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OK, PHsst: it's time to 'fess up. What is your real name? Is it Phil
something? Every time I see your name, I feel like I'm trying to get someone's
attention. :-))))
Al
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
phsst
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 13, 2003 2:53
PM
Subject: [amibroker] Re: PositionScore
Ideas
<I've been doing that all morning,
Pfsst:>Pfsst? I don't get no respect around here!
<g>--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Al
Venosa" <advenosa@x...> wrote:>
I've been doing that all morning, Pfsst: I've looked at most of
thegetextradata variables available with QP2. I have no
preconceivednotions about anything other than the fact that I thought most
ofthose 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
byexploring on QRS. Beta doesn't seem to get updated at all!! I
exploredback until 1996, and the beta for AAPL remains the same 1.843 from
Jan1996 until today. Same for other tickers. So, beta is worthless,
atleast the one QP2 gives. > > AV> -----
Original Message ----- > From: Phsst >
To: 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 QP2database.> > 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 rankingfigure
as> > as the
positionscore.> > > >
If you do not have QP2, but have any ideas about how to doyour 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
waslooking> > for ideas on how best to
rank a watchlist to get the bestcandidates>
> for portfolio trading a basket of 4 stocks. I was wondering
ifanyone> > 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 andvolatility,>
> but I'd like to try other ideas. I'm not asking anyone to
giveaway> > any secrets, and, yes, I am
aware of TJ's example in the help file> >
(PositionScore = 100 -RSI());), but I was just looking formore
ideas.> > I'm not even sure if this question
is too vague or not. If itis, I'm> >
sure you'll tell me. TIA.> > >
> > > Al Venosa>
> > advenosa@xxxx> > >
> > > >
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