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PureBytes Links
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A lot of what is in Gary's presentation is related to Portfolio
Trader which is a free add on GUI/AFL to AB and was written prior to
AB having Portfolio Trading capabilities.
If you are interested further check at
http://groups.yahoo.com/group/PortfolioTrader/
There is documentation and a variety of other things in the files
section there. If you have further question regarding PT, please
post those question in that forum.
Thank You,
FT
--- In amibroker@xxxxxxxxxxxxxxx, "Louw-Roux Coetzer"
<louwcoetzer@xxxx> wrote:
> ECM StationaryHi there all !
>
> I had a go at trying to imitate the info in Gary's
presentation...so far I managed the easy part as to calculate the
ranking order of a selected few shares in my watchlist with the
following formula in the Auto Annalists ...
>
> Rank = 100-(100*((C-BBandBot(C,21,2))/(BBandTop(C,21,2)-BBandBot
(C,21,2))));
> Filter = 1;
> NumColumns=1;
> Column1=Rank;
> Column1Name="Rank";
> Quite impressive...what I now wish to know is how did he get to the
other figures such as CAR etc...the Maximum Drawdown I assume comes
from the Report ... but in order to generate a report I have to test
or buy something...so my actual question is then, what criteria was
used to buy the shares he used in the presentation...he had figures
for example MSFT etc there...how was that info generated ? Or were
they simply bought when they came into the top 5 list and sold when
they left the top list ?
>
> Sorry if this sounds dumb, but I would really like to win this
beast !
>
> Kind regards and thanks in advance !
>
> Louw Coetzer
>
> PS: Maybe if someone has the link to the software he was using I
would also greatly appreciate that.
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