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Agreed ... but something beyond AB/AA/AFL (simple) is needed to
manage multiple securities being traded simultaneously, whether they
all get stopped together or never get stopped.
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> > 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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