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QRS is updated daily and goes as far back as 6/1/1995 in the QP2 database.
Just a suggestion... set aside whatever preconcieved notions you may
have about this and take the time to research it and do a little due
diligence. You might be glad you did.
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> 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.
>
>
> ----- Original Message -----
> From: Phsst
> To: 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 QRS
> value is supposed to be a 'knockoff' of the IBD RS ranking score.
>
> I almost always get a significant boost using this ranking figure as
> as the positionscore.
>
> If you do not have QP2, but have any ideas about how to do your own RS
> Rank calculation, I'd be happy to run some comparisons for you (or
> anyone 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 systems
> lately (average trade durations of about 2.5 days), and I was looking
> for ideas on how best to rank a watchlist to get the best candidates
> for portfolio trading a basket of 4 stocks. I was wondering if anyone
> would care to share any ideas on how you use the PositionScore
> function to rank your candidate list (using regular mode, not
> rotational mode). I've tried combinations of turnover and volatility,
> but I'd like to try other ideas. I'm not asking anyone to give away
> any 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'm
> sure you'll tell me. TIA.
> >
> > Al Venosa
> > advenosa@xxxx
> >
> >
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