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Hi Gary, Bruce –
I’ve visited Werner’s web
site, read his materials, and posted a message to him. I’ll post any
interesting response from him.
Thanks,
Howard
-----Original Message-----
From: bruce1r
[mailto:brucer@xxxxxxxxx]
Sent: Wednesday, November 19, 2003
9:49 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: RUVOL and
BB system posted to AmiBroker library
Howard, Gary -<span
>
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@xxxx]
> 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:
>
>
>
>
>
> <a
href="">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
>
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