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Hi Mark,
Only one difference as noted below. I've compared A/D volume between QP and TC2K, and there are subtle differences for reasons beyond my understanding.
Hope this helps,
Gary
3/21/03 BUY - SAME7/29/03 CASH - SAME8/29/03 BUY - BUY ON 8/279/26/03 CASH - SAME10/13/03 BUY - SAME10/24/03 CASH - SAME11/04/03 BUY - SAME11/18/03 CASH - SAME
Mark H <mdhuang@xxxxxxxxx> wrote:
Hi Gary:Thanks for your presentation and AFL code! That reallyhelped me get a grasp ofthe PT concept.I use TC2000 data, and here are my changes to the AFL:RUT = Foreign("RUT-X","C"); //Foreign("!RUT","C");TVOLQ = Foreign("COMPQX","V"); //Foreign("!NQ-V","C");UVOLQ = Foreign("QUVOL","C"); //Foreign("!NQ-AV","C");DVOLQ = Foreign("QDVOL","C"); //Foreign("!NQ-DV","C");Could you confirm that the following signal days areaccurate or close forRUTVOL? I am trying to prove the data I have is goodenough.3/21/03 BUY7/29/03 CASH8/29/03 BUY9/26/03 CASH10/13/03 BUY10/24/03 CASH11/04/03 BUY11/18/03 CASHThanks!- Markjohn gibb wrote:> Hi Gary,>> Thanks for the step-by-step instructions!>> Questions:>> 1) In place of your
!NQ-V, !NQ-AV, and !NQ-DV, Iplan on using these> Esignal counterparts; do they look OK?:>> $TVOLQ NASDAQ TOTAL VOLUME> $UVOLQ NASDAQ UP VOLUME> $DVOLQ NASDAQ DOWN VOLUME>> 2) Could you clarify, in 5.b., '...you may want totailor the prices to> open for testing stocks.' (Does that mean you havecoded using the Close> somehow and I need to comment it out?)> 4) When you say, in 5.f., '...check "add artificialfuture bar" if you> want.' does that mean i can expect different resultsif I do check that? If> so, which results might differ.>> -john>> ----- Original Message -----> From: Gary A. Serkhoshian> To: amibroker@xxxxxxxxxxxxxxx> Sent: Tuesday, November 18, 2003 12:41 PM> Subject: Re: [amibroker] Instructions on how to usethe RUTVOL timing and BB> scoring AFL>> I meant "Portfolio Backtest" button in step
6 notoptimize.>> I need to start making some decent money so I canhire a secretary.>> Rgds,> Gary>> "Gary A. Serkhoshian" <serkhoshian777@xxxx> wrote:> Hi Wayne !>> I've copied the AmiBroker list as several othershave asked the same> question, and I apologize for not giving moredetailed instructions of "how> to" related to using the .afl I posted.>> Here goes:>> 1. Load the afl in AA window.>> Starting from Top to Bottom we'll run through theright column features> 2. Apply to. Use can select a watchlist of Russell2K stocks which Fred was> kind enough to post via "use filter", or just run itagainst "all stocks".> If you run it against all stocks in database, youmay want to add at least a> volume filter if not a price filter. Example>> PRICEOK = C > 5;> VOLOK = MA(V,21)
> 500000;>> Then modify position score:>> PositionScore = 100 - 100 * (Close - LBBand) /(UBBand - LBBand) * PRICEOK *> VOLOK;//0 when C == Upper Band, 100 when C == LowerBand> 3. Range. Select whatever time period you'd like. Irun a YTD via "from> to" dates>> 4. Click "check" to make sure all the afl is okay.It's just a good habit> : )>> 5.a. Click "Settings" button "General" tab.>> Make sure "positions" reads long as this is a longonly methodology.> Periodicity should read daily. I have a round lotsize of 100 and a percent> commission of 0.5 just to build in some slippagecosts.>> 5.b. Click "Trades" tab. Trade delays are alreadybuilt in the code of 1> day, but you may want to tailor the prices to openfor testing stocks.>> 5.c. Click "Stops" tab. Make sure all stops aredisabled.>>
5.d. Click "Report" tab and select detailed log soyou can see what's going> on with the selection method.>> 5.e. Click " Portfolio" tab and make sure that the"Pad and align all data> to reference symbol" is checked and that you havethe Russell 2K symbol as> the reference since this a general market signaldriven by the Russell.>> 5.f. You can check "add artificial future bar" ifyou want.>> 5.g. Click OK or you can save the settings tosomething other than default> if you want.>> 6. Click "Portfolio Optimize" button and voila! Youhave results!>> That wasn't too painful, was it?>> Hope this helps,> Gary>> Wayne Kroutil <wayne100@xxxx> wrote:> Hi Gary--I downloaded you RUTVOL afl but am not ableto get results with it.> Would you provide details of how you set it up andrun it.? Thanks a> million.
I have used AB for a year but have not notdone portfolio trading.> My time has been spent on AA and IB.>> Wayne Kroutil>> 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.>> Do you Yahoo!?> Protect your identity with Yahoo! Mail AddressGuard>
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!?Free Pop-Up Blocker - Get it nowhttp://companion.yahoo.com/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.
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