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It's Dennis Thornburgh... but I've gone by Phsst for a long, long time.
Take care,
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> 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
>
> ----- Original Message -----
> From: phsst
> To: 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 amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> > 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
> > ----- 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 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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