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My stupid email provider is down and I'm having to post this via
browser.
Anyway, I'm very interested in participating in this thread so bear
with me.
Fred, what does RUTTR stand for - for those of use not FT certified?
Regarding your ranking comments - I asked tj this am to provide an
example of how the new "for" construct could enable us to build
an "optimizer" but running it in an Exploration. He provided one and
my thinking is that this will lend itself to using some other data
for ranking/evaluation via the use of Addcolumn's.
My question to you is (since I don't know your equity code well
enough): Given the new functionality as desribed above - couldn't we
now use your equity code and export those items that we might be
interested in? For example = your MAR, K ratio, etc? If so we can
manipulate them in code or an Excel spdsht.
If this is now possible it really opens the door for ranking
experiments.
d
--- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxxx> wrote:
> Sid,
>
> One of the things that clearly does work are at least some of the
> generalized principles that have been presented on FT-Talk and/or
its
> predecessors and there is probably no reason why these types of
things
> could not be morphed into using with stocks but the risk associated
with
> stocks in general is that although they quite often bring higher
returns
> they also have inherently more risk.
>
> Any way the concepts in general that I am referring to include:
>
> 1. A simple market timing system a la RUTTR or some variant or
> SIMPLE replacement for that. Hardly the best system in the world
but
> hardly the worst.
> 2. The ranking of trading vehicles, whether they be stocks or
MF's
> based on something like MAR i.e. CAR / MDD during the periods of
time
> that your simple market timing system is on a buy or the inverse of
that
> if you allow shorting as well. This allows for the strongest
trading
> vehicles to be taken advantage of during buy periods and the weakest
> ones to be taken advantage of during sell periods.
> 3. The trading of or possibly even sub timing of those individual
> trading vehicles based on some shorter term buy / sell criteria.
>
> The problem at the moment from an AB perspective is that I don't
believe
> all the pieces are in place to write the code to do this sort of
> analysis.
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