|
PureBytes Links
Trading Reference Links
|
I've been doing that all morning, Pfsst: I've looked at most of the
getextradata variables available with QP2. I have no preconceived notions about
anything other than the fact that I thought most of those data were not updated
as often as daily. I was wrong about QRS, and thank you for clearing that up for
me. I verified this by exploring on QRS. Beta doesn't seem to get updated at
all!! I explored back until 1996, and the beta for AAPL remains the same 1.843
from Jan 1996 until today. Same for other tickers. So, beta is worthless, at
least the one QP2 gives.
AV
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Phsst
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 13, 2003 12:49
PM
Subject: [amibroker] Re: PositionScore
Ideas
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 mayhave about this and take the time to research it and do a
little duediligence. You might be glad you did. --- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Al
Venosa" <advenosa@x...> wrote:>
Thanks, Phsst. I'm a QP2 user also. But all those QP2
GetExtraDatavariables are not updated daily, so I don't think they would
be usefulfor a short-term trading system like I was talking about.
UsingPositionScore over a modest time period, you'd get the same 4
stocksall 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,
butI think I'd like something that is more reflective of the trade
systemduration, 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 QRSrank.>
> 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> >
> > > > --->
> 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: 11/21/2003>
> > Yahoo!
Groups Sponsor >
> > >
> Send BUG REPORTS to bugs@xxxx> Send
SUGGESTIONS to suggest@xxxx>
-----------------------------------------> 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
Yahoo! Terms of Service. > > >
---> 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:
11/21/2003
Send 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.
<BLOCKQUOTE
><FONT
face="Courier New">---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:
11/21/2003
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.
|