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> Not to beat dead horses but again this is part of what PT was
> designed to do. There is currently no way to get stops based
> on "basket loss" per se but one can certainly have stops on
> individual securities which would then either allow sitting on the
> sidelines with the cash that the exit frees up or jumping on another
> high ranking security.
sorry for the confusion, but PT isn't needed to have stops on indiviual
securities. what are you saying to provides in this area?
> IMHO assuming ones timing algorithm is properly designed one would
> think that this would occur either at the same time or preferably
> before a "basket stop" and would if you will imply a trend change,
> especially given that in a scoring and ranking scenario the
> securities that one is holding as a result of scoring and ranking
> should be doing better then the rest of the world.
>
> Fred
well, it's an interesting question as to whether the timing I've been using
was "properly designed" or not (:-). but a lot of people whose timing was/is
based in some way on the VectorVest MTI are in funny shape now, because
things are off-the-charts weird with it.
I'm sitting on shorts (I know...). some of them have hit my medium-loose
stops, a few are up slightly, and the rest are bleeding slowly, since, to
date, the market in general has most certainly not gone down. I'm not
panicking or anything, especially since my exposure is limited, but I am
trying to learn. in that light, I wondered about testing bryan's notion that
regardless of the behavior of each stock, if the basket as a whole drifted
opposite-ward, the timing call was wrong and I should chuck the whole pile.
doesn't seem like I can test that in AB though.
thanks,
dave
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