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Hi Gary,
I enjoyed your presentation. I can't seem to retrieve the
attachment. Could it be uploaded to the Files section?
Thanks.
--- 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.
>
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