|
PureBytes Links
Trading Reference Links
|
<SPAN
class=005514217-13122003>I don't think QRS is continuously tracked; only the
most recent value is there for historical data. Backtests with it would be
misleading.
<SPAN
class=005514217-13122003>
<SPAN
class=005514217-13122003>I've recently tried a long period ADX, like ADX(55).
It's not in itself a trading signal at all, but given a choice between several
stocks all of which have some other strong buy or short signal, this tries to
favor ones that tend to trend.
<SPAN
class=005514217-13122003>
<SPAN
class=005514217-13122003>Just an idea I've been playing
with...
<SPAN
class=005514217-13122003>
<SPAN
class=005514217-13122003>Dave
<BLOCKQUOTE
>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>
advenosa@xxxx> > > ---> Outgoing mail is certified
Virus Free.> Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).> Version:
6.0.543 / Virus Database: 337 - Release Date: 11/21/2003Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send 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.
|