
(you might have to create it first), it should match the reference in the
#include line in your code. I use #include "C:\Program
Files\AmiBroker\IncludeFiles\N100SelectStkWith-n-Include.afl";Substitute
your own system for the example (Steve Karnish's StoRSI) system. Ticker are
referred to by number, so you must first perform an Exploration on your group
and printout the results.1) To find a Group/Market/Watchlist leader for
your system let C1 =
Foreign<FONT
face=Arial color=#8b8b00>(Ticker,<FONT face=Arial
color=#cc4466>"C"); <FONT
color=#000000>and Optimize on the Group of your choice.
Note the Ticker number in the Optimize Column of your Results table; it refers
to the numerical position of the stock tested (starts with 0). Lookup the Ticker
symbol using the above mentioned Exploration.2) To find the best
leader for an individual Stock let C1 =
Foreign<FONT
face=Arial color=#8b8b00 size=2>(Ticker,<FONT face=Arial color=#cc4466
size=2>"C"); <FONT
color=#000000>Then Optimize on an individual stock and locate the
best stock by number as above.3) To analyze how a single stock (CSCO in
this example) functions as a leader let C1
= Foreign<FONT
face=Arial color=#8b8b00 size=2>(<FONT face=Arial color=#cc4466
size=2>"CSCO",<FONT
face=Arial color=#cc4466 size=2>"C"<FONT face=Arial color=#8b8b00
size=2>); and Backtest on your
Group.Perform your own Backtests variations and share what
other ideas you can come up with.
<FONT
size=3>Herman.
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Attachment:
MakeTickerSelectInclude.xls
Description: application/msexcel
Attachment:
Attachment:
Description: "Description: Binary data"
Attachment:
Description: "StoRSI-FindingTheLeader.afl"
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