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-----Original Message-----
From: Dave Merrill
[mailto:dmerrill@xxxxxxx]
Sent: Thursday,
December 18, 2003<span
> <font
size=2 face=Tahoma>7:37 AM<font
size=2 face=Tahoma>
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Momentum
Ranking - A better way for QRS and other scoring
<span
>Have you done a
correlation study between the two?
<span
> Now I have and there is none.
<span
>Any idea, for the
system you're testing, how frequently there are more qualifying positions
than equity slices, causing scoring to come into play at all?
<span
> Other than manual inspection of the
detailed trade log, do you have any suggestions on how to generate this statistic
via code?
<span
>Dave
The unanswered question: what is about WtdMAM and BOP, which produce<font
size=2 face="Courier New">
very different NUMBERS, yet when scored and
sorted, produce very similar
trade lists???
Answer provided another day, another year.
Ken
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face="Times New Roman">
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