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Thanks, Phsst. I'm a QP2 user also. But all those QP2 GetExtraData
variables are not updated daily, so I don't think they would be useful for a
short-term trading system like I was talking about. Using PositionScore over a
modest time period, you'd get the same 4 stocks all the time, wouldn't you, or
at least until they get updated. Perhaps QRS gets updated weekly, so maybe that
wouldn't be as bad, but I think I'd like something that is more reflective of
the trade system duration, in other words, something that I can update daily at
EOD.
<BLOCKQUOTE
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----- Original Message -----
<DIV
>From:
Phsst
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 13, 2003 12:26
PM
Subject: [amibroker] Re: PositionScore
Ideas
Al,My favorite is the QP2 QRS value
(GetExtraData("QRS"). The QP2 QRSvalue is supposed to be a 'knockoff' of
the IBD RS ranking score.I almost always get a significant boost using
this ranking figure asas the positionscore.If you do not have QP2,
but have any ideas about how to do your own RSRank calculation, I'd be
happy to run some comparisons for you (oranyone else) to measure your
calculated RS Rank against QP2's QRS rank.Cheers,Phsst---
In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:>
Hi, all:> > I've been experimenting with variuos short term
trading systemslately (average trade durations of about 2.5 days), and I
was lookingfor ideas on how best to rank a watchlist to get the best
candidatesfor portfolio trading a basket of 4 stocks. I was wondering if
anyonewould care to share any ideas on how you use the
PositionScorefunction to rank your candidate list (using regular mode,
notrotational mode). I've tried combinations of turnover and
volatility,but I'd like to try other ideas. I'm not asking anyone to give
awayany secrets, and, yes, I am aware of TJ's example in the help
file(PositionScore = 100 -RSI());), but I was just looking for more
ideas.I'm not even sure if this question is too vague or not. If it is,
I'msure you'll tell me. TIA.> > Al Venosa>
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