|
PureBytes Links
Trading Reference Links
|
Ken,
Thanks for the information....I have not used
VV....maybe I will give it a look...Really though, I would like to do everything
in AB....
Thanks
Anthony
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, September 24, 2003 8:32
PM
Subject: RE: [amibroker] Sector and
industry analysis
<SPAN
>Anthony: maybe
the ideal program is somewhere just around the corner..not necessarily AB next
version but maybe the one after that.
<SPAN
>
<SPAN
>I am on a trial of
Vector Vest and find it the best program I have used to combine searches for
Sectors, Industries, and the stocks in them. Some really great scans can
fish out almost any combination you want.
<SPAN
>
<SPAN
>That is the good
news, the bad being that there is no long database, and the backtesting system
is a manual, click and click and click again cludge to get to very poor
statistics…I have been working at taking tickers back and forth but so far
nothing really exciting has developed.
<SPAN
>
<SPAN
>If the great search
combinations in VV could be put into AB, now that would be really
interesting……
<SPAN
>
<SPAN
>Ken
<SPAN
>
<SPAN
>-----Original
Message-----From: Anthony
Faragasso [mailto:ajf1111@xxxxxxxx] <SPAN
>Sent: Wednesday, September 24, 2003 3:49
PMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] Sector and
industry analysis
<SPAN
>
<SPAN
>Jayson,
<SPAN
>
<SPAN
>Thank you for your input....I am
trying to confirm my own explorations in AB to see if they match others using
AB or match other findings on different web sites. Doing my exploration, I get
the Information Sector as the leading Sector......whereas you have it listed
2nd from the bottom....
<SPAN
>
<SPAN
>What is the purpose of the
Universe / index Sector ? Couldn't you just rank them as to which one is
outperforming the others ? Outperforming the S&P 500 ?
<SPAN
>
<SPAN
>Would you be willing to share your
formula ?
<SPAN
>
<SPAN
>After you find the leading Sector
, How do you find the leading Industry in that Sector and then , How do you
find the leading Stocks in the Industry......I am trying to put this all
together in AB....but have been running into Roadblocks....probably my own
doing...:(
<SPAN
>
<SPAN
>TIA
<SPAN
>Anthony
<SPAN
>
<SPAN
>
<SPAN
>
<SPAN
>
<SPAN
>
<SPAN
>
<SPAN
>----- Original Message -----
<BLOCKQUOTE
>
<FONT face=Arial
size=2><SPAN
>From:<FONT
face=Arial size=2> <A
title=jcasavant@xxxxxxxxxxx href="">Jayson
<SPAN
>To:<FONT
face=Arial size=2> <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
<SPAN
>Sent:<FONT
face=Arial size=2>
Wednesday, September 24, 2003 12:59 AM
<SPAN
>Subject:<FONT
face=Arial size=2> RE:
[amibroker] Sector and industry analysis
<SPAN
>
<SPAN
>Anthony,
<SPAN
>A lot of my work
revolves around sector rotation. My methods may not be exactly what is found
on the larger sites who compare all stocks in a given sector. Instead I
filter my Universe of stocks to around 700 based on min price, volume and
institutional ownership. I then create sector indexes with addtocomposite.
From there I compare the relative strength of each sector against the
universe and measure it using linregslope to watch for strength or weakness
on a daily basis. FWIW here are my findings (short term, 7 days) as of
the close of business today. The graphic shows the current position of each
sector as well as its history for the last 9 days. The trend of each sector
can be very telling. Notice that while Internet has been out performing the
Universe for 17 days that it is showing signs of weakness the last 3. This
type of behavior is a red flag for me that would encourage me to tighten
stops in long positions and perhaps look for bearish patterns for Shorting
opportunities.
<SPAN
>
<SPAN
>Regards,
<SPAN
>Jayson
<SPAN
>
<SPAN
><IMG height=346
src="gif00539.gif" width=872 align=baseline
border=0>
<SPAN
>
<SPAN
>
<SPAN
>
<FONT face=Tahoma
size=2>-----Original
Message-----From: Anthony
Faragasso [mailto:ajf1111@xxxxxxxx]<SPAN
>Sent: Tuesday, September 23, 2003 9:33
PMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: [amibroker] Sector and
industry analysis
<SPAN
>Could someone let me know what Sector is
outperforming the others and What<FONT face="Courier New"
size=2><SPAN
><FONT
face="Courier New">industry is outperforming the others.....I am trying to
confirm my findingsfor
both in Amibroker.<FONT
face="Courier New">Also, what is your source....AB, or some other site /
platform....<FONT
face="Courier New">TIA<FONT
face="Courier New">Anthony<FONT
face="Courier New">---Outgoing
mail is certified Virus Free.<FONT
face="Courier New">Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).<FONT
face="Courier New">Version: 6.0.520 / Virus Database: 318 - Release Date:
9/18/2003<FONT
face="Courier New" size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
<SPAN
>Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service. <FONT face="Courier New"
size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
<SPAN
>Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
<BLOCKQUOTE
>
<SPAN
>---Outgoing mail
is certified Virus Free.Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).Version:
6.0.520 / Virus Database: 318 - Release Date:
9/19/2003
<SPAN
><FONT
face="Courier New" size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Attachment:
Description: ""
|