RE: [AmiBroker] Re: Z Score ?

["Mr Valley" <valleymj@xxxxxxxxxxx>]

<FONT face=Arial color=#0000ff 
size=2>Howard,
<FONT face=Arial color=#0000ff 
size=2> 
I was 
thinking of using it on the entry side.
<FONT face=Arial color=#0000ff 
size=2> 
I'm 
trying to figure out them implementation of it.
<FONT face=Arial color=#0000ff 
size=2> 
1% 
risk per position
3 * 
ATR trailing exit stop
<FONT face=Arial color=#0000ff 
size=2> 
To 
implement on Stocks and futures
<FONT face=Arial color=#0000ff 
size=2>Thanks,
<FONT face=Arial color=#0000ff 
size=2>Marc

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Howard Bandy 
  [mailto:howardbandy@xxxxxxxxx]Sent: Monday, December 08, 2003 7:10 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Re: Z Score ?
  
  <SPAN 
  >Hi Mr Valley 
  &#8211;
  <SPAN 
  > 
  <SPAN 
  >I do use ZScore in a 
  lot of my systems.  Do you have a specific Tharp idea in 
  mind?
  <SPAN 
  > 
  <SPAN 
  >Howard
  <SPAN 
  > 
  <DIV 
  >
  <SPAN 
  >-----Original 
  Message-----From: Mr Valley 
  [mailto:valleymj@xxxxxxxxxxx] <SPAN 
  >Sent: Sunday, December 07, 2003 9:50 
  AMTo: 
  amibroker@xxxxxxxxxxxxxxx<SPAN 
  >Subject: RE: [amibroker] Re: Z Score 
  ?
  <SPAN 
  > 
  
  <SPAN 
  >Thank 
  you.
  
  <SPAN 
  > 
  
  <SPAN 
  >Has anyone done 
  anything extensive with say, combining Tharp, with Z 
  Score?
  
  <SPAN 
  > 
  
  <SPAN 
  >Mr 
  Valley
  
    <FONT face=Tahoma 
    size=2>-----Original 
    Message-----From: 
    the_chairmann [mailto:jhart_1972@xxxxxxxxx]<SPAN 
    >Sent: Sunday, December 07, 2003 7:17 
    AMTo: 
    amibroker@xxxxxxxxxxxxxxx<SPAN 
    >Subject: [amibroker] Re: Z Score 
    ?
    <SPAN 
    >Here's the indicator 
    formula:<SPAN 
    ><FONT 
    face="Courier New">periods=20;<FONT 
    face="Courier New">ZScore=(Close-MA(Close,20))/StDev(Close,20);<FONT 
    face="Courier New">Plot (MA(ZScore,3), "Z-Score 3 Day 
    MA",6,4);Plot 
    (MA(MA(ZScore,3),5), "5 Day MA Z-Score 
    MA",5,4);--- In 
    amibroker@xxxxxxxxxxxxxxx, "Mr Valley" <valleymj@xxxx> 
    wrote:> Has anyone coded Z 
    Score Transformation Exploration in .afl?<FONT 
    face="Courier New">> <FONT 
    face="Courier New">>              
    Score - Mean<FONT 
    face="Courier New">>      Z =  
    --------------------<FONT 
    face="Courier New">>            
    Std Deviation> 
    > 
    Thanks,> 
    > Mr. 
    Valley<FONT face="Courier New" 
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