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So, your friends and relatives all call you Phsst rather than
Dennis? I bet you could tell a great story about the origin
of Phsst.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Phsst
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 13, 2003 3:30
PM
Subject: [amibroker] Re: PositionScore
Ideas
It's Dennis Thornburgh... but I've gone by Phsst for a
long, long time.Take care,--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Al
Venosa" <advenosa@x...> wrote:>
OK, PHsst: it's time to 'fess up. What is your real name? Is it
Philsomething? Every time I see your name, I feel like I'm trying to
getsomeone'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 notionsyou may> > have
about this and take the time to research it and do alittle
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
QP2GetExtraData> > variables are not
updated daily, so I don't think they wouldbe useful>
> for a short-term trading system like I was talking about.
Using> > PositionScore over a modest time
period, you'd get the same 4stocks> >
all the time, wouldn't you, or at least until they get
updated.> > Perhaps QRS gets updated weekly,
so maybe that wouldn't be asbad, but> >
I think I'd like something that is more reflective of thetrade
system> > duration, in other words,
something that I can update daily atEOD. >
> > > > >
> > > ----- 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"). TheQP2 QRS>
> > value is supposed to be a 'knockoff' of the
IBD RS rankingscore.> > >
> > > 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 foryou (or> >
> anyone else) to measure your calculated RS Rank
againstQP2's QRS> >
rank.> > > >
> > Cheers,> >
> > > >
Phsst> > > --- In
amibroker@xxxxxxxxxxxxxxx, "Al Venosa"
<advenosa@xxxx>> wrote:>
> > > Hi, all:>
> > > > >
> > I've been experimenting with variuos short term
tradingsystems> > >
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 thehelp 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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