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<SPAN
class=720235400-14122003>Al,
You
could use linregslope(QRS, x), but I usually superimpose an EMA [see below]
and would probably use its slope.
<SPAN
class=720235400-14122003>
<SPAN
class=720235400-14122003>Bob
<SPAN
class=720235400-14122003>----
<SPAN
class=720235400-14122003> <SPAN
class=720235400-14122003>rs =<FONT
color=#0000ff>GetExtraData("QRS");<SPAN
class=720235400-14122003> Plot(rs,<FONT
color=#ff00ff>"QRS",colorWhite);<SPAN
class=720235400-14122003> Plot<FONT
color=#000000>(EMA<FONT
color=#000000>(rs,20<FONT
color=#000000>),"ema20"<FONT
color=#000000>,colorYellow);
<FONT face=Arial
color=#000000 size=2>
<FONT face=Arial
color=#000000 size=2> <SPAN
class=720235400-14122003>
<FONT face=Tahoma
size=2>-----Original Message-----From: Al Venosa
[mailto:advenosa@xxxxxxxxxxxx]Sent: Saturday, December 13, 2003
4:38 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] PositionScore Ideas
Thanks, Bob. By "its slope", do you mean slope = linregslope(QRS, x)?
Al V.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bob
Jagow
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, December 13, 2003 7:25
PM
Subject: RE: [amibroker] PositionScore
Ideas
<FONT face=Arial color=#0000ff
size=2>Al,
<FONT face=Arial color=#0000ff
size=2> If you use QPlus data, then QRS and its slope should be worth
a try.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Bob
<FONT face=Tahoma
size=2>-----Original Message-----From: Al Venosa
[mailto:advenosa@xxxxxxxxxxxx]Sent: Saturday, December 13, 2003
7:32 AMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] PositionScore Ideas
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<A
href="">advenosa@xxxxxxxxxxxx<FONT
color=#0000ff>
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