Re: [amibroker] Re: PositionScore Ideas

["Greg" <gregbean@xxxxxxxxxxx>]

Hi Phsst.
 
Here is a formula that I have been told closely follows that of IBD. Could 
you please do the comparison you offered ?
 
RSW = .4*(Total Return 13-Week)+.3*(Total Return 
26-Week)+.3*(Total Return 1-Year)
 
Thanks,
Greg
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Phsst 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, December 13, 2003 1:26 
  PM
  Subject: [amibroker] Re: PositionScore 
  Ideas
  Al,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.