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Ken,
the first part is ready.
I select a date, the LastValue(Cum(1)-10), I read the MACDs, select
the top3 and, the most important, create a new on-code WatchList W,
including these 3 top stocks.
Is it OK up to this point?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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@x...]
> 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 ?
> From Anthonyīs reply, I read something related to the top10
selection.
> All these topX variations are already posted by me in previous
> messages.[multi-step, one-step, AA top5/bottm5, IB graphs etc.]
> Sorry, there is no time to read all amibroker lists, although it
> would be interesting.
> Just say it and we shall give it a try, if not already solved...
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> > DT:
> >
> > You said:
> >
> > "I like your expression "no way" !!
> > I donīt like the same expression, when we talk AFL."
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