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Guys and Gals - On Werner Ganz's web site he says that logically the
real volume he would have developed the confirmation(rutvol)signal
with was the volume of the Russell 2000, the small cap index, but
the composition of this index has changed so much over the years
(some to come in Dec ?) that it is difficult if not impossible to
use that volume in a backtest. If you want an intermediate to short
term signal I suppose you could assemble the Russell 2000 volume in
a composite. This much I know altho have not corresponded with him,
Werner is using AB as his site displays charts with AB and he's
planning to be at the Clearwater AB conference.
Hoping he's monitoring the forum and will clarify this for us some
more.
JOE
Houston
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Jitu,
>
> I'm glad you are interested as I've found it to be an area worth
exploring.
>
> I believe the idea stemmed from Don Beasley's dominant market
theory which essentially indicates that when the Nasdaq is dominant
over the NYSE in terms of performance, the market is healthy.
Consequently, if NASDAQ volume is robust and positive then it is a
good environment to put on positions.
>
> You may want to e-mail Werner directly and ask. I'd certainly be
interested in reading his response.
>
> Hope this helps,
> Gary
>
> jtelang <jtelang@xxxx> wrote:
> Gary,
>
> I was going through Werner's site and was looking for an
> explanation why Nasdaq volume was chosen in RUTVOL, but
> couldn't find it. Was there a reason, or does it not really
> matter which exchange was used?
>
> Sorry if this was discussed earlier and if I just missed
> it. Please point me to the thread if possible in that
> case.
>
> Thanks in advance.
>
> Jitu
>
>
>
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