|
PureBytes Links
Trading Reference Links
|
Thanks for all the examples. These definately help me to see that
what I've been testing with, is atleast related to other ideas out
there. Thanks.
Doing some cursory testing... the last Bollinger Bands example looks
the most appealing. But will continue iwth it.
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxxx> wrote:
> 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
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
> Yahoo! Groups Sponsor
>
> Get unlimited calls to
>
> U.S./Canada
>
>
>
>
> --------------------------------------------------------------------
----------
> Yahoo! Groups Links
>
> a.. To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
>
> [Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|