|
PureBytes Links
Trading Reference Links
|
DT:
You are right, too much to read.
My system approach:
1. Pick a date, say 1/2/1999.
2. Rank stocks in "Master List" for some variable, for example UPI, but it could be something else.
3. "Put" (buy, assign, or ??) the top 10 ranked stocks into a "basket" (not necessarily another watchlist).
4. Buy and sell the BASKET (10 stocks only) on their own 10dema. Sell them all when Basket Average crosses below 10dema of Basket Average. Buy them all back when Basket Average crosses above 10dema of Basket average.
5. Continue forward in time, buying and selling as demanded by ema of average, until another calendar date, say 6 months (although it could be 3 months or 9 months), then sell any in the basket if basket stocks are open long.
6. Rerank Master List on new date (same ranking variable), then select new top 10 and put back into new basket of stocks.
7. Buy all new 10 stocks if their new 10dema is less than the basket average.
Repeat with step 4 and continue to the present.
I have not studied your IP points code close enough to know if it applies in this case. Someone said it might.
I have tested this system semi-manually using FastTrack program and Excel and it is profitable with low drawdown. I want to do a more complete test and perhaps optimize various variables (very repetitive and long doing it manually).
Any comments?
Ken
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Friday, November 07, 2003 7:58 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: NO WAY [Was]: New Variable Class
Ken,
I donīt even know AB-beta list.
Would you kindly ask/describe the question here ?
|