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Chris - This is a collection coming out of my info database and not Amibroker - so each line should be verified as executable and this is only presented here as ideas that've been tried. You could assemble them in one large FUNCTION module and call each scoring routine in turn to test it out in your strategy.
Like calling the first one as a function as follows:
PositionScore = BeatenDownStocks(30);
Hope this helps and interested in your testing.
JOE
SCORING ROUTINES
Beaten Down Stocks/Mutual Funds
// =============== written as a function ======================
function BeatenDownStocks(Length)
{
Result = EMA(C,Length)/C;
}
return Result;
// ======================================================
Efficiency Index
Result = (C - Ref(C,-Lookback)) / ATR(Lookback);
Momentum Equation (Columbine, QP2, IBD)
QRSRAW = ( (C / Ref(C,-62)) * 0.4 ) +
( (Ref(C,-63) / Ref(C,-125)) * 0.2 ) +
( (Ref(C,-126) / Ref(C,-188)) * 0.2 ) +
( (Ref(C,-189) / Ref(C,-251)) * 0.2 );
Result = QRSRaw;
Most Anchored Momentum
// Most Anchored Momentum -
// An outgrowth of a MA filter is that the MA is delayed by the period/2.
// To get the coincident average of a price N ticks ago, use a period or
// N*2 for the MA. This is used to "anchor" the demonimator of the
// momentum calculation.
smaper = 2 * momper + 1;
Result = (100 * ((price / MA(price, smaper)) - 1));
Momentum
Result = (100 * ((price / Ref(price, -momper)) - 1))
Relative TIming
RT = Close / MA(Close,65);
Result = RT;
Bollinger Band(watch out - negative scores will SHORT a position)
BBandWidth = 2;
UBB = BBandTop(Close, 20, BBandWidth);
LBB = BBandBot(Close, 20, BBandWidth);
PositionScore = 100 - 100 * (Close - LBB) / (UBB - LBB);
maybe this is better...
PositionScore = abs(100 - 100 * (Close - LBB) / (UBB - LBB));
----- Original Message -----
From: Christoper
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, November 02, 2004 1:11 PM
Subject: [amibroker] PositionScore Suggestions
I'm currently building a system that utilizes trend line cross overs.
Just want to sruvey the community to see what positionscore methods
people utilize.
I've tried 1/ATR(20) to some success, but would like to see what
other creations may be out there.
- chris
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