|
PureBytes Links
Trading Reference Links
|
Hi all,
Attached is the RUTVOL code with the BB scoring routine I went through in the presentation. The moral of the story is that selection can compliment a good timing strategy. So, don't get caught up matching the numbers exactly as shown in the presentation. I ran them YTD today on the Rut2K stocks, and they showed a CAR of 55% with a MaxDD of -10% or so.
Thanks for all the great feedback, and I am glad to give back to a group that has been so generous. If ya'll figure ways to make this better from tweaking the RUTVOL signal to different selection methods, send a shout to the board, and let's see how far we can get.
Kind Regards,
GaryLouw-Roux Coetzer <louwcoetzer@xxxxxxxxxxxxx> wrote:
Hi 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.
has notified the sender that this message has been received.
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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.
Do you Yahoo!?
Protect your identity with Yahoo! Mail AddressGuard
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:
1 RUTVOL with BB Scoring.afl
Attachment:
Description: "Description: 1 RUTVOL with BB Scoring.afl"
|