|
PureBytes Links
Trading Reference Links
|
Gary,
Could you put the AFL code into the body of a post? I read this
board via the web and Yahoo deletes attachments without giving an
opportunity to see them.
Thanks.
b
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> 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,
> Gary
>
> Louw-Roux Coetzer <louwcoetzer@xxxx> 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.
>
> Yahoo! Groups Sponsor
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> 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 ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 http://docs.yahoo.com/info/terms/
|