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Hi Simon,
I'm giving a talk that will be more in-depth as we will not have the same time constraints at the AmiBroker conference in warm and breezy Clearwater, Florida in February. Richard Boroff has posted details over the past weeks, but for more info www.ftmonitor.com
As I'd mentioned in a previous post, when I gave the talk in Buffalo, Texas I had only begun to start using the Beta version of AmiBroker for Portfolio Trading, and now I use it exclusively.
What I really need to do is write the code related to what I did in the presentation for the AmiBroker PortfolioTester as numerous folks have contacted me with an interest in learning more about portfolio trading and a desire to run the example I gave in the presentation.
I'll work on that today, and post it to the board. No big deal.
Thanks for the interest, and I'm happy that the presentation helped light a fire to learn more about portfolio trading. I'm learning just like you, and fortunately we are blessed with some smart and generous folks who reside on this board.
Kind Regards,
Gary
Simon <omegamanvo2k@xxxxxxxxx> wrote:
Hi Gary,I've just watched your presentation regarding PT, I gathered that your presentationor the whole affair was more that 55 minutes. do you plan a presentation in the North east PA,DE,MD,DC,NY?or were do I get such materials?ThanksSimon________________________________From: Gary A. Serkhoshian [mailto:serkhoshian777@xxxxxxxxx]Sent: Sat 11/15/2003 10:37 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Q: Trading mutual funds: Vol. for Russell2k: YahooNot sure exactly what you are looking for, but as for individual stocks listed in the Russell 2K, I can send you the 2003 list which Chuck was kind enough to send me.If you are looking for composite volume of Rut2K volume just throw all the stocks into a watchlist, then run an add to composite.Jayson or Anthony may know of an easier way to generate
composite volume for the Rut2K in a more efficient manner. I'd certainly be open to suggestions as ATC is a drag to run daily. I suppose that you could use For loops as well, but again not the most efficient solution.Hope this helps,Garydalengo <dalengo@xxxxxxxxx> wrote: Hello, I am wondering if one can get the volume data for Russell2k from Yahoo site into AB. As far as I can see, they do not list the components. Would appreciate any suggestions. Many thanks, -D. (this is a repeat post - not sure it worked first time around...) --- In
amibroker@xxxxxxxxxxxxxxx, "bruce1r" <brucer@xxxx> wrote: > 1. Basic timing - > > The basic metric is a signal called RUTVOL. It is a Russell 2000 > based timing signal with volume confirmation. It has not been re- > optimized for many years. Here are the results from 9/1/88 - 11/5/03 > with 1 day trading delay for the Russell to money market - > > Russell 2000 held - 9.05% CAR > Russell 2000 / RUTVOL - 16.63% > HRTVX (Heartland Value) / RUTVOL - 21.83% >
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