|
PureBytes Links
Trading Reference Links
|
Howard, Gary -
I'm going to jump in if you don't mind. I was cruising by and had
some time. RUTVOL is derived from RUTTR, which Werner Gansz
originated in 1998. It adds a volume stochastic as confirmation on
the buys, and will sell on either. Really not a major effect, except
in the bear market. The original RUTTR parameters have not changed
since 1998, although a RSI filter was added on the sells later, but
it has only a very small effect. I definitely encourage you to
contact Werner Gansz if you have an interest.
I can tell you that to the best of my knowledge, no other provider is
close to FT in terms of fund data. But perhaps of more importance
are the signals and systems developed by a subset of the FT
community. You may find that they challenge some classical modeling
and signal processing assumptions.
Bruce R.
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Howard,
>
> As always, you ask very relevant questions. There are several FT
folks on the board who could tell you the exact dates when the signal
was developed. Even better, go to Werner Gansz' (signal creator)
website, and ask him directly. He's a good guy, and was very
responsive and informative in the few e-mails we've exchanged.
>
> http://www.madriver.com/~wwgansz/
>
> Taking this a step further Howard, how about walking us through
your analysis method on RUTVOL. Sometimes we get too academic on
this board. So, here you have a complete signal that many call
robust. Let's see how your method would be applied here, and my
sense is it would add a great deal of value to a lot of us not so
experienced not to mention all the good karma you'll build : )
>
> Thanks,
> Gary
>
> Howard Bandy <howardbandy@xxxx> wrote:
>
> Wow!! RUTVOL has a Lot of parameters.
>
>
>
> It is very unusual for a system with so many parameters to be
robust. Does anyone know when the system development stops (the last
in sample date) and when the out of sample period begins?
>
>
>
> Howard
>
>
>
> -----Original Message-----
> From: Gary A. Serkhoshian [mailto:serkhoshian777@x...]
> Sent: Tuesday, November 18, 2003 1:07 PM
> To: sgearhart12000; amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] RUVOL and BB system posted to AmiBroker library
>
>
>
> Hi all,
>
>
>
>
>
> For easier access it's at this link in the AmiBroker library:
>
>
>
>
>
> http://www.amibroker.com/library/detail.php?id=307
>
>
>
>
>
> Kind Regards,
>
>
> Gary
>
> sgearhart12000 <sgearhart1@xxxx> wrote:
>
>
> Gary
> Could you send me the 1 RUTVOL with BB Scoring.afl. I'm a FT user
and
> trying to use AB along with FT.
> Thanks
> Scott Gearhart
>
> ---------------------------------
>
>
> Do you Yahoo!?
> Protect your identity with Yahoo! Mail AddressGuard
>
>
> 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.
>
>
>
>
>
> 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/
|